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Analysis Rudin

Excellent book of mathematical analysis

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19 views212 pages

Analysis Rudin

Excellent book of mathematical analysis

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L
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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BH Spanier | ConaingEator stander an MacKante | Inicio ithe Mane ‘Gang I” Soman 2 Matheson age ating | sti near Operate Ceggcnbeiner | Dieta Gro TRogre | Torry of Recaive Ponte and Eve Campaaity Resin | Nea aed Cpr Beatie Senin | Mea mi Real and Complex Analysis | w= Prfena of Mahemain Unventy of Wasa International Student Edition MeGRAW-HILL {London » New York: Sydney » Toronto Dusseldor! Mexico Johannesburg» Panams Singapore MLADINSKA KNJIGA ubljona. REAL AND COMPLEX ANALYSIS International Student Editon Exclusive robs by MeGrew-Hl Pubithing Company Limite and astnehs niga for menuactre snd expe rom Vagos {Trsbook cannot be mexgorted rom fhe country to which i Conaned by MeSrew- Hf Publting Company Lined or by Medaka Knee by McGraw Book Company ony of te subscfaree consi © 1870 by Macraw-Hil ne. Al ight Reserved ‘op ti atin may Be praca edn een ‘Mochunical hoto-coping recording or tare, without he poe Dermiasion othe pasate brary of Congress Catalog Card Number 85-27882 07 o9a189 0 Pretace Tn this book I prea an analy ours whish Ihave taught to st yea graduate stadenta athe University of Wins sine 162 “The cour was dovlood fortwo rane. The Sat was bell that ‘one sould prem the bal echiquen and theorems of sali a one ‘year, with eoough aypizatins to make the sajet interesting, in wach {Tay that stadent could then speciale in any lection ey chow. ‘The eacod snd perhaps even moro important one was the dav to do ‘evay wih tbe outmoded and maaleading en tat analysis cout of two datact tales, ea vatabee” ad “comple variables” Tracie Sonaly (with some ovemplietin) the Sit of these deals Wit “Lbeag integration, with various type of convergence, and withthe patbolgis exhibited by vr dizontinuous fonetions whereas the second he eoasern sal oaly wil hose fenlions tht ates sooth sean te mel, the holomorphic ones That thee {wo areas interact ost {nlimatay has of sou Een well know foro ant years ander dent to anyone whois aoasnted with earent reach. Nevertbels, Ue andar curicalam in mont American aaivenes sll canine 8 year ours in complex varie, flowed by year cours i el vara~ aed ually neither of thew eotresanknoledgs the existence of ‘th subject matter of the ater have made an foro demonstrate the fatepay among the various perf analy including sme of the base ideas from fantieal Itayss “Tere av «for examples. The Rie representation theorem fd the Hake Barach theorem alow ote to “gues the Polson iatgral forms, They te op othe proot of Range’ theorem, fos: hich the lomabigy versin of Cauchy thsrem flows wally.” ‘Thay com bine with Blasts theorem on tho ers of bounded holomorphic one- ons to ge proot ofthe lusts Seas there, which eoneers appro ‘inion ona larval. ‘The fst tat [iw Hilbert apace red in the poof ofthe Radoo-Nikoiyn theorem, which leds fo the theorem about ‘idenetition of indefaite integrate aeesaly,difrentiation sens to be unduly sighted in mast toder tet), which in tara yi the inance of dl lint of hounded harmon funtion ‘The theorems ‘i Plancher! and Cauchy combined giv hnorem of Paley and Wiener ‘which, in tm, i wod i the Desjoy-Carenae theorem about nity “Efereetlableunetions oe the rea ine, "The maim las there {ve information stat Eneartastformallons on Lvapaces ‘Since modt ofthe raul precoated here ao gute claneal (the novelty les nthe azrangemec, and mine of the prot are new), 1 hve not ‘Stenpiad to deounest the source of every item. References are {athe tthe eo a Notes and Comment.” They are aot anys to fi rial soure, bit more ales to woe rvent works where fret ‘eceneseanbe found. In cae dos the abnone of ference ply ‘yin fo orga on mp part "The proreguae for this book i god course inadvanoad eels (orttheoreemasiplationy, metre space, uriform cominly, and Snlorm converse). The rt seen chapters of my enrle’ Beok Prinsipte of Matbeatical Anaiyas” fernish mules preparation (Chapters 1108 and 10 to 15 should be ahen up inthe order i which they are rected,” Chapter i not refered to agin atl Chaplr 18 ‘Thanet Sve chapter are ive lndependnt of each oer, aad probably tit all of Ua shoul be taken pn any on year. There are over 350 Problems, sme quite ety, sre more challenging. About hal of thee ive bees aslgnd to my clases af various ime “The stedents respon to this ure has been most eafvlag and have protind muck fra ome of their comment,” Notes taken by ‘Aston trae aod Stephen Fisher helped me great ia ce wring the Gna! mands. ‘The text contene& eomber of improvements which ttre suggested by Howard Conner, Sino Helse, Marin Koop, IME. LeSlout. Tera plonure fo expen ty sincere thank o hem for thelr generous sistance Water Badin Contents ‘rotogu | The Eeponental Function, 1 Chapter 1 | Abstract Integration, 5 Setaberte notations and tiny, 6 ‘The oumept of memes, 8 Empleo TS nar pope of mers, 16 Sethe Ore 18 Integrate of pontine aston, 12 Integra of omg et, Teraji rams, 38 Chapter 2 | Positive Borel Mensures, 35 ‘Topaogea pretimint, 35 ‘he ee regret hen, 60 Regalrty properties of Bord eer, $7 en s Bree 88 Chapters | 12-Spacen, 60 conve ina a nut, 00 ‘The pn, OF Aston by oma econo Chapter 4| Elementary Hilbert Space Theory, 75 Inne reduc aud ta function 75 Orthnorel win 81 eon, 88 Bwewey 32 Chapter 5 | Examples of Bu angus f Baie ores, 9F Foster cect of tet i ‘he Habba ore 108 ‘strat apa oe Pao ine, 100 Lh Space Techniques, 95 Chapter 6 | Complex Meseures, IT ‘ola vaatin, 117 ‘bso conten 121 ‘Coonan Ra Ndym hore, 196 Sunda antral on L122 ‘Thelema tere, 10 Chapter 7 | Integration on Product Spaces, 136 Mewsrbiliy on otaan edt, 135 ‘dur mourn, 138 Compton of prot sue, 18 (envotns, "180 Chapter 8| Differentiation, 151 Functione of bounded variation, 100 Diente tamerasien, 160 reco, 175 Chapter 9| Fourier Transforms, 180 ‘Pe Paneer these, “157 Th Dana sgeben 302 Chapter 10 | Elementary Properties of Holomorphi Functions, 198 Compe itera, 198 ‘TeeChcly tbeem” 20 ‘Tae ome vin rprcttion, 200 ‘The tga mapping theres 2 ect 2 Chapter 11| Harmonie Functions, 222 ‘The Cash-in expt, 222 eee hip 2 ‘rave bron nee, 252 Bresiey 0 Chapter 12 | The Maximum Modulus Principle, 240 Ingen, 290 ‘Theschwars imma, 20 ‘Tee Phragmer-Liukbt mead, 218 Iwan theorems 28 ‘Neco f te manana mde thorn, 218 ‘Chapter 13 | Approximation by Rational Functions, 252 Gurr theorem, “250 Soty ented rom 252 Beeeme HS Chapter 16 | Conformal Mapping, 268 Prwerato fag, 258 ‘The Riemann mapping theorem, 273 Teds ae Comal a the andy, 270 Contra engeieg of wn nan, 282 Chapter 15 | Zeros of Holomorphic Functions, 290 ‘he Webra train therm, 22 ‘Te Abington 20 Jeet orm, 20 Bie pears te ‘Tre Mdotesone rem, 206 Chapter 16 | Analytic Continuation, 312 equa point ted ingle point, 32 Contato log ere, 318 ‘Te muemdonythorem 319 ‘he Pe heron, 2 Barden 25 Chapter 11 | HP-Spaces, 328 ‘Te opace Hand 8 S| Themen M32 ‘Te orem of Fond M, Ris, 35 Tee operstor i Conia etiay 6 Brereien 3 Chapter 18 | Elementary Theory of Banach Algebras, 351 Iawotaeton, 381 Theiavertledemeta, 352 nan bomomerpions, ST ‘Chapter 19 | Holomorphic Fourier Tr Toei, 02 ‘oo torema of Pky ad Wie, 368 Quaanalyi ane 22 Toe Deaky-Cana term, 508 re 308 Chapter 20 | Uniform Approximation by Polynomaiala, 382 Intedation, 382 Semis, Noes them, 96 Appendix | HauadoriPs Masimality Theorem, 39 seer a Inder, 4 i Prologue The Exponential Funetion ‘This ia undoubtedly the mot important function is mathematee Tt 1s dace, fr every complex numbers, by the formula Oy wm-S5 §-Jalactne- i Aa ot areca cea ‘lid forall complex numbers 2 aad b "Werle the nunbur to be ep (1), and shall rally replace ep (2) toy tha cstomary shorter expreaion © Note that & = exp @) = I, by 0. (e) Fer ery comple we have ¢ #0 (8 expt tom devioatrexp 0) = exp (@) The rent fe to he real i 3 montane nrening pice fein, a cease, eda — (@) There ee a poste mamber« sch tate 1 Gat ony i 2/0 a tee. (0) exp tea rid faction wih peril ek (The mapping t=» e* maps the real aie nl the wil ile (G) Hf tra complez number and 0, ten w = €or me compere = ant rch that rnoor By Q)eet = orem et ‘This ipl (a). Next, ep) 1 sowat = eg SBGEN = — ay) =a, ‘The tof the above equation ea matter of deiton, the cond follows fem (2), andthe third frm (1), and (0's proved ‘That expe monotoccall inereuing the potve ra xs, and hates = arz> =, lea rom (1). The other asoarons of) te contguencesof "e+ = 1 ‘or any real omer (1 shows that ei the complex conjugate ote Thos lene o emt (een, {nother mond 8 el as on the wit dle, We dee ca ‘nt be the fal end imaginary paris of: © cont Role, sink = Ife (rea. we dlferecite both ids of ules identity o em cst in, Which is equivalent to (4), and if we apply @), we obtain Lb i C= i ln Fe, vo that © cad = sin, la = on "The power sri (1) yds the representation 0 ‘Take = 2, The term ofthe sts (7) then decree in able value (except forthe rst one) and their signs alterate. lence os ia nm than the mt of the rot thes Lerma of (7), wth |= 2 {ur cos 0 on the segment (0) and since sa 0 = 0, we bave sa > 0, hence Sty Ih and therefore o oes otows that et = f= —tye = (1) = Ay and then es =f for every integer n_Also, 0) fellows medinaly oo et = emo Hem 2-4 fy, 2 andy eal, then «= ex; hence lel = e. IE wwe terefore must have «= Iy that x =D: to prove that iar inate an inter, i exoigh to show that e¥ 1 Oey ce, by GO) Suppose 0 < y <2, and ay Since 0 < 9/4 < 1/2, wehavew > Gand» > 0 Also (02) = (ha) a a Oat FA Hi — 0 ‘Th righ side of (12) al only fw =; sine 08 = ths tappeat only wena! = "= and then (2) shows that wie (wand ved, ‘Tin completes the prot of. 'Weslready know that» e* map thera xs inthe uit ile sroyeone {fn stat ful 1s we call show fost = 9 or some al Wate w= a+ «aod el and suppose fs that Sound 20, Snow <1, thedagson af» shows tet there Cistsais0 <1 < a/2yeuch Unk cost = uithensiet = tat = = Ghsncen¢ 2 0H0 25/2, webavenat =». Thos w =a ‘Ita Ras ie~ Lato li Abstract Integration ‘Toward the end ofthe restoanth century i became elaar to many seathematiians tat the Hieana integral (eboat which one Tears in {alealus ars) should be replaced by sone ober typeof Integral, ore {oe and more exible beter rited for dealing With Lint proseses ‘Among the attempts made this deci, the most notale nes were {fe to Jordan, Hore, W. 1. Young, and Lebegue, It waa Lebeau’ Ssosrucion whieh suraed out tobe the most seal. Inti outline here ithe ain ea: The Rima integral of fane~ ion fover an interval fo) can be approximated by rus ofthe form Soon whee By, , Bs are dijoiat Intervals whowe onion is ofl, m8) Areas the inagth of By and Ge Bform =, yn Lebecgue die overed tht completely satufactary theory of integration reals if the ‘ete Bin he above sm re allowed to Belong toa arger clan of subsets ‘hein, the male measurable set,” sod the cas of fonetions| ‘under cond dertion i ealarged vo what he called “neamurable function ‘The eu set theoreti roperts involved are the flowing: The union {id the intersection of ay countable Tamly of moarrable ste re ‘arabe; 20 isthe complement of every memurble se ard, most portant, he atin of length” (20 ell “ensure can be een to them in auch way that sm(Bau Ba Bou) = m(Bi) + Bs) +m) for evry countable collection (5) of prise dnjoist measurable six "Ths propery of misled couniabe eddy, "The page ros Raman’s theory of integration to tha of Lebesgue ‘sa poser of complson (snus which wil appear tre pressly later). 1b ofthe sane fundamental importnoe in analy isthe ‘onmtrction of th ral amber system rom theron “The shovereataned means m ofcourse atiately elated tothe soinetey of thera lin, In this captor we shall prota abstract (Ghimeti) version of the Lebesgue integral relative to any countably iisive measure on ony st. (Tho proce definitions follow.) This ‘etrct theory isnt in anyway more dill tha the spel ess of {he real ine; it shows hat large par of integration theory s independ lent of any gomey (or tpoloy) ofthe wedetying space; anf cure, ives ues tol of teh wider appleby. Th fle of measures, among therm tha of Lebeau, (Chap Set-theoretie Notations and Terminology 11 Some sets can be deserbed by Hang thelr members Thus {ihc a athe st whowe membre ay» 24; and] 3 the ethos only member 2 More often ets are deeibed Wy po Si We mnie leP} forthe a fal lenent x which have the property P-_ The sybel Ahoots the erapty ne The words eles, amily, and a il be ‘Sed eyaoaymouly wth se Werwrte se Ai ins miouber ofthe wt 4; otherwise 29.4, I 2 ianvabet of 4,5, re B impli re 4, newrte BCA. IB CA fad ACB, then A= BIC BC A and A» B, Bw propre (A Noe that 2 Coa forevery se 4 “AUB and mB ar the union aad infereetion of A and, repec- tively. I da} ea colton of eta, where a rane through some ides nT, we wie UAL ad de forthe usin and intersection of {Ae fre As for at lent ove @€T] le ze Ae for every ee} 11s the set of poste integer, the customary notation are aed A aw 1a two members of A) have an element income, then {Ay 8 jit action of 0 Wevste A B= e:ze 4,26}, and devote the complement of A by dermhenevr it len from the outer with fapct ta with get set the complement ie takee "The cari pout Au © X Ayal thes Ai,» A isthe saa ordered tuples fay. y) Wheteave Acer = 1). ym "he rl ine (or el user ayers eB, and Be R XX RI (elector) "The ele real number spon iB! vith two symbol, = and — ‘ined, and ith the obvious ordering, re Se <0, the nev (} andthe spmen (0) te dened tobe ba leses0), ( Wo ao wit ) = fee ce hh lop) = [stasz = sendy, there le absequense [0,) of (oa) Siakthat eg Bend» ey and pis the angst name wth this propery “ ea and compl enya “The ler lint deine analogous: imply interchange sup and ink in @) and). Note that a isis = Tigsap (2 1 fou conver, then evidently ® Jim py ~ Him a ag = i a Suppore (fs) is» saqunce of extendetra!fonetions on & aX. ‘Than Byp and Emaup fare the functions deed on X by (up f942) = mp.) ® (i up )@) = in sap (ta a ® M2) = Jim 5.00, ‘tho limit being sumed to eet at very <¢X, then we el jhe pot ‘we li ofthe mene 1.14 Theorem If es Xr [~]iemecrabie form = 1,28 ond o= mph ba lime fe then pond have mean met ood = food. Ma Tore 10 ie lls thet ge maaurable, ‘The ae rst olde of oie with nt fn place of mp, and ine . sup hh {follows thet hie meneurble Cortes (0) The init of ery points eonergeteguence of comple ear ie fein ie meal (0) If Fond ¢ oe meorrae (with range i [~ 2, then an are ‘max {fal anda gh. In pony, hei tru ef te fenctone frm mac (70) and f= ~ min (401 1.15 ‘The above functions >and fae called the poste and negate prot fi Webel] =f + f-and f= ~ fasnndard reprecntar Fron off aa diference of two nonnegative funcone, with cel ‘inimum property Proposition Iff= 9 = hg 2 0,ad b> 0, Am < gant h rnaor f <9 and 0 < gleasy implies (70) < @ ‘Simple Funetions 1.16 Definition A function ¢0n x mearurablespae X whose range con- {its only Sitly many points n=) wl bo allo simple famction “Sometines it sonvenant to call ny focetin with finite range simple, ‘Te above ntuaion i hemever, the ane Wo shall be mainly Intereted n. "Nove thst we exletly exclude from the value of simple faction) ca ar the tne vas of «simple function 4 and if “als then clay where x, nthe sharntrntc Faction of Aa defined in Se. 1010, ii eli lear that s ena if and only enc ofthe et sven, 4.11 Theorem LetfiX—+(0,=] be meanuraie, There ei simplemene- abl faction gon X meh that @0Sn fle) — 2 as soon asm large eno if fis) = © then ale) = nthe proves « Real and comple anagle “eahoul be cbuerved tha the preceding consrustion yields uifrly convorgent sequence |) fs bounded, Elementary Properties of Measures 1418 Debiton (0 A ute meme do on ae, nee a a ey ih oe REVS eames s @ ha- Saas ‘To avoid trv me shall aa amare that w(A) < = for at Tent one A et. (@) A mearar spats measurable space which has a pative mene tie defined on the algebra of te memurele ste (o) A comple mere oa eomplevalud sountably ative fune- Wom deed on 8 oalgbra Note: What we have called posit mroare i frequently jst elle ss menere we add the Word "psiive” for empha If (8) ~ 0 for reg Be then ise postive mewn, by our deiition "The value radmin for a poitve moanar; but when we talk of complex smears yy its understood that y(B) ie complex number, for erry ‘Beat ‘Tha real! mnsrea form amobeles of he eonplex ons of nurse 119 Thm abe poi man me Then (9 oe = 0. Oe wag = ay te lk Ae de cope did oe 0 EB mien) S10) hem, Bes hd atdvannnn Am Ghee nt ACACAC (thay) gm da does A DADAD oy ond WA) fit ‘Ar the prof wil show; thse proper, withthe exception a (2) san told for complex mows; (0) alld fine oly, (0) 8 calla onto, (@) Toke A emt co that nA) < a, and take Ay = A and Ave Aves = gin LIB) @ Bike Angee Ang = Bin L180), (0 Since B= Avi A) and An A) = 2, 0) aire (BD = wd) + a8 — A) > wd, (@ PUB = Ay Bem Ay Ayelorn = 2,8,4, 62. Then Beet BOB = Bit Fei, Ace Buy oO and Am 0 Be Hance shs~ St) ant r= St So (tn iin hm ft PHC = Av Ae Then LCACEC HO) = nA) = wld, Ai A = UC nd 0 (6 shows that HAs) = (A) = ws = A) ln fC) = a) "This imple (9. 20 Eeampler The sonetrction of interting mearur spaces rues someon ame sall se, Howover, sew siniglsminded exam a Be ven immediately (6) Forany EC X, mbareX it any se dln 9B) ~ 0 8 isan ini sot, and let nS) be the number of pints in Bi a fnite” hia eel he counting meamre om (0) Fir sgeX, dene y(E) = Lite and wi) ~ OW 2445, for sny BCX. Thay ey be called the iit maveconentated ~ im wo, (©) Tet be the counting mesure on the set 1.23. yet Av (nn thin vale Theale = bats) = form ='i3) 3)" hie thowe thatthe bypothese “wan < =” io not supeetuous in Theorem 1.10 ” eat and compl amyie ‘A Comment an Terminology One frequently scot mature spaces felerred to at “ordered triples” (Xs) whee is st, St isaalgebe 5X) and ne mare Ged Sey, ewe pce Par (0). This i logy allright, and ten com ‘een though romewint redundant. For matancey in (0) the set XX is merely the largest member ofS, 4 i we know 3 we aso know X. Suniel, every mssre basa algebra fo ts domi, by detnition, #9 ifweknow amare pre la now the igsbra on which y nde td noth etn which Btn algebra Is therfore peretylogitimate tow exprotons ke Lt w be & canis” or ie wih io emphadze Le calgtrs oF the st in quastion, (ory "Let » bea mesure on “Lat bea ear on What roa rater manning bat customary and We shal often fellow mathematical custom rather than loge) is to say "Lat X be a teeaue spaces the eophasia shld not be o the ae, but. the mene See OF cours wen tie wording suai telly understood there itu mensra dined on mma alge i and tha i hin rearee hich ely under dirsnion ‘Similar, = wpalopeal space fs an oder pair (X7), where i a topology inthe set X, andthe nignfennt data are costained in nat in, bat "the toplogial pace 2° fe what one tlk sbout. “This cortof ect convention is und throughout muthematica. Most rathematicl systems ape sts with some cas of distnglced subsets train binary operation or sons relations (ksh are rege to have ‘eviin prope), ard one can Int tne and then desenibe the sytem fran ordered pul ipl, ee, depending on what Is heed. For Inatance, the ral ine may be dowrtnd aa n quadruple (2, )-<), hare, sad < ety the axioms of complete achimedenn osered finds Butt ra fe bt tha vryfow mathomatiians think the rea Sei as an onlred quadruple Arithmetic in [0,2] 1.22 Throughout integston tory, one inevitably encounter =. One eson it that one want to be able to integrate over mt of inGnite ‘ease; afer lhe Tel line haa inti length. Another reson is that even if one ie prmaiiy inert in Pea-ralued function, the lim sup af» augunc of poaltve ral foneone o tho our os soquence ‘postive rea insons may well be ne ome points, and much of the ‘egance of theorems ike 120 and 1.27 woul be last i one had Yo make ‘ome special proviions whenever this curs Ttwsdefnca t= == ta= = U0 =, spptying Proportion 1.25 and Thuormn 1.10(0 to the [etter in (Oe Tho retin © ae forte Sine (6) or ery <1 weave a2 fade for ery spe ans wnyingO < ® a2 free To there alow fo (0, and. Lat Moen fX—12]emeone for o ® [sie § [ne noo Fit there are noqunses (4, [eof simple meaarabe Fntlons sath that fr and fy a8 im Theorem 1.17 Tt ned thon 4+ fy de omnes comers ho rim conbind wilh Propotin 125 show hat LO dam fiat fede Neat pat ey = fi hash noes lar emroase smnotal fo Sow pl into to) wm a © ferrte~ 3 forte Applying the monotone convergence theorem onee more, we obtain (Gh andthe prea compte I we let» be the counting mature on 8 countable et, Thorens 1.27 ina statement shou! duble asses of soonegativg teal numbers (which ‘an of courge be proved by slentary meat Covetary Tf oy 20 for ond} = 1, 2,85 + «en Benn Ble 1.8 Patouts Lemma If fos X10, deer nthe © [otipigt inte stint soe in menrrale, fresh prive st terion = Shi angsty con arin) Bae 2 waif) 148,00 ee hen 5 fs that 0 fentes finde mad 0 <9 So ad yee by Thr 1.34 eto) li) ks ©, hy Beaten 1 The en iiltmrgee those teen tho atte et se oO) tenet thet ou) as kv 2) Thee Glow to 129 Tham Seppe fi X- ee mardi ad o a= [ie eam, he men ond ® forte free {or my meer gon Xi rong in =) soo Let E, By Bi... be daoint members of st whose ‘ion eB. Orv at ® at = Fas sod tas © t= ferattn BD = [xan 1 ow flows om Them 127 eat © ae) ~ ote Since (2) = 0, (5) prove that gis «mera. [New (1) shows tht (2) holds whenever g~ xe for some Bes Hiace @) holds for every simple meses function ye the mera ease follows rm the monchne sovergece theo mark Tho secon ation of Theorem 1.29 i sometimes writen in theterm © ae tan ” eal and comple aaa We assign no independent mening tothe rmbol and da (3) merely Inca that (2) kl for every mama g > 0. “Theor 129 as a very fmporant converse, the Radoo-Nikodym austen, which willbe proved in Chap 6, Integration of Complex Funct [As befor, wil in tis ution be postive memsre on an aiteary swoneurable race. 1.0 Debnitlon We define 1%) ta be the collection of all complex enaablefanetons fon 3 fee whieh feliide< ‘Note thatthe meaturaiity of impli tht off, a wearin Prop sion 1.00; hence the above nog define “The neers of Lis) ar elle League sterable functions (vith reopet to) at aconaie faction ‘The Sigueanoe ofthe exponent ‘nil become cla in Chap. 5 1.31 Debnition f= u-+ i whore wand are real measure fane- toe on Ky and i /4 78%), we deine 0) [een fara fermete ford i frte forovery measurable st B, Here us and war the positive and negative parts of ww dfn in sen 115; et andy avery obtained from That fou anions fs meaeurbl, ra, and nonnegative; bonee the four integrals om the ‘eh of @) ex by Detnition 12. Parthrmore, we have [ul ¢ [fete oo that each of thee four stage hos (1) dies the Intra on the ol a complex numer. ‘cational tls dsirabe to deine the intel of « mesure one sian f with rage in [===] to be a [owe freee fren provided that at lat ane af the integrals om the rit of @) it Site ‘The lef do of (2) ie ten a mamber n=, #1 1.82 Theorem Suppoef and g€ 1%) and ond 8 ore comple utr Then af + 9 #143), ond © [oor ds rts food ‘oor The ruby of of + flows tr Propaiton 1), By Sonat wl Pore foro de sf + ti ae = bi fitee + Wi fllde < Tins + A981) Bo rove 8 lec salient to prove ® frrome sie [rote ‘ nt fiende n= free andthe ener ue wl fallow fw rove (ova fan rales ‘ewuming thi, and sting h = J +g, we have Wee partetne o warty By Theorem 1.27, fra [rt fons fire fort fr, td singe each of thee integrals i Sit, we may tanapoce and ain “That (8) holds fa > follows fom Propoion 1.24(0), Teivenay to veiy that (8) hile fa =, sing lation ke (4° =a : ‘Dhocaoe a = in ako enys IU = ty ten ff JO = ben = fon + ifm ~for fun i(fu rife Combining theve case with (2), we obtain (8) for any complexe Peete 129 Thnrom 15/4160) en | fore s fen moor Pot #= fxfda: Since is & complex number, there ie 9 omer number a ih al = 1, such tht ee = a, Let ube the eal pat of -‘Thenw efi = [fs Hence | [seal =o fide feast = fovda's finan 1 oa and comple enapte "Th thin ofthe above equals old sine the preeting ote how that ff di ‘We concde thi serio wth nother toportant convergnge sore 1.34 Lebeau Dominated Convergence Theorem Suppose {fit a sequence of eompler mearrabl fincins on X euch at © fe) = lim fa) exe for ery £0. If here i Sinton gL) ch that Wise) aha. szeM, ben 21%, ® Bp fei a Bn fates [tte ‘oor Since If Oi 7s Even fntion, a might be fz) conver” it 1s] la ven eequene of tarctions. Is is measure on walgebre 9 and if et, the statement “P aid alnost everywhere on B” (abbreviated to "Pals me on E") mas tht there exists an Ve mich that iN) ~ 8 C By and P Inset evry point of EN. This concep of aa depends of once ‘vey strongly on tho given mesure, end'we al write See "when ‘rer lary require tha the mean be inate or example if and gare meanurable futon and it 0 wes) # oN) = 0, wre tay that f= 9 8 [on X and wo may wetef~g, This i nil oa to be an etivalence rdstion. "The tanatvty (fa and gmk imps /~h) i's comaquoes ofthe fact thatthe lan of sa of cere O bat mennie 0 ‘Note that i f~, the, for every 8 e98, o [rte fyoae ‘To se this let. be tho set which appears in (1) then Bi the unio of the dont sete B~ W and Boon B—N,/~ and gi ®4) = 0 ‘hus generally speaking set of mouse a a ough tobe trac that every suet of negate negligible. Bat tinny happen that some at H 08 thw) = Ohaswsubet wc i not a member of Of sone we ean fie y(f) =D in thine ‘Bt wil his extension of patil bo a measur, ol al be defined om ‘serlgteat “Ite wplonsnt fact thatthe stews is afirmative 1.36 Theorem Let (Xp) be a meorre spor, lt * be the elec faU BCH for which how eri ula A tnd Be 8 wh Bat AC BOB (oud xB A) 0, ond deine n(B) = n(A) in Br ston, Thon [Mireles end x iva mesure on BU ‘This extended nenare called copie sine all eae of exe of ‘measure O ate now measurable; theesigeba ical the yecomplaton ‘of The theorem syn that every mesure can be complete, my whoever its convenient, we may nae tat any given mean is ‘ome this as giver ur more measure ses, hence ore measurable foctons. Most mearurr that one mete in the ordinary course of rene ae already complet, but there are exceptions oe of these will ‘orci the proof of Fun theonem in Ca. nao We verity the thre daring prpertien of a s-algsbra © Kem, bene em" Gl) UAC ECB then BC Be a, sed A" BAL Gi) AVCRCB, A = Udy E ~ UB, i tnd sole sot B= UR then ACEC Bt B-Acia-a0, fo at uD ~~ 0 od Ad = 0g = 12,8 ‘Nos wechick thet pieell dened ono". Suppose CBC ACEC By and BA) = nls ~ A) = 0. Then A= ACB. Ay tom(A ~ A) =0, Sinialy, (Ay = A) = 0. Hence HA) = was A) = wld “The countable adatvity of yom 9 i obvious, Lat The fact tha untina which are equal ae ndtngusble tsar a integration in oncened mage thst our defn of menaure- e'Tunction might roiteiy be ela Lat us call» finction J (dino ona set Beam meorrable on XH n) ~ O and i710) 0B is Imeturele for evry open aot V- Hf we dine (2) ~ O for 28 Bs we ‘Sha’ a meavrsle fonction on Xin te ld ease Tf our measure Tmppens to become, we can dene fon Bn.n perfectly sbitary fmunner, and weal get a meaurale fonction. ‘The integral off over iy nt A etl indopendent ofthe denition of fon Hero hia ‘Eatin nood nat even be spaced at al “There ev any situations whet his oceurs naturally. Fo intance sfuntlon fon thera line ay be difernuntleony almat everywhere {wi repost to Lobengue meta), bat unde certain snditions i Sit teue ds feo naga erative; this wil be diseased in {Chap.8Oreeequene If] of memurblfanetiona on X may converge nly almowe eveywhere; with our new dentin of manera, the Timi ails meaurble unetion on and we do nt have to cut down tebe xt on whch convergence actualy oer “Toilet, let or atate a eaolary of Labeeque'sdomiontd conver ence theorem in frm in which exuptonal sets of ear ae are Saito 1.30 Theorems Suppo [fli squoerofcomples mecewrabi fst (ined oom X meh a w 3 fuia Hmm 28 2 ten Laas [fdes [ste=0, ca that HAD) =O. Sino lee: fle) > 0) = Udy, Ce) follow ” eat an comple nape © Put fm uty Net Bm fe: we) 20). The real part of Gate thea Jun dye Hence au d= 0, aed (a) poe Mattes Ona. "We soodude salary that weiter none, © Bsamine th prof of Theorem 1.8, Our preset seurpton Implee tat tho lat inequality in the pros! of There 1.33 mart actully be an equaiy. Hence (lf) — da = 0. Since [fw > 0, (0) shows that [f= w ae. Thssays that {hovel pvt of of isoqual to lf ae, bees of = left = Ula. ‘hich athe dred onston. 1.0 Theorem Supptex(X) < ©, J 1%), 8 lod win the come pier plane, andthe raps 400 = zy icin S for ery Be wih y(B) > 0. Thane) €S for almost all €X, ‘moor Let bea coed cela dse (with center at ad radios 75.0 <4) Sethe complement of SSeS" the union of count ‘ly tnany suck dy la enough to prove that (2) = 0, whore B= pi) ve bad 2) > 0, then Ma ~ tesla] LO-ode| sch faites In ipo, ine Aut) €8. Hence w(B) ~ 0 1 Theorem Lat |B} Bea eequnce of mera st in X, euch ht o funy oS O,fsea) ofl man +, forevery 2X, snd je DG). Prove that thea [eden fsa snd show that this conclusion dost nol flow i the contion Shee Lay” wont, 4 Prove that if js real funtion on a meuurale apace X wich hat [22 fz) Sr] ie maura for every tational then fb ‘weer, 5 Prove thatthe ot of points at which a sequence of mesurelo real functions conver x charurable ot 6 Lee X be an enootable st, let bs the ellaction of all ets EC such Untether Bor ical meet countable, and deine (8) ~ On the tease, 4(8) ='1 In the cond” Prove Ut eins ovlgebrn in and that» meare on 9% 1 Dotethore eit an infinite walgebra hich he ony countably ‘many members? {Prove an analogue of Theorem 1.8 fr statins 9 Prove the conlisionof Theorem L7(0) under te weaker hypothe at 9 ie Bore snearrabi; prove that Dorel meaarabe fnetions of mensrble functions ae measurable 10 Suppne aX) < =, fo] ea sequence of bounded complex meas oe tic e:F mt Fake oa ett Be fates tte td show tht the hypathoss “A(X) < =” cannot be omitted 11 Show that a Theorem 1A, a ‘terest integration. 12 Suppose fe 9). Prove that to cach ¢> O there exits a8 > 0 fo thst falda

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