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∗

Yingwei Wang

Department of Mathematics, Purdue University, West Lafayette, IN, USA

1 Banach space

P P∞

Question: Let (xn ) ⊂ X be a Banach space, and ∞ n=1 kxn k is convergent. Proof that n=1 xn is

convergent in X.

P P∞

Proof: Suppose ∞ n=1 kxn k = M < ∞, then ∀ ε > 0, ∃N, s.t. n=N kxn k < ε.

Pn

Let sn = i=1 xi , then ∀n > m > N ,

X

n X

∞ X

∞

ksn − sm k = k xi k 6 kxi k < kxi k < ε.

i=m i=m i=N

2 Continuous function

Question: f : (X, τX ) → (Y, τY ) is continuous ⇔ ∀x0 ∈ X and any neighborhood V of f (x0 ), there

is a neighborhood U of x0 such that f (U ) ⊂ V .

Proof: “⇒”: Let x0 ∈ X f (x0 ) ∈ Y . For each open set V containing f (x0 ), since f is

continuous, f −1 (V ) which containing x0 is open. Then, there is a neighborhood U of x0 such that

x0 ∈ U ⊂ f −1 (V ), that is to say f (U ) ⊂ V .

S

“⇐”: Let V ∈ Y . ∀y ∈ V , choose Vy satisfy y ∈ Vy ⊂ V, Vy ∈ τY . Then V = Vy .

Let x = f −1 (y), then ∀Vy , ∃Ux ∈ τX , s.t. x ∈ Ux and f (Ux ) ⊂ Vy .

S

Let U = Ux , then U ∈ τX and f (U ) = V .

Therefore, f : (X, τX ) → (Y, τY ) is continuous.

∗

E-mail address: wywshtj@gmail.com; Tel : 765 337 3504

I

Yingwei Wang Real Analysis

3 Closure

3.1

T

Question: Topological space (X, τ ), x ∈ X, E ⊂ X, x ∈ Ē ⇔ ∀ neighborhoodV of x, E V 6= ∅.

Proof: Actually, this question is equal to the following one:

T

(*) Topological space (X, τ ), x ∈/ Ē ⇔ There exist an open set V containing x that E V = ∅.

We just need to prove (*).

T

“⇒ ” If x ∈ / Ē, then V = X\Ē is an open set containing x and E V = ∅.

T

“⇐” If there exist an open set V containing x that E V = ∅, then X\V is a closed set

containing E.

By the definition of closer Ē, that is the intersection of all closed sets containing E, the set

X\V must contain E.

Thus, x ∈/ Ē.

3.2

Question: Metric space (X, d), x ∈ X, E ⊂ X, x ∈ Ē ⇔ there is a sequence (en )∞ n=1 in E such

that limn→∞ d(en , x) = 0.

Proof: Similarly as Section 3.1, the above question is equal to the following one:

(**) Metric space (X, d), x ∈ / Ē ⇔ ∀e ∈ E, ∃ ε0 , s.t. d(e, x) > ε0 .

We just need to prove (**).

“⇒ ” Suppose x ∈ / Ē. Since X\Ē is an open set, then ∃B(x, δ) ⊂ X\Ē. That is to say

∀e ∈ E, d(e, x) > δ.

“⇐” TIf ∀e ∈ E, ∃ ε0 , s.t. d(e, x) > ε0 , then B(x, ε20 ) is an open set that containing x and

B(x, ε20 ) E = ∅. So X\B(x, ε20 ) is a closed set containing E.

By the definition of Ē, Ē ⊂ X\B(x, ε20 ).

Since x ∈ B(x, ε20 ), x ∈

/ Ē.

If E is a nonempty subset of a metric space X, define the distance from x ∈ X to E by

z∈E

4.1

(a) Prove that d(x, E) = 0 ⇔ x ∈ Ē.

Proof: If inf z∈E d(x, z) = 0, then ∀ε, ∃ zε , s.t. d(x, zε ) < ε.

II

Yingwei Wang Real Analysis

n=1 satisfying limn→∞ d(x, zn ) = 0.

According to Section 3.2, x ∈ Ē.

“⇐” If x ∈ Ē, by the previously Section 3.2, there is a sequence (zn )∞ n=1 in E such that

limn→∞ d(zn , x) = 0.

Then d(x, E) = inf z∈E d(x, z) = limn→∞ d(zn , x) = 0.

4.2

(b) Prove that x 7→ d(x, E) is a uniformly continuous function on X, by showing that

for all x ∈ X, y ∈ X.

Proof: By the definition of (4.1), we can get:

∀x, y ∈ X, ∀ε > 0, ∃zx ∈ E, s.t. d(x, E) = d(x, zx ) + ε, ∃zy ∈ E, s.t. d(y, E) = d(y, zy ) + ε.

Without loss of generality, we suppose that d(x, E) ≤ d(y, E). Then when ε is sufficient small,

d(y, zy ) ≤ d(y, zx ).

According to triangle inequality,

Besides, in the case that d(x, E) ≥ d(y, E), we can get d(x, y) ≥ d(y, E) − d(x, E). So we can

conclude that |d(x, E) − d(y, E)| ≤ d(x, y).

∀x0 ∈ X, ∀ε > 0, just choose δ = 2ε , then ∀x ∈ B(x0 , δ), we have |d(x, E) − d(x0 , E)| ≤

d(x, x0 ) < δ < ε. That is to say x 7→ d(x, E) is a uniformly continuous function on X.

III

Real Analysis Homework: #2

∗

Yingwei Wang

Department of Mathematics, Purdue University, West Lafayette, IN, USA

1 Banach space

Question: Let C([a, b]) denote the linear space of continuous function f : [a, b] → R. Show that

C[a, b] is a Banach space with respect to the norm

n=1 be a Cauchy sequence in C([a, b]). For ∀t ∈ [a, b], ∀m, n ∈ N, |fm (t)−fn (t)| ≤

kfn − fm k, which means (fn (t))∞n=1 is a Cauchy sequence in R and must converge to an element

in R. So we can define a function f : [a, b] → R that

n→∞

First, we will show that fn → f when n → ∞. ∀ε > 0, there is an N s.t. ∀n, m ≥ N we have

kfn − fm k < ε. For each x ∈ [a, b] we have

m→∞

≤ lim kfn − fm k

m→∞

≤ ε,

x∈[a,b]

Thus fn → f .

∗

E-mail address: wywshtj@gmail.com; Tel : 765 237 7149

I

Yingwei Wang Real Analysis

Second, we will show that f ∈ C([a, b]). Choose a point t0 ∈ [a, b]. Since fn ∈ C([a, b]), for the

previous ε, ∃ δn , s.t. ∀t ∈ (t0 − δ, t0 + δ), |fn (t) − fn (t0 )| < ε. For t ∈ (t0 − δ, t0 + δ), n > N we

have

|f (t) − f (t0 )| ≤ |f (t) − fn (t)| + |fn (t) − fn (t0 )| + |fn (t0 ) − f (t0 )|

<ε+ε+ε

< 3ε.

Thus f ∈ C([a, b]) and C([a, b]) is a Banach space.

2 Banach space

1 of all the functions f : N → R with the property that

P∞Let l (N) be the linear space

Question:

|f |1 := n=1 |f (n)| < ∞. Prove that (l1 (N), k · k1 ) is a Banach space.

Proof: Let (fi )∞ 1

i=1 be a Cauchy sequence in l (N). For ∀n ∈ N, ∀i, j ∈ N, |fi (t) − fj (t)| ≤

∞

kfi − fj k, which means (fi )i=1 (n) is a Cauchy sequence in R and must converge to an element in

R. So we can define a function f : N → R that

f (n) = lim fi (n), ∀n ∈ N.

i→∞

First, we will show that fi → f when i → ∞. ∀ε > 0, there is an I s.t. ∀i, j ≥ I we have

kfi − fj k < ε. For each n ∈ N we have

|fi (n) − f (n)| = lim |fi (x) − fj (x)|

j→∞

≤ lim kfi − fj k

j→∞

≤ ε,

for all i ≥ I. Then for all i ≥ N ,

kfi − f k = max{|fi (n) − f (n)|} ≤ ε.

n∈N

Thus fi → f .

Second, we will show that f ∈ l1 (N).

∞

X

kf k1 = |f (n)|

n=1

X∞

= | lim fi (n)|

i→∞

n=1

∞

X

≤ lim |fi (n)| < ∞.

i→∞

n=1

II

Yingwei Wang Real Analysis

Question: Let f : R → R be a smooth function (i.e. C ∞ ). Suppose that for each t ∈ R there is

nt ∈ N such that f (nt ) (t) = 0. Prove that there is an interval I of positive length such that the

restriction of f to I is a polynomial.

Proof: Define Tn := {t ∈ R : f (n) (t) = 0}. It is easy to verify that for each n the restriction

of f to Tn is a polynomial with at most (n + 1) degree. Then we just need to show that ∃n0 , s.t.

(Tn0 )◦ 6= ∅.

First, we claim that ∀n ≥ 1, Tn is a closed set. Consider the set Tnc = R\Tn : ∀t ∈ Tnc , f (n) 6= 0.

Since f ∈ C ∞ , f (n) is continuous, we know that ∃ δ, s.t. ∀x ∈ (t − δ, t + δ), f (n) (x) 6= 0. That is

to say (t − δ, t + δ) ⊂ Tnc . Then R\Tn is an open set while Tn is a closed set.

∞

Tn = R. ∀t ∈ R, ∃ nt ∈ N, s.t. f (nt ) (t) = 0, which means t ∈ Tnt .

S

Second, we claim that

n=1

∞

S

Thus, Tn = R.

n=1

According to the Baire Category Theorem, ∃n0 , s.t. (Tn0 )◦ 6= ∅. That is to say ∃ interval I ⊂

(Tn )◦ , s.t. the restriction of f to I is a polynomial.

4 Outer measure

Question: Let m∗ (A) denote the outer measure of A ⊂ R. Show that if B ⊂ R and m∗ (B) = 0,

then m∗ (A ∪ B) = m∗ (A).

Proof: On one hand,

A ⊂ (A ∪ B) ⇒ m∗ (A) ≤ m∗ (A ∪ B).

On the other hand,

m∗ (A ∪ B) ≤ m∗ (A) + m∗ (B) = m∗ (A) + 0 = m∗ (A).

Thus,

m∗ (A ∪ B) = m∗ (A).

5 Continuity of function

P 1

Question: Let (xn )∞

n be an enumeration of Q. Define f : R → R by f (x) = 2n . where the

summation is extended over all n such that xn < x. Prove that f is discontinuous at each rational

number and that f is continuous at each irrational number.

III

Yingwei Wang Real Analysis

1

Proof: Define Ax = {i ∈ N : xi < x & xi ∈ {xn }∞

P

n = Q}. Then f (x) = 2n , ∀x ∈ R.

n∈Ax

Fix xr ∈ Q, r ∈ N. Let xn ∈ Q and xn > xr . It is obviously that r ∈ (Axn \ Axr ). Then

X

1 X 1

X 1 1

|f (xn ) − f (xr )| =

p

− q

= i

> r.

p∈Axn 2 2 2 2

q∈Axr i∈(Axn \Axr )

which means lim f (x) 6= f (xr ). That is to say f is discontinuous at each rational number.

x∈Q, x→x+

r

∞ ∞

1 1

= 1, we can know that ∀ε > 0, ∃N ∈ N, s.t.

P P

Since 2n 2n < ε. Let the set Sε =

n=1 n=N +1

{x1 , x2 , · · · , xN }. We can rearrange the elements of the set Sε such that x1 < x2 < · · · < xN .

∀α ∈ (R \ Q), we can choose δ > 0 as the following way:

1

2 (x1 − α) if α < x1 ,

1

δ= (min{α − xi , xi+1 − α}) if xi < α < xi+1 ,

21

2 (α − xN ) if α > xN .

∞

1 1

So ∀x ∈ (x − δ, x + δ), |f (x) − f (α)| ≤ |f (x + δ) − f (x − δ)| =

P P

2n < 2n < ε,

n∈(Ax+δ \Ax−δ ) n=N +1

which means f is continuous at the point α ∈ (R \ Q).

IV

Real Analysis Homework: #3

Yingwei Wang ∗

1 Measure inequality

Question: Let (X, A, µ) be a measure space. Let (Ak )∞

k=1 be a sequence of sets in A. Prove that

∞ \ ∞

!

[

µ Ak ≤ lim inf µ(Ak ).

k→∞

n=1 k=n

∞

T

Proof: Let Bn = Ak , then Bn = Bn+1 ∩ An , Bn ⊂ Bn+1 . So

k=n

m

[ ∞

\

µ( Bn ) = µ(Bm ) = Ak ⊂ Ak , ∀k ≥ m

n=1 k=m

m

!

[

⇒ µ Bn ≤ µ(Ak ), ∀k ≥ m

n=1

∞

!

[

⇒ µ Bn ≤ lim inf µ(Ak ).

k→∞

n=1

2 Example of measure

Question: Let µ be a measure on (R, B), where B are the Borel sets, such that µ([0, 1)) = 1 and

µ(x + B) = µ(B) for all x ∈ R and B ∈ B. Prove that

(1) µ([0, 1/n)) = 1/n for all integers n ≥ 1 and

(2) µ([a, b)) = b − a for all real numbers a < b.

∗

E-mail address: wywshtj@gmail.com; Tel : 765 237 7149

I

Yingwei Wang Real Analysis

Proof: (1) By the assumption that µ(x + B) = µ(B), we can know that µ([0, 1/n)) =

µ([1/n, 2/n)) = · · · = µ([(n − 1)/n, 1)). Then

n

X

1 = µ([0, 1]) = µ([(k − 1)/n, k/n)) = nµ([0, 1/n))

k=1

⇒ µ([0, 1/n)) = 1/n.

(2) Since for any a < b, µ([a, b)) = µ([0, b − a)), we only need to consider the cases that

a = 0, b > 0.

If b ∈ Q, then b = pq where p, q ∈ N, q 6= 0.

p−1

p X k k+1 1 p

µ([0, b)) = µ([0, )) = µ([ , )) = p µ([0, )) = = b.

q q q q q

k=0

n=1 ⊂ Q s.t. lim bn = b. Then

n→∞

n→∞ n→∞

Question: Let m∗ be the Lebegue outer measure on R. For any two sets A, B ⊂ R, prove the

inequality:

m∗ (A) + m∗ (B) ≤ 2m∗ (A△B) + 2m∗ (A ∩ B). (3.1)

Proof: For the set A, we have

≤ m (A△B) + m (A ∩ B). (since (A\B) ⊂ (A△B))

∗ ∗

(3.2)

Question: Let m denote the Lebesgue measure on R. Let A ⊂ R be a Lebesgue measurable set.

Suppose that m(A ∩ [a, b]) < (b − a)/2 for all a < b real numbers. Show that m(A) = 0.

II

Yingwei Wang Real Analysis

∞

X ∞

[

m(A) = inf{ l(In ) : In ⊂ R are open intervals, A ⊂ In },

n=1 n=1

n=1 , s.t.

∞

X

m(A) ≥ l(In ) − ε,

n=1

∞

S

where A ⊂ In and Ii ∩ Ij = ∅, i 6= j.

n=1

We can choose ε = 14 m(A) in the above inequality, then we can get

∞

4X

m(A) ≥ l(In ). (4.1)

5

n=1

∞ ∞

X 1X

m(A) = m(A ∩ In ) ≤ l(In ). (4.2)

2

n=1 n=1

5 Measure function

Question: Let m denote the Lebesgue measure on R. Let A ⊂ R be a Lebegue measurable

set with m(A) < ∞. Show that the function f : R → [0, ∞), f (x) = m(A ∩ (−∞, x)) is

continuous. Deduce that for every β ∈ [0, m(A)] there is a Lebesgue measurable set B ⊂ A such

that m(B) = β.

Proof:

Since m(A) < ∞, by the Proposition 15 on Page 63 in Royden’s book, given ∀ε > 0, there is a

finite union U of open intervals such that

III

Yingwei Wang Real Analysis

n

S

Suppose U = (ai , bi ), and a = a1 , b = bn , then U ⊂ [a, b].

i=1

On the interval [a, b], we can define the function g such that

[

A ∩ [a, x + ∆x) = (A ∩ [a, x)) (A ∩ [x, x + ∆x))

⇒ g(x + ∆x) ≤ g(x) + ∆x

⇒ g(x + ∆x) − g(x) ≤ ∆x

Then we have

|g(x + ∆x) − g(x)| ≤ |∆x|

which means g ∈ C([a, b]).

For ∀x ∈ [a, b], choose ∆x < ε, then

⇒ |f (x + ∆x) − f (x)| ≤ |f (x + ∆x) − g(x + ∆x)| + |g(x + ∆x) − g(x)| + |g(x) − f (x)| < 3ε.

For x ≤ a, |f (x)| ≤ m(U △A) < ε, so f ∈ C((−∞, a]). Similarly, we have f ∈ C([b, ∞)).

Thus, f ∈ C(R).

Since g(a) = 0, g(b) = m(A), by the Intermediate Value Theorem of continuous functions, for

∀β ∈ [0, m(A)] there is an x0 ∈ [a, b] such that g(x0 ) = β. Then we can choose B = A ∩ [a, x0 ].

IV

Real Analysis Homework: #4

∗

Yingwei Wang

Department of Mathematics, Purdue University, West Lafayette, IN, USA

1 Measurable function

Question: Let (X, A, µ) be a measure space. Let (fn )∞

n=1 be a sequence of measurable

functions: fn : X → R. Show that the set of points x where the limit lim fn exists

n→∞

(finite or infinite) is a measurable set.

1

Proof: Let Ak = {x ∈ X : |fn (x) − fm (x)| < k, ∀m, n > k}, A = lim Ak , where

k→∞

m, n, k ∈ N. It is easy to know that each Ak is measurable set since fn is a measurable

function. We have this observation: Ak+1 ⊂ Ak ⇒ A ⊂ Ak , ∀k. Thus, A is a measurable

set.

Let B = {x ∈ R : lim fn (x) exists}. I will show that A = B.

n→∞

On one hand, let x ∈ A, then for ∀k ∈ N, |fn (x) − fm (x)| < k1 , ∀m, n > k, which

mean fn (x) is a Cauchy sequence in R. So lim fn (x) exists and then x ∈ B.

n→∞

On the other hand, let x ∈ B, then ∀ε > 0, ∃N ∈ N s.t. |fn (x) − fm (x)| < ε, ∀m, n >

N , which means x ∈ AN . Then if ε → 0, N → ∞, x ∈ A.

Now we can conclude that B is a measurable set.

2 Differential function

Question: Let f : R → R be a differential function. Prove that f ′ is Lebesgue measurable.

∗

E-mail address: wywshtj@gmail.com; Tel : 765 237 7149

I

Yingwei Wang Real Analysis

f (x+1/n)−f (x)

Proof: Define a sequence of functions: gn (x) = 1/n , x ∈ R, n ∈ N. Then

f is measurable

⇒ gn (x) is measurable , ∀n,

⇒ f ′ (x) = lim gn is measurable.

n→∞

Question: Let f : R → R be defined by f (x) = x5 + sin x. Suppose that a set A ⊂ R has

Lebesgue measure zero. Show that f (A) has Lebesgue measure zero.

Proof: I want to prove that for any function f ∈ C 1 (R), the image of the set with

Lebesgue measure zero has also Lebesgue measure zero.

∞

S

Let AN = [−N, N ] ∩ A, then A = AN , m(A) = 0 ⇒ m(AN ) = 0, ∀N ∈ N. We

N =1

will focus the problem on each AN .

By the definition of Lebesgue measure, for ∀ε > 0, there exists a sequence of intervals

(In )∞

n=1 , Ii ∩ Ij = ∅, i 6= j and AN ⊂ ∪In , s.t.

X

l(In ) < ε, since m(AN ) = 0. (3.1)

n

X X

m(f (AN )) < m(f (In )) = (3.2)

n n

m(f (I¯n )) = max f (x) − min f (x).

x∈I¯n x∈I¯n

Since I¯n is a closed interval and f ∈ C 1 (I¯n ), we can find x1 , x2 ∈ I¯n s.t. f (x1 ) =

max f (x), f (x2 ) = min f (x). Without loss of generality, we can assume that x1 ≤ x2 .

x∈I¯n x∈I¯n

Then

m(f (I¯n )) = f (x1 ) − f (x2 )

≤ |f ′ (ξ)|(x2 − x1 ), ξ ∈ [x1 , x2 ],

′

≤ max f (x) l(In )

x∈I¯n

≤ max f ′ (x) ε.

x∈I¯n

II

Yingwei Wang Real Analysis

Since maxx∈I¯n f ′ (x) < ∞ and let ε → 0, we can get m(f (In )) = 0.

By (3.2) we have m(f (AN )) = 0. So

X

m(f (A)) = m(f (∪AN )) ≤ m(f (AN )) = 0.

N

4 Measurable function

Question:

g(x) = ∞ n=1 n!(n+3) . Prove that g is Lebesgue measurable.

Pn ak

Proof: First, we claim that ∀a ∈ R, the series sn = k=1 k!(k+3) is convergent.

∀a ∈ R, ∃N ∈ N, s.t. |a| < N . Then for ∀k > 2N , we have

ak N |a|N |a|k−2N

≤ |a| 1

k!(k + 3) 1 · · · N (N + 1) · · · (2N ) (2N + 1) · · · k · k + 3 .

· ·

Let M = 1···N , we can choose k > M , s.t. 1···N · k+3 < 1. Since (N +1)···(2N ) < 1,

|a|k−2N 1 k−2N

(2N +1)···k < 2 , we have

k−2N

ak

1

k!(k + 3) < 2 .

1 k−2N ak

Since for fixed N , ∞ is convergent, we have for fixed a, ∞

P P

k=1 2 k=1 k!(k+3) is

also convergent.

f (x)n

Second, let fn = nk=1 n!(n+3)

P

which is measurable and

n→∞

5 Measurable function

Question: Let f : R → R be a Lebesgue measurable function. Suppose that A ⊂ R is a

Borel set. Show that the set {x ∈ A : f (x) > x} is Lebesgue measurable.

Proof: Define a function g : R → R by g(x) = f (x) − x, then g(x) is measurable (by

the Theorem 6 in the page 259 of Royden’s book). So the set B = {x ∈ R : g(x) > 0} is

measurable. Then, {x ∈ A : f (x) > x} = A ∩ B is measurable.

III

Real Analysis Homework: #5

∗

Yingwei Wang

Department of Mathematics, Purdue University, West Lafayette, IN, USA

Note: In this paper, {f (x) satisfies some property} = {x : f (x) satisfies some property}

1 Integrable function

1.1 a

Question: Show that if f is integrable then the set {f (x) 6= 0} is of σ-finite measure.

Proof: On one hand,

∞

[ 1

{f (x) 6= 0} = {|f (x)| > 0} = {|f (x)| ≥ }. (1.1)

n=1

n

1 1

Z Z

∞ > |f |dµ ≥ |f |dµ ≥ µ{|f (x)| ≥ }, ∀n ∈ N, (1.2)

1

{|f (x)|≥ n } n n

which means

1

µ{|f (x)| ≥ } < ∞, ∀n ∈ N. (1.3)

n

From (1.1) and (1.3), we can know that the set {f (x) 6= 0} is of σ-finite measure.

1.2 b

Question: Show that if f is integrable, f ≥ 0, then f = lim ϕn for some increasing sequence

of simple functions each of which vanishes outside a set of finite measure.

Proof: By proposition 7 on Page 260 in Royden’s book, since the set {f (x) 6= 0} is of

σ-finite measure, we can find a sequence (ϕn ) of simple functions defined on {f (x) 6= 0} with

ϕn+1 ≥ ϕn such that f = lim ϕn and each ϕn vanishes outside a set of finite measure.

Then we can define ϕn (x) = 0 on the set {f (x) = 0}, and get the conclusion.

∗

E-mail address: wywshtj@gmail.com; Tel : 765 237 7149

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Yingwei Wang Real Analysis

1.3 c

Question: Show that Rif f is integrable with respect to µ, then given ǫ > 0 there is a simple

function ϕ such that |f − ϕ|dµ < ǫ.

Proof: By the assumption, f + and f − are nonnegative integrable functions. By (b), there

are increasing sequence (φn ) and (ϕm ) such that f + = lim φn and f − = lim ϕm . By the

Monotone Convergence Theorem, we have

Z Z

+

f dµ = lim φn ,

Z Z

−

f dµ = lim ϕm .

ǫ

Z Z

+

f dµ − φN dµ < ,

2

ǫ

Z Z

f − dµ − ϕM dµ < .

2

Z

|f − ϕ|dµ

Z Z

≤ |f + − φN |dµ + |f − − ϕM |dµ

Z Z Z Z

+ −

= f dµ − φN dµ + f dµ − ϕM dµ

< ǫ.

2 Measurable set

Question: Let f : R → R be defined by f (x) = x3 − 2x2 + x − 1. Show that if A ⊂ R is

Lebesgue measurable, then f (A) ⊂ R is Lebesgue measurable.

Proof: Since f (x) is a polynomial, then it is measurable and there exists a sequence of

step functions (ϕn ) s.t. ϕn (x) → f (x), ∀x ∈ R.

By assumption, A ⊂ R is Lebesgue measurable, which means ∀E ⊂ R,

II

Yingwei Wang Real Analysis

For each step function ϕn (x), if A is measurable, then ϕn (A) is just a set of points so it

is measurable. Thus f (A) = lim ϕn (A) is measurable.

n→∞

3 Limits

Question: Let (X, A, µ) be a measure space with µ(X) < ∞. Let f : X → (−1, 1) be a

measurable function. Consider the sequence

Z

an = (1 + f + · · · + f n )dµ.

X

Show that either (an ) converges to a finite number or otherwise lim an = ∞. (In other words

n→∞

(an ) cannot have two distinct limit points.)

series ∞ n

P

Proof: Since ∀x ∈ X, |f (x)| < 1, theP n=0 |f (x)| is convergent for ∀x ∈ X. It

∞ n

P∞ 2n

follows

P∞ that all of the functions g(x) = n=0 (f (x)) and h 0 (x) = n=0 (x)) , h1 (x) =

(f

2n+1 are absolutely convergent.

n=0 (−f (x))

Let A = {f ≥ 0}, B = {f < 0}, then X = A ∪ B.

Z X n

+

an = (f (x))j dµ

A j=0

n

( R P

k

f 2j dµ − B kj=0 (−f )2j+1 dµ if n = 2k + 1,

Z X R P

− j B j=0

an = (f (x)) dµ = R Pk 2j

R Pk 2j−1 dµ if n = 2k.

B j=0 B j=0 f dµ − B j=0 (−f )

Hence,

Z Z Z

lim an = lim (a+ + a−

n) = g(x)dµ + h0 (x)dµ − h1 (x)dµ.

n→∞ n→∞ n A A B

which means lim an can not have two distinct limit points.

n→∞

4 Convergence

Question: Show that the following sequence is convergent in R.

Z 1

cos(x + 1/n) − cos x

an = n dx.

1/n x3/2

cos(x + 1/n) − cos x X[1/n,1] (x)

fn (x) = , x ∈ [0, 1],

1/n x3/2

III

Yingwei Wang Real Analysis

It is obvious that

sin x

lim fn = − 3/2 , x ∈ [0, 1].

n→∞ x

Let f (x) = − sin

x3/2

x

, then |f (x)| ≤ x

x3/2

= 1

x1/2

since sin x ≤ x, x ∈ [0, 1].

1

Let g(x) = x1/2 , then ∃N ∈ N, s.t. ∀n > N, |fn (x)| < g(x). Then by Lebesgue dominated

convergence theorem, we have

Z 1 Z 1 Z 1 Z 1

sin x 1

lim an = lim fn (x)dx = lim fn (x)dx = − 3/2 dx < 1/2

dx = 2.

n→∞ n→∞ 0 0 n→∞ 0 x 0 x

So an is convergent.

5 Infinitive sum

Question: Let (X, A, µ) be a complete measure space. Let (fn )∞

n=1 be a sequence of A-

measurable functions, fn : X → R. Suppose that

∞ Z

X

|fn |dµ < ∞. (5.1)

n=1 X

P

n=1 fn (x) is absolutely convergent µ-almost everywhere on X.

Proof: First, claim that

∞ ∞ Z

Z !

X X

|fn | dµ = |fn |dµ. (5.2)

X n=1 n=1 X

n

P ∞

P

Let Fn = |fi |, F∞ = |fi |, ∀x ∈ X. Then the statement (5.2) becomes

i=1 i=1

Z n Z

X Z

F∞ dµ = lim |fi |dµ = lim Fn dµ. (5.3)

X n→∞ X n→∞ X

i=1

Since Fn (x) ≤ Fn+1 (x) and Fn → F∞ , by the Monotone Convergence Theorem, we can

get (5.3).

Second, by the assumption (5.1) and the claim (5.2), we can get

∞ ∞ Z

Z !

X X

|fn | dµ = |fn |dµ < ∞, (5.4)

X n=1 n=1 X

P P∞

n=1 |fn | = ∞}) = 0. That is to say the series n=1 fn (x) is

absolutely convergent µ-almost everywhere on X.

IV

Real Analysis Homework: #6

∗

Yingwei Wang

Department of Mathematics, Purdue University, West Lafayette, IN, USA

1 Integral function

Question: Let f : R → R be a Lebesgue integrable function. Prove that g(x) is also

Lebesgue integrable.

Proof: First, if f (x) is a non-negative simple function, then

n

X

f (x) = ck χEi (x), ∀x ∈ R,

k=1

Xn

g(x) = ck χEi +{1} (x), ∀x ∈ R.

k=1

Second, if f (x) is a non-negative measurable function, then there exists a sequence

of non-negative simple monotonic increasing functions {ϕk (x)}∞ k=1 s.t.

k→∞

k=1 is also a monotonic increasing sequence and

lim ϕk (x − 1) = f (x − 1), ∀x ∈ R.

k→∞

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I

Yingwei Wang Real Analysis

Hence,

Z

g(x) dm

ZR

= f (x − 1) dm

R Z

= lim ϕk (x − 1) dm

k→∞ R

Z

= lim ϕk (x) dm

k→∞ R

Z

= f (x)dm < ∞.

R

Finally, if f (x) is an arbitrary function on R, we can rewrite f as f = f + − f − ,

where both f + and f − are non-negative integrable function, and then get the same

conclusion about g(x).

2 Zero function

Question: Let f : [0, 1] → R be a Lebesgue measurable Rfunction. Suppose that for

any function g : [0, 1] → R, f g is Lebesgue integrable and [0,1] f g dm = 0. Prove that

f = 0 almost everywhere with respect to the Lebesgue measure.

Proof: Suppose that there exists a set A ⊂ [0, 1], m(A) > 0, s.t. ∀x ∈ A, f (x) 6= 0.

Without loss of generality, we can assume that f (x) > 0, ∀x ∈ A.

∀ε > 0, we can find a sequence of intervals In = (a, b) ⊂ [0, 1] such that A ⊂ ∪In

and m(A\ ∪ In ) < ε. Choose g(x) as follows:

−(x − an )(x − bn ), x ∈ [an , bn ],

g(x) =

0, x ∈ [0, 1]\ ∪ I¯n .

It is easy to verify that g(x) is continuous and satisfies: g(x) > 0, x ∈ ∪In , and

g(x) = 0, x ∈ [0, 1]\ ∪ I¯n . Hence, f g ≥ 0, x ∈ [0, 1] and f g > 0, x ∈ A. So we have

Z Z Z Z

f g dm = f gdm = f gdm + f gdm,

[0,1] ∪In A ∪In \A

II

Yingwei Wang Real Analysis

R

On one hand, A f gdm > 0. On the other hand, since m(A\ ∪ In ) < ε, we can

R R R

choose ε such that ∪In \A f gdm < A f gdm. It follows that [0,1] f g dm > 0, which

contradicts that [0,1] f g dm = 0, ∀g ∈ C 1 ([0, 1]).

R

Note: Another method is by the statement that “Any measurable function can be

approximated by a sequence of continuous functions”.

3 σ-finite

Question: Let (X, A), µ be a measure space and let f : X → R be A-measurable.

Suppose that µ is σ-finite.R Suppose also that there is c ≥ 0 such that for all E ∈ A

with µ(E) < ∞ one has | E f dµ| ≤ c. Show that f is Lebesgue integrable on X.

Proof: Since µ is σ-finite, we can choose a sequence of sets (Xn ) such that X = ∪Xn ,

X1 ⊂ X2 · · · ⊂ Xn ⊂ · · · ⊂ X, lim Xn = X and

n→∞

µ(Xn ) < ∞, ∀n ∈ N.

n→∞

Z Z

fn dµ = f dµ ≤ c, ∀n ∈ N.

X Xn

Z Z Z

f dµ = lim fn dµ ≤ lim fn dµ ≤ c,

X n→∞ X n→∞ X

III

Yingwei Wang Real Analysis

4 Limits

Question: Let (X, A), µ be a measure space. Let (fn )∞n=1 be a sequence of A-measurable

functions, fn : X → [0, +∞]. Show that

Z Z

lim inf fn dµ ≤ lim inf fn dµ.

X n→∞ n→∞ X

Proof: Let gn (x) = inf fn (x), f (x) = lim inf fn (x), ∀x ∈ X. Then gn are nonneg-

k≥n n→∞

ative and gn increases to f , lim gn (x) = f (x). Therefore,

n→∞

Z Z

gn dµ ≤ inf fk dµ.

X k≥n X

R

If we take the limit as n → ∞, on the left side we obtain XR f dµ by the monotone

convergence theorem, while on the right side we obtain lim inf X fn dµ.

n→∞

IV

Real Analysis Homework: #7

∗

Yingwei Wang

Department of Mathematics, Purdue University, West Lafayette, IN, USA

1 Limits

Question: Compute the following limits and justify your calculation.

R∞ −n

(i) lim 0 1 + nx sin nx dx.

n→∞

−n

Solution: Let fn (x) = 1 + nx sin nx , then |fn (x)| ≤ e−x , ∀x ∈ [0, ∞). Besides, lim fn (x) =

n→∞

0. Then we have Z ∞

lim fn dx = 0.

n→∞ 0

x n

Rn

ex/2 dx.

(ii) lim 1− n

n→∞ 0

x n x/2

f (x) = e−x/2 then lim fn (x) = f (x).

Solution: Let fn (x) = 1 − n e χ[0,n] ,

n→∞

Let gn = 2f − fn , then gn monotonic increasingly converges to f as n → ∞. Besides, when

n is sufficient large, gn ≥ 0. By Monotonic Convergence Theorem, we can see that

lim gn (x) = f (x).

n→∞

So we have

n ∞ ∞

x n x/2

Z Z Z

lim 1− e dx = lim fn dx = f dx = 2.

n→∞ 0 n n→∞ 0 0

x n −2x

Rn

(ii) lim 1+ n e dx.

n→∞ 0

x n −2x

f (x) = e−x then lim fn (x) = f (x) and fn (x) ≤

Solution: Let fn (x) = 1 + n e χ[0,n] ,

n→∞

f (x), ∀x ∈ [0, ∞).

So we have

n ∞ ∞

x n −2x

Z Z Z

lim 1+ e dx = lim fn dx = f dx = 1.

n→∞ 0 n n→∞ 0 0

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I

Yingwei Wang Real Analysis

2 Limits

Question: LetR (X, A, µ) be measure space and let f : X → [0, +∞) be A-measurable. Suppose

that 0 < c = X f dµ < ∞. Show that

Z α

f +∞, if 0 < α < 1,

lim n ln 1 + dµ = c, if α = 1,

n→∞ X n

0, if 1 < α < ∞.

Proof: Let

α

f

fn (x) = n ln 1 +

n

α n

f

= ln 1 +

n

α !n1−α

fα n

= ln 1+ α

n

α!

α n

f

= n1−α · ln 1+ α

n

lim fn (x) = +∞ · f α = +∞.

n→∞

By Fatou’s Lemma, we have

Z Z Z

lim fn (x)dµ ≥ lim fn (x)dµ ≥ lim fn (x)dµ = +∞.

n→∞ X n→∞ X X n→∞

If α = 1, then

lim fn (x) = f (x).

n→∞

Z Z

lim fn (x)dµ = f (x)dµ = c.

n→∞ X X

lim fn (x) = 0 · f α = 0.

n→∞

By Monotonic Convergence Theorem, we have

Z Z

lim fn (x)dµ = 0 dµ = 0.

n→∞ X X

II

Yingwei Wang Real Analysis

3 Limits

Question: Let (X, A, µ) be measure space. Let (fn )∞ n=1 be sequence of A-measurable func-

tions, fnR : X → [0, +∞).

R Suppose that lim n→∞ n (x) =R f (x) for all x

f R ∈ X and that

limn→∞ X fn (x)dµ = X f (x)dµ < ∞. Show that limn→∞ A fn (x)dµ = A f (x)dµ for ev-

ery set A ∈ A.

Proof: For any set A ∈ A, define gn (x) = fn (x)χA , hn (x) = fn (x)χX\A , the we have

lim fn (x) = f (x),

n→∞

lim gn (x) = f (x)χA ,

n→∞

lim hn (x) = f (x)χX\A ,

n→∞

gn (x) + hn (x) = fn (x), ∀n and ∀x.

On one hand, by Fatou’s Lemma, we have

Z Z

f χA dµ ≤ lim gn dµ, (3.1)

n→∞ X

ZX Z

f χX\A dµ ≤ lim hn dµ, (3.2)

ZX Zn→∞ X Z

⇒ f dµ ≤ lim gn dµ + lim hn dµ. (3.3)

X n→∞ X n→∞ X

Z Z Z Z Z Z

lim gn dµ + lim hn dµ = lim gn dµ + hn dµ ≤ lim fn dµ = f dµ. (3.4)

n→∞ X n→∞ X n→∞ X X n→∞ X X

Z Z Z

lim gn dµ + lim hn dµ = f dµ. (3.5)

n→∞ X n→∞ X X

Z Z

f χA dµ = lim gn dµ, (3.6)

n→∞ X

ZX Z

f χX\A dµ = lim hn dµ, (3.7)

X n→∞ X

So we can get

Z Z

lim fn (x)χA dµ = f (x)χA dµ

n→∞ X X

Z Z

⇒ lim fn (x)dµ = f (x)dµ.

n→∞ A A

III

Yingwei Wang Real Analysis

Question: Let f : R → [0, ∞] be a Lebesgue integrable function. Show that for

R each α > 0

there is β > 0 such that if B ⊂ R is Lebesgue measurable and m(B) < β, then B f dm < α.

Proof: Since f is nonnegative and Lebesgue integrable, ∀α > 0, ∃ a nonnegative simple

function ϕ(x), such that

Z Z Z

α

f − ϕdm = f dm − ϕdm < .

R R R 2

α

Let ϕ(x) < M , then we can choose B ⊂ R s.t. m(B) < 2M , then

Z Z Z

f dm ≤ f − ϕdm + ϕdm

B ZB B

≤ f − ϕdm + M · m(B)

R

α α

< +M · = α.

2 2M

IV

Real Analysis Homework: #8

∗

Yingwei Wang

Department of Mathematics, Purdue University, West Lafayette, IN, USA

Note: In this paper, {f (x) satisfies some property} = {x : f (x) satisfies some property}

1 Integral function

Question: Let f : (0, 1) → R be a Lebesgue integrable function. Suppose that

Z

f dm for all x ∈ (0, 1). (1.1)

(0,x)

R1

Proof: First I want to claim that 0 f dm = 0. Let fn = f χ(0,1−1/n) , then |f χ(0,1/n) (x)| ≤

|f (x)|, ∀n ∈ N and x ∈ (0, 1) By Lebesgue dominated convergence theorem,

Z 1 Z Z

f dm = lim fn dm = lim f dm = 0.

0 n→∞ (0,1) n→∞ (0,1−1/n)

Second, let A = {f (x) > 0}. Suppose m(A) > 0, then ∃ closed set B ⊂ A, m(B) > 0.

Let C = [0, 1]\B, then C is an open set, i.e. C = ∪(an , bn ).

Z Z Z

f dm + f dm = f dm = 0,

B C (0,1)

Z Z

⇒ f dm 6= 0, (since f dm > 0)

ZC B

⇒ f dm 6= 0,

∪(an ,bn )

Z

⇒ ∃ (an , bn ), s.t. f dm 6= 0,

(an ,bn )

Z Z

⇒ f dm − f dm 6= 0,

(0,bn ) (0,an )

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Yingwei Wang Real Analysis

So m(A) = 0. Similarly, we can prove that m({f (x) < 0}) = 0. That is to say f (x) = 0

a.e.

Question: Let (fn ) be a convergent sequence in L1 (X, A, µ) with limit f . Show that (fn )

has a subsequence (fnk ) such that fnk → f for almost x ∈ X.

Proof: Since (fn ) be a convergent sequence in L1 (X, A, µ), then (fn ) is a Cauchy se-

quence in L1 (X, A, µ), which means

Z

|fn − fm |dµ → 0, as n, m → ∞.

X

m({|fn − fm | =

6 0}) < ε.

1 1

m({|fn − fm | ≥ i

}) < i .

2 2

We can assume that k1 < k2 < · · · < ki < ki+1 < · · · , and define

1

Ei = {|fki − fki+1 | ≥ },

2i

1

then m(Ei ) < 2i

.

Let

\

∞ [

∞

E= Ei ,

j=1 i=j

then m(E) = 0.

∀x ∈ X\E, ∃j s.t.

[

∞

x∈X Ei .

i=j

Then ∀i ≥ j,

1

|fki +1 (x) − fki (x)| < ,

2i

II

Yingwei Wang Real Analysis

P P

which means |fki +1 (x) − fki (x)| is convergent, so fk1 + (fki +1 (x) − fki (x)) is also

convergent.

Denote lim fki (x) = g(x), ∀x ∈ X\E, then |fnk − g| → 0, as n → ∞, ∀x ∈ X\E. So

ki →∞

Z Z

|fnk − g|dµ = |fnk − g|dµ → 0,

X X\E

⇒ kfnk − gkL1 → 0.

Since kfnk − f kL1 → 0, by the completeness of L1 (X, A, µ), f = g for almost all x ∈ X.

So we have a subsequence (fki ) which is convergent to f for almost all x ∈ X.

Question: Let f : [0, 1] → R be a Lebesgue integrable function. Show that there is a

sequence of continuous functions fn : [0, 1] → R which converges pointwise to f almost

everywhere.

Proof: First, I want to introduce the Lusin’s Theorem (Problem 3.31 on Page 74 in

Royden’s book):

Theorem 3.1 (Lusin). Let f be a measurable real-valued function on an interval [a, b].

Then given δ, there is a continuous function ϕ on [a, b] such that m({f 6= ϕ}) < δ.

ϕn ∈ C([0, 1]) s.t.

1

m({ϕn 6= f }) < n .

2

Then we have

Z Z

|ϕn − f |dm = |ϕn − f |dm → 0, as n → ∞,

X {ϕn 6=f }

since m({δn 6= f }) → 0 as n → ∞.

It implies that ϕn converges to f in the L1 norm. The conclusion of the last problem

tells us that (ϕn ) has a subsequence (ϕnk ) such that ϕnk → f for almost x ∈ X.

III

Real Analysis Homework: #9

∗

Yingwei Wang

Department of Mathematics, Purdue University, West Lafayette, IN, USA

1 Absolutely continuous

Question: Let f, g : [a, b] → R be two absolutely continuous functions. Prove or disprove

that h(x) = ef (x)g(x) is absolutely continuous on [a, b].

Proof: First, I want to show that if both f and g are absolutely continuous, then f g is

also absolutely continuous.

There exists M > 0 such that |f (x)| ≤ M and |g(x)| ≤ M for ∀x ∈ [a, b]. Given ε > 0,

there exits δ > 0 such that

X

n

ε X

n

ε

|f (xi ) − f (yi )| < , and |g(xi ) − g(yi )| < ,

2M 2M

i=1 i=1

Pn

for any finite collection {(xi , yi )} of disjoint intervals in [a, b] with i=1 |xi − yi | < δ.

Then

X

n

|f (xi )g(xi ) − f (yi )g(yi )|

i=1

Xn X

n

≤ |f (xi )||g(xi ) − g(yi )| + |g(yi )||f (xi ) − f (yi )|

i=1 i=1

ε ε

< + = ε.

2 2

Second, I want to show that if q : [a, b] → [a′ , b′ ] is absolutely continuous on [a, b] and

p : [a′ , b′ ] → R is Lipschitz continuous on [a′ , b′ ], then p(q(x)) is absolutely continuous on

[a, b].

∗

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I

Yingwei Wang Real Analysis

|p(x) − p(y)| ≤ N |x − y|.

X

n

ε

|q(xi ) − q(yi )| <

N

i=1

Pn

for any finite collection {(xi , yi )} of disjoint intervals in [a, b] with i=1 |xi − yi | < δ.

Then

Xn

|p(q(xi )) − p(q(yi ))|

i=1

X

n

≤N |q(xi ) − q(yi )|

i=1

< ε.

absolutely continuous if both f and g are absolutely continuous.

2 Bounded variation

Rb

Question: Let f ∈ BV [a, b]. Show that Tab f ≥ a |f ′ (x)|dx.

Proof: By Jordan Theorem, f (x) can be written as the difference of two monotone

increasing functions on [a, b],

f (x) = g(x) − h(x),

where

1

g(x) = (Tax f + f (x)),

2

1

h(x) = (Tax f − f (x)).

2

It is easy to verify that both g and h are increasing, so g′ and h′ are nonnegative.

By Lebesgue Theorem,

Z b

g′ (x)dx ≤ g(b) − g(a),

a

Z b

h′ (x)dx ≤ h(b) − h(a).

a

II

Yingwei Wang Real Analysis

Z b Z b

′

|f (x)|dx ≤ g′ (x) + h(x)dx ≤ g(b) − g(a) + h(b) − h(a) = Tab f.

a a

3 Bounded variation

Question: Let f ∈ BV [a, b]. Show that f has at most countably many points of disconti-

nuity.

Proof: First, I want to show that ∀x0 ∈ [a, b], both limx→x+ f (x) and limx→x− f (x)

0 0

exist.

By Jordan Theorem, f = g − h where g and h are monotone increasing functions on

[a, b]. Let G = supx∈[a,x0 ) g(x) and H = supx∈[a,x0 ) h(x). It is obvious that A, B < ∞.

Given ε > 0, there exists δ > 0 such that

ε

G− < g(x0 − δ) ≤ G,

2

ε

H − < h(x0 − δ) ≤ H.

2

Then for ∀x ∈ (x0 − δ, x0 ), we have

ε ε

G− < g(x) ≤ G ⇒ 0 ≤ G − g(x) < ,

2 2

ε ε

H − < h(x) ≤ H ⇒ 0 ≤ H − h(x) < .

2 2

It follows that

|G − H − f (x)| ≤ (G − g(x)) + (H − h(x)) < ε,

for ∀x ∈ (x0 − δ, x0 ). So limx→x+ f (x) = G − H. Similarly we can know that limx→x− f (x)

0 0

also exists.

Second, I want to show that the set of discontinuities of f is at most countably.

Let E = {x ∈ [a, b] : f (x+) 6= f (x−)}, E1 = {x ∈ [a, b] : g(x+) > g(x−)}, E2 = {x ∈

[a, b] : h(x+) > h(x−)}. Since g and h are monotone increasing and f = g − h, we have

E = E1 ∪ E2 .

For ∀x ∈ E1 , ∃rx ∈ Q such that g(x−) < rx < g(x+). Besides, if x1 < x2 , then

g(x1 +) ≤ g(x2 −) so rx1 6= rx2 . Thus x → rx is a bijection between E1 and a subset of Q,

which means E1 is at most countably.

Similarly, E2 is at most countably and further E = E1 ∪ E2 is also at most countably.

III

Yingwei Wang Real Analysis

4 L1 space

R1

Question: Let (fn ) be a sequence of nonnegative functions in L[0, 1] such that fn (t)dt

R1 0

/ L1 [0, 1].

and 1/n dt ≤ 1/n for all n ≥ 1. If g(x) = supn fn (x) show that g ∈

Proof: Suppose that g ∈ L1 [0, 1], I want to get a contradiction.

By the absolutely continuity of the integral, for ε = 13 , there exists δ such that for any

measurable subset E ⊂ [0, 1], if m(E) < δ, then

Z

1

gdm < . (4.1)

E 3

R1 R1

Choosing an integer n satisfying n ≥ 3 and 1/n < δ, then since 0 fn (t)dt and 1/n dt ≤

1/n, we have

Z 1/n Z 1

fn dt = 1 − fn dt ≥ 1 − 1/n,

0 1/n

By the definition of g, we have

Z 1/n Z 1/n

2

gdt ≥ fn dt ≥ 1 − 1/n ≥ 1 − 1/3 ≥ . (4.2)

0 0 3

Z 1/n

1

gdt < . (4.3)

0 3

It is obvious that (4.2) contradicts with (4.3).

IV

Real Analysis Homework: #10

∗

Yingwei Wang

Department of Mathematics, Purdue University, West Lafayette, IN, USA

1 Convergence series

Question: Let (an )∞

n=1 be sequence of non-negative numbers such that

∞

X

an < ∞. (1.1)

n=1

∞

X a2n

(1.2)

n=1

|x − rn |

Proof: I found two methods to prove this. Hopefully, both of them are correct.

Consider the new series:

∞

X an

p (1.3)

n=1 |x − rn |

If (1.3) converges, then (1.2) is sure to converge.

If |x − rn | ≥ 1 for some n, then

a

p n ≤ an . (1.4)

|x − rn |

∗

E-mail address: wywshtj@gmail.com; Tel : 765 237 7149

I

Yingwei Wang Real Analysis

If |x − rn | < 1 for some n, then rn − 1 < x < rn + 1. Consider the integral

rn +1

an

Z

p dx

rn −1 |x − rn |

Z rn Z rn +1

1 1

= an √ dx + √ dx

rn −1 rn − x rn x − rn

Z 1 Z 1

1 1

= an √ dt + √ dt

0 t 0 t

= 4an , (1.5)

P∞

which means n=1

√ an is convergent almost everywhere for x ∈ (rn − 1, rn + 1).

|x−rn |

In sum, (1.3) converges for x ∈ R, a.e. and so does (1.2).

Consider the set

Enε = {x : |x − rn | < εan }, (1.6)

then the measure of this set is

m(Enε ) = 2εan . (1.7)

an 1

≤

|x − rn | ε

a2n an

⇒ ≤

|x − rn | ε

∞ ∞

X a2 n 1X

⇒ ≤ an . (1.8)

|x − rn | ε

n=1 n=1

P∞ a2n

As ε → 0, m(∪Enε ) → 0. Hence, n=1 |x−rn | converges for almost all x ∈ R.

II

Yingwei Wang Real Analysis

Question: Find all functions f ∈ BV [0, 1] with the property that

f (0) = 1.

Since F (x) = (T0x f )1/2 is an increasing function, f (x) should be a decreasing function.

Hence, F (x) = (T0x f )1/2 = (f (0) − f (x))1/2 . So

⇒ (f (0) − f (x)) = (1 − f (x))2 ,

⇒ (1 − f (x)) = (1 − f (x))2 ,

⇒ f (x) = 1, ∀x ∈ [0, 1].

√

Question: Let f : [0, 1] → [0, 1], f (x) = x. Show that f ∈ AC[0, 1].

√ t

Proof: Since x = 12 0 t−1/2 dt, by the Absolutely continuity of the integral (Propo-

R

√

sition 4.14 in Page 88 of Royden’s book), it is easy to know that f (x) = x ∈ AC[0, 1].

√

Question: Construct f : [0, 1] → [0, 1], f ∈ AC[0, 1] such that f∈

/ AC[0, 1].

Solution: Let f (x) be as following

2 2 1

x sin ( x ), 0 < x ≤ 1,

f (x) = (4.1)

0, x = 0.

It is easy to know that f (x) ∈ AC[0, 1] since f ′ (x) = 2x sin2 (1/x)−2 sin(1/x) cos(1/x)

is bounded in [0, 1].

III

Yingwei Wang Real Analysis

√

However, for f,

x sin( x1 ), 0 < x ≤ 1,

p

f (x) = (4.2)

0, x = 0,

we choose the partition

1 1 1 1 1 1

0< < < < ··· < < < < 1.

nπ + π/2 nπ (n − 1)π + π/2 π + π/2 π π/2

Then

n p n

X p 2 X 1 1

| f (xk + 1) − f (xk )| = | sin 1 − | + + .

π kπ + π/2 nπ + π/2

k=0 k=0

√ √ √

So T01 f = ∞ and f ∈

/ BV [0, 1] and further f ∈

/ AC[0, 1].

IV

Real Analysis Homework: #11

∗

Yingwei Wang

Department of Mathematics, Purdue University, West Lafayette, IN, USA

1 Open sets

Question: Show that every open subset U of R can be written uniquely as the union of a

countable family of mutually disjoint open intervals.

Proof: Let U ∈ R be open. For x1 ∈ U , consider the interval I1 = (a1 , b1 ) where

a1 = inf{t ∈ R : (t, x) ⊂ U },

b1 = sup{t ∈ R : (x, t) ⊂ U }.

a2 = inf{t ∈ R : (t, x) ⊂ U \I1 },

b2 = sup{t ∈ R : (x, t) ⊂ U \I1 }.

n=1 such that ∪n=1 In = U .

2 Measurable sets

Question: Let f : R → R be a continuous functions with the property that m∗ (f (A)) = 0

whenever m∗ (A) = 0, A ⊂ R. Show that if A ⊂ R is Lebesgue measurable, then f (A) is

Lebesgue measurable.

Proof: That A is measurable means ∀ε > 0, ∃ disjoint open intervals {In }∞ n=1 s.t.

A ⊂ ∪In and m(∪In − A) < ε.

Since m∗ (A) = inf{ l(In ) : A ⊂ ∪In }, we have m∗ (∪In ) → m∗ (A) and m∗ (∪In −A) →

P

0 as ε → 0.

By the assumption, m∗ (f (∪In − A)) → 0, so m(∪f (In ) − f (A)) < ε, for ∀ε > 0.

Since ∪f (In ) is an open set and f (A) ⊂ ∪f (In ), we know that f (A) is measurable.

∗

E-mail address: wywshtj@gmail.com; Tel : 765 237 7149

I

Yingwei Wang Real Analysis

3 Absolutely continuity

Question: Let f : R → R ∈ AC[a, b] for all a < b, a, b ∈ R. Show that if A ⊂ R is Lebesgue

measurable, then f (A) is Lebesgue measurable.

Proof: It is suffices to show that f ∈ AC[a, b] for all a < b, a, b ∈ R implies that f has

the property that m(f (E)) = 0 whenever m(E) = 0, A ⊂ R.

That f is absolutely continuous means ∀ε > 0, ∃ δ such that for disjoint intervals

{Ii = (xi , yi )}ni=1 satisfying

Xn

(yi − xi ) < δ,

i=1

then

n

X

|f (yi ) − f (xi )| < ε.

i=1

then X

m(f (E)) ≤ m(f (G)) ≤ |f (di ) − f (ci )| < ε.

So m(f (E)) = 0.

By the conclusion of the Problem 2, we can know that if E ⊂ R is Lebesgue measurable,

then f (E) is Lebesgue measurable.

4 Lebesgue measure

Question: Let f ∈ AC[a, b] for all a < b where a, b ∈ R. Suppose that f is strictly

increasing. Show that if A is Lebesgue measurable then

Z

m(f (A)) = f ′ (t)dt. (4.1)

A

On one hand, since f is strictly increasing, m(f (A)) = f (b0 ) − f (a0 ); on the other hand,

R ′ R b0 ′

A f (t)dt = a0 f (t)dt = f (b0 ) − f (a0 ). Thus,

F

(4.1) holds.

Case 2: If A is an open set, then A = In where Ii ∩ Ij = ∅, i 6= j, In = (an , bn ).

II

Yingwei Wang Real Analysis

On one hand,

∞

X

m(f (A)) = (f (bn ) − f (an )) = f (b∞ ) − f (a1 ).

n=1

Z ∞ Z

X bn ∞

X

′ ′

f (t)dt = f (t)dt = (f (bn ) − f (an )) = f (b∞ ) − f (a1 ).

A n=1 an n=1

Case 3: If A is a Gσ -set, it suffices to show that

Z

f ′ (x)dx ≤ m∗ (f (A)). (4.2)

A

Choose open intervals In such that f (A) ⊂ ∪In , then E ⊂ ∪Jn , where Jn = f −1 (In ).

(n) (n)

Choose sequences {αk } and {βk } such that

(n)

lim αk = inf {x},

k→∞ x∈Jn

(n)

lim β = sup {x}.

k→∞ k x∈Jn

Then we get

(n)

Z Z βk

′

f (x)dx = lim f ′ (x)dx ≤ m(In ).

Jn k→∞ α(n)

k

As a sequence,

Z Z XZ

′ ′

f (x)dx ≤ f (x)dx ≤ f ′ (x)dx ≤ m(In ).

A ∪Jn Jn

5 Signed measure

Question: Let µ = µ+ − µ− be the Jordan decomposition of a signed measure µ defined on

a measurable space (X, A). Define the total variation of µ to be the measure |µ| = µ+ + µ− .

Show that for each A ∈ A,

( n )

X

|µ|(A) = sup |µ(Ai )| : (Ai )ni is a partition of A with Ai ∈ A, n ≥ 1 . (5.1)

i=1

III

Yingwei Wang Real Analysis

and E is positive while F is negative respect to µ.

On one hand, we know that

µ+ A = µ(A ∩ E),

µ− A = −µ(A ∩ F ),

⇒ |µ|(A) = µ(A ∩ E) − µ(A ∩ F ). (5.2)

Z Z Z

(χA∩E − χA∩F ) dµ = 1dµ − 1dµ = µ(A ∩ E) − µ(A ∩ F ). (5.3)

A A∩E A∩F

Z

|µ|(A) = (χA∩E − χA∩F ) dµ

A

n Z

X

= (χAi ∩E − χAi ∩F ) dµ,

i=1 Ai

R

Since for each Ai , Ai (χAi ∩E − χAi ∩F ) dµ ≥ |µ(Ai )|, so we have

n Z

( n )

X X

|µ|(A) = (χAi ∩E − χAi ∩F ) dµ ≥ sup |µ(Ai )| , (5.4)

i=1 Ai i=1

Besides, if we choose A1 = A ∩ E and A2 = A ∩ F , then

which means ( n )

X

sup |µ(Ai )| ≥ |µ|(A). (5.5)

i=1

IV

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