MI
MI
1. (a) What is meant by a measurable set? Show that every interval is [5 marks]
measurable.
(b) Prove that the class of Lebesgue measurable sets is a σ-algebra. [5 marks]
∞ ∞
1 1
S S
2. (a) Show that if Q = {qn }, G = qn − n2
, qn + n2
and F is [4 marks]
n=1 n=1
any closed set, then m(G 4 F ) > 0.
(b) Show that the Cantor set is measurable. [2 marks]
(c) Prove that not every measurable set is a Borel set. [4 marks]
6. (a) Show that the product of two absolutely continuous functions is [3 marks]
absolutely continuous.
(b) Show that if f is a finite-valued monotone increasing function [7 marks]
Rb
defined on [a, b], then f 0 is measurable and a f 0 dx ≤ f (b) − f (a).
What happens if f is monotone decreasing on [a, b]? Justify your
answer.
(c) Show that every σ-algebra is a σ-ring. Is the converse true? [2 marks]
Justify your answer.
8. (a) What is meant by a complete measure? Show that the Lebesgue [4 marks]
measure on M is σ-finite but not finite.
(b) State and prove the Minkowski’s inequality. [4 marks]
10. (a) Show that if µ(X) < ∞ and 0 < p < q ≤ ∞, then Lq (µ) ⊂ Lp (µ). [3 marks]
(b) Prove that Lp (µ) is complete, where 1 ≤ p < ∞. [5 marks]
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