Math 2210 Real Analysis Problem Set 3

Solutions
I. Minevich (small corrections by R. Kenyon)
November 27, 2009

p. 48 # 3. If {fn } is a sequence of measurable functions on X, then

{x : lim fn (x) exists} is a measurable set.

Solution.
{x : lim fn (x) exists} = {x : ∀ > 0 ∃N ∀n, m > N |fn (x) − fm (x)| < 
since the real (or complex) numbers are complete, so a sequence (namely
(fn (x))∞
n=1 ) converges iff it is Cauchy. Thus

∞ [
∞ \
∞ \
∞
\ 1 1
{x : lim fn (x) exists} = {x : fn (x)−fm (x) < }∩{x : fm (x)−fn (x) < }.
k=1 N =1 m=N n=N
k k

Since fm and fn are measurable, so is ±(fm − fn ), so this is a countable

intersection of a countable union of a countable intersection of measurable
sets, which is measurable because the measurable sets form a σ-algebra.

p. 48 # 5. If X = A ∪ B where A, B ∈ M, a function f on X is measurable

iff f is measurable on A and on B.

Solution.
If f is measurable on A and on B and f : (X, M) → (Y, N ) then ∀E ∈
N , f −1 (E) = (f −1 (E) ∩ A) ∪ (f −1 (E) ∩ B) = (f |A )−1 (E) ∪ (f |B )−1 (E): a
union of two measurable sets, hence measurable.

If f is measurable on A ∪ B then (f |A )−1 (E) = f −1 (E) ∩ A: an intersec-

tion of two measurable sets, hence measurable; similarly for f |B .

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p. 48 # 9. Let f : [0, 1] → [0, 1] be the Cantor function (§1.5), and
let g(x) = f (x) + x.

a. g is a bijection from [0, 1] to [0, 2], and h = g −1 is continuous from [0, 2]

to [0, 1].

b. If C is the Cantor set, m(g(C)) = 1.

c. By Exercise 29 of Chapter 1, g(C) contains a Lebesgue nonmeasurable

set A. Let B = g −1 (A). Then B is Lebesgue measurable but not Borel.

d. There exist a Lebesgue measurable function F and a continuous func-

tion G on R such that F ◦ G is not Lebesgue measurable.

Solution.
a. Since f (x) is monotone increasing, if y > x then f (y) ≥ f (x), so
g(y) = f (y) + y > f (x) + x = g(x), which shows g is injective. It is surjective
by the intermediate value theorem because it is continuous (being the sum
of two continuous functions), g(0) = 0, and g(1) = 2. Since g is monotone
and bijective, g((a, b)) = (g(a), g(b)), so g is also an open map, which implies
h is continuous.

b. Since g is surjective, g([0, 1] \ C) t g(C) = [0, 2], so we just have to

show m(g([0, 1] \ C)) = 1 (we are using the fact that C is measurable). But
[0, 1] \ C is a disjoint union of open intervals (a, b) on which f (x) is con-
stant, so g([0, 1] \ C) is a disjoint union of open intervals (g(a), g(a) + b − a),
hence m(g([0, 1] \ C)) = the length of the union of these intervals, which is
1. Therefore m(g(C)) = 2 − 1 = 1.

c. Since A ⊂ g(C), we have B ⊂ C, so m(B) ≤ m(C) = 0, and any

null set is measurable. Now if B is Borel then the continuity of h ensures
h(B) = A is Borel: a contradiction since A is not even in the Lebesgue σ-
algebra.

d. Let F = χB , so F (x) = 1 if x ∈ B and F (x) = 0 if x ∈

/ B, and G = h.
−1
Then F is Lebesgue measurable since F (a, ∞) = ∅, B, or R, all of which
are Lebesgue measurable. And (F ◦ G)−1 (1/2, ∞) = G−1 ◦ F −1 (1/2, ∞) =

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G−1 (B) = g(B) = A, which is not Lebesgue measurable, so F ◦ G is not
Lebesgue measurable.

p. 59 # 22. Let µ be counting measure on N. Interpret Fatou’s Lemma

and the monotone and dominated convergence theorems as statements about
infinite series.

Solution.
By setting fk = ∞ fk = ∞
P k
R P k
a
n=1 n χ {n} , we have n=1 an . In each
P statement
we consider a sequence of fk ’s, so we have a sequence of series { ∞ k ∞
n=1 an }k=1 .

Fatou’s lemma states

∞
X ∞
X
lim inf akn ≤ lim inf akn .
k k
n=1 n=1

The monotone convergence theorem says that if ∀n ∀k akn ≤ ak+1

n , and
k
∀n an = limk→∞ an , then
∞
X ∞
X
an = lim akn .
k→∞
n=1 n=1

The dominated convergence theorem says that if ∞ k

P
n=1 an is an absolutely

P∞ series for all k such that (a)P∀n

convergent akn → an and (b) there exists a
∞
series n=1 bn with bn ≥ 0 for all n and n=1 bn < ∞ such that ∀n ∀k |akn | ≤
bn , then
X∞ X∞ X∞
|an | < ∞ and an = lim akn .
k→∞
n=1 n=1 n=1

p. 59 # 25. Let f (x) = x−1/2 if 0 < x < 1, f (x)P= 0 otherwise. let {rn } be
an enumeration of the rationals, and set g(x) = ∞ 1 2
−n
f (x − rn ).

a. g ∈ L1 (m), and in particular g < ∞ a.e.

b. g is discontinuous at every point and unbounded on every interval, and

it remains so after any modification on a Lebesgue null set.

c. g 2 < ∞ a.e., but g 2 is not integrable on any interval.

3
Solution.
a. By the monotone convergence theorem,
Z ∞ Z ∞ ∞
X Z ∞
−n
|g(x)|dx = g(x)dx = 2 f (x − rn )dx.
−∞ −∞ n=1 −∞

But this equals

X∞ Z rn +1 ∞
X Z 1 ∞
X ∞
X
−n −1/2 −n −1/2
2 (x−rn ) dx = 2 x dx = 21−n x1/2 |10 = 21−n = 2.
n=1 rn n=1 0 n=1 n=1

RIn particular,
R if ∃E ∈ M, m(E) =  > 0, such that g = ∞ on E then
R
g ≥ E g ≥  · ∞ = ∞ > 2: a contradiction.

b. g is unbounded on any interval because any interval (a, b) contains a

rational rn for some n, and for any large M ∈ R and any x ∈ (rn , b) ∩ (rn , r +
1/(22n M 2 )) we have f (x − r)2−n > M , and g(x) ≥ f (x − rn )2−n since g(x)
is a sum of nonnegative terms, hence we can pick x ∈ (a, b) so that g(x) is as
large as we want. Any modification on a null set will still leave uncountably
many such x ∈ (rn , b) ∩ (rn , r + 1/(22n M 2 )), so g will remain unbounded.
Now suppose g is continuous at a point x0 . Then there exists δ such that
|x − x0 | < δ ⇒ |g(x) − g(x0 )| < 1. But g is unbounded on (x0 − δ, x0 + δ): a
contradiction.
c. Because g < ∞ a.e., g 2 < ∞ a.e. since g(x) = ∞ ⇔ g(x)2 = ∞. Again
using the monotone convergence theorem,
Z Z b X∞
!2 Z bX ∞
−n
2
|g| = 2 f (x − rn ) dx ≥ 2−2n (f (x − rn ))2 dx
(a,b) a n=1 a n=1

∞
X Z b
−2n
= 2 f (x − rn )2 dx (1)
n=1 a

Let rk ∈ (a, b). Then

Z b Z min{b,rk +1}
−2k −2k 1
(1) ≥ 2 2
f (x−rk ) dx = 2 dx = 2−2k (ln(min{b, 1})−ln(0)) = ∞.
a rk x − rk
p. 63 # 32. Suppose µ(X) < ∞. If f and g are complex-valued
measurable functions on X, define
|f − g|
Z
ρ(f, g) = dµ.
1 + |f − g|

4
Then ρ is a metric on the space of measurable functions if we identify func-
tions that are equal a.e., and fn → f with respect to this metric iff fn → f
in measure.

Solution.
To prove ρ is a metric, first we check that ρ(f, g) = 0 ⇔ f = g. Obviously,
ρ(f, f ) = 0. If ρ(f, g) = 0 but f 6= g then ∃E ∈ M|m(E) > 0 and ∀x ∈
|f −g| R |f −g|
Ef (x) 6= g(x), which implies 1+|f −g|
> 0 on E, so ρ(f, g) ≥ E 1+|f −g|
> 0.
Second, obviously ρ(f, g) = ρ(g, f ). Third, we check the triangle inequality:

|f − h| 1 1
=1− ≤1−
1 + |f − h| 1 + |f − h| 1 + |f − g| + |g − h|
|f − g| |g − h| |f − g| |g − h|
= + ≤ +
1 + |f − g| + |g − h| 1 + |f − g| + |g − h| 1 + |f − g| 1 + |g − h|
Now suppose fn → f in this metric but not in measure. Then ∃ > 0, δ >
0 ∀N ∃n > N µ({x : |fn (x) − f (x)| ≥ }) ≥ δ. This implies

|fn − f |
Z

ρ(fn , f ) ≥ ≥ δ > 0,
{x:|fn (x)−f (x)|≥} 1 + |fn − f | 1+

a contradiction to convergence in the metric.

R f|fnn −f→| f in measure but not in the metric. Then ∃ >

Finally, suppose
0 ∀N ∃n > N 1+|f n −f |
≥ . Without loss of generality we may take  <
|fn −f |
2µ(X). Letting M = µ(X), g = 1+|f n −f |
, and E = {x : g(x) ≥ /(2M )}, we
have µ(E) ≥ /2: otherwise, since g ≤ 1 we have
Z Z Z
  
≤ g= g+ g < µ(E) + µ(X \ E) < + M = ,
X E X\E 2M 2 2M

a contradiction. But the fact that µ(E) ≥ /2 means exactly that

/(2M ) 
µ({x : |fn (x) − f (x)| ≥ > 0}) ≥ ,
1 − /(2M ) 2

a contradiction to convergence in measure.

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 R R
p. 63 # 33. If fn ≥ 0 and fn → f in measure, then f ≤ lim inf fn .

Solution.
By theorem 2.30, there is a subsequence fnk that converges to f a.e., so
lim inf fn (x) ≤ f (x) a.e. If there exists a measurableS∞ set E, µ(E)
S∞ > 0,
such that ∀x ∈ E lim inf fn (x) < f (x) then E = k=1 Ek = k=1 {x :
lim inf fn (x) ≤ f (x) − k1 }, so ∃k|µ(Ek ) = δ > 0. But fn → f in measure,
so ∃N ∀n > N µ({x : |fn (x) − f (x)| ≥ k1 }) R < δ:R a contradiction, hence
R
lim inf fn (x) = f (x) a.e. By Fatou’s lemma, f = lim inf fn ≤ lim inf fn .

p. 63 # 34. Suppose |fn | ≤ g ∈ L1 and fn → f in measure.

R R
a. f = lim fn .
b. fn → f in L1 .
Solution.
a. By theorem 2.30 there exists a subsequence fnk → f a.e., so by Proposition
2.11 f is measurable (up to a null set). Looking at the imaginary and real
parts of fn and f separately, we can assume the fn and g are all real-valued,
so g +fn ≥ 0 a.e. and g −fn ≥ 0 a.e. By definition of convergence in measure,
g + fn → g + f and g − fn → g − f in measure, so by exercise 33,
Z Z Z Z Z Z
g + f = g + f ≤ lim inf (g + fn ) = g + lim inf fn
R R
so f ≤ lim inf fn , and
Z Z Z Z Z Z
g − f = g − f ≤ lim inf (g − fn ) = g − lim sup fn
R R
so f ≥ lim sup fn . Together,
Z Z Z Z
lim inf fn ≥ f ≥ lim sup fn ≥ lim inf fn
R R R
andR we have equality everywhere: f = lim inf fn = lim sup fn =
lim fn .

b. Since |fn − f | → 0 in measure and |fn − f | ≤R 2g ∈ L1R, we can ap-

ply part (a) to the sequence (|fn − f |)∞
n=1 to get 0 = 0 = lim |fn − f |.

p. 63 # 38. Suppose fn → f in measure and gn → g in measure.

6
 a. fn + gn → f + g in measure..

b. fn gn → f g in measure if µ(X) < ∞, but not necessarily if µ(X) = ∞.

Solution.
a. Given  > 0, δ > 0, ∃N1 , N2 ∀n > N1 µ({x : |fn (x) − f (x)| ≥ /2}) < δ/2
and ∀n > N2 µ({x : |gn (x) − g(x)| ≥ /2}) < δ/2. Letting N = max{N1 , N2 }
we have ∀n > N µ({x : |fn (x) + gn (x) − (f (x) + g(x))| ≥ }) < δ since
 ≤ |fn (x) + gn (x) − (f (x) + g(x))| ≤ |fn (x) − f (x)| + |gn (x) − g(x)| implies
|fn (x) − f (x)| ≥ /2 or |gn (x) − g(x)| ≥ /2.

b. Note first that if fn → f in measure then f must be finite a.e.; simi-

larly for g. Let An = {x : f (x) > n} and Bn = {x : g(x) > n}. Since
µ(X) < ∞, and X = ∪∞ ∞
n=1 An = ∪n=1 Bn , given  > 0, there exists N1 such
that for n > N1 , µ(An ), µ(Bn ) < .
There exists N2 such that for n ≥ N2 , µ{x : |fn (x) − f (x)| > /n} < 
and µ{x : |gn (x) − g(x)| > /n} < . Let Cn = {x : |fn (x) − f (x)| < /n}
and Dn = {x : |gn (x) − g(x)| < /n}. Now

|fn (x)gn (x) − f (x)g(x)| ≤ |fn (x)||gn (x) − g(x)| + |g(x)||fn (x) − f (x)|

and if n ≥ max{N1 , N2 } then the right-hand side at most 2 on An ∩ Bn ∩

Cn ∩ Dn , a set whose complement has small measure.
For a counterexample when µ(X) = ∞, let f (x) = g(x) = x and
1
fn (x) = gn (x) = x + χ[n,n+1) .
n
Clearly fn → f and gn → g in measure. However for x ∈ [n, n + 1),
|fn (x)gn (x) − f (x)g(x)| = (x + 1/n)2 − x2 = 2x/n + 1/n2 > 2. So fn gn 9 f g
in measure.

p. 63 # 42. Let µ be counting measure on N. Then fn → f in mea-

sure iff fn → f uniformly.

Solution.
If fn → f in measure then, given  > 0, ∃N ∀n > N µ({x : |fn (x) − f (x)| ≥
}) < 1/2, i.e. {x : |fn (x) − f (x)| ≥ } = ∅, so ∀x|fn (x) − f (x)| < , which
is uniform convergence.

7
If fn → f uniformly then, given δ > 0 and  > 0, ∃N ∀n > N ∀x|fn (x) −
f (x)| < , so µ({x : |fn (x) − f (x)| ≥ }) = 0 < δ, which is convergence in
measure.

p. R77 # 55.
2
R 1 E = [0, 1] × [0, 1].
R 1 Let R 1 Investigate
R1 the existance and equality
of E f dm , 0 0 f (x, y)dxdy, and 0 0 f (x, y)dydx for the following f .
a. f (x, y) = (x2 − y 2 )(x2 + y 2 )−2 .

b. f (x, y) = (1 − xy)−a (a > 0).

c. f (x, y) = (x − 1/2)−3 if 0 < y < |x − 1/2|, f (x, y) = 0 otherwise.

Solution.
The strategy is to first integrate |f |. If the integral exists and is finite, then
f ∈ L1 so by Fubini’s theorem, all three integrals are equal.

a.
1 1 1 1
|x2 − y 2 |
Z Z Z Z Z
2
|f |dm = |f (x, y)|dxdy = 2 2 2
dxdy
0 0 0 0 (x + y )
Z 1 Z y 2 Z 1 2 Z 1 y 1 !
y − x2 x − y2

x  x 
= 2 2 2
dx + 2 2 2
dx dy = − dy
0 0 (x + y ) y (x + y ) 0 x2 + y 2  0 x2 + y 2  y
Z 1 
1 1
= − 2
dy = ln y|10 − tan−1 y|10 = ∞
0 y 1+y
R
so f dm2 does not exist. But
1 1 1
1 Z 1
x2 − y 2 −x  −1
Z Z Z
−1 1 π
dxdy = dy = dy = − tan y|0 = −
0 0 (x2 + y 2 )2 0 x2 + y 2 0

0 1+y
2 4

and
Z 1Z 1 1
1 Z 1
x2 − y 2
Z
y  1 −1 1 π
dydx = dx = dx = tan x|0 =
0 0 (x2 + y 2 )2 0 x2 + y 2  0 0 1+x
2 4

b. Case 1. a < 2, a 6= 1:
1 1 1
1 Z 1
(1 − xy)1−a  (1 − y)1−a 1
Z Z Z Z 
2 −a 1
|f |dm = (1−xy) dxdy = dy = − dy
0 0 0 y(a − 1) 0 a−1 0 y y

8
 1/2 1
(1 − y)1−a 1 (1 − y)1−a 1
Z   Z  
= − dy + − dy
0 y y 1/2 y y
Note that the function is bounded in the first integral since
(1 − y)1−a 1
 
lim − = lim (1 − a)(1x )−a = 1 − a
y→0 y y y→0

And the denominator in the second integral is ≥ 1/2 so the integral is

Z 1
(1/2)2−a
≤2 ((1 − y)1−a − 1)dy = −1
1/2 2−a
Thus, by Fubini’s theorem, all three integrals are equal.

Case 2. a = 1:
Z 1Z 1 1
1 Z 1
ln(1 − xy)  ln(1 − y)
Z Z
2 −1
|f |dm = (1−xy) dxdy = dy = − dy
0 0 0 −y 
0 0 y
1/2 1
ln(1 − y) ln(1 − y)
Z Z
=− dy − dy < ∞
0 y 1/2 y
because
ln(1 − y) −1
lim
= lim = −1
y→0 y y→0 1 − y

so the function is bounded from 0 to 1/2, which makes the first integral finite,
and
Z 1 Z 1
ln(1 − y) ln(2) 1
− dy ≤ −2 ln(1 − y)dy = 2( + ) < ∞.
1/2 y 1/2 2 2
Again, by Fubini’s theorem, all three integrals are equal.

Case 3. a ≥ R2: From case 1, we can see that the second integral will be
1
infinite since 1/2 (1 − y)−b = ∞ when b > 1. Since the function is symmetric
in x and y, integration with respect to dxdy is the same as with respect to
dydx, so none of the integrals exist.

c.
Z Z 1/2 Z 1/2−x  −3 Z 1 Z x−1/2  −3
2 1 1
|f |dm = −x dydx + x− dydx
0 0 2 1/2 0 2

9
 Z 1/2  −2 Z 1
 −2  −1  12  −1 1
1 1 1 1
= −x dx+ x− dx = −x  − x−  = ∞+∞ = ∞
 
0 2 1/2 2 2  2 1
0 2
R 2
so f dm does not exist. Also,
Z 1Z 1 Z 1/2 Z 1/2−x  −3 Z 1 Z x−1/2  −3
1 1
f (x, y)dydx = x− dydx+ x− dydx = ∞−∞
0 0 0 0 2 1/2 0 2
R1R1
so 0 0 f (x, y)dydx does not exist. And
Z 1Z 1 Z 1/2 Z 1/2−y  −3 Z 1/2 Z 1  −3
1 1
f (x, y)dxdy = x− dxdy+ x− dxdy
0 0 0 0 2 0 y−1/2 2
"Z  #
1/2   Z 1/2 
1 1 1 1 1
=− − dy + − dy = −∞
2 0 y2 4 0 4 (y − 1)2
p. 77 # 59. Let f (x) = x−1 sin x.
R∞
a. Show that 0 |f (x)|dx = ∞.
Rb
b. Show that limb→∞ 0 f (x)dx = π/2 by integrating e−xy sin x with re-
spect to x and y. (In view of part (a), some care is needed in passing
to the limit as b → ∞.)
Solution.
a.
Z ∞  ∞ Z (k+1)π ∞  
 sin x  X | sin x| 1 X 1 1

 x 
 dx ≥ dx ≥ √ 1 + 3 =∞
0 k=1 kπ
x 4 2 k=1 k + 4
k+ 4

since this is the harmonic series. In more detail, by trapezoidal rule,

Z (k+1)π  
| sin x| π 1 1 1 1 3
dx ≥ · | sin((k + )π)| + | sin((k + )π)|
kπ x 2 2 (k + 14 )π 4 (k + 43 )π 4
 
1 1 1
= √ + .
4 2 k + 41 k + 43
b. On the one hand,
Z ∞Z ∞ ∞
∞ Z ∞
−1 −xy
Z
−xy
 sin x
e sin xdydx = e sin x dx =
 dx.
0 0 0 x 0 0 x

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On the other hand,
Z ∞Z ∞ ∞
∞
−e−xy cos x − ye−xy sin x 
Z
−xy
e sin xdxdy =  dy
0 0 0 y2 + 1 0

Noting that | cos x| ≤ 1 and | sin x| ≤ 1, the limits at ∞ are 0:

Z ∞
1 π
= 2
dy = tan−1 y|∞0 =
0 y +1 2

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