Alex Bernstein April 2, 2014 Math 4121

Homework 9
Question 1. Let denote the Lebesgue measure in [0, 1]. Given any r, 0 < r < 1, show that there is a dense open set E of [0, 1] such that (E ) = r. Proof. Begin by taking [0, 1] Q. This is clearly a countable set, so it can be enumerated such that [0, 1] Q = {x1 , x2 , . . .}. Take B (xn ; 2nr +1 ), that is, the set around each xn that has measure 2r n . If these were disjoint,

(
n=1

B (xn ;

)) = n+1
n=1

(B (xn ;

r )) = = r. n +1 2 2n n=1

However, they are not necessarily disjoint, so

(
n=1

B (xn ;

r 2n+1

)) = (F ) = q r

r with F the set as dened by the union. Choose a scaling value t = 1 1q . Clearly, 0 < t 1 because r < 1 and q < 1 and q = r. (Clearly, If q = r, we are already nished.) Create the scaled set:

F = {tx|x F } with (F ) = t(F ) Clearly (t, 1), the open interval from t to 1 is disjoint with F , and (t, 1) = 1 t. Let E = F (t, 1) Therefore, (E ) = (F (t, 1)) = (F ) + ((t, 1)) = t(F ) + 1 t = 1 + t((F ) 1) 1r =1+ (q 1) 1q =1+r1 (E ) = r Clearly, E is both open and dense in [0, 1], and it has measure 0 < r < 1. Question 2. Let x = Rn with the Lebesgue measure and let f L1 (). Show that the set {x X |f (x) = 0} is a countable union of measurable sets, each of which has nite measure. Proof. Clearly, because f L1 (), a Rn , 0 a |f |, ad
x x X

|f |d < +. This means that, for any

|f |d < + and
x

ad = a(X ) < +.

Alex Bernstein April 2, 2014 Math 4121

Therefore, (X ) is nite. It is clear that

{x X : f (X ) = 0} =

{x X : |f (x)|
n=1

1 } n

1 } is nite, then which is a countable union of sets, so if each {x X : |f (x)| n 1 we have a countable union of measurable sets. Let {x X : |f (x)| n } = An , for all n N.

|f |d
X An

|f |d
An

1 1 d = (An ). n n

But since |f |d < ,

1 (An ) < . n

Since a(x) < for any a, so (An ) is nite for every n, and

x X : |f (x)|
n=1

1 n

is a countable union of nite sets, since (An ) is nite, this means that An is measurable, so their union is also measurable. Question 3. Calculate limn
n (1 0 x n 2x ) e dx. +n

x n 2x Proof. Let fn (x) = (1 + n ) e . Then, clearly,

lim fn (x) = ex e2x = ex

Because

|ex |dx = 1 < +

We wish to show that |ex | |(1 + x n 2x ) e | n

for all x 0 and for all n. If this were the case fn (x) L1 () for R+ . Because x n 2x ex and (1 + n ) e are greater than 0 for all x, it suces to show that (1 + x n ) ex . n

In order to do this, it suces to show that gn (x) = x nln(1 + x ) 0. n

Alex Bernstein April 2, 2014 Math 4121

Clearly, g (0) = 0 for all n. If the derivative gn (x) of gn (x) is such that gn (x) > 0 for all n, gn (x) is strictly increasing for all n. The derivative gn (x) is gn (x) = 1 Therefore, |ex | |(1 + x n 2x ) e | n
n

1 1+

x n

> 0 for all x and n.

holds, so by the Lebesgue Dominated Convergence Theorem,

lim

(1 +
0

x n 2x ) e dx = lim n n

ex dx = 1.
0

Question 4. Let 0 f 1 be measurable on X . Prove that there exists An measurable sets An such f = n=1 2 n . Proof. This represents the binary expansion of any real number between 0 and 1. A1 Dene the sets such that A1 = {x|f (x) 1 n s 2 } and f1 = f 2 . Dene other A An 1 such that An = {x|fn1 (x) 2n } and other fn s such that fn = fn1 2 n . A k n By induction, we wish to show that f = fn + k=1 2 k . Clearly, this is true for n = 2, because f = f1 + A1 A A1 = f2 + + 22 2 2 2
Ak 2n

Assume this is true for the nth case. Clearly, fn+1 = fn

. So,

f = fn +
k=1

Ak = fn+1 + 2k

n+1

k=1

Ak . 2k
1 2n

Furthermore, limn fn (x) = 0, because each fn (x) is bounded above by and limn 21 n = 0. Therefore, f= An 2n n=1

All that remains is to show that each fn (x) is measurable. This is clearly true, An because f (x) is measurable, as is each 2 n , and therefore f1 (x) is measurable. Furthermore, each fn (x) must be measurable because it is simply the additive construction of previous functions in the sequence and characteristic functions, both of which are measurable. We know the original A1 is measurable, because it is the inverse image of a closed interval with a measurable function. Because all other An s are inverse image of closed intervals with measurable functions, they are also clearly measurable sets.

Alex Bernstein April 2, 2014 Math 4121

Question 5. If A Rn is a Lebesgue measurable and given > 0, prove that there exists F A U , with F closed and U open with (U F ) < . Proof. We know that if A is measurable, Ac is measurable. We can create an open set of M such that, given 2 , Ac M and (M ) < (Ac ) + 2 . Because c the Lebesgue measure is countably additive, (M A ) < 2 . Furthermore, , with M c = F a closed M Ac = M A = A M = A M c . So (A M c ) < 2 set with (A) (F ) < 2 . To verify that (A F ) = (A) (F ), note that F A, so F A F = A, and the sets are disjoint, so (F ) + (A F ) = (A), therefore (A F ) = (A) (F ). Similarly, by the Riesz Representation Theorem, we can also create V open such that A V , and given any , we can nd a U V such that A U , (U ) < (A) + 2 . By the Additive property of the Lebesgue measure of disjoint sets, because U and F are disjoint, (U ) (A) + (A) (F ) < + = . 2 2

Question 6. Use the above two problems to prove the following: Let X Rn be compact and f a Lebesgue measurable function on X with 0 f 1. Given > 0, show there exists a continuous function g on X such that the set {x X |f (x) = g (x)} has measure at most . Proof. An From 4: We have that there exists measurable sets An such that f = n=1 2 n From 5: We have that because X is compact, it is Lebesgue measurable, and An X implies An Rn , so we can nd a Un open and an Fn closed such that given > 0 Fn An Un where (Un Fn ) < 2n

Also, since Fn X , and X is compact, and Fn is closed, Fn is compact for each n. By the Tietze extension theorem, we can nd a function gn for each An such that gn Cc (X ) and Fn gn Un . If we take the summations of all the gn s gn over 2n , i.e. n=1 2n and since 0 gn 1 for all n and for all x,

n=1

gn (x) 1 =1 n 2n 2 n=1
g n ( x) n=1 2n

so by the Weierstrass M-Test,

converges uniformly to some function

g (x) =

gn n 2 n=1

Alex Bernstein April 2, 2014 Math 4121

gn and since each 2 n is continuous, g (x) is also continuous. We wish to nd the set

B = {x An |f (x) = g (x)} = {x X |

gn An = } n n 2 2 n=1 n=1

and show that (B ) < . An gn Let Bn = {x An | 2 = 2 We know that for Fn An , gn = 1 since n n }. Fn gn Un and gn = 0 if x / Un , so the points where An = gn are only in Un Fn , so Bn Un Fn for all n and therefore B Un Fn where B = n=1 Bn . So (Bn ) (Un Fn ), and since each An , Bn arent necessarily pairwise disjoint:

(B ) = (
n=1

Bn )
n=1

(Bn )
n=1

(Un Fn ) <

= . n 2 n=1

Because (B ) < and g (x) is continuous, the claim is true.