Andrew van Herick

Math 435
Dr. Alex Schuster
Nov. 16, 2005

Assignment 9
Chapter 4: 3, 5-9

4.3. Let f be a nonnegative measurable function. Show that

f = 0 implies f = 0 a.e.

Proof.
Let f be a nonnegative measurable function. Let E := fx : f (x) 6= 0g : Because f is
nonnegative E = fx : f (x) > 0g : For each n 2 Z+ dene En := x : f (x) > n1 : Because
S
f is measurable, E and each En are measurable. It is easy to check that E = 1
n=1 En :
R
R
Let n 2 Z+ : Clearly En
E: By Lemma 1 below E f
By Proposition
En f .
R
R 1
4.8(iii) (p. 85, Royden) En f
En n : Hence
0=

Because En is measurable, n1
In particular this means that

En

En

1
=
n

1
n

En :

is a simple function. By denition

0

1
m (En )
n

1
n

En

1
n

m (En ) :

0:

In other words m (En ) = 0 for all n 2 Z+ : By Proposition 3.13 (p. 62, Royden)
m (E)

1
X

m (En ) = 0:

n=1

This establishes that m (fx : f (x) 6= 0g) = 0 as desired.

Lemma 1 Let f be a nonnegative measurable function and E; F

R
R
both measurable and E F . Then F f
E f:
Proof.

R such that E; F are

2
Let f be a nonnegative measurable function and E; F
R such that E; F are both
measurable and E
F . It follows from Problem 3.20. (p. 70, Royden) that E =
F + EnF : Hence
(
for all x 2 R; so

E
E

f ) (x) = (
f

f ) (x) +

EnF

f (x)

f ) (x) :

f: By Proposition 3.13 (p. 62, Royden)

Z
Z
Z
Z
f=
f:
E f
F f =

Andrew van Herick

4.5. Let f be a nonnegative integrable function. Show that the function F dened by
Z x
F (x) =
f
1

is continuous by using Theorem 10.

Proof.
Let f be a nonnegative integrable function: For each n 2 Z+ dene the function fn by
the rule
fn (x) = f

] (x)

1
n

1;a

1; a n1 is measurable, and f is measurable by

Now ( 1;a 1 ] is measurable because
n
denition. By Proposition 3.19 (p. 67, Royden) fn is measurable. It is easy to check
that ffn g is monotone increasing and that fn ! f
( 1;a] pointwise except at a: It
follows immediately that fn ! f ( 1;a] pointwise almost everywhere. By the Monotone
Convergence Theorem (p. 87, Royden)
F (a) =
=

f=
1

lim

n!1

Now well show that F (a) = limn!1

( 1;a]

R a+ n1

1
n

1;a

= lim

n!1

lim
] = n!1

fn

1
n

f by demonstrating that limn!1

R a+ n1
a

1
n

f = 0:

Let " > 0: By Proposition 4.14 (p. 88, Royden) choose such that for every set A R
R
with m (A) < we have A f < ": Choose N 2 Z+ such that N1 < 2 : Let n N: Then
1
1
;a +
N
N

m a

which implies that

Royden)

R a+ n1
a

1
n

F (a) =
=

f < ": Hence limn!1

lim

n!1

lim

n!1

1
n

R a+ n1

f + 0 = lim

1
n

f+

F (a) = lim

n!1

1
a+ n

This establishes that

a
1

1
n

1
n

f = 0: By Proposition 4.12 (p. 87,

1
n

n!1

1
<2
=
N
2

=2

1
n

f + lim

= lim

n!1

1
a+ n

n!1 a

f = lim

n!1

1
a+ n

f:

1
a+ n

f:

1
n

4
Now well show that F (a) = limx!a F (x) : Let " > 0 and choose M1 ; M2 2 Z+ such
that n1 M1 and n2 M2 implies
Z

f
1

1
n1

f < " and

f
1

a+ n1

f < ":

Let = max(M1 1 ;M2 ) : Let x 2 R and suppose that 0 < jx aj < : If x < a; it follows
immediately that a
< x < a: By Proposition 4.12 (p. 87, Royden)
Z a Z x
Z x
Z a
f
f+
f=
As a

1
M1

<a

< x; by similar reasoning

Z

f
1

f
1
a

f
1

Rx

Ra

1f

1
M1

f
1
a

1
M1

: Hence

f
1

1
M1

f < ":

If x > a; an analogous argument gives the same result. This covers all cases for x and
establishes that F (a) = limx!a F (x) : Equivalently, F is continuous at a:
As our choice of a was arbitrary, we have F continuous at every point a 2 R: Hence F
is continuous.

Andrew van Herick

4.6. Let ffn g be a sequence of nonnegative measurable functions that converge to f; and
suppose fn f for each n: Then
Z
Z
f = lim
fn :
n!1

Proof.
Let ffn g be a sequence of nonnegative measurable functions that converge to f; and
suppose fn f for each n:
R
R
By Fatous Lemma we have f lim fn :
R
R
R
R
lim fn : Let m 2 Z+ : By hypothesis fk
f for all
Now well show that f
+
k 2 Z : This holds in particular for all k m; so
Z
Z
sup fk
f:
k m

By denition
lim

fn = inf sup
n k n

This establishes that

lim

fn

Z
Z

fk

sup
k m

lim

fk

fn :

R
R
Because it is always true that lim fn lim fn ; we have
Z
Z
Z
lim fn = f = lim fn :
In other words

f = lim

fn :

f:

Andrew van Herick

4.7. (a) Show that we may have strict inequality in Fatous Lemma.
(b) Show that the Monotone Convergence Theorem need not hold for decreasing
sequences of functions.
(a) Show that we may have strict inequality in Fatous Lemma.

Proof.
Let f : R ! R be the zero function. Consider the sequence ffn g dened by
fn (x) =

[n;n+1) (x) :

Note that fn is a simple function and [n; n + 1) is measurable by Theorem 3.12. (p. 61,
Royden) because [n; n + 1) = [n; 1) \ ( 1; n + 1) is a Borel set. By denition
Z
fn = m ([n; n + 1)) = 1
for all n 2 Z+ :
Now well show that fn (x) ! f for all x 2 R: Let x 2 R and " > 0: Choose N 2 Z+
such that N > x: Then for all n N; we have x 2
= [n; n + 1) : In other words
fn (x) = 0 < ":
This establishes that fn ! f .
Hence

f=

0 = 0 < 1 = lim1 = lim

fn

demonstrating that we may have strict inequality in Fatous Lemma.

(b) Show that the Monotone Convergence Theorem need not hold for decreasing sequences
of functions.

Proof.
Again let f : R ! R be the zero function, and this time consider the sequence ffn g
dened by
fn (x) =

[n;1) (x) :

8
Note that fn is a simple function and [n; 1) is measurable by Theorem 3.12.
Royden) because [n; 1) is closed. By denition
Z
fn = m ([n; 1)) = 1

(p. 61,

for every n 2 Z+ :
Now well show that fn is monotone decreasing. Let n 2 Z+ and x 2 R: If x < n + 1;
then x 2
= [n + 1; 1) so
fn+1 (x) = 0 fn (x) :
If x

n + 1; then x 2 [n + 1; 1) and x 2 [n; 1) ; so

fn+1 (x) = 1

This establishes that fn+1

sequence of functions.
Hence

1 = fn (x) :

fn for all n 2 Z+ : In other words ffn g is a monotone decreasing

f=

0 = 0 6= 1 = lim 1 = lim
n!1

n!1

fn

demonstrating that the Monotone Convergence Theorem need not hold for decreasing sequences.

Andrew van Herick

4.8. Prove the following generalization of Fatous Lemma: if ffn g is a sequence of nonnegative functions, then
Z
Z
limfn = lim fn :
Proof.
Dene the sequence of functions fgn g by the rule
gn (x) = inf fk (x)
k n

Let n 2 Z+ ; x 2 R: Clearly fk 2 Z+ : k n + 1g
fk 2 Z+ : k
that
gn (x) = inf fk (x)
inf fk (x) = gn+1 (x) :
k n

ng : This means

k n+1

Note that
limfn (x) = sup inf fk (x) = lim inf fk (x) = lim gn (x)
n!1 k n

n k n

n!1

and that
gn (x) = inf fk (x)
k n

fn (x) :

As our choice of n and x were arbitrary, this establishes that fgn g is a monotone increasing
sequence (since gn gn+1 ), that gn ! limfn and that gn fn for every n 2 Z+ :
By Theorem 3.20 (p. 68, Royden) each gn is measurable. By the Monotone Convergence
Theorem and
Z
Z
limfn = lim
gn
n!1

Because

gn is a convergent sequence we have

Z
Z
lim
gn = lim gn :
n!1

It is easy to see that each gn is nonnegative. By Proposition 4.8 (p. 85, Royden)
for all n 2 Z+ : Hence
Z
Z
Z
limfn = lim gn lim fn

as desired.

gn

fn

10

Andrew van Herick

11

4.9. Let ffn g be a sequence of nonnegative measurable functions on ( 1; 1) such that

R
R
fn ! f a.e., and suppose that fn ! f < 1: Then for each measurable set E we
R
R
have E fn ! E f:
Proof.
Let ffn g be a sequence of nonnegative measurable functions on ( 1; 1) such that
R
R
fn ! f a.e., and suppose that fn ! f < 1: Let E be a measurable set.
R
R
R
By Fatous Lemma (p. 86, Royden) E f
lim E fn : Now well show that E f
R
lim E fn : Note that E; E c are measurable, so by Proposition 12 (p. 87, Royden)
Z

f=

f+

f and

Ec

fn =

fn +

f+

f=

Ec

Equivalently,

f = lim

n!1

fn = lim

f = lim

fn +

Ec

or equivalently

lim

fn +

f:

fn

Ec

fn = lim

fn :

Ec

Hence
Z

= lim

fn +

ZE

lim

lim

fn +

= lim

fn +

fn
fn

Ec

Ec

Ec

fn

ZE

+ lim
Z
fn
Ec

fn

This establishes that

lim

fn

lim

fn :

Ec

Ec

Ec

Ec

Ec

fn

Now E c is also measurable, so by Fatous Lemma

Z
Z
f lim

fn is convergent

fn = lim

Ec

fn

Ec

By Proposition 4.12 (p. 87, Royden) and the fact that

fn

fn :

12
Because lim

fn

lim

fn always holds, it follows that

Z
Z
Z
f = lim
fn =
fn
lim
E

or equivalently that

f = lim

n!1 E

fn :