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The document contains 5 proofs related to measure theory and Lebesgue measurability. It proves that a collection of sets forms a sigma-algebra, a set is Lebesgue measurable if it is contained in a G_delta set of equal outer measure, monotonic functions are Lebesgue measurable, a property related to increasing sequences of measurable sets, and that a bounded measurable function is essentially bounded except on a set of small measure.

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22 views2 pages

Q 1

The document contains 5 proofs related to measure theory and Lebesgue measurability. It proves that a collection of sets forms a sigma-algebra, a set is Lebesgue measurable if it is contained in a G_delta set of equal outer measure, monotonic functions are Lebesgue measurable, a property related to increasing sequences of measurable sets, and that a bounded measurable function is essentially bounded except on a set of small measure.

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asa peter pan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Quiz 1

1. Let X be a uncountable set and B be the collection of all subsets E of X such


that E or E c is countable. Then show that B is a σ-algebra. Let µ on B be
defined by µ(E) = 0 if E is countable and µ(E) = 1 if E c is countable. Then
show that µ is a measure.
Proof: Suppose En ∈ B is a countable collection of sets. If ∪En is not count-
c
able, then at least one Em is not countable. Since Em ∈ B, Em is countable.
c c c
Since (∪E Pn ) ⊂ Em , hence (∪E n ) is countable. Suppose E n are pairwise dis-
joint. If µ(En ) = 0,P then En are P all countable, hence ∪En is also countable.
Thus, µ(∪En ) = 0 = µ(En ). If µ(En ) 6= 0, then µ(Em ) 6= 0 for some m
c c
and hence Em is countable. Since En are pairwise disjoint, En ⊂ Em for n 6= m,
c c
hence µ(En ) = 0 for all n 6= m.PSince (∪En ) ⊂ Em , complement of ∪En is
countable, hence µ(∪En ) = 1 = µ(En ). Thus, µ is countably additive.

2. Let m∗ be the outer measure on the subsets of R and E ⊂ R of finite outer


measure. Then show that E is Lebesgue measurable if and only if there is a
G ∈ Gδ such that E ⊂ G and m∗ (G \ E) = 0.
Proof: Suppose there is a G ∈ Gδ such that E ⊂ G and m∗ (G \ E) = 0.
G ∈ Gδ implies G is Lebesgue measurable and outer measure of G \ E is zero
implies G \ E is Lebesgue measurable. This implies that E = G \ (G \ E) is
also Lebesgue-measurable.

3. Prove that monotonic functions on R are Lebesgue measurable.


Proof: Let f be a monotonically increasing function on R and r ∈ R. Let
A = {x | f (x) > r}. If A = ∅, we are done. So we may assume that A 6= ∅.
Let b = inf x∈A x. If a > b, then there is a x ∈ A such that b ≤ x ≤ a. Since
x ∈ A and f is monotone, r < f (x) ≤ f (a), hence (b, ∞) ⊂ A ⊂ [b, ∞). Thus,
A = (b, ∞) or A = [b, ∞). Thus, A is Lebesgue measurable.

4. Let (X, B, µ) be a measure space. Suppose (En ) is an increasing sequence of


measurable sets and E = ∪En . Then show that µ(En ) → µ(E).
Proof: Let F1 = E1 and Fn = En \ En−1 for n ≥ 2. Then Fi ⊂ Ei , ∪FP i = ∪Ei
and Fi are pairwise
Pn disjoint. By countable additivity, µ(E) = µ(∪Fi ) = µ(Fi )
n
and hence P i=1 µ(F i ) → µ(E). Since Fi are disjoint and ∪i=1 Fi = En , µ(En ) =
µ(∪ni=1 Fi ) = ni=1 µ(Fi ) → µ(E).

5. Let f be a real-valued measurable function on a closed bounded interval [a, b].


Given ǫ > 0, there is a M > 0 such that |f (x)| ≤ M except on a set of Lebesgue
measure less than ǫ.

1
Proof: Let En = {x ∈ [a, b] | |f (x)| ≤ n}. Then En is a increasing sequence of
measurable sets as f is measurable set. Since f is real-valued, [a, b] = ∪En . By
the problem 4, µ(En ) → b−a. Let ǫ > 0. There is a n such that (b−a)−µ(En ) <
ǫ.

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