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Measure July 20 2021

The document defines and proves properties of measurable functions. It shows that the supremum, infimum, limit superior, and limit inferior of sequences of measurable functions are measurable. It also states that if two functions are equal almost everywhere on a measurable set, and one is measurable, then the other is also measurable.

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jayaram prakash k
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42 views13 pages

Measure July 20 2021

The document defines and proves properties of measurable functions. It shows that the supremum, infimum, limit superior, and limit inferior of sequences of measurable functions are measurable. It also states that if two functions are equal almost everywhere on a measurable set, and one is measurable, then the other is also measurable.

Uploaded by

jayaram prakash k
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
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Measure and Integration

Anil Kumar V.
Department of Mathematics
University of Calicut
Malappuram
Kerala, India 673 635

. . . .... .... .... . . . . .


Measurable functions

Theorem
Let E be a measurable set and {fn } be a sequence of measurable functions. Then
1 sup fi is measurable.
1≤i≤n
2 inf fi is measurable.
1≤i≤n
3 sup fn is measurable.
n
4 inf fn is measurable.
n
5 lim sup fn is measurable.
6 lim inf fn is measurable.

. . . .... .... .... . . . . .


Measurable functions
sup fi is measurable.
1≤i≤n

Let f (x) = sup fi (x), x ∈ E


1≤i≤n
We want to show that f −1 (α, ∞] is measurable.
S
n
Claim: f −1 (α, ∞] = fi−1 (α, ∞]).
i=1
Note that

x ∈ f −1 (α, ∞] = x ∈ {x ∈ E : f (x) > α} ⇐⇒ f (x) > α


⇐⇒ fi (x) > α, for some i
⇐⇒ x ∈ {x ∈ E : fi (x) > α}, for some i
[
n
⇐⇒ x ∈ {x ∈ E : fi (x) > α}
i=1 . . . .... .... .... . . . . .
Measurable functions

Hence
[
n [
n
f −1
(α, ∞] = {x ∈ E : fi (x) > α} = fi−1 (α, ∞] ∈ M .
i=1 i=1
| {z }
∈M
inf fi is measurable.
1≤i≤n

Let g(x) = inf fi (x), x ∈ E


1≤≤n
We want to show that g −1 (α, ∞] is measurable.

. . . .... .... .... . . . . .


Measurable functions

T
n
Claim: g −1 (α, ∞] = fi−1 (α, ∞]).
i=1
Note that

x ∈ g −1 (α, ∞] = x ∈ {x ∈ E : g(x) > α} ⇐⇒ g(x) > α


⇐⇒ fi (x) > α, for all i
⇐⇒ x ∈ {x ∈ E : fi (x) > α}, for all i
\
n
⇐⇒ x ∈ {x ∈ E : fi (x) > α}
i=1

Hence
\
n \
n
g −1 (α, ∞] = {x ∈ E : fi (x) > α} = fn−1 (α, ∞] ∈ M .
| {z }
i=1 i=1
∈M

. . . .... .... .... . . . . .


Measurable functions
sup fi is measurable.
n

Let f (x) = sup fi


n
Then
∞
[
f −1 (α, ∞] = fi−1 (α, ∞] ∈ M
n=1
| {z }
∈M
sup fi is measurable.
n

Let g(x) = inf fi


n
Then
∞
\
g −1 (α, ∞] = fn−1 (α, ∞] ∈ M
| {z }
n=1
∈M . . . .... .... .... . . . . .
Limit superior of a sequence

Let {xn } be a sequence.


Define

y1 = sup{x1 , x2 , x3 , . . .} = sup xk
k≥1
y2 = sup{x2 , x3 , . . .} = sup xk
k≥2
..
.
yn = sup{xn , xn+1 , . . .} = sup xk
k≥n

The limit superior of {xn } is defined as:


!
lim sup xn = inf sup xk
n k≥n
. . . .... .... .... . . . . .
Limit superior of a sequence

Let {xn } be a sequence.


Define

z1 = inf{x1 , x2 , x3 , . . .} = sup xk
k≥1
z2 = inf{x2 , x3 , . . .} = sup xk
k≥2
..
.
zn = inf{xn , xn+1 , . . .} = sup xk
k≥n

The limit inferior of {xn } is defined as:


 
lim inf xn = sup inf xk
n k≥n

. . . .... .... .... . . . . .


Measurable functions

Claim: lim sup fn is measurable


Recall that !
lim sup fn = inf sup fk
n k≥n

Let
gn (x) = sup fk (x)
k≥n

Then gn is measurable for each n ∈ N.


This implies that inf gn is measurable.
n
That is lim inf fn is measurable.

. . . .... .... .... . . . . .


Measurable functions

Claim: lim inf fn is measurable


Recall that  
lim inf fn = sup inf fk
n k≥n

Let
gn (x) = inf fk (x)
k≥n

Then gn is measurable for each n ∈ N.


This implies that sup gn is measurable.
n
That is lim inf fn is measurable.

. . . .... .... .... . . . . .


Measurable functions

Remark
A property is said to hold almost everywhere (abbreviated a.e.) if the set of points where
it fails to hold is a set of measure zero.

Thus in particular we say that f = g a.e. if f and g have the same domain and
m{x : f (x) ̸= g(x)} = 0.
(
1 x∈Q
Consider the functions f : R → R defined by f (x) = and g : R → R
0 x ∈ Q∼
defined by g(x) = 0 for all x ∈ R. Then f = g a.e.
Similarly, we say that fn converges to g almost everywhere on E if

m{x ∈ E : fn (x) ̸→ f (x)} = 0.

. . . .... .... .... . . . . .


Measurable functions

Theorem
Let E be a measurable subset of R. Let f, g : E → [−∞, ∞] such that f is measurable
and g = f a.e on E. Then g is measurable.

Let
A = {x ∈ E : f (x) ̸= g(x)}
Then m∗ (A) = 0. Since m∗ (A) = 0, we have A ∈ M
Let α ∈ R. Then

{x ∈ E : g(x) > α} = {x ∈ E : g(x) > α} ∩ E


= {x ∈ E : g(x) > α} ∩ (A ∪ A∼ )
= ({x ∈ E : g(x) > α} ∩ A) ∪ ({x ∈ E : g(x) > α} ∩ A∼ )
= ({x ∈ E : g(x) > α} ∩ A) ∪ ({x ∈ E : f (x) > α} ∩ A∼ ) (1)
. . . .... .... .... . . . . .
Measurable functions

Note that
({x ∈ E : g(x) > α} ∩ A) ⊆ A
Therefore,
m{({x ∈ E : g(x) > α} ∩ A)} ≤ m(A) = 0
This implies that
({x ∈ E : g(x) > α} ∩ A) ∈ M

. . . .... .... .... . . . . .

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