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    MI Set 3

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    chaymaahamou2015
    This document contains 10 exercises related to measure theory and integration. Exercise 1 involves defining the completion of a measure space and showing properties. Exercise 2 involves limits of measures of sequences of sets. Exercise 3 involves bounding the difference of measures of two sequences of sets. Exercise 4 states the Borel-Cantelli lemma. The remaining exercises involve properties of measurable functions and sequences of functions defined on measure spaces.

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    MI Set 3

    Uploaded by

    chaymaahamou2015
    29 views2 pages
    This document contains 10 exercises related to measure theory and integration. Exercise 1 involves defining the completion of a measure space and showing properties. Exercise 2 involves limits of measures of sequences of sets. Exercise 3 involves bounding the difference of measures of two sequences of sets. Exercise 4 states the Borel-Cantelli lemma. The remaining exercises involve properties of measurable functions and sequences of functions defined on measure spaces.

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    MI-Set-3

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    This document contains 10 exercises related to measure theory and integration. Exercise 1 involves defining the completion of a measure space and showing properties. Exercise 2 involves limits of measures of sequences of sets. Exercise 3 involves bounding the difference of measures of two sequences of sets. Exercise 4 states the Borel-Cantelli lemma. The remaining exercises involve properties of measurable functions and sequences of functions defined on measure spaces.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    29 views2 pages

    MI Set 3

    Uploaded by

    chaymaahamou2015
    This document contains 10 exercises related to measure theory and integration. Exercise 1 involves defining the completion of a measure space and showing properties. Exercise 2 involves limits of measures of sequences of sets. Exercise 3 involves bounding the difference of measures of two sequences of sets. Exercise 4 states the Borel-Cantelli lemma. The remaining exercises involve properties of measurable functions and sequences of functions defined on measure spaces.

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    PC2 (2022/2023)

    Measure and Integration


    Exercise Set 03

    1. (Completion of a measure) Let (X, Σ, µ) be a measure space. Define the completion σ-algebra of
    Σ by
    M = {E ⊂ X : ∃A, B ∈ Σ s.th. A ⊂ E ⊂ B and µ(B \ A) = 0} .

    Define the completion measure µ on M by µ(E) = µ(A), ∀E ∈ M, where A ∈ Σ is related to E


    as in the definition of M.

    (a) Show that µ is well defined, i.e., for every E ∈ M, if ∃A1 , A2 , B1 , B2 ∈ Σ for which

    A1 ⊂ E ⊂ B1 , µ (B1 \ A1 ) = 0,
    A ⊂ E ⊂ B , µ (B \ A ) = 0,
    2 2 2 2

    then µ(A1 ) = µ(A2 ).


    (b) Define N = {N ⊂ X : N is a subset of a null set}. Show that M = {A ⊂ N : A ∈ Σ and N ∈ N }.
    (c) Show that the measure space (X, M, µ) is complete.

    2. Let (X, Σ, µ) be a measure space, and let (An )n∈N ⊂ Σ be a sequence of measurable sets.

    (a) Show that if there exists A ∈ Σ such that µ(A) < +∞ and An ⊂ A, for every n ∈ N, then
     
    µ lim sup An ≥ lim sup µ(An ).
    n→+∞ n→+∞

    (b) Show by means of example that the condition in (a) cannot be replaced by “µ(An ) < +∞,
    for every n ∈ N”.
    (c) Find an example of measure space and a sequence of measurable sets in which the following
    holds    
    µ lim inf An < lim inf µ (An ) < lim sup µ (An ) < µ lim sup An .
    n→+∞ n→+∞ n→+∞ n→+∞

    3. Let (X, Σ, µ) be a finite measure space, i.e., µ(X) < +∞. Let (An )n∈N , (Bn )n∈N ⊂ Σ be two
    sequences of measurable sets such that Bn ⊂ An for every n ∈ N. Show that
    ! ! +∞
    [ [ X
    µ An − µ Bn ≤ (µ (An ) − µ (Bn )) .
    n∈N n∈N n=0

    4. (Borel-Cantelli Lemma) Let (X, Σ, µ) be a measure


      and let (An )n∈N ⊂ Σ be a sequence of
    space,
    P
    measurable sets. If µ (An ) < +∞, then µ lim sup An = 0.
    n∈N n→+∞
    5. Let (X, Σ) be a measurable space, and let (fn )n∈N be a sequence of measurable functions from
    (X, Σ) to (R, B(R)). Show that if N : (X, Σ) → (N, P(N)) is a measurable function defined on X,
    then the function
    φ:X → R
    x 7→ φ(x) = fN (x) (x)
    is measurable.

    6. Let (X, Σ, µ) be a measure space, and let f : X → (R, B(R)) be a measurable function. Show that
    if µ ({x ∈ X : f (x) > 0}) > 0, then there exists δ > 0 for which µ ({x ∈ X : f (x) > δ}) > 0.

    7. Let (X, Σ, µ) be a measure space, and let f, fn : X → (R, B(R)) be measurable functions, for all
    n ∈ N. Suppose that ∀ε > 0 the following series is convergent
    +∞ 
    X 
    µ {x ∈ X : |fn (x) − f (x)| > ε} .
    n=0

    Show that (fn )n∈N is convergent µ-almost everywhere on X to f .

    8. Let f : R → R be a function, where its derivative f ′ (x) exists at each point x ∈ R. Show:

    (a) if f is measurable, then f ′ is measurable.


    (b) if f is monotonic, then f is measurable.

    9. (Egorov’s theorem) Let (X, Σ, µ) be a finite measure space, i.e., µ(X) < +∞, and let fn , f : X → R
    be measurable functions, for every n ≥ 1. Suppose that fn −→ f µ-a.e on X as n → +∞.

    (a) For an integer k ≥ 1, set


    [  1
    
    Bn,k = x ∈ X : |fm (x) − f (x)| ≥ .
    k
    m≥n

    Show that lim µ(Bn,k ) = 0.


    n→+∞
    (b) Show that for any ε > 0, there exists an increasing sequence (nk )k≥1 ⊂ N such that
     
    [
    µ Bnk ,k  < ε.
    k≥1

    S
    (c) Show that fn −→ f uniformly on X \ Bnk ,k as n → +∞. This, in fact, means that fn −→ f
    k≥1
    µ-a.u on X as n → +∞.
    µ
    10. (Lebesgue’s theorem) Under the hypotheses of Problem 9, show that fn −→ f as n → +∞.

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