tailieunhanh - Ebook Measure and Integration: Concepts, Examples and Exercises (Part 2)

Ebook Measure and Integration: Concepts, Examples and Exercises (Part 2) included: Chapter 5 Measure and integration on product spaces, chapter 6 Lp-spaces. | Chapter 5 Measure and integration on product spaces . Introduction Concepts and examples The intuitive notion of length originally defined for intervals in R leads one to the class of Lebesgue measurable sets which included not only the intervals and all the topologically nice subsets of R but also BR - the ơ-algebra of Borel subsets of R. In a similar manner one would like to extend the notion of area in R2 volume in R3 and so on to a larger class of subsets which includes BR2 BR3 - the ơ-algebra generated by open subsets of R2 R3 . In the abstract setting given measure spaces X A p and Y B V one would like to define a measure n on the ơ-algebra generated by sets of the form A X B A G A B G B in the natural way n A X B p A v B . We call this natural for when X Y R A B BR and p V A the Lebesgue measure then for intervals I and J n I X J A I A J is the area of the rectangle with sides the intervals I and J. Thus n will automatically be an extension of the notion of area in R2. We note that the collection R A X B A G A B G B is only a semi-algebra of subsets of A X B in general. Let A B denote the ơ-algebra of subsets of X X Y generated by R. 63 64 5. Measure and integration on product spaces . Definition Let X A and Y B be measurable spaces. A subset E c X xY is called a measurable rectangle if E AxB for some A E A and B E B. We denote by R the class of all measurable rectangles. The ơ-algebra of subsets of X xY generated by the semi-algebra R is called the product ơ-algebra and is denoted by AaB. . Proposition Let pX X x Y X and pY X x Y Y be defined by Px x y x and Py x y y V x E X y E Y. Then the following hold i The maps pX and pY are measurable . V A E A B E B we have PX1 A E AaB and p 1 B E A A B. ii The ơ-algebra AaB is the smallest ơ-algebra of subsets of X x Y such that i holds. . Proposition Let X and Y be nonempty sets and let C D be families of subsets of X and Y respectively. Let C x D C x D C E C D E D . Then the following hold i S

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