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MTH309 Problem Set 5: Measurable Functions

This document is a problem set for the MTH309 course for the 2024-25 academic year, focusing on advanced topics in measure theory and integration. It includes problems on measurable functions, convergence of sequences, and properties of integrals with respect to different measures. The problems require proofs and applications of concepts related to extended real-valued functions and their integrability.

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11 views2 pages

MTH309 Problem Set 5: Measurable Functions

This document is a problem set for the MTH309 course for the 2024-25 academic year, focusing on advanced topics in measure theory and integration. It includes problems on measurable functions, convergence of sequences, and properties of integrals with respect to different measures. The problems require proofs and applications of concepts related to extended real-valued functions and their integrability.

Uploaded by

sushmadubey2502
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MTH309 (2024-25, E VEN S EMESTER )

P ROBLEM S ET 5

1. Let f n , n ≥ 1 be a sequence of extended real-valued measurable functions on (Ω, F ).

(a) Show directly that each of the following three sets belongs to F :

(i) {ω ∈ Ω | limn f n (ω ) exists}

(ii) {ω ∈ Ω | limn f n (ω ) exists and is finite}, and

(iii) {ω ∈ Ω | ∑n f n (ω ) converges and finite}.

(b) Show that if f is an extended real-valued measurable function on (Ω, F ), then the set
{ω ∈ Ω | limn f n (ω ) = f (ω )} belongs to F .

(c) Let h be an extended real-valued measurable function on (Ω, F ). Consider the function
g on Ω defined as

limn f n (ω )

if limn f n (ω ) exists,
g(ω ) =
h(ω )

otherwise.

Show that g is measurable.

2. Show that if f is an extended-real-valued measurable function of the form f = ∑i∞=1 ci I Ai


where ci ∈ [−∞, ∞] and Ai ∈ F are disjoint, then the integral Ω f dµ exists if and only if at
R

least one of the sums ∑i|ci ≥0 ci µ( Ai ) and ∑i|ci <0 ci µ( Ai ) is finite, and Ω f dµ = ∑i∞=1 ci µ( Ai ).
R

3. Let (Ω, F ) be a measurable space and µ and ν be two measures on F . Show that if f
is an extended-real-valued measurable function on (Ω, F ), such that both Ω f dµ and
R
R R R R
Ω f dν exist and Ω f dµ + Ω f dν is well-defined, then Ω f d ( µ + ν ) exists and equals

1
R R
Ω f dµ + Ω f dν. [Clearly, this can be easily extended when you have a finite number of
measures]

4. Recall that in our definition of integral, simple functions played a major role and since
simple functions are finite linear combinations of indicators of sets in the underlying σ-field,
it would appear that the underlying σ-field has a role to play. This problem shows that
the only role of the σ-field is that the function to be integrated should be measurable with
respect to it.

Let f be an extended-real valued function on a set Ω. Suppose F and G are two σ-fields on
Ω such that f is measurable withe respect to both. Now if µ is a measure on both σ-fields,
then one can use either (Ω, F , µ) or (Ω, G , µ) as the underlying measure space to define the
R
integral Ω f dµ. Show that both give the same value of the integral (in the sense that if one
of them exists then so does the other and they are equal).

5. Let f be an extended-real valued measurable function on a measure space (Ω, F , µ).

→ 0 as n → ∞.
R
(a) Show that if f is integrable, then | f |>n | f | dµ

(b) Show that the converse is also true in case µ is a finite measure.

(c) A family { f α | α ∈ Λ} of extended-real valued measurable functions on a finite measure


space is said to be uniformly integrable | f α |>n | f α |dµ → 0 as n → ∞ uniformly in α ∈ Λ.
R

Show that if there is an integrable function f such that | f α | ≤ | f | a.e. [µ] for each α ∈ Λ,
then { f α | α ∈ Λ} is uniformly integrable.

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