MAT 3330/4300: Solutions for problems assigned week 42 and 43.

Problem 7.B.
For each x there is N such that x ∈/ [ n1 , n2 ] when n ≥ N , so fn (x) = 0 when n ≥ N .
From this we see that the sequence converges pointwise towards f ≡ 0. However
we have that
Z Z
1 1 p−1
||fn − f ||p = ( |fn | dλ) p = ( np χ[ n1 , n2 ] dλ) p = n p .
p

So ||fn − f ||p → 1 if p = 1 and ||fn − f ||p → ∞ if p > 1 hence (fn ) does not
converge to f in Lp .
Oppgave 7.H.
Since Lp = Lp (X, X, µ) is a metric space (with a metric induced by the Lp -norm)
limits of sequences are unique. Therefore f and g must be representatives of the
same µ-class of functions hence f = g µ-almost everywhere.
Oppgave 7.I.
1
Let fn = χEn and assume that fn → f in Lp . For each m, let Im = (−∞, − m )∪
1 1 1 −1
( m , 1 − m ) ∪ (1 + m , +∞). Let Fm = f (Em ). Since fn only has values 0 and 1,
1
it is clear that x ∈ Fn ⇒ |f (x) − fn (x)| ≥ m . This implies that
Z
p 1
||f − fn ||p ≥ |f − fn |dµ ≥ p µ(Fm ).
Fm m

Since ||f − fn ||pp → 0 when n → +∞, we must have that µ(Fm ) = 0 for each m. Let
F = ∪m Fm . Then µ(F ) = 0 and X − F = f −1 ({0, 1}) So we must have that f is
equal χf −1 (1) outside F hence equal a characteristic function µ- almost everywhere.
Problem 8.C.
Let P, N be a Hahn-decomposition for λ. Suppose that M is a null set. Then, since
P ∩M ⊂ M , P ∩M ⊂ M , we get that λ+ (M ) = λ(P ∩M ) = λ− (M ) = −λ(N ∩M ) =
0 hence |λ|(M ) = λ+ (M ) + λ− (M ) = 0. Now assume that |λ|(M ) = 0. Let E ⊂ M
be measurable. Since |λ| is a measure we get that |λ|(E) = 0. Then we must have
λ+ (E) = λ− (E) = 0, and we get that λ(E) = λ+ (E) − λ− (E) = 0. This proves
that M is a nullset.
Problem 8.E.
Assume µ3 (E) = 0. Since µ2 << µ3 , we have that µ2 (E) = 0. Since µ1 << µ2 , we
have that µ1 (E) = 0. This proves that µ1 << µ3 .
Let µ2 be the Lebesgue measure on B. Let µ1 be the measure on B given by
µ1 (E) = 0 for all E ∈ B. Then µ1 << µ2 , but if E = (a, b) where a < b, then
µ2 (E) = b − a 6= 0 whilst µ1 (E) = 0, so we cannot have µ2 << µ1 .
Oppgave 8.K.
Since Nn is negative for λ − nµ, we have that (λ − nµ)(Nn ) ≤ 0. So λ(Nn ) ≤
∞
S
nµ(Nn ) < ∞ (since µ is finite). So N = Nn is a countable union of sets with
n=1
finite λ-measure and therefore σ-finite with respect to λ.
Let E ⊂ P . Then E ⊂ Pn for all n, and since Pn is positive for λ − nµ, we get that
(λ − nµ)(E) ≥ 0. So λ(E) ≥ nµ(E) for all n. If µ(E) > 0 and we let n → ∞ we
will get that λ(E) = ∞. If µ(E) = 0, we get, since λ << µ, that λ(E) = 0.
1
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Problem 8.N.
n
P
Let φ = ai χEi be a simpel function with ai ≥ 0. Then
i=1

Z n
X n
X Z
φdλ = ai λ(Ei ) = ai f dµ =
i=1 i=1 Ei
n
X Z n
Z X Z
ai χEi f dµ = ai χEi f dµ = φf dµ.
i=1 i=1

Let (φn ) be a sequence of monotonically increasing, non-negative simple functions

which is pointwise convergent to g (by Lemma 2.11, we can find such sequence).
Then (φn f ) will be a sequence of monotonically increasing, non-negative functions
which is pointwise convergent to gf , so using The Monotone Convergence Theorem
twice we get from above that:
Z Z Z Z
gdλ = lim φn dλ = lim φn f dµ = gf dµ.

Problem 8.O.
Let E be X-measurable, using the conclusion of 8.N, we get that
Z Z Z Z
dν dν dν dλ dν dλ
ν(E) = dλ = χE dλ = χE dµ = dµ.
E dλ dλ dλ dµ E dλ dµ

Since any two Radon-Nikodym derivatives of ν with respect to µ are equal µ-

dν dλ dν
almost everywhere, then given any three dλ , dµ and dµ , we can conclude that that
dν dν dλ
dµ = dλ dµ µ-almost everywhere.
We have
Z Z Z
dλ1 dλ2 dλ1 dλ2
(λ1 + λ2 )(E) = λ1 (E) + λ2 (E) = dµ + dµ = ( + ) dµ.
E dµ E dµ E dµ dµ

d(λ1 +λ2 )
This shows that for any choice of Radon-Nikodym derivatives we get dµ =
dλ1 dλ2
dµ + dµ µ-almost everywhere.

Problem 8.P.
dλ
Let dµ and dµ
dλ be two choices of Radon-Nikodym derivatives. Since we can take
dλ dλ dµ
dλ = 1, we get from 8.O that dµ dλ = 1 almost everywhere. This implies that
dµ dλ 1
dλ 6= 0 almost everywhere and that we can write dµ = dµ almost everywhere.
dλ