Homework 1

1)a) let S IR& :

-
> IR be a continuous Sanction
Denote D =1) =
[ERIIlle1}
let us show that gEZ (IRd BLIR) , ,
y
**
)

Saf(x)1100 d = Se
let eE2
=
(D, B(D) ,
109)
18()) e(a) and eEZ2(D B(D) 20d)
for all
ED -
Since ,
,
, ,

&19(n)1 &[(y()(
*
*
(dx) ( +1 (by monotonicity)

On B10 1) , ,
rince fis continuous and B10, 1) is compact fis bounded on Blo 1) , .

Thus there exist 1 30 such that for all et B(8 ,

1)
,
186)1 < M

Here *
(1) danx(B(02)
,

-
finite as the valume

the ball radius

of of I

Therefore ,
(nalgce)/x@de < +o and SE ZOIRA, BLIRM , 409) vince it is continuous

&
which
proues
that SEZ
*
CIR& BCIR) ,
X )
,

b) As in the previous question, we

decompose IR as the union
of:
-
-- 1 1]
,

-
( 1,
-
13 = 3 -
1
,
-
17V31 , + 0[

-
On C-1 , 13 ,
pis bounded and continuous , MR integreable
-
On C-1
,
1)" we define :
z2
-

2
n > ne
2

which is continuous and limm'e = 0 .

Soit admits a maximum 170 an 71 , 1) ?

x > A
-

en = e
Herre

p(x) = 2, 1)
where
Define y(x) = From ex 4 . 28 we know that Re (1 1) , .
Since p is positive and a

measurable and just showed it is bounded by an integreable function apply result from pE Z
=
(IR BLIR)
we we 11a :
, ,
x)
a) let BE BLIR) .
Since 113 is measurable as the indicator of a borel set and p is measurable

the function pllp is a product of measurable positive functions , huce measurable and positive .

We define :
M(B)
=
Co pludx =
Sp(x) 1 de e

*
Since FREIR , 0_p(x) 110 [plse) and para) EZ <IR BLIR) ,
,
X) pll(ce) EZIIR)
Here MSB) EIR + is well defined and sinite

1) let A , BE BCIR) such that ACB .

We have 11 a ! 113
& sine pso

p1(a = p1
=
&. by monotonicity
the
integral
of

(p(1A)SP(e) 1

M(A) >
- M(B)
#)

2) We know BnCB ,
so UnEIN : M(Bn)[M(B)
= limM(Bn) [ limm(B)

By definition of the integral ,

M(B) = sup(B3d
gES(B IRt ,

9p
let
gESCB ,
IR such that
gep .
Since
g
is simple ,
g = jaj (KEIN Le ..., E +, and
Az ,
,

AnEB(R))
...,

Un EIN :

SPudg(x)dx by monotonicity since pet

E]
M(Bn) Song(a)d

La s
↑

=>
K

Aj
jx(Aj)
and B
since AjB so

S g(x) de

Herre Zimm (Bn)

n > 1
-
su g(s) de

Hell limp (Bn) limp(B)

linM(Bn) LlimM n> A
-
=
 that (IR , BCIRI
3) let us show M is a measure on

(
·
M() = e

let (And be of Bolsubsets of

IR
pairwise
·
a sequence
.

neir

M(WAn) (P(s)leSans
=

-(im P(x)1d
As . . . An a
sine pairwise disjoint

= SP(x) ) d
by lireaitpar

= MCAn
MCAR) Here M is a measure on CIR , SCI