Devansh Sharma 2020B4AA1991P

Modele-1&2
Leheqve outtn nayve
The lebesque cuttu measwreis sinplycutee
masue m E ) a n atbi-txasy sct ECR
s deintd ab
m in Lohpt infimurn
s a ken ovCk all COUntakle_collectinns 1
opCn imtuvalb t
ECU mPC) RU u

eperties o Coto Measu»E

a23-lo) (A) 20 AR
6) m()=c
C 1 A and b uc tuo sefs st AC
mA) M*(a
) mCA) =0 Singlutenset A.
e) i s sonslation invauiaut ie
m CAx)mA) AcR&Y xtR

Becc)Let t a oUnabl cellection

disjoint en intemyalsAt BC. y, Tuen,
AC U, and hevefose
n

(A)e ()
Tis ineg uabty 6 true r any covtgs
3oB. Hence he YEult 4ollbes.
 Let A: e an axtny Singlefon et
Since
-L,MtL
US n open Cove'LIng A for cach

,)2
Cnd peinfs a ovd b.
)Gciven any inteHval 1itn
hest + defined by
inuvol at ben.
lcauly a ().
Moreov¬ a T+x) =

Ow, let E>o givtn. Thn Countable

be
tollecfion 3 0 open intkeivals s.t
ACUT and satisfies

As) m'(A) +E
Cleany A+n C (1,+7).
m+) !1,t)-E ) nA)E.

sbitary, wehave mtA+) sm*().

Ie Yeve inCquat follods by Consiclexing
A tA+)- vSinhe cot
 uATE

itorva i
t s
15
Thn-3R.3: The ovlon
measuTe ef an

longth.
teval,
Suppoe1 be a closc finit
Lob
fes ach >0, (q }2,b+
-

E/a) tondain

w have b-a+

u e fex cach 0 we_ost hae

iThis
s bcing
being
m ( ) e b-a | ( I ) t

To prove m*(T) zb-a

Let e>o zivtn, hen a Coun-tabl collectio
, chen itovals Covoung [o,b], st

mt) LI,)-
oy he Heine orel Thm ,any tellection d
opin intoivals covtting la,bCotams a 4iufel
Lubtollection ich albo cevens [ob1, X he
pm enghs ef the itsubcollechienid et
aCalo thon Som o longihsf the igiaal
Collectionit bufiLes to establith he imequaut
)) inHe collectpns I , whitk love a, b7.
 AG N
DAIL 1201

aela,b a e 1 , ,hee mst ke

ne ofAhe indorvals ohich tovdains

Ltt it be (a,,b), Then Q,<a<b

b , b , hen b,t [ob), & : b, 4 Ca.b)
intuval lo, b) in inike collecfion ,
t . bt (a, h); e, a, b .
im1is
COmtinving mannex, We get iteovals la,).
Cah) so Hhe collectien st

b y b , i=l,2,.
hece b.=C

nisfinie Collectien, this bTOCeLS

mUst +uminate tm Seme inttAval ,by)
ithe ollection ohich is þhsible nly toen
b Ca b).
Tws, Ils,)Alab)
6a)t (by- au-) +-f (b,-a)
h(-be-) a-b,-a,
7b-a
bb a,a
mI)> b-a-
Hente m (T) zb-a
 aei) Soppose any niie inleva.
Tken aiscn an tro, a clocd asinitt
iteva TCI,st
T)I(1)-E

l )- <I): m)<mt()m(E)
Ai)Jla)

m) eAl).
This is tue fer cach Ez20.
Hcnte m )=AI).

ase t)Supfase s an tinitt intuval

C losed sink|
Ihs m(1)2 M (I)=JT)= , i_

Hen ce r ( 0 : ll7).

Thm-3.24 (Coodabla, SubaddiHivity)

Let be a cou-be collection af sets.
Then
U)<Em*(E)
 PAGE No

DATE 201

mlEn)0 Sone mtN, tHe

imtquality holds rivially. Let v8 assvme
hat nnCE,) < , fes eath nN.
Thenfer each n, X
aCeuntabll collectien ?,3 p
vals t. , U i Stistging
) < m lG)+2"e.

E Cyr4,,
Houevo. he Collection i 3ni fosms a
ceomtablu collection open itavals, a
the Covntabl vniom
lovntablu sels è
Coutabl, COVTHS U

(Un6.) Al%,)
(n (Cn)+R"¬)
m(E) +E.
but e0 being CTbivay,the Yesultfllo
 PAGF

DAI

(oodlkany 3.2-5 1 Eis a CRUHable xt, hen

hen
is Covtable

tE20 1vtn,then enclobimg Cach a, in a

cpen itval orth , ) : 2",
Cil,2,)e get,
m CE) T )
as 0 , m()0

Conveseis not ve.

Ccumtt eample Canter et
ocloy 3.3 he et (e.1 i5_Uncountable
c Let the set [o. is CoUntable.
Then 0 tr colay .25 ( C ) = o
o3) =o
Thm 3.2-3
oluch is not possib lo
Hencehe s e t o i Umtoutable,
 11ATE

tllayy 3.2.41 E)+0 E Untountakl

A e ohich 16s a vnion of

Coondabl
closed sels s caled sct.

bxomplu3.21ltach of he ldng an-sut

A closed set.
Gi) A CoUnabl set
t) A CouHa ble union se
An open inttval: (a,b) aL,
a t ouich ib not a
set 3
CI Sets
A St ohich is aCoUmtable intoesection
open ek scalled an 1e s e t

Exam 3R.121 tach ofhe felloding is a Ggse

C An open et in otiwlad an oftn interval
) A ctosed inoival [0,6J= na (a,bt)
6) Aclosed set
A Coun-Habl intsection 6 sels.
sa et usluthis
not set.
 PAG No
OATE 201

and is sels
Baix (atcpry Thm E
Evoy
Evoy COmplle etric sha e is a EruT

NoTComlute metnit spate- A mctri sat

Mi6 Called complkkh evty authy stq.
oims im M Aas a lint hat i8 also
.RAmttric s pa ce in oich
etuy Cavchy cqven e 3 mrengeut.

aiz shace'
Pais spa ce16 opologital sate in owith
a
ach Cou-able Collectien ohen_dense
se {U,`, heiy intteckiem z,Unis
do nse

is but mot G1set.

SupboA i a Gtt. +then = 1 A4
whe H, S is an open set, itis
also a
dense bet ab i s olense
R s albo a
t as RrR
But a(Rv ) Cohich is 1ot a clenst sct
Tus is viclatien BCt-1 as R_i a
Cemplake
ialsoa
metait space collectiom AnU?{a*2e0
Countabla cellection ooCn ddense but
intotsection a empty set
 AT

Hssurmption is incoect, henta we can Say

snot a set.

txamp of a stt which is neHhex E, nev (is

Let f nl0,o), hen t is t bt not b,at
let b-(RR)A (oo,0, then btis 1 beot not

Nou, X =fUl7 cIR is a Let which is nee

nor

F,then 61- Xnl-o also f

Xis
X i C,hen f= Xnlo)is also
Both i Cotyadicficn.

Theoye 8.3.14 Let Ebe any bet. Then

an
Guiven EO, a n open et O26 S.t.
m o)s mE)+8
while h inequality stsict in Case
mE)< and henCo
m E) inf m*o) ohen infimumm ib taken
OVC all Open sek 0E.

6 a 6 set GrEs.t mtlE)= m()

 OATE 201

a) Masunmt fixst hat m C)eo

Then 3a Coutable collection 1 , o
itovals t U 1 , ard
C.) < m*e)+E
Set U Cleanly O is an chen se
m)mtlUE)L m ) YY

s)4m*le)t
(6Choose - n , tN i n . Tken r
each mt , a n opeu set O,E t
m (On) m*lE)+1/n_

Deint
Defint, G A On. Cleauy , i s a iset-
E , Moxeov{,_e cbseuve that,
m (E) m () mO)mlt)+,E
Honce eting m v m*) m*E

Lebesgve MeasuseA set Eis al to be

lebesqvemeasUxablb os bxielymeausablu i
es ¬ach et A, we have
m (A)= m(nnE)+ m*An)
 DAIL 201

Masusabl set ane hose ohit h shlit eve

set imto oo pieccs hat at addtive wr
ovto MeasUse.

oprties Measuxnble et
on 34- (a) 1f E is measu tabu set E, So is
(6) Theet and a e mtasuxable sek
Recef Defo Lebesgue meabu
Thm 3.4.2 14 E has outeu measUYE 7enO,hen
measUxabll set. turthRHmore , evey
Svbset of E is measusabu
frofLet A be any et. Then.
m (A) z m*CAAE)+ m(A nE)

ANE CE m (ANE) 2 m*(E) =o

AaE cA m(ANE*)< m*(A)
Hente i meQwrab
AU) m*A) m*le) = m*(A)
m CAU E) m*CA)
orollany 3.43: tvty Countabl et ts measvtb
and tS mtayuse ib 200.
 OATE

Loellay 3.44 The Camtos Let Cand all is

subbels ae measvsable 2 ath of hem
has meawse

hecem 34.5 E ancl E, au_measuabu sek

hn So is ,UE,.
Aref Vsing act hat G&E cow meosal,
els anyany set A, e havt
m CA)m(AAE)mtnA E)
= m*CA AE)+ m(AnE)0E,)+m(AnE)A
m* CAnE,) + m CAnt,0E)+m (AalEVEJ
2m (An tEDE))+ m (AAEEUENJ).

AlEUE.) (AaE,) u[AA E,Q E).

Hence E UE is a measyable sct.

Hlge bxa of x s
A non-embty collectien A ofSubsels of a
et Sis Called an algebsa Sefs in P(S)
EAhen-
(a) A,B e A AUBe
E)AEA AE4
De Mongan's Jad,
c)A,BA AOBEA
 DAIE

Loaellay 3.44 The family M64measuab all

subieBs R an algeboa ses in
P(R). In foctiula, H E,G,.,EGZ i
conyinHe Collection af measurabk sets,
en 80 ae

Thecom 348 Let ,

6er:, t be a fiule seq o
cusjoint measuxable set. Thn
en s any
et A mABT GJ)= mAnE E)
ndwctien On n

* for n1, the xesult isivialy tve

mt AB E)= mCAAE)

Assvming ito be tsve n1) sds,

mA tE) mANE)

Adding
Fideling mCAnEn) n both he sieles, w ge
m*(An C 6])+m*(AnE)= Em(AnG
mAnteJa¬,)+m* (AU EJnE)
mCAnE)
(1.2,,n)aw disjoint.
 Bvt the measurabili ty o -Hhe sct E,
aking
aing An[t] as a st &et, implies
mAAt6)- m*(AnlGine)
M(AAL yE,JnE)
Hane, (AntiET) = Aa6)
(oloy 34.91 E, &,, isa imite scq f
cUsjoint mêasusabl sels, Aen
m E) mE)
la King A- R im Thm
3.4. 8, he result
follooa im vied Corollay 3.4

TherEm 3.4.10 Let E be a measU Yabll t and

be any etThen,
o) rEV)M lEOD= _mlt)+ m*(),
in
axtiwlax EfE then mlEUF)
mlt)+m*
b) 1t ECfwth mlE)Ko, hen
m-E) m*(E- mlE)._ =

sce E meOsUsable taking A EUF 2A=

,

espective y in e CawathéedosyJ Cond", we ha

mEU mlt) mtl-E) t
m t e m*(fnt) + mtf-E) t i
=
 m 0)& t),

m(FUE)+ m'(Enf)mle)+ m )

so hct EUS F &ENS=6.

Then, USing he boctiwlau paut of a)
SinC m)00 we get -he resbut.

Theosem341 e Let E be ar sek torth m*lE)

hen E is mausabl i f 3a
meaLusabk e t B th m(B)mt(t).
is measUsablu, hon Etlte)

Comrtusely. Jet measuxable set BE

th nnB)m*lE). Thin, by Thm
2.10 (b), we Mae
mle-B) =
mE) -

m*le) -o

Noo E-B bing a ehet amasUre zer

i measusablu" 2. hen
E= E-B) UB.
mcasusabl. Cc.f. Thnm 345)
 PAGE No

DATE 201

ltina 3.4.13 LetA be an algebra of subsels of a

set S.A sasequente o sets inA
Then scq utually ispint 2es
in 8 t UB,yA
T AAs is finite Scq he xesult follous
siially. Let us a>SUmeAi to be an
itrnieseq Set B,=A,, & fer each nz2, dcie
nf
B-A A,J:A, nA0AA..AAe
Now wenoie he-follouing -atts
C 3, 4 , Jor ¬ach nt N Ais closed
Uncle Complennematon finik imtexsechio
Ses in .
u) B, C A Each¬ach mEN.
in)TheSes Bae nutually disjeint.Consideu
B.&B be do uch sets &sobpose
m<n Then, becaUse B, C Am ue ha

Syn B, An AnA.An.A
A
An A Jn
 PAGENo
1DATE 1201

B A,
CA; . fos each i , w have,

lo sove he evese incwsion, let xt U A

Cleay,x mustb in at east ene of
the cts A;'b. Let n behe cast val
s t tA. Then t B, & so
EUB, Hen
UA CB
A UB
Theon erm 3.4.12 A Countabl union measvsabi
iaméasUVab& Set
Ruof Let tbe a measusablk sels
Ctno EUE6
To ove E is
measUrablu set, by prev-
emma, We may Q3UnC WLO, the sC
E0 metually olisjoint.
fer each ntN, lefint f E
 M is on
algeba ses 2G.tt,
Mhesels ae ncasura bu.

f C y set A, we havt,

m (A) m(Aa f)+ m* CAA f)

2
m*(AAf,) + (A E),
Sin

BUt, by thm 3.48, weobs that

m* CAnf) m CAnE)
mA)2 m* (AnE)tmt(A nE)
i s ineqvautyholels tr evty ntN
s i n he LHS i indebeudeut n,
eting , weobfain

t(A) 2 mtCAnE)+t(An)
2m*CA0E)+m(AN E),
in vitd Cocmablk Scbaddiivity af m
C Tm 3.2-.
Hon te E a MCaSUsabe set.
 PALNe

1DAl 12

-llgebva qseds
An aldebKa Asets is Called e-Macbo
boelean Mgcbal Borel freld) i it is
closed vnclen coUntable m Beks
scks,

A, tA
hlge ba is also closed Unden CoUnable
mtiection oes.

e llyo 3.445
The fauy o 4 all
measUTabta svhsek
R s a-Alaebran P(R).
FOem 3.4.16
Let E, be tint stq
an
sjoint
TnCOsUsabt ts, hen m , Ei) -m(E

y ovolay 8.4-9 neN, we _have,

n
( ) mE)
6ut E, G, fntN
 n VICu hm 3:2 2(c) te the
measurabilty ef bolh he sets in
above IMcwsioon w e obin

mE) m(t)
he EVÉLA intqvality seadily
availableL oDnhe Coutable svbadditivity
pocptrt mTh
Thm3.2.4)
Hlgebva geneated by _a_svb-collectien:
Let Cbe any Collection
Subset S.Lee
Fbe O-fanuily cf all s dlgebras wlit
Ccovrlain C Lot A
tE
A ish Snallest-dlgebra hich
Comtains C s Alaeba geneatt
gene-tattk
beC.
velSeis
The Collection. all open cls in Ris at
a
Algebra soth Algcbsa genetaked by
fheamiy all open set in Ik is denofeA
by B Called e class Borelr-Algehe
stsinin IR. The scs in B CC_Ccalled
Borelets in R.
 PAGE N
DA 20

tvstheoperties omeasvscbu, et3-

Thm 362 Let E; be a n infnite decseain
seqvenC measusable sts, ie, a
Seq. drth E E N , let
mCE;)<o for at least ene N
hen m E) i n m (En).
E

yee Let b e the Jeast itger st

Then M o, ¥ izp.
Set
Sct E= AE, k 6- Eia Then
Then
thses measyrab e
paiwisc disjoigt, &
i.
oh-)mlE) mlEEir
But m(E,) = mlE)tm (EG-E) &
mE) m(E)+ mE-E.),
m

Furthe, using he-fact that mlE;) <a,

tfellws
mE-¬)= mlE,)-m(e)
 PAGF Nn

DATE 201

mE-E)m(E)- mli) yizp.

Hente m(E,) -mlE) mlE)-m(E))
im m(E) - mlE.))_
lim mE)m mlE.)D3
m(E)- li m(En)
(E)<a it givts,
mE)Lim mln).
txeci I hm 3.6-2, the ond" nlE)& o f r
at least oe Can not b droppeel.
S Considen, E=ln,o) N
hen E,s is a decseabmg eq o
Then,
measUTa ble scts s t mEn) = 0 Ynt
Heve lin m(E,)o
bt m0 6 m($)-o
 PAG No
DAIE 201

Thm 365 Let be an ininite incTeasing sq1

measUable els, ie, a leg. Ort
Ei E,Y t N , Let m(E,)4 fot
at least en tN Then,
) im m(t,)
-

oe 1f m(E)=oo fr Some , then he

reSvlt istivicully sve , sim L

mCn)= a fr tach n2. Let

mCE) do, fo eathJE N.
Sct
hen
hen he sek h a measurable
aivuoise dsjoint, &
E-E,

nlE-C) m ) m(fh):mlG,

m(¬)mlE) mEm(G)
im m(E)-m(E)3
m(E) lim ml)
 pA

AIE

Thm)366 LetE,be an infinie inc eabing sg

sels net necessastily measvsabk). Tn
m )im"(E.)
yec fos cach E 1 G,set , CoUSe
Cevndabe)st. E cl1 &ml ) mE),
CCovella 35.5 fox each ,definu

Cleay 3is an inCYcasig S

measuabll ses.
by h 3.6.S, t folloos that
m(E) mL,)
Bet t , C f i | n st.
C f C , J ach EN.

Coosig venty
m CE) m(f) m (l,) mC)
En) =mlt,) n N.

Hana im mCtn) exisls

E) m D)
)
Also i

im(E.)z m En).
 1A1E

Te revtu sobvious DETM

hot ECUE Y ntN
Limitsubesuios Lioutinvioy
Jinn sup n

Jjm int
4 im st = f he se
seBs is euid fo be Cemvi
CemMEn inut is Witfen_as
Cim .
Th 3-6.4 lt E,3 be a
decxeasing se set
thtn Jum ti =
n E; i s is an
nCeQsing seg
Se oSefs, hen lm b U
Tha 3.66 1f a measUYable
aset3, he
im in a also miasuTabe
 PAGE No
DATE 731

am361 Tf 2ti3 s a scq. measuxablu

bets hen, m(ira inf E,) Lira inf rml,).

furHhu iif mCE)o x Sort ptN

furthe

Aref Set f, n
Then, by def, we havt

Lim iv
But obseMt hat f3 is an
incyCasing-
Seq measvyable scts
mU) im mf)
mim i E) : i m lEn).

Let nN be fixed Then f C k a

o(f.) mEn+k) KtN.

Thuys wehavt , m(fa)lim mf mlx)

im i l
Tis s ve-fe cach
lence, im m (ta) S m t)
ch vtuities, Mum _in ) 5 um inf ml)
 DATE 1201

ollay 3610: T t; a ovtgeut sea. e|

measurabh sets
o hie mf)<o hen
EcF nN,
¥ nen,
im mlE) exisk
and mim E) nE).
Let Dbe done e t of
C R. Lt f be
an exndod ea valued " Rt
:ffz)7 « s measvrab ¥ ED
Shou 4hat is meawsablu.
To shod masyvab

T D i5 qui'valett to f)7<3
measusab Y

Take etD.than desine

A 4 ( ) > S. ith , ( P )

We KncO hat
n
(P n. p) D is nen emty
D dense

Lenside, -1

Bot : t) z c p, A,
. 5,, 7p.
 PAGEN
DATE 20

Thus :?*: fbl 2 p which mcans

hat )zAp3 is meauxabl
hen cc ismeaxKabu

Measuvabl set -hat isnotBore..

Sel-Let x) e t Cavrler funt,kichis
mon-deCYeasing cls fon ha Unit
intovalUto,)
Define y«)= « + ¢C2),_wich i an
incrcasing ts : [o]- [o],{
chone ety exists
aUiqve [o, At.y: 4 Vlx)
Thws & maps Berel tts ito
Porelsets
NDL hoose a
orel subsct Se we).
m0n

eimagt y() mwst be

Lebesgue mecsuablu, as abubset
Canto sct, but it is met Borel
mcasusoable, ab a
pologital Mi ppivg
MOn BoreSubse.
 Let bbe
oben svboet
an R,ut
He2 Bnb4. Using 1h def" f
measurahe sets show Hhat
m(A UB) = »"(A) + m"(A)
S2
thm .2.4,
m (AUB) < m* (A) + m* (B)
 AL 201

14 Ms oblained hy etsicting cn oute

measwe ATto 4h clasb M -
meaura b sels hen u i cemplet.
ce et AC be givtn f E & u'lt)
then CE) -0 & CA NE0i ntt
s nomotthe S0,
So
CA)z M*CAnE)
A nE) +u' (AnE)

audlivality e collectte oLbege

meowoablu sets js 2
frre By tmm ft, prev. qves,
K &ul)=0_any subset
AC Satisfies A EL._

Subsetso i 2 ent
Cadinaity
but vy Lebesgue
iZ 2
measU nabu is oa
SUbset R oich Hou ane
Set f i . no. im lo s masuva k.
Se 1 T-0,

defint
A VB o, I

m*(AU8) m*(T)
 PAGE No

DATE 1201

By ceonablu subadditivi

m (AUB) £ m*CA)+ m*B)

m() m*(A)tm(A) tmA)+0
Bs CoU'ntable Ovtot
meawse aountabu î's 0
m() mCA)
8)
As
y mcn0-tovuicity
m*(A) m (a)
mt(A) i)

Fxonn 2 i)
m(A)

Chaacicisien oeasUzabu. kts

Thm 371- Let E be giveu set. Thtn follouy
slattments aue eqUivaleut:
uvtn E0, I an ofen set O E st. m
b is measu Tabu
These o-&et GrEst. m()
Cehuvn
(e êr0, thoue is a tloscd sct fCE st
m*lE-F)<E
 2

Thone a sct CE 8.t. mlEf)-o

Aof
()a) Svpþose first hat m(t)<
thm 3.2-14a), thou is
by thm an oen se
ES.t
( ) < mlE)+e.
Tib, since bot the ets a o 2E
m a w a ble vEHHes CcPe blem 6)
m*(0-E) = t(o)- m(E) < E

Consid, noco te cae Dhen

mle)=.
Cmtehe set R as a_uion du'sjoi»t
iue intoras, e, R U Tn Then
EEI,,m(E,)<o. We an, thus,fi
Dpen Sets E Sech tat-

Defint O: UO. CleaulO s on_epro stt

6t. 0E 8tisfies,

Hente, (o-E) <m (0,-¬,) <E

HonC
(o)(): uivtn E:n, thoe is chn set
an
O,Eith (O,-E)4 Define t00
 1AT 201

Then i s sdtst. bE 2
1 ) mt(o,-¬) </, , ntN
his en Jetting n 0o orts ) .
b ) : thgite E=1-(m-¬). Bot +t,
measUab le ain
Cis aa orel t -Eib of
Outt measUre ZeHO. Han E
measusabl ,
cf. Arblkm 4
b)d): E is neasuvable b b,
in vizu) s
, tho s an 0en Rt 0E st
m* (o-E) <. But -EE-0 Tag
f o+ asetien )follos,

d)e): Cuvtn ='/n, thou i3 a tlosed sxt

f CE wrth m*E-Fn) ln
Defint f FnThen P is a fstt
s.t. FCE
m(E-F) < *EF)<V,,
Hent the vesvlt in e) ellous en
Henct,
Jeting
 DAIL

e): Tke voof is inulou t ()6).

Kenak
Cendtion
(6) in thm 3:71 is aneCehbay
asuttiuent comdition -r meabunabih
a set E.
Tis shovlk not be LOmtvd Wth tontwsien
ThmThm 3.2:1 ) ohth steaes ttat f
anyset E (measusablk or not) an ohe
peB
set OE st m(o)ml)+E

heove 3.1.2:-
Lee Ebe aset th mtE) <0o. ken E is
measurable igivtn ero, t is a
inite union pen chen inteayalbst.

u Ltt E be a et uot mE)<0, Thn

i s measUrabu i f i vE
t n> o a fimit

Uni 6 ohen intowals a.t m'[E46)<E

Suppasetis measusablh, 2 lt ero be

gitn.Then, by thm sIB), 3 an open set
OE th *o-5)< ¬la. As m(E) is
inideso is o ) , furthu,: the ehen
StO Can be exþressed as tenion
inttrvalb T3,3 an
Cemta bl (disjoint) shen
 1ATt

nEN 6t. )
ntt
/2,

tmvieud Thm 34.14 the fatt that

m()

wile 6 U
t
en
, . Then.

E AB (E-B)UlB-¬) c (o-B) U(o E).

Hunce, * (t AB) s mtUg)+mo-E)«E

t

Convese4, asv Hat fos a girtn E7O,

Hae a
init onn, 6 G,
cpen intouvals ith mlE4b) .
hm 2-2.14 a), tu is an ohen et
E t . , m(o) mt(E)+e.

1fWe Can shothat m(o-E)

ubitroviy Small ,then by thm 311,
it olows hat measvsab e se

wile 40)Then Sc8 2 se

SAE S)U{S-E) e(Es)u(6-¬).
 PAGE H
DATE 201

a s nwch sAE)< .
How evt ECSUlsaE)so
mlE) m(s)+
ALso 0-E e(0-s) U(SAE) gits
m* (o-¬) < m(o)- m[S) + . i)

Hinu, n vieuw o ti, egeE,

m(o-E) < 3 .

L6Owands Non-meQSUNablu sek

Definitio-0
a Eal nvmbe in [ , 4
Bum modwlo 1 , + axand i s

dfined b tyI

+-
 Definition-2
Ec[o), tun th tYaslatc meauls
Eis desinad by i6 dfined to e
teet given by
by
E+y z: z xig.ntES.

,t)
) T ohevation f s absociafivt &
Cemotai v.
i) we
asignt each elo.), e
anau 27X the Sum nuooulo 1
oTspomdi te tue addition oan
Qnd ranslatt moewlo 1 by y
Corespond to setation throvah and
angl 27
Theovem 3-63 3-
Let EE Co1) Bea
measumable 6it and
Elo) be aivtn then th tt E ty is
ImCasusabu mlE Åa): mle).
heoDefint, cE=
E:en[o,a)
En (o,g)
EA-8,1).
 Cleanly 6, Ond E o too lisjpint
masusable sts st. 6,UE, E

mE)=m (E)t mlE.).

Se y &EAaR disjpint m¬asUrabu
sets with

E , # ) : m E + ) mE)
mEtg): mltty-) : mlE),
m i tsanslation invaniaut Ccf. ThM
361
Also,
E+E,UE.)

Hant
leg)= m[E,#y) +mlE, tg)
mE)t mlE)
mt)

Tho 3.6 4The exists a men-measvrabl_t

inuval o.1
hueWe dtfine an tguivaltn t rtlation 'w in.
the stt To,1) by Sayin Hhot xly
 DATE

av quivalentt be witen
N, s otional. (lealy, he
elation N partitions +he3et into

mwtualy ausjoint equivalen t clas;

hat is, any two eleneuts e Sa
class difo by a ational numben
wlule those f ditforent bsses oluffo
by an irational mumbo.
Conatruct a et P by choosi eracty
ent elemeut vo each quialenta clais.
his sfoasible by oiom of cheiu
Cle Pe ,1). We shall nouo shetd
hat P is a on-measUYGbll E .

Let 3 bean enumeLation

uional numbesus n o1) ith o .

Defint
Thn
PP,
P-P. We Tu'sthe cbseuve that
) y f n , mtn.
[o),
frco of , Leti bssible HeP
Tken 3 in P st
 PAGE No
DATE 201

+ hir,
1 GYctional num be
m-n.

his is a
tovtvadittion.
Arooo (), Let x1.Ten ies in ohc
hequivaltnt closes a vth
ts eqvivalent Yoan elemeut y(ay) e
Subpase is u ratienel mo. py i h
ufous o H en EP 2hente
eVtue intlwsin
obviousytsve
No e
We usn he pscoffhmo meau
abiity P. Assome Htat P is MeasUra be.
Then each ismeasUnbk, mR-nile
Thm 3.8-3.

it m
7
m(Po.
 PAGE No

DATE 201

Onhe othen hand

o e ) m(o))-
These cad to Covrtsadictory elemewls.
Hence P s a mon-measUYablk set

hm 3-6 5 Evt set opesitive measure

Cemtains a mon-mtasurablu Set.
As a result af Thm 3.8 S, we po
t measvrablu s5et with sinit
obitiemeasurcb has a non-adoutive
cletomposition tu00 nom measuxabe

Th 3-8 LetE be a measusable set wth

O mlE)< , Thn 3mon-measUTablu
Aubses AZ6 eEst
) AUB E, AOB-¢
6) mlE) <(A)+ m*B)
p yBy thm 2.8.5, E Conrtains a non-meabt
set, A. wvt -E-A. Ten, al
te et
ust non- measusa bte, elearly
Aand B tity )
furthen, by Subadditiv1ty
ehart m* E) mCA)
£
, wt
(8)
 PAGE NO
DATE 201

Note tat the

in he
cquality Cannot OC U.
abov, fe Dth,A eul
be measUyable im Vied Thm 3.5.6
Hen c
Hen ce &Qbertion 6)follows
ovolay 3.87 Lt S be
wth non- meabusabll axt
a
(s) <o bea
SCG, at, m (S)= set_with
BEt 1-S is
m()._Then th
mlo)= misUT)mon-meayUsable
m(S) + m*T)
The esistente of T C1-S.
SuCh
iSet
aNailabl by Corollauy 3:5 r a

TeSet must bmom-measuyab.

Theretoe mT)>o, othtuwis i
mT)0, thenTwovld ee
_meawra
 Modu.3 PAGE No

DATE
Measvnablu fnetions

Mea aabl, function +a

)=
ECf te: f) zK}
Noation
tf-a), El44K), Elf>K) Elt
Simlon
Sinilanly
at defintd.

Denion
Hn entended gcal vaweed unttion t c
e a a measuvablh set Eis ald to be
Ltbesgue meawiabl os mose boTey
measUsable _en a mensu abla s t E
+hBet Ef*) ib masuable Yeal Mo.S x

Th meabUre of Elf7*) Can be ini o in

rchlen Shouiat a eonskant suncton i t

a measUTabl domain MeasUrable.
1 Ltt fE(measvablu)A be a COnstaut

tunttion dlfiner by ) K, ohone k is

atonstaut, We cleanly nok, foy any rral
al

mumbex , tat

ECf)
Ef) is a mabUsable
beth E&OCMs able
 UATL 2)1

Thm4.R fage 1e)

Let fbe an eKHtnda d atvauerl enction
olt ivneel menTablu et E ( fiwt
on a

Iniile masUTe). Tken thpllowig stakment

CCCquivalent:
Elf)
bo EGz K)
EG<*)
ol)E(f K)

welloy age 104)

An eended ral vawed function
EOLUTa bo m a Ieasurable s e t E iS
weasuvablk i m t stattmeuks (a)
6C), d i Thm 42 holds.

Trn 14 108
s mensurable pnction defined n E,
Hen th e t elf: mensUabla but
COmvose iA not ve, (See ex-4-1.5)
 PAG N
AIE 201

epeetiesMeasurabll functlon
m 42.1 hgc 1t)

ff is a mensUable fvnckiom n
¬, cE MERUTablL bubset ta
is a measusablu funtctien n .
6 ISarmeabU Tabe rntien n enc
othe sts in a Lovntablu tellection
disjoint measUvable sets, len i s
measuvable n G.
2g a measuTable uncs 6
Common domain Ehen Hheset

measUTabla t .

49.9: tane 11)

t be a
unction dtfined n a
mensusable et E, hen i measutabl
H ony hn et b cR , tha inv
MEaSUablk t .

Seh function-
A func [a,b]R s said t be a
fume" aa -pautitien P:a,<k.
intoival lab t. in
( Sub-intouval
any
X),the func is Censant ie
(x)K E (¢-t ) , î1,2 n
(ola 43.3 ng 11.3
A step unt" ib amcasuTaba 4
Chexations on measurablk fenetions
Thm 44.1 fage - 113)
Lktand be a measvrabl real-valwed
nctions en b e a bea Constaut. Then
each otue olluing s Ameasurablk

#)f*
8)18 h) tla Ca v0nisks E)
Reman1 The nsult in h 4.4.1 held geedr
ended al vnlucd wnctions xct fta
is t oktine hen -0 -

vitt vtse tr hen

e(f+g>x) U,E(F>t)
t=
A Ela> r-]
UEt=o)-Fla a-]u[El-»)tlt
mensuablk set

Kepvat-2- (onurtse .4-1 i s not U .

Dfmtion Let f. , k real.vaweá funcdions t
Cmnien clenain dowWe define ¥ xet
( ) max ( 3,(), 1l))
(x) in (4,() t.(%))
 PAGL No

DAIE 1201

Thm 44.
14 and 1 axc measUrabu fonctions
olbo

Detmitiorn Let bea mctien. Then is

estwe
pant its negotive pat faae
lafined +
max ,
wax-.o

No, fx)>o (x) :fz) f)=o

fx)<o f"(x)-0 & )=- ft)
f)=0 ) (*)=0 f(x)
f ) *()-{()
H f° () + fl«)

Thm44-6 'g-t16)
Honction is measwsable beth ts
Positiv & neaative ats aL mtasuTablkis -
 Tam4.. Page 11
Let n3 be sSEquenCe of mCaUsabu "
a

(on + Same eonain E). Ten the 's

nmos ti, a, n , nin i23-n,
5p , ,

Umim wb f imint to au mfamabe

osollay 4.H.8 -18

LAt be scquentt
measuablu"s
Convtging t f m then i
meqsUsah li "

rolay4J az =118)
T Set opeints m wich a Lqven
3n nneasusab Comvtges to
to
measUnable set.

horactouistic -function
Deition- t E be a aiven set.AtACE,Hhtn
he chaactuishic function oSet A
Yeal-vawed funcfton doined onEby
EA
Thm 45-2 hge 118
Let A & b -h svbts tThtn:

) ACB then a ) 1-,

c) AVD AnB
A, whoa A=U,A, K{A,3 twnsists
disjoint subsets o ¬.

Thrm45-3 (hge-19)
Lt E be measuable set. Then, ACE
is chanactoustic funchion a o
simu ltaneously measusable onon-meabUKabl

imple unction
H Unction f:ER is aiol te be a
Siml isa tinte dlisjoit
class G, , t,3 mensUsabu aet with.

cal no. 5 st fA) =a¢ TtE ,

lsisn. -

Let
ba Simla f" ton. fh4
Cleasly the stts : x t f : 4t)-43,i=l2,-
forn a titien .
Simpu is meawable.
 PAGE O

DATE /201

sereseitation
reeseuts a olefined
bimpl "
nE t(The sth i a t measu'sab
but not necessavi ly disjoint)

This ehxesetafion notnot unique.

But if
+0 is a simplu ' defined en t E

hSet a,,a,Om3 is Rangae ()-o5

tan

www A /néE: d()=a3, i-12, M

(anonital Reþreentation) a disjoint ,
ag, au distintt & Ion-zeMO,

ope lontinuoUS Fnttion

Thm-41 hge-120
A tontinuous tfined om a meaNUTable
Set ismeasuraba. (Convoe is not twe)

eamplConsidus a f" : R . 3 defimedm

) ,OSs
{
Ueauly, his4s ts but not measusab
 PAGF No

DAT 201
ig1t
Thm 3 I is a mensUabu " n Aet
E (meawable) & , a f defined 2 h
Onge , then is a
measurabl 0n .t

Thm -4 fae21)
s a measurable hen o
a 114 (b>o), expli4). 2{7
hn 49-5 122)
Ltrd a e yenl vawed 4"s dastnedl
MRasUsab l bv R enHhe yeal-valwtd*
h ) f H{),g(xO) , xtR is a measusabl.
w h E 1 d f ined eb on R.

OTella4.t6 laae-122)
1 and a a measuTable ul-
Hhen S isf4a f#

Sels MeOAUTe xe
Deltion 4-81 A -popruty P aidl to hold
holl
gcod "almast ertyokne (a.e.)" en a set
S t set ofpoints S , ahee
Pails to hold -has. measureZeno.
 PAGE NO

DATE 1201

DimiHton48.3 To s f and a dfined en h

Sam t E aut a d to be cqvivaleut
E
E, if a.e n
i., 4x)-a(x) V ntrE, whtn E
E,)-o

hm 484 ge -122)
Let a ole-fincd on an pen t é.
and g a continuevs m E, then Hay
COintide throughevtE.

RemarKTwo cts4s Cannot be cquivatut f

-Hhey l f o etn at a Singl eint of
H demain.

Ton4-8.6 Let b e e t - s _olofintd en a

CommOn EStat
domain a
i s measunablu. Then is
mtasud abu.

Thm 4.8.7: fae125)

a 6 defined en E is cs ac.

thtn is measuxable n
 PAGE No
1DATE
1201

De 4-8-8 A Sequen
E iaid to te1n3
(onv01g2
f defined
, ) : -f) ¥ neEnE, 6,cE
yE)-o
HomplatTktequenu sns givén by
t Convtges a to kt
fx)=-(r
O,
in-at, eNtyoue esceptat feirt
x
Thm 810 a scqven 43
measuab
Comvtges Q- to f,then i s
measuabluA
 PAGEN
DATE 231

tet )k the pieccoise f" defineel

,X-1
as-
2
2- X2

-00,2-)eF
T o Htn f( : 4(0 703
: , u(o,2) F
i , then f1-1,):E,Ta) u (5,2-a)Ef
2sa, the f(a,0m) e f
Hence s msUablu
Lat f: [o]-R. t): xE

aI, (1.0) e f
i a - thtn (-l.or) [o,] eF..

14 e llows that ¥ atR{xe[o,7: f(2)>a35

Hut MeasU ab le.
 Mocu t-4 FAGE No

DATE 201

SqUencOS_ Meaurable fs
Thm tl)
Let a meayrabk Set wrh mile.
& a aeqvent measabl s
dafines n E. Letf -be masrabu.
eal- valwecl tunc s t ) f ) ¥re£
Then aivtn 270 S70
méasusabe t ACE Wth m(A)<6 &
an in tgen NSt

> Uugosm Cnvgn a-e. vagu

Covtge at
Thm y11.2:
Sam as prw. thm. ust change
fnse MeasU rabll
t xealValwe An

frcblon Cion book)

Snew by to f eonal m[E)<»
Thm 1- toh het eeleasd.
 a-U. 9 almost vufommy PAGE N
DATE /201

Almost Unifosm Convogene

A measUxabu "s
Is ud to conveug almost Unifoxmy
to MCasUNabll s i s dtinen
mcayusablk et E o E>o, a
meayab stt ACE i t h mlA)2E s t
Unifomy en E A

Reank: Lt f f almost Ufosm

Then
Then fo each KEN, 3 6 st. nlE) <Vx
Uaifom Et.u 4-U)
than mlinA)=O fes cach t A ,
t) &). Henu a.u. Cnvgne2
nvgncL a.

Tann 4-1: 4 Let E be a mcawrablu set wit

mE) o ns a Sq Measurabla
Swhich Cnvas to at. n E. Then
givt >0 is -lhne
StAcE
Oita nlA) n_st. ue seqf vgs
to Uwifemy to EA
ECMWrth mE)o

am¬asUsable seE A,CEst. m[A)Lnh 2

 PAGE No

DAT 1201

thm 4|1-2 b y 'h

again oply
3A e E N, tN t

nz N

fhm4112 rKtimis.

A CEp- -t A)n/2*

nz Ng

ut A UA,
(A)m[UA) mmA)

EvA En UA AEwA E 12-1

rAN=O
etwA

EE v A

f uniformly EnA
 DATE 201

hm .121 Let e a mcasvra bl difined

n C 6t E.Then
Simb stoith Chvgs peimtwic) to
t. In Casez6
a be ehosen st. V, Ynt
 Module-5 AT
No

cbesgve 1degratien ter Boundsd_Funcéion

Drw backs Riemann Incqvcrtion

Keiman itgratien of s nly defimek
lase ivtoval& lamot be dfimed m
an abitrany s t
Reimann tmttgrutien dopcnds vpen e textinui
H c . heg tvu ane disccntinuods f
yet Riemann ntegrable bt h e t ' sa.
ctivtn a
scq Renunnindegabl 4
to f idonatm, the it
intcqsatcd f" may not be
eman inHcgval t inutf", In fact
H Renan ndegsol # it a
not exist

iemon itgral
pb

Hirx)d=imta)4x
* Phase-T bevnded f
Phase I : Non-negativt -
Phase hrbithay
 DATE 20

fhase I
simpl
ER
¢l)= i aa,,a1 eIR
A

Sionum
R: (-o o) Usoz U (o,)
RR -1,0,3 n3, aI,0,0 a,

70

Fo T
3 rai)
3
 AGE No
DATE 1201

flemetan idgal Sinp 43:

b Canmowtol Yeprekntatin
Si
a disjpi»et. mawxable and aj (i:1,2,-n)
olistintt 2 nen701 Cal no.S.

JtJtda m()
i s measvroable et, thn j ovtt E,

Any
Any negral d-finud a s e t meare
zeLo has mtgral zeo
Ihm5.2-2
Let be simplo "s oich vonishlu
utsidk a t o uk méasuTe. en,
1f d2ae.,Huen JT
simple fs & m(E) <c
EE
R Y)0
 PAGE No

201
DATE

dla) y ():0 XEE

A,E =B
UA R 8
=

A B,) = A; i:0, n

afbY a A+ b bs

ti

S a +bb) Nan6,)
 PAGI No

DATE 1201

JadtY aa,tbtb6)m(a n8)

a
adl m(Aineg) +bnt
ag (mA18)) +
m(AnB)
aa m Ai;n( )+ j m(4)a
04 m(A) +bb)
a a m(A) + b
m(8;)
at+bY
() a , b:-1|

- 4>0
a atpositivt Censeut
V XA: kue m(A)-oia0
-V) }q m(A:) zo
 DATE: 201

Lebesgve Tntgral_o
Let E R - b e
ounded
boundsd f n a
a

mcasUabe sct Eot Jinite mEASUxE

Cemsidu he nwmbe,

inf Pp tebesgue
Tnttgrat
Low ubesgue
Tntegsal
A fis calkd ebesque indcasabe f
S,+*Ddr: LJtdr cemnsen vaue is
Calleel Lebeqveitegsa ove Eand
ereeted

beunded on E
K,BeRst_d ( ) : B_ aeE
inf
= f

sinhle
lowecely,
caly, is comst f * f 2 AELU)-
2 4 is non-empty set

i hen
 PAGE N
DATE 211

i t ) s also
heunded above obsct nempy
lowo le besqve infqral definlely
Sinlaly, por tbeue ntyral alo ei
hm5-2.3 bvoy sinple is ubesgue
integrable.
Thm 5-2-5 A bounded f" f defind n a
measusabl t E iut measuTe is
ebesaue
Lkbesgue indegvabe iff f is measUTablu
roef E M mlt) 0 2 is bdd

t s ltbesgue integrable evey E

jnf
tos any intege neN, simpl
satiging,
T+1
Y
E 2

J T-L
2n

J, O)
 (OArE 1201

in by thm 4:4.4
2 a u mesusablt
m E

EE: ) y"()-"/k 3 e JM
E E : 4 ) e , )-hH3 e M
laim o),U44 Exeti)
(b A, C Ap,

tifpessi blu ()is falu,

2 m(An) z Tor Sone 2n
-6,)>mlA)
Aun
L.
n

mA) m (Ap,n) /n

m(A)O talte n 0

m/A)= m A) m(4)-o
 1

T
 PAGE No
DATE 201

Es measuab le
t i b measUra ble -er ac k.
t,S is inte telechitn osjoint
pmyoursel)

E: UE
-ntt

mlE) -
m(E)

nWe defint 0simplf>

M YY -nt

() i-n+t

M 12-nt1

Mnt)N nf(n1),Cnf2()+.

j M
 PAGE No

DAIE I1201

f(x) 1tE
tnt V)
Y1nt1

t. S-1)-nt
S-1) lE) m

/ t s S(e4)mLE,)
mL-Nt|
y M M(E)
in
VVE

20

labegtdgrable.
 IAN
AE

Thm S3.tetf e a beondtd deind

icMaM ntcasahu
N
vCa,b, -theu t Lebev icg ab
aud

VE
Convee f u i s relt notfue.

Lut e n [o

bOUnled Measusa blu en [o Hen

s Lebesgueimtqsabe & LJitOda o
owev s nt R irtgsable sinte

RJtcd= lt RJA()dh-o
Pr fis Rinegrobk en lo.)
Jnt R )d
a

Vasies OvCall c
a,b b

4&oil vay ov all impk"s

 DATE |201

RHdxE )d

7f
fla)dx td

hm S4 (Proo by Thm 52-2)

be beundcd rf dincd ena ut
be
mite mcasusE. Then,
( = aJf at R
()
(c T ten
 AE

hopeeties leheqve Tnderal

nlE)Sf Pmlt
4)14 , XE, aue disjeint measuioble
Subsets o en

(4) VEDE, 4 mlE,uE)

4 m(E)+ml&

(osellany S.4.2
T H) 20
t20
hen

mlt) o tleu
Corvolloy Su31f
mle)-o in pro 7
Talle

omolloy 64-47 flx)-k at. n E

then t Km(E).
Cu E then Jt
C) 1f f()=1 a n E
the
Thrn Xf()zo on t,
en f O C
 N

AE

ae
54.4 8)

+ A
+ 0O

S4.4 0) tal1
1 ) i n a)

6 ovtn, J 0 2 ) 20
TDvt
ACE . t eE:4)zCZ
To shed. m)=o ) A: U ntE:4H)
Let,f essibk, keN st
nt(XEE: f)2V}3 ( t )

E,UE &6,0E, ¢
20

Centditien
HonceZKs.t. gintu stadtout
 PAGE N
DATE 201

ovnded Convtugcute Tum

m54-4 Lut.3 be a seq. o ieasua bu
def incd e t E f i l e mtaw'sa hlu.
Supbo h u i a Tea wmbe M t
( M ¥MEE n-00n
t each eE, ht

(tassage to unut nole sigun c

icaractien)
oefWe will use 4-11 y.4:8 to py tuis

By -m 48 s also a mCCLUablu
ndcgsabu - icbesge
Jntearable

14 ttM
bdd mcauxable c
Fs SBy h S.2S f is a Lcbesgut nteqvable
By
By hm 4.1.1,
arvts E20 a svhs tE AC
E A t m)um
vn2A
 1t+H1 2M XEE
hauticelat A

J J, 1,fl
dg A
1 2M
&nLE)t1ENA A

mtwA+2M
2mlt M
E)+
Am ()t 2

2 2

Thm Su-8: e v . thm wly ehange s

 Constut a e M on
wuich bdd (mvget +hm -failed to ab
onple 5.u 9 etx e an
enumoatiem
Dodional no.s iab.Let S i3
Dei f. [ab]R by , )
Lach bCDntinuous
ps in ,L namtly tu boints o
Tkefese, i s Ringrab
RT) da :o neN
fuythey W obse4t thod t ab

enab
Luis is net R. indegaablh Linindcgrablu.

S,

,33
S,clab]
o R
 PAGE No
DATE 201

CS,

RJS,(a)da 0
a

R1,(dr -o

Li S, n
-0
a.h

Ci
h-
- fx) xeCna,

A)dres ntt exist

R im des ne_est
but i m , f.)dx o

t n
 PAGENo
bATE

t e a seq. ,ntN
J() (t I , Defintd ovm tue nlorval
co]. Hnd in, x)d.utbina hib
n-0

Sind SUm boues

(t42)

Cleau, E-M
) mlE)= /<o
i) f o_con en t
a M m t

(o ( x +1l 1-12.1 2
M 2
e lof ntN
By boundtd Convelgeutl thnM,
inf)dr = jaddr
JUa) dv (t0']. 2
32

K(42)
1(1242) 2 2 (
) 4x

2 -900
-*) r
 PAGE N
DATE 291

( (-) )+(x):l/
2- +("-*)
- "t)

3
Lin d
 Moduu- (Phau u) FACF
ATF 01
khgt Igrodion.
dcgral svion ncgative measuoabb '*
a non-ntive m dtucd
s c t (Masvsable) , we define,
J+ Jh
hw -h is a bdd mf st mit¬h() t

Supbest The t xe¬: hx)+c

calld ebupost defud a

Set E.

Then 5.5.2 Let f and g be non-negectivt

mfs de-fined en a e t E, thw
C70
b)G+8)J,f tSa
e) g ac theu J < a
Prcof e)=tt tte-ntgah
o) LHS d

h i s bdd c is also bdd.

LHS UP c *eHS
hf
 be t boondad
et
m r e t ,A t 0 3 ) t o

hbeundtd bovnele el

htk bcendud, _ h t sf4g

nMeasUsable n tS.t,
i s beunded
Ci lot th boundtd measurable f
t
m xEE, ) +0)<00
ND,e desine,
nuin,Y3 tE
K -h
beth and k at easuvable Ldd

Clearly h)f(a), by def.

Also, wt claimhat l) az).
CaseI h()V()
h) )

is iik
 PAGE No

DATE 201

tit Use S.41 (o) - e de

nen-ncgche itcgsal

fatovs Lemma
ut 3be a seq o nn-negativt
ThmS..3
4 almest evtye
mcasuable "s &
Cn heu
J Um in Jf
is
et h bounded s t . h
measure(xEE:h) tc 5)->fiut <

We doin a se h st
)in ),f(3

h ) l i m mi hl) tx)
h ) s HEg.
 PAGF N
DATE 201

b3bdd, h
Li ha)- h) vsi T
hx)hx) hla)im int h)
n-

E'CE
Qin inf )

eucise S.S.
w 5:S.3 necd not hold gced
Unless aue non-ncgativt

et:(0.>Rst,
-n

) o x«[o,1)

S 2
,)
M ,2/
f() tlo, s) uf"%
in ()= f)-o ¥. Xe[od
9 Q.. em t.
 d nd

f
90
1.

depeudleut en the
atevs lemma is
CMd bat it 's non n.cgati

rb S:Show hat he sitt inequaliby exist i,

fatao's Crna
3 ka sce 4 RR.
S

E2)
- , f ) u[2,)

cn-ncgativt
 PAGF N
DATE 20
nt

nt
Mt1
t dn to :
1 N

unt

J
Monotene Convtugcn Thn
1hepE5-5-5 et t3 e
imtscasing seq
an
Se9
nohncgati m.casusabl fined
m E ant l t f im f hen
hen,
n

L,,12f

(pr-llay S.5.6Let u, k a seq nohgafie

dtftintd bn Cet
thcn,
ol(ay S:S. t ka seq Asjoint maabl
ct at t U, E;.T i s a 10n-)v
E, +heu
dcfincd

tutou's lemma'
inint G sup

tin)

im sup

,)2
u, ()
t , ()

S
m() Hm)
 PAGE Nn
1ATF

S.

J f. lim
-O V
(u,+u+.. +U,)

+Ju, t.. +Ju

-00 l)dr
E Se disjoint nf
UE
z0 dofind Ut

. ( ) flx)
Evt,

7) E, UE
()
eCvlEVE)
 PAGE No

DATE 20

xShod d,t,
&htn show<4,(){iS ine e

in a ) f)
Ow Us MCT.

Show a t h 55-S need no hold

cb 6
gcod fa a btq" nen-Ot f".

() f, (x)

Tis sq is a scq

A
 PAGE N
DATE

btrt Jf.co4. o4d

Clcanlyf.3 is a
se ndn C)v¬
Cemvtg1 t
Ts Je1
im J 1

Mnoten Cov4qn
 Hnd a CoUnHeexampl to shew h a
he mion otio-algebvas -fr a t K
need net to he a-algebra en X
Sol Let x §, 2,33 2 put A x,¢,t3,12,333
AXB ane botu
6 x , 6, 8?3,{1,333. Then ....

algebvas,
.. hence .. algebrasbecause is
iute &t *****

A UB X 6, 3, 2,33, 23,1333
ohich ismoanalgebra.acn t .not.
alge Bva. becaustdoes.ot..contain 212-S
****'****************'****'*****
Ui3.
t (X,A)beameasusab e ace lefine the f"
& *'***.lo,lo, tooJb A).= XA
***********'*****'*********** **:
* *************

ProvcHhat s a . measuse ***** **** ' *********** *

EvideutySCA) 20&S,(6)=o. ***** *******************

*******

To.checkCmdabl..additivity, et A UA bea
cOUMabl.Union..isjoist...Ses.heNe..at
Cs o Considen *'''** ***** ****''**' **********

ftAHanA)=I, but also )xtA,,s &,A)H

.

Ele, tA, bo SlA)O, but also. (¥)x..G.A, S,A)=a

** *****'** ************************ ***

******

So)Clcry nt cts iste þt i s thab

for any real no , .

: f«) >x ,...

[o,)
R, 6, [o,1) a measUrable ismeasuabte an E
 u t A be the setoKational no. blw o%1,
&I1n3 be a nile collectio cpeu
ndevals toveig A. Ave a t (T,)2 1.
A i a lnSe 0bsct o
ACUn itfollow

UI UT,
Tws, mo:m*(A)m" (UT,) <m
Tuishowetu,.cloes c obsint. Oue
meaUe auintuva sength
utu measUK
italn..isongth
0.S +at ongt
ichis Canat
*******

Conatvtt a nouoho dense.enfeck set. in

intowal MEAUe..S2.
A t Sidobe nowhenc.dense if

cCmp et Canos
MOwetedense. ta ittstmcaUNt.
enuMexoting. otiomeuls...n
ab 3 C.hoosmg utoval In
onath Cortainin f Each.n,
Hhen eunion.. eseimtcvals as
at most /2Hante, e e t Fcints i
* ***

fol2butMot im.y dspikcing

mca.sure atlcas spile
how he ons.
...

***********"'******'************** ********