tailieunhanh - Ebook Measure and integration problems with solutions: Part 2 - Anh Quang Le

Part 2 ebook Measure and integration problems with solutions included: Integration of Measurable Functions, Signed Measures and Radon-Nikodym Theorem, Differentiation and Integration, L p Spaces, Integration on Product Measure Space, Some More Real Analysis Problems. | - Anh Quang Le PhD 92 CHAPTER 7. INTEGRATION OF MEASURABLE FUNCTIONS Problem 76 Show that the Lebesgue Dominated Convergence Theorem holds if . convergence is replaced by convergence in measure. Solution We state the theorem Given a measure space X A P . Let fn n 2 N be a sequence of extended realvalued A-measurable functions on D 2 A such that fn g on D for every n 2 N for some integrable non-negative extended real-valued A-measurable function g on D. If fn f on D then f is integrable on D and nm Ị fndp Ị fdp. Proof Let fnk be any subsequence of fn . Then fnk f since fn f. By Riesz theorem there exists a subsequence fn of fnk such that fn f . on D. And we have also fn g on D. By the Lebesgue . we have Ị fd i lim Ị fnkt dE Let an fD fndp and a fD fdp. Then can be written as lim anki a. Hence we can say that any subsequence ank of an has a subsequence anki converging to a. Thus the original sequence namely an converges to the same limit See Problem 51 liiiin 1 an a. That is Jiin Ị fndp Ị fdp. Problem 77 Given a measure space X A p . Let fn n2N and f be extended real-valued measurable and integrable functions on D 2 A. Suppose that liiiin 1 fD fn f dp 0. Show that a fn f on D. b limn- iJd fn dL Jd frh - - Math Vietnam - Anh Quang Le PhD 93 Solution a Given any 0 for each n 2 N let En D fn f I . Then Ị fn f d Ị fn f d ep En . Since lilii. 1 jD fn f dp 0 limnnu p En 0. That is fn f on D. b Since fn and f are integrable Ị fn f dh Ị fn ds Ị f ds Ị fn f dE By this and the assumption we get nlhn Ị fn dp Ị f d Jim Ị fn f dp 0. This implies Jhnu fn dL Ị f dL- Problem 78 Given a measure space X A p . Let fn n2N and f be extended real-valued measurable and integrable functions on D 2 A. Assume that fn f . on D and limnhu fD fn dp fD f dp. Show that lim i fn f dP 0. nhu D Solution For each n 2 N let hn fn f fn f . Then hn 0 for all n 2 N. Since fn f . on D hn 2 f on D. By Fatou s lemma 2 f dp liminf fn f dp .

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