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18.102 Introduction to Functional Analysis
Spring 2009
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46 LECTURE NOTES FOR 18.102, SPRING 2009

Lecture 8. Tuesday, Mar 3: Cauchys inequality and Lebesgue measure
I rst discussed the denition of preHilbert and Hilbert spaces and proved
Cauchysinequalityandtheparallelogramlaw. Thiscanbefoundinallthelecture
notesandmanyotherplacessoIwillnotrepeatithere. Anothernicesourceisthe
book of G.F. Simmons, Introduction to topology and modern analysis. I like it
but I think it is out of print.
In case anyone is interested in how to dene Lebesgue measure from where we
are now and I may have time to do this later we can just use the integral as I
outlinedonTuesday. First,wedenelocallyintegrablefunctions. Thusf :RC
is locally integrable if
(8.1) F
[N,N]
=
f(x) x[N, N]
1
(R) N.
0 x if |x|> N
L
For example any continuous function on R is locally integrable.
Lemma 4. The locally integrable functions form a linear space.
Proof. Follows from the linearity of L
1
(R).
Denition 5. A set AR is measurable if its characteristic function
A
is locally
integrable. A measurable set A has nite measure if
A
L
1
(R) and then
(8.2) (A) =
N
is the Lebesgue measure of A. If A is measurable but not of nite measure then
(A) = by denition.
Weknowimmediatelythatanyinterval(a, b)ismeasurable(whetheropen,semi-
openorclosed)andhasnitemeasureifandonlyifitisboundedthenthemeasure
is ba. Some things to check:-
Proposition 13. The complement of a measurable set is measureable and any
countable union of measurable sets is measurable.
Proof. The rst part follows from the fact that the constant function 1 is locally
integrableandhence
R\A
= 1
A
islocallyintegrableifandonlyif
A
islocally
integrable.
Noticetherelationshipbetweencharacteristicfunctionsandthesetstheydene:-
(8.3)
AB
=max(
A
,
B
),
AB
=min(
A
,
B
).

If we have a sequence of sets A

n
then B
n
= A
k
is clearly an increasing
sequence of sets and
kn
(8.4)
B
n

B
, B = A
n

n
is an increasing sequence which converges pointwise (at each point it jumps to 1
somewhereandthen staysorelsestaysat 0.) Now, ifwemultiplyby
[N,N]
then
(8.5) f
n
=
[N,N]

B
n

B[N,N]
is an increasing sequence of integrable functions assuming that is that the A
k
s
are measurable with integral bounded above, by 2N. Thus by our monotonicity

theorem the limit is integrable so

B
is locally integrable and hence
n
A
n
is
measurable.

47 LECTURE NOTES FOR 18.102, SPRING 2009
Proposition14. The(Lebesgue)measurablesubsetsofRformacollection,M,of
thepowersetofR,includingandRwhichisclosedundercomplements,countable
unions and countable intersections.
Proof. Thecountableintersectionpropertyfollowsfromtheothersordirectlybya
similar argument to that above but with decreasing sequences.
WehavedeclaredasetAwhichismeasurablebutnotofnitemeasuretohave
innite measure for instance R is of innite measure in this sense. Since the
measure of a set is always non-negative (or undened if it isnt measurable) this
does not cause any problems and in fact Lebesgue measure is countable additive
provided we allow as a value of the measure:-
(8.6) A
n
M, nN= A
n
M and mu( A
n
) (A
n
)
n n n
with equality if A
j
A
k
= for j = k.
It is a good exercise to prove this!

48 LECTURE NOTES FOR 18.102, SPRING 2009

Problem set 4, Due 11AM Tuesday 10 Mar.
Just to compensate for last week, I will make this problem set too short and
easy!
Problem 4.1
Let H be a normed space in which the norm satises the parallelogram law:
(8.7) u+v
2
+uv
2
=2(u
2
+v
2
) u, vH.
Show that the norm comes from a positive denite sesquilinear (i.e. Hermitian)
inner product. Big Hint:- Try
1

(8.8) (u, v) =
4
u+v
2
uv
2
+iu+iv
2
iuiv
2
!
Problem 4.2
LetH beanitedimensional(pre)Hilbertspace. So,bydenitionH hasabasis
{v
i
}
n
i=1
, meaning that any element of H can be written
(8.9) v= c
i
v
i
i
andthereisnodependencerelationbetweenthev
i
sthepresentationofv=0in
theform(8.9)isunique. ShowthatH hasanorthonormalbasis,{e
i
}
n
satisfying
i=1
(e
i
, e
j
) =
ij
(= 1 if i=j and 0 otherwise). Check that for the orthonormal basis
the coecients in (8.9) are c
i
= (v, e
i
) and that the map
(8.10) T :H v((v, e
i
))C
n
is a linear isomorphism with the properties
(8.11) (u, v) = (Tu)
i
(Tv)
i
, u
H
=Tu
C
n u, vH.
i
Why is a nite dimensional preHilbert space a Hilbert space?

49 LECTURE NOTES FOR 18.102, SPRING 2009
Solutions to Problem set 3
This problem set is also intended to be a guide to what will be on the in-class
testonMarch5. InparticularIwillaskyoutoprovesomeofthepropertiesofthe
Lebesgueintegral,asbelow,plusonemoreabstractproof. Recallthatequalitya.e
(almost everywhere) means equality on the complement of a set of measure zero.
Problem 3.1 If f and g L
1
(R) are Lebesgue integrable functions on the line
show that
(1) If f(x)0 a.e. then f 0.
(2) If f(x)g(x) a.e. then f g.
(3) If f is complex valued then its real part, Ref, is Lebesgue integrable and
| Ref| |f|.
(4) For a general complex-valued Lebesgue integrable function
(8.12) | f| |f|.
Hint: Youcanlookupaproofofthiseasilyenough,buttheusualtrickisto
choose[0,2)sothate
i
f = (e
i
f)0.Thenapplythepreceeding
estimate to g=e
i
f.
(5) Show that the integral is a continuous linear functional
(8.13) :L
1
(R)C.
Solution:
(1) Iff isrealandf
n
isareal-valuedabsolutelysummableseriesofstepfunc-
tions converging to f where it is absolutely convergent (if we only have a
complex-valued sequence use part (3)). Then we know that
(8.14) g
1
=|f
1
|, g
j
=|f
j
| |f
j1
|, f 1
is an absolutely convergent sequence converging to f| almost everywhere.
1
|
Itfollowsthatf
+
=
2
(|f|+f) =f,iff 0,isthelimitalmosteverywhere
of the series obtained by interlacing
1
2
g
j
and
1
2
f
j
:
1
(8.15) h
n
=
2
g
k
n= 2k1
f
k
n= 2k.
Thus f
+
is Lebesgue integrable. Moreover we know that


k k
(8.16) f
+
= lim h
k
= lim

f
j
+ f
j

k
n2k
k
|
j=1
|
j=1
where each term is a non-negative step function, so f
+
0.
(2) Apply the preceeding result to gf which is integrable and satises
(8.17) g f = (gf)0.


| |

| |

50 LECTURE NOTES FOR 18.102, SPRING 2009
(3) Arguing from rst principles again, if f
n
is now complex valued and an
absolutelysummableseriesofstepfunctionsconverginga.e.tof thendene

Ref
k
n= 3k2
(8.18) h
n
=

Imf
k
n= 3k1

Imf
k
n= 3k.
This series of step functions is absolutely summable and
(8.19) |h
n
(x)|< |f
n
(x)|<= h
n
(x)=Ref.
n n n
Thus Ref is integrable. Since Ref f
(8.20) Ref |f|= | Ref| |f|.
(4) For a complex-valued f proceed as suggested. Choose z C with z = 1
such that z f [0,) which is possible by the properties of complex
numbers. Then by the linearity of the integral
(8.21)
z f = (zf)= Re(zf) |zRef| |f|= | f|=z f |f|.
(where the second equality follows from the fact that the integral is equal
to its real part).
(5) We know that the integral denes a linear map
(8.22) I :L
1
(R)[f] f C
since f = g if f = g a.e. are two representatives of the same class in
L
1
(R). To say this is continuous is equivalent to it being bounded, which
follows from the preceeding estimate
(8.23) |I([f])|=| f| |f|=[f]
L
1
(Note that writing [f] instead of f L
1
(R) is correct but would normally
be considered pedantic at least after you are used to it!)
(6) I should have asked and might do on the test: What is the norm of I as
an element of the dual space of L
1
(R). It is 1 better make sure that you
can prove this.
Problem 3.2 If I R is an interval, including possibly (, a) or (a,), we
dene Lebesgue integrability of a function f : I C to mean the Lebesgue
integrability of
(8.24) f

(x) =
f(x) xI
f

:RC,
0 xR\I.
The integral of f on I is then dened to be
(8.25) f = f.

I
(1) Show that the space of such integrable functions on I is linear, denote it
L
1
(I).
(2) Show that is f is integrable on I then so is |f|.

51 LECTURE NOTES FOR 18.102, SPRING 2009

(3) Showthatiff isintegrableonI and
I
|f|=0thenf =0a.e. inthesense
that f(x) = 0 for all xI\E where E I is of measure zero as a subset
of R.
(4) Showthatthesetofnullfunctionsasinthepreceedingquestionisalinear
space, denote it N(I).
(5) Show that
I
|f| denes a norm on L
1
(I) =L
1
(I)/N(I).
(6) Show that if f L
1
(R) then
(8.26) g(x) =
f(x) xI
g:I C,
0 xR\I
is in L
1
(R) an hence that f is integrable on I.
(7) Show that the preceeding construction gives a surjective and continuous
linear map restriction to I
(8.27) L
1
(R)L
1
(I).
(Notice that these are the quotient spaces of integrable functions modulo
equality a.e.)
Solution:
(1) If f and g are both integrable on I then setting h = f +g, h

= f

+ g,
directly from the denitions, so f +g is integrable on I if f and g are by
thelinearityofL
1
(R).Similarlyifh=cf thenh

=cf

isintegrableforany
constant c if f

is integrable. Thus L
1
(I) is linear.
(2) Again from the denition, |f

| =

h if h = |f|. Thus f integrable on I
impliesf

L
1
(R),which,asweknow,impliesthat f

1
(R).Sointurn
h

L
1
(R) where h=|f|, so |f| L

1
(I).
| | L
(3) If f L
1
(I) and

I
|f| = 0 then
R
|f

| = 0 which implies that f

= 0 on
R\E where E R is of measure zero. Now, E
I
= EI E is also of
measure zero (as a subset of a set of measure zero) and f vanishes outside
E
I
.
(4) If f, g:I C are both of measure zero in this sense thenf+g vanishes
onI\(E
f
E
g
)whereE
f
I andE
f
I areofmeasurezero. Theunion
of two setsof measure zero (inR) isof measure zero so this showsf+g is
null. The same is true of cf +dg for constant c and d, so N(I) is a linear
space.
(5) Iff L
1
(I)andg N(I)then|f+g| |f| N(I),sinceitvanisheswhere
g vanishes. Thus

(8.28)
I
|f +g|=
I
|f| f L
1
(I), gN(I).
Thus

(8.29) [f]
I
=
I
|f|
is a well-dened function on L
1
(I) = L
1
(R)/N(I) since it is constant on
equivalence classes. Now, the norm properties follow from the same prop-
erties on the whole of R.

52 LECTURE NOTES FOR 18.102, SPRING 2009

(6) Supposef L
1
(R)andg isdenedin(8.26)abovebyrestrictiontoI.We
needtoshowthatg L
1
(R).Iff
n
isanabsolutelysummableseriesofstep
functions converging to f wherever, on R, it converges absolutely consider
f
n
(x) on I

(8.30) g
n
(x) =
0 on R\I

where I

is I made half-open if it isnt already by adding the lower end-

point (if there is one) and removing the upper end-point (if there is one).
Then g
n
is a step function (which is why we need I

). Moreover,

g
n

| |
|f
n
| so the series g
n
is absolutely summable and converges to g
n
outside
I andatallpointsinsideI wheretheseriesisabsolutelyconvergent(since
it is then the same as f
n
). Thus g is integrable, and since f

diers from g
by its values at two points, at most, it too is integrable so f is integrable
on I by denition.
(7) First we check we do have a map. Namely if f N(R) then g in (8.26) is
certainly an element of N(I). We have already seen that restriction to I
mapsL
1
(R)intoL
1
(I)andsincethisisclearlyalinearmapitdenes(8.27)
the image only depends on the equivalence class of f. It is clearly linear
and to see that it is surjective observe that if g L
1
(I) then extending it
as zero outside I gives an element of L
1
(R) and the class of this function
maps to [g] under (8.27).
Problem 3.3 Really continuing the previous one.
(1) ShowthatifI = [a, b)andf L
1
(I)thentherestrictionoff toI
x
= [x, b)
is an element of L
1
(I
x
) for all ax<b.
(2) Show that the function
(8.31) F(x) = f : [a, b)C
I
x
is continuous.
(3) Prove that the function x
1
cos(1/x) is not Lebesgue integrable on the
interval (0,1]. Hint: Think about it a bit and use what you have shown
above.
Solution:
(1) This follows from the previous question. If f L
1
([a, b)) with f

a repre-
sentativethenextendingf

aszerooutsidetheintervalgivesanelementof
L
1
(R), by dention. As an element of L
1
(R) this does not depend on the
choice of f

and then (8.27) gives the restriction to [x, b) as an element of

L
1
([x, b)). This is a linear map.
(2) Using the discussion in the preceeding question, we now that if f
n
is an
absolutely summable series converging to f

(a representative of f) where
it converges absolutely, then for any axb, we can dene
(8.32) f
n

=([a, x))f
n
, f
n

=([x, b))f
n

53 LECTURE NOTES FOR 18.102, SPRING 2009

where ([a, b)) is the characteristic function of the interval. It follows that
f
n

converges to f([a, x)) and f

n

to f([x, b)) where they converge abso-

lutely. Thus
(8.33) f = f([x, b))= f
n

, f = f([a, x))= f
n

.
[x,b)
n
[a,x)
n
Now, for step functions, we know that f
n
= f
n

+ f
n

so
(8.34) f = f + f
[a,b) [a,x) [x,b)
as we have every right to expect. Thus it suces to show (by moving the
end point from a to a general point) that
(8.35) lim f = 0
x a
[a,x)
for any f integrable on [a, b). Thus can be seen in terms of a dening
absolutely summable sequence of step functions using the usual estimate
that
(8.36) |
[a,x)
f|
[a,x)
|
nN
f
n
|+
n>N
[a,x)
|f
n
|.
The last sum can be made small, independent of x, by choosing N large
enough. On the other hand as x a the rst integral, for xed N, tends
to zero by the denition for step functions. This proves (8.36) and hence
the continuity of F.
(3) If the function x
1
cos(1/x) were Lebesgue integrable on the interval (0,1]
(on which it is dened) then it would be integrable on [0,1) if we dene it
arbitrarily,saytobe0,at0.Thesamewouldbetrueoftheabsolutevalue
and Riemann integration shows us easily that

1
(8.37) lim x cos(1/x) dx=.
t0
t
| |
Thisiscontrarytothecontinuityoftheintegralasafunctionofthelimits
just shown.
Problem 3.4 [Harder but still doable] Suppose f L
1
(R).
(1) Show that for each tR the translates
(8.38) f
t
(x) =f(xt) :RC
are elements of L
1
(R).
(2) Show that
(8.39)
t
lim
0
|f
t
f|= 0.

ThisiscalledContinuityinthemeanforintegrablefunctions. Hint: Iwill

add one!
(3) Conclude that for each f L
1
(R) the map (it is a curve)
(8.40) Rt[f
t
]L
1
(R)
is continuous.
Solution:

54 LECTURE NOTES FOR 18.102, SPRING 2009

(1) If f
n
is an absolutely summable series of step functions converging to f
where it converges absolutely then f
n
( t) is such a series converging to
f( t) for each t R. Thus, each of the f(xt) is Lebesgue integrable,
i.e. are elements of L
1
(R)
(2) Now, we know that if f
n
is a series converging to f as above then
(8.41) |f| |f
n
|.
n
Wecansumthersttermsandthenstarttheseriesagainandsoitfollows
that for any N,
(8.42) |f| | f
n
|+ |f
n
|.
nN n>N
Applying this to the series f
n
( t)f
n
() we nd that
(8.43) |f
t
f| | f
n
( t)f
n
()|+ |f
n
( t)f
n
()|
nN n>N
Thesecondsumhereisboundedby2 |f
n
|.Given >0wecanchoose
n>N
N so large that this sum is bounded by /2, by the absolute convergence.
So the result is reduce to proving that if |t| is small enough then
(8.44) | f
n
( t)f
n
()| /2.
nN
This however is a nite sum of step functions. So it suces to show that
(8.45) | g( t)g()| 0 as t0
for each component, i.e. a constant, c, times the characteristic function of
an interval [a, b) where it is bounded by 2|c||t|.
(3) For the curve f
t
which is a map
(8.46) Rtf
t
L
1
(R)
it follows that f
t+s
= (f
t
)
s
so we can apply the argument above to show
that for each s,
(8.47) lim f
t
f
s
= 0 = lim
s
[f
t
][f
s
]
L
1 = 0
ts
| |
t
which proves continuity of the map (8.46).
Problem 3.5 Inthelastproblemsetyoushowedthatacontinuousfunctionona
compact interval, extended to be zero outside, is Lebesgue integrable. Using this,
and the fact that step functions are dense in L
1
(R) show that the linear space of
continuous functions on R each of which vanishes outside a compact set (which
depends on the function) form a dense subset of L
1
(R).
Solution: Since we know that step functions (really of course the equivalence
classes of step functions) are dense in L
1
(R) we only need to show that any step
functionisthelimitofasequenceofcontinuousfunctionseachvanishingoutsidea

55 LECTURE NOTES FOR 18.102, SPRING 2009

compact set, with respect to L
1
. So, it suces to prove this for the charactertistic
functionofaninterval[a, b)andthenmultiplybyconstantsandadd. Thesequence

0 x < a1/n

n(xa+ 1/n) a1/nxa

(8.48) g
n
(x) = 0 a < x < b

n(b+ 1/nx) bxb+ 1/n

0 x > b+ 1/n
is clearly continuous and vanishes outside a compact set. Since

1

b+1/n
(8.49) |g
n
([a, b))|=
a1/n
g
n
+
b
g
n
2/n
it follows that [g
n
] [([a, b))] in L
1
(R). This proves the density of continuous
functions with compact support in L
1
(R).
Problem 3.6
(1) If g : R C is bounded and continuous and f L
1
(R) show that
gf L
1
(R) and that

(8.50) gf sup g f . | |
R
| | | |
(2) SupposenowthatG C([0,1][0,1])isacontinuousfunction(IuseC(K)
todenotethecontinuousfunctionsonacompactmetricspace). Recallfrom
the preceeding discussion that we have dened L
1
([0,1]). Now, using the
rst part show that if f L
1
([0,1]) then
(8.51) F(x) = G(x, )f( )C
[0,1]
(where is the variable in which the integral is taken) is well-dened for
each x[0,1].
(3) Show that for each f L
1
([0,1]), F is a continuous function on [0,1].
(4) Show that
(8.52) L
1
([0,1])f F C([0,1])
is a bounded (i.e. continuous) linear map into the Banach space of contin-
uous functions, with supremum norm, on [0,1].
Solution:
(1) Lets rst assume that f =0 outside [1,1]. Applying a result form Prob-
lem set there exists a sequence of step functions g
n
such that for any R,
g
n
g uniformly on [0,1). By passing to a subsequence we can arrange
that sup
[1,1]
|g
n
(x)g
n1
(x)| < 2
n
. If f
n
is an absolutly summable se-
riesofstepfunctionsconverginga.e.tof wecanreplaceitbyf
n
([1,1])
as discussed above, and still have the same conclusion. Thus, from the
uniform convergence of g
n
,
n
(8.53) g
n
(x) f
k
(x) g(x)f(x) a.e. on R.
k=1

56 LECTURE NOTES FOR 18.102, SPRING 2009

So dene h
1
= g
1
f
1
, h
n
= g
n
(x)
n
f
k
(x)g
n1
(x)
n

1
f
k
(x). This series
k=1 k=1
of step functions converges to gf(x) almost everywhere and since
(8.54)

|h
n
| A|f
n
(x)|+ 2
n
|f
k
(x)|, |h
n
| A |f
n
|+ 2 |f
n
|<
k<n n n n
it is absolutely summable. Here A is a bound for |g
n
| independent of n.
Thus gf L
1
(R) under the assumption that f =0 outside [0,1) and
(8.55) |gf| sup|g| |f|
followsfromthelimitingargument. Nowwecanapplythisargumenttof
p
which is the restriction of p to the interval [p, p+1), for each pZ. Then
we get gf as the limit a.e. of the absolutely summable series gf
p
where
(8.55) provides the absolute summablitly since
(8.56) |gf
p
| sup|g|
[p,p+1)
|f|<.
p p
Thus, gf L
1
(R) by a theorem in class and
(8.57) |gf| sup|g| |f|.
(2) If f L
1
[(0,1]) has a representative f

then G(x, )f

(
1
([0,1)) so

) L
(8.58) F(x) = G(x, )f( )C
[0,1]
iswell-dened,sinceitisindpendentofthechoiceoff

,changingbyanull
function if f

is changed by a null function.

(3) Nowbytheuniformcontinuityofcontinuousfunctionsonacompactmetric
space such as S =[0,1][0,1] given >0 there exist >0 such that
(8.59) sup G(x, y)G(x

, y) < if xx

<.
y[0,1]
| | | |
Then if |xx

|<,

(8.60) |F(x)F(x

)|=|
[0,1]
(G(x,)G(x

,))f()| |f|.
Thus F C([0,1]) is a continuous function on [0,1]. Moreover the map
f F is linear and
(8.61) sup F sup G
[0,1]
| |
S
| |
[0,1]
||f|
which is the desired boundedness, or continuity, of the map
(8.62) I :L
1
([0,1])C([0,1]), F(f)(x) = G(x,)f(),
I(f)
sup
sup|G|f
L
1.