MAT 3300/4300: Solutions for problems assigned week 37 and 38.

Problem 2.V.
In general, countable unions and intersections of sets in a σ-algebra are members
of the σ-algebra. So, in particular, countable unions of monotone increasing sets
and countable intersections of monotone decreasing sets in the σ-algebra are sets
in the σ-algebra. Hence any σ-algebra is a monotone class. Let A be a nonempty
collection of subsets of a space X. Since there exists σ-algebras containing A, there
exists monotone classes containing A. Moreover, it is easily seen that given a family
of monotone classes then their intersection (the class containing all subsets which
belongs to every class in the family) is a monotone class. So the smallest monotone
class containing A will be the intersection of all the monotone classes containing
A.
Problem 3.J.
∞
T ∞
S ∞
S
Recall that lim sup En = En . The sequence Fm = En is montone
m=1 n=m n=m
∞
S
decreasing, and µ(F1 ) = µ( En ) < ∞, hence (by Lemma 3.4) we have that
n=1
∞
T
µ(lim sup En ) = µ( Fm ) = lim µ(Fm ). Let xm = sup µ(En ). Then xm is a
m=1 n≥m
decreasing sequence so lim sup µ(En ) = inf sup µ(En ) = lim xm . Now µ(Fm ) =
m n≥m
∞
S
µ( En ) ≥ µ(En ) for any n ≥ m. We therefore have that sup µ(En ) = xm ≤
n=1 n≥m
µ(Fm ), and consequently that

lim sup µ(En ) = lim xm ≤ lim µ(Fm ) = µ(lim sup En ).

∞
S
To see that the assumption µ( En ) < ∞ cannot be dropped, let En = [n, n + 1]
n=1
and µ equal the Lebesgue measure. Then lim sup En = ∅ so µ(lim sup En ) = 0, but
µ(En ) = 1 so lim sup µ(En ) = 1.
Problem 3.K.
Z is not a σ-algebra unless we do have µ(X) = 0 (otherwise X ∈ / Z) and µ is the
zero-measure.
Let E be in Z and let F ∈ X. Since E ∩ F ⊂ E, we have that 0 ≤ µ(E ∩ F ) ≤
µ(E) = 0, so µ(E ∩ F ) = 0 and E ∩ F ∈ Z.
n
S
Let (En ) be a sequence of sets in Z. Let F1 = E1 , and Fn+1 = En+1 − Ek .
k=1
∞
S ∞
S
Then (Fn ) is a disjoint sequence with Fn = En . Since Fn ⊂ En and En ∈ Z,
n=1 n=1
we have that µ(Fn ) = 0, and we get that
∞
[ ∞
[ ∞
X
µ( En ) = µ( Fn ) = µ(Fn ) = 0.
n=1 n=1 n=1

∞
S
This shows that En ∈ Z.
n=1
1
2

Oppgave 3.L.
Consider a set (E ∪ Z1 ) − Z2 where E ∈ X and Zi ⊂ Z̃i , i = 1, 2 with Z̃i ∈ Z (note
that we do not require Zi ∈ X). Then we have that (E ∪ Z1 ) − Z2 = (E − Z̃2 ) ∪
((E ∩ Z̃2 − Z2 ) ∪ (Z1 − Z2 )). Here (E − Z̃2 ) ∈ X and ((E ∩ Z̃2 − Z2 ) ∪ (Z1 − Z2 )) ⊂
(Z̃2 ∪ Z̃1 ) ∈ Z. Consider E ∪ Z = E ∪ Z − ∅ where E ∈ X and Z is a subset of a
set in Z. Since ∅ ∈ Z, it is clear that E ∪ Z ∈ X0 .
It is clear that X ⊂ X0 so X0 contains ∅ and X. Again consider E ∪ Z where
E ∈ X and Z is a subset of a set Z̃ in Z. We have that X − (E ∪ Z) = (X −
(E ∪ Z̃)) ∪ (Z̃ − (Z ∪ E)). Here X − (E ∪ Z̃) ∈ X and Z̃ − (Z ∪ E) ⊂ Z̃ ∈ Z so
X − (E ∪ Z) ∈ X0 . Consider a sequence En ∪ Zn where En ∈ X and Zn is a subset
∞
S ∞
S ∞
S ∞
S
of a set Z̃n in Z. Then (En ∪ Zn ) = ( En ) ∪ ( Zn ), where En ∈ X and
n=1 n=1 n=1 n=1
∞ ∞ ∞
0 0
S S S
Zn ⊂ Z̃n ∈ Z, so (En ∪ Zn ) ∈ X . This shows that. X is a σ-algebra.
n=1 n=1 n=1

Oppgave 3.M.
Assume E ∪ Z = E 0 ∪ Z 0 , where E, E 0 are sets in X and Z ⊂ Z̃, Z 0 ⊂ Z̃ 0 with Z̃
and Z̃ 0 belonging to Z. Then E = (E ∩ E 0 ) ∪ (E − E 0 ) . Now since E − E 0 ∈ X and
we must have that E − E 0 ⊂ Z 0 ⊂ Z̃ 0 and µ(Z̃ 0 ) = 0, we get that µ(E − E 0 ) = 0.
This implies µ(E) = µ(E ∩ E 0 ). By symmetri, µ(E 0 ) = µ(E ∩ E 0 ), and alltogether
this implies that µ0 is well-defined.
Writing ∅ = ∅ ∪ ∅, we get that µ0 (∅) = µ(∅) = 0. Moreover µ0 (E ∩ Z) =
µ(E) ≥ 0.
Consider a disjoint sequence En ∪ Zn , where each En ∈ X and Zn is a subset of a
set Z̃n in Z. It is then clear that En is a disjoint sequence. Moreover, we have that
∞
S ∞
S ∞
S ∞
S ∞
S ∞
S
(En ∪ Zn ) = ( En ) ∪ ( Zn ), where En ∈ X and Zn ⊂ Z̃n ∈ Z.
n=1 n=1 n=1 n=1 n=1 n=1
Therefore, we get that
∞
[ ∞
[ ∞
[
µ0 ( (En ∪ Zn ) = µ0 (( En ) ∪ ( Zn )) =
n=1 n=1 n=1
∞
[ ∞
X ∞
X
µ( En ) = µ(En ) = µ0 (En ∪ Zn ).
n=1 n=1 n=1

This shows that µ0 is a measure on X0 .

Finaly if E ∈ X, µ0 (E) = µ0 (E ∪ ∅) = µ(E), so µ0 agrees with µ on X.
Oppgave 4.C.
It is clear that any value of ψ and ω is either a value of ϕ1 or of ϕ2 . Since ϕ1 and
ϕ2 both are simple functions, they have together finitely many values. Thus ψ and
ω both have only finitely many values, and since we know that they are measurable
functions (Lemma 2.9), they must be simple functions.
Oppgave 4.H.R
In this case fn dλ = λ([0, n]) = n which tends to +∞ when n → ∞ so The
Monotone Convergence Theorem apply.
Oppgave 4.I.
fn dλ = n1 λ([n, +∞)) = +∞. So lim fn dλ = +∞, and since f = 0 and
R R
R R n→∞ R
6 lim fn dλ = +∞.
therefore f dλ = 0, we get that 0 = f dλ =
n→∞
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Oppgave 4.K. R R
Since lim inf fn = f , it follows from Fatou’s lemma that f dµ ≤ lim inf fn dµ.
Let  > 0. Since fn → f uniformly, there exists N such that |fn (x) − f (x)| <  for
all x if n ≥R N . From R this we get that fn ≤ f +  when n ≥ N , and we Rtherefore
have
R that fn dµ ≤ f dµ + µ(X) when n ≥ N . It follows that lim sup fn dµ ≤
f dµ +R µ(X), andR since this is valid for all  and µ(X) < ∞, we must have that
lim sup fn dµ ≤ f dµ. From all this we get that
Z Z Z Z
f dµ ≤ lim inf fn dµ ≤ lim sup fn dµ ≤ f dµ.

Which implies that

Z Z Z Z
f dµ = lim inf fn dµ = lim sup fn dµ = lim fn dµ.