EXERCISES IN MEASURE AND INTEGRATION THEORY

1. Find a Lebesgue measurable subset A of (−1, 1), such that if a function f

is defined by
f (x) = µL (A ∩ (−1, x)),
then f 0 (0) = 12 .

2. Let A and B be Lebesgue measurable subsets of (0, 1) such that µL (A) > 12 ,
µL (B) > 21 . Prove that there exist x ∈ A and y ∈ B, such that x + y = 1.

3. Let A ⊂ (0, 1) be a Lebesgue measurable set and let c > 0. Suppose that if
0 ≤ a < b ≤ 1, then µL (A ∩ (a, b)) ≥ c(b − a). Prove that µL (A) = 1.

4. A subset A of R has positive Lebesgue measure. Prove that for any 0 < c <
1, there exist x, y such that
µL (A ∩ (x, y)) > c(y − x).

5. Let x1 , x2 , . . . be the rational numbers

S∞and let A be a Lebesgue measurable
set in R such that µL (A) > 0. If B = n=1 (A + xn ), prove that µL (B c ) = 0.
(A + x = {y + x; y ∈ A}.)

6. If x is in (0, 1), let its decimal expansion be .a1 a2 . . .. Define f such that
f (x) = n if ak 6= 0 for k < n and an = 0. For all other x, let f (x) = ∞. Prove
that f is Lebesgue integrable and compute
Z 1
f (x) dµL (x).
0

7. Let f be Lebesgue integrable on R. Prove that

∞
X
f (x + n)
−∞

converges Lebesgue almost everywhere.

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2 EXERCISES IN MEASURE AND INTEGRATION THEORY

8. Prove that
∞
X 1
p
k=1
k 2 | sin kx|
converges Lebesgue almost everywhere in R.

9. Let {xn } be any real numbers. Prove that

∞
X 1
p
n=1 n2 |x − xn |
converges Lebesgue almost everywhere in R.

10. Suppose that f is Lebesgue measurable on [0, 1] and that

Z 1
|f (x)|
dµL (x) < ∞.
0 x2
P∞
Let a1 , a2 , . . . be positive numbers such that 0 < an ≤ 1 and n=1 an < ∞.
Show that
X∞
f (an x)
n=1

converges Lebesgue almost everywhere in [0, 1].

11. Show that there is a number A such that

Z ∞ 
1
lim n dµL (x) − A
n→∞ 0 1 + x4 + xn
exists as a finite number and compute this limit.

12. Let f be Lebesgue integrable on (0, 1). Show that

Z 1 √
n
Z 1
lim 2
f (x) cos nx dµL (x) = f (x) dµL (x).
n→∞ 0 0

13. For (R, ML , µL ), let g : R → R be a function that is > 0 almost everywhere.

Furthermore, f /g is integrable. Compute
Z
lim n f e−ng dµL .
n→∞ R
 EXERCISES IN MEASURE AND INTEGRATION THEORY 3

14. Suppose that Z

lim |fn − f | dµ = 0.
n→∞ X
Prove that there is a subsequence {fnk } such that fnk → f almost everywhere.

15. For each x in R, let f (x) be the distance from x to the nearest integer.
Prove that ∞
X 1
p
α
n f (nx)
n=1
converges almost everywhere in R for each α > 2.

Let’s meet at 15:15 on Wednesday the 13th of October in the usual room 2145!