Richard Bamler office 382-N, phone: 650-723-2975 [email protected] office hours: Mon 1:00pm-3pm, Thu 1:00pm-2:00pm Jeremy Leach office 381-J [email protected] office hours: MonWedFri 2:15pm-4:15pm MATH 172: Lebesgue Integration and Fourier Analysis (winter 2012) Problem set 1 due Wed, 1/18 (1) (20 points) Here we complete an argument from class: Assume that there is a function vol : P(Rn ) → [0, ∞] which satisfies the properties (ii) invariance under Euclidean transformations: If A ⊂ Rn and Φ : Rn → Rn is a Euclidean transformation, then vol(Φ(A)) = vol(A). (iii) normalization: vol([0, 1]n ) = 1. (iv) σ-additivity: If A1 , A2 , . . . ⊂ Rn are pairwise disjoint, then vol(A1 ∪ A2 ∪ . . .) = vol(A1 ) + vol(A2 ) + . . . . (Observe that we use the convention x + ∞ = ∞, ∞ + ∞ = ∞.) As we have seen in class, such a function does actually not exist, this is part of the proof by contradiction! (a) Show that (under the assumptions above) vol(∅) = 0. (b) Show that (ii)-(iv) imply (i) finite additivity: If A1 , A2 , . . . , Ak ⊂ Rn are pairwise disjoint, then vol(A1 ∪ A2 ∪ . . . ∪ Ak ) = vol(A1 ) + vol(A2 ) + . . . + vol(Ak ). (c) Show that if A ⊂ B ⊂ Rn , then vol(A) ≤ vol(B). (d) Show that if A, B ⊂ Rn , then vol(A ∪ B) = vol(A) + vol(B) − vol(A ∩ B). (e) Show that if A1 , . . . , Ak ⊂ Rn , then vol(A1 ∪ . . . ∪ Ak ) ≤ vol(A1 ) + . . . + vol(Ak ). (f) Show that for any numbers a1 , . . . , an , b1 , . . . , bn ∈ R with ai < bi and bi − ai = m1i for some natural numbers m1 , . . . , mn ∈ N, we have (b1 − a1 ) · · · (bn − an ) ≤ vol([a1 , b1 ] × . . . × [an , bn ]) ≤ 2n (b1 − a1 ) · · · (bn − an ). 1 2 (g) Show that for any numbers a1 , . . . , an , b1 , . . . , bn ∈ R with ai < bi and bi − ai = 2m1 i for some nonnegative integers m1 , . . . , mn ∈ N0 , we have vol([a1 , b1 ] × . . . × [an , bn ]) = (b1 − a1 ) · · · (bn − an ). (Hint: use (d) and estimate the volume of the intersection by small rectangles, then apply (f)) (h) Show the same as in (g), but under the assumption that bi − ai = 2pmi for i p1 , . . . , pn ∈ N and m1 , . . . , mn ∈ N0 . (i) Finally, show that for any real numbers bi ≥ ai we have vol([a1 , b1 ] × . . . × [an , bn ]) = (b1 − a1 ) · · · (bn − an ). (Hint: use approximation.) (2) (10 points) Prove De Morgan’s Law: For any subsets Aι ⊂ Rn (ι ∈ I, where I is some index set), we have [ c \ \ c [ c Aι = Aι and Aι = Acι . ι∈I ι∈I ι∈I ι∈I (3) (10 points) Let A1 , A2 , . . . ⊂ Rn be a sequence of subsets. (a) Show that ∞ [ ∞ \ lim sup Ai := Ai = {x : x ∈ Ai for infinitely many k}. i→∞ j=1 i=j (b) What is the analogous description of ∞ \ ∞ [ lim inf Ai := Ai ? i→∞ j=1 i=j (c) Prove that lim inf Ai ⊂ lim sup Ai . (d) Prove that (lim sup Ai )c = lim inf Aci . (Hint: apply De Morgan’s Law and (a),(b)). (e) Let Bi ⊂ Rn be another sequence. Prove that lim sup(Ai ∪Bi ) = lim sup Ai ∪ lim sup Bi . (f) Prove that lim inf(Ai ∩ Bi ) = lim inf Ai ∩ lim inf Bi . (Hint: apply (d) and (e)). (g) We say that the sequence Ai is decreasing if A1 ⊃ A2 ⊃ . . .. Prove that if Ai is decreasing, then lim sup Ai = lim inf Ai = ∞ \ Ai . i=1 (h) Prove the analogous result for an increasing sequence of sets. (4) (10 points) Recall that a set A is called countable if there is a bijective (i.e. one-to-one) map f : N → A. (a) Prove that if A is countable and B ⊂ A, then B is countable. (b) Prove that if B = A1 ∪ A2 and A1 , A2 are countable, then B is countable. Conclude that Z (the set of integers) is countable. 3 (c) Prove that N2 is countable. Conclude from this that Nn is countable for all n and that if A1 , . . . , An are countable, then so is A1 × . . . × An . (Hint: use the fact that (x, y) 7→ 2x 3y is injective.) (d) Prove that if B = A1 ∪ A2 ∪ A3 ∪ . . . and all Ai are countable, then B is countable. Conclude from this that Q is countable (Hint: enumerate the elements of B by two natural numbers). (e) Let S ⊂ R be the set of all real numbers 0 ≤ x < 1 whose decimal expansion only consists of zeros and ones, i.e. x = 0.p1 p2 p3 . . . where pi ∈ {0, 1}. Show that S is not countable and hence [0, 1] and R are not countable. Hint: Assume that there is a bijective f : N → S. Consider the number y = 0.q1 q2 q3 . . . where ( 0 if f (i) has a 1 at its i-th decimal place qi = 1 if f (i) has a 0 at its i-th decimal place (5) (10 points) T (a) Give an example of open subsets A1 , A2 , . . . ⊂ Rn such that ∞ i=1 Ai is not open. S (b) Give an example of closed subsets A1 , A2 , . . . ⊂ Rn such ∞ i=1 Ai is not closed. (c) Show that A ⊂ Rn is open if and only if for every sequence xi ∈ Rn with limi→∞ xi = x and x ∈ A, there is a k such that xi ∈ A for all i > k. (d) Show that A ⊂ Rn is closed if and only if for every sequence xi ∈ A with limi→∞ xi = x, we have x ∈ A. (e) Prove that for any A ⊂ Rn [ \ A◦ = B and A= B B⊂A,B open A⊂B⊂Rn ,B closed (Remark: For this and the following subproblem you can use either the definition for the closure from the book or from class. Please indicate your choice!) c (f) Show that for any A ⊂ Rn , we have A = (Ac )◦ and Ac = (A◦ )c . (g) Show that if A ⊂ Rn is open and closed, then A = ∅ or Rn . (Hint: Show this first for n = 1 and then use the fact that f −1 (A) is open and closed for any continuous f : R → Rn .) (6) (10 points) Let A ⊂ Rn . In this problem we will mainly establish the equivalence of the following three conditions: (i) A is closed and bounded (i.e. compact). S (ii) For any collection of open sets Uι ⊂ Rn , ι ∈ I with A ⊂ ι∈I Uι there is a finite subcollection Uι1 , . . . , Uιk such that A ⊂ Uι1 ∪ . . . ∪ Uιk . (iii) Every sequence x1 , x2 , . . . ∈ A has a subsequence xj1 , xj2 , . . . (with j1 < j2 < . . .) such that limi→∞ xji exists and lies in A. (a) Show first that each of conditions (ii) and (iii) imply (i). (b) Show that condition (i) implies (iii) 4 (Hint: Subdivide A into smaller sets of diameter 2−k > 0, choose a subsequence which eventually stays in one of these subsets for all indices greater than k, let k go to infinity) S (c) Assume that A satisfies condition (i) and consider a covering A ⊂ ι∈I Uι by open subsets Uι ⊂ Rn . Show that the covering has a Lebesgue Number, i.e. a number ε > 0 such that for every x ∈ A, the ball B(x, ε) is fully contained in one of the Uι . (Hint: Assume that this was wrong, then we can find a sequence xk ∈ A such that B(xk , k1 ) is not fully contained in any of the Uι . Show that this contradicts condition (iii)). (d) Show that condition (i) implies (ii). (Hint: Use (c) and cover A by finitely many ε-balls). (7) (10 points) Let O ⊂ P(Rn ) be the set of open subsets and F ⊂ P(Rn ) the set of special polygons (i.e. finite unions of special rectangles of the form [a1 , b1 ) × . . . × [an , bn )). (a) Show that for every P0 ∈ F. λ2 (P0◦ ) := sup{λ1 (P ) : P ⊂ P0 , P ∈ F} = λ1 (P0 ). (b) Let a < b and f : [a, b] → [0, ∞) be a continuous function. Let D = {(x, y) ∈ R2 : a < x < b and 0 < y < f (x)} be the open region below the graph of f . Show that Z b λ2 (D) = f (x)dx, a where the latter is the Riemann integral. (c) Show that in R2 we have: λ2 (Br (0)) = πr2 . Maximum total points: 80
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