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Sheet 4 - Measurable Functions

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15 views2 pages

Sheet 4 - Measurable Functions

Uploaded by

Houssien Alarab
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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M3301-Problem set 4 Lebanese University

Measurable Functions
Exercise 1 Let (X, A) be a measure space.
1. Determine the real-valued measurable functions on (X, A) if A = 2X , then if A = {∅, X}.
2. Let (An )n∈N be a partition of X and let f : X → R be a σ({An , n ∈ N})-measurable function.
Show that f is constant on each An .

Exercise 2 Let (X, A) be a measurable space and let f : X → R be a given function.


1. Show that if {f < r} ∈ A for all r ∈ Q then f is A-measurable on X.
2. What subsets of R other than Q have this property ?

Exercise 3
1. Let D be a null set in (R, ML , µL ). Show that every extended real-valued function f : D → R is
ML -measurable.
2. Deduce that if f : R → R is continuous at almost every x ∈ R, then f is ML -measurable.

Exercise 4 Let (X, A, µ) be a measure space and let (fn ) be a sequence of extended real-valued
A-measurable functions. Let f : X → R and assume that lim fn = f a.e. in X. Show that f is
n→∞
A-measurable on X.

Exercise 5 Let (X, A) be a measurable space and let (fn )n∈N be a sequence of real-valued A-measurable
functions on X. Let K : X → N be (A, 2N )-measurable. Show that the function fK : X → R defined by

(fK )(x) = fK(x) (x),

is A-measurable.

Exercise 6 Let f : X → R be an application from X to R.


1. If X = R show that :
(a) f is monotone =⇒ f is Borel.
(b) f is differentiable =⇒ f 0 is Borel.
(c) The set
 i 
\ [
−1 1 1h
{x ∈ R, f is continuous at x} = int f r − ,r + ,
k k
k∈N r∈Q

where int(A) designates the interior of the set A. Deduce that the set

C = {x ∈ R, f is continuous at x}

is Borel.
2. If X = R2 show that :
x2 − y 2
(a) The function f (x, y) := 2 if (x, y) 6= (0, 0), and f (0, 0) := 0 is a Borel function.
x + y2
(b) The set (x, y) ∈ R2 : y 2 sin(x) ≥ 3 is Borel.

Exercise 7 Let S := {A ∈ BR : A = −A} where −A = {−x : x ∈ A}.
1. Show that S is a σ-algebra on R.
2. Are the following applications S-measurable : f (x) = ex , g(x) = x3 and h(x) = cos(x) ?
3. Characterize the applications from R to R that are S-measurable.

Exercise 8 Construct a measurable space (X, A) and a non A-measurable function f : X → R such
that |f | is A-measurable.

Exercise 9 Let (X, A) be a measurable space and let f : X → R be a measurable function. Show that
the function g defined on X by
(
f 2 (x) if |f (x)| < 1,
g(x) =
|f (x)| if |f (x)| ≥ 1

is A-measurable.

Exercise 10 Consider the Lebesgue measure space (R, ML , µL ). Let f be a real-valued function defined
on R. Consider the following two concepts :
(i) f is continuous a.e. on R,
(ii) f is equal to a continuous function a.e. on R.
To show that these are two different concepts :
1. Construct a function which satisfies condition (i) but not (ii),
2. Construct a function which satisfies condition (ii) but not (i).
SOLUTION.
1. Let f (x) = 11[0,∞[ then it clearly satisfies (i). Indeed, f is continuous on R \ {0} with µL ({0}) = 0.
Let g : R → R be a continuous function and assume that f = g a.e. on R. Hence, there exists a null
set N ⊆ R such that f = g on R \ N . We know that R \ N is a dense subset of R and so, for every
n ∈ N, ]0, n1 [∩(R \ N ) 6= ∅. Therefore, there exists a sequence (xn )n∈N such that xn > 0, lim xn = 0
n→∞
and g(xn ) = f (xn ). Consequently, using the continuity of g at 0, we get

g(0) = lim g(xn ) = lim f (xn ) = 1.


n→∞ n→∞

Arguing in a similar manner, and using the fact that ] − n1 , 0[∩(R \ N ) 6= ∅ for every n ∈ N, we can also
find a sequence (yn )n∈N such that yn < 0, lim yn = 0 and g(yn ) = f (yn ). Hence
n→∞

g(0) = lim g(yn ) = lim f (yn ) = 0.


n→∞ n→∞

This leads to a contradiction and so f does not satisfy property (ii).


2. Let f = 11Q then f is discontinuous at all points of R. Hence f fails to satisfy property (i). On the
other hand, if g : R → R is the zero function (g(x) = 0 for all x ∈ R), then f = g a.e. on R. Indeed,
f (x) 6= g(x) for all x ∈ Q with µL (Q) = 0. The property (ii) is then satisfied.

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