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-Solutions to Real and Complex Analysis-By Walter Rudin

# -Solutions to Real and Complex Analysis-By Walter Rudin

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SOLUTIONSTOREAL AND COMPLEXANALYSIS
20 July,2009
c
L
A
TEX.
1

Solutions to
Real and Complex Analysis
Steven V Sam
ssam@math.mit.edu
July 14, 2009
Contents
1 Abstract Integration
1.
Exercise.
Does there exist an inﬁnite
σ
-algebra which has only countably many members?
Solution.
be a measurable set with an inﬁnite
σ
-algebra
M
. Since
M
isinﬁnite, there exists nonempty
M
properly contained in
. Both
and
c
are measurablespaces by letting the measurable subsets of
(resp.
c
) be the intersections of measurablesubsets of
with
(resp.
c
). Since
M
is inﬁnite, at least one of these two
σ
-algebras mustbe inﬁnite.Now we deﬁne a rooted binary tree inductively as follows. The root is our set
. Given avertex which is a measurable subset
of
, if it contains a proper measurable subset
, pickone such subset, and let its two successors be
and
\
. The remarks above guaranteethat this tree is inﬁnite, and hence has inﬁnite depth. So pick an inﬁnite path consisting of subsets
0
1
2
...
. Then the sets
i
=
i
\
i
+1
form an inﬁnite collection of disjointnonempty measurable subsets of
by construction. At the very least,
M
needs to contain everyunion of such sets, and this is in bijection with the set of subsets of
N
, which is uncountable.Thus,
M
must be uncountable.2.
Exercise.
Prove an analogue of Theorem 1.8 for
n
functions.
Solution.
We need to prove the following: if
u
1
,...,u
n
are real measurable functions ona measurable space
, and Φ is a continuous map of
R
n
into a topological space
, then
h
(
x
) = Φ(
u
1
(
x
)
,...,u
n
(
x
)) is a measurable function from
to
.Deﬁne
:
R
n
by
x
(
u
1
(
x
)
,...,u
n
(
x
)). By Theorem 1.7(b), to prove that
h
is measurable,it is enough to prove that
is measurable. If
R
is any open rectangle in
R
n
which is the Cartesian
third edition, by Walter Rudin
1

1 ABSTRACT INTEGRATION
2product of
n
segments
1
,...,I
n
, then
1
(
R
) =
u
11
(
1
)
∩···∩
u
1
n
(
n
), which is measurablesince
u
1
,...,u
n
is measurable. Finally, every open set of
R
n
is the countable union of suchrectangles, so we are done.3.
Exercise.
Prove that if
is a real function on a measurable space
such that
{
x
|
(
x
)
r
}
is measurable for every rational
r
, then
is measurable.
Solution.
Let
R
1
be an open set. First,
can be written as a union of countablymany open balls with rational radii that are centered at rational points. So to prove that
1
(
) is measurable, it is enough to prove this when
is an open ball of this form, saywith radius
r
and center
c
. Since the set of measurable sets is closed under complements andﬁnite intersections, every set of the form
{
x
|
r
1
>
(
x
)
r
2
}
is measurable for rational
r
1
,r
2
. Now note that
{
x
|
c
+
r >
(
x
)
> c
r
}
can be written as the countable union
n
1
{
x
|
c
+
r >
(
x
)
c
r
+ 1
/n
}
, so
1
(
) is measurable.4.
Exercise.
Let
{
a
n
}
and
{
b
n
}
be sequences in [
−∞
,
], and prove the following assertions:(a) limsup
n
→∞
(
a
n
) =
liminf
n
→∞
a
n
.(b) limsup
n
→∞
(
a
n
+
b
n
)
limsup
n
→∞
a
n
+ limsup
n
→∞
b
n
provided none of the sums is of the form
.(c) If
a
n
b
n
for all
n
, thenliminf
n
→∞
a
n
limin
n
→∞
b
n
.
Show by an example that strict inequality can hold in (b).
Solution.
The supremum
A
k
of the set
{−
a
k
,
a
k
+1
,...
}
is the negative of the inﬁmum
A
k
of the set
{
a
k
,a
k
+1
,...
}
. Hence inf
k
{
A
k
}
=
sup
k
{
A
k
}
, which implies (a).The relationsup
{
a
k
+
b
k
,a
k
+1
+
b
k
+1
,...
} ≤
sup
{
a
k
,a
k
+1
,...
}
+ sup
{
b
k
,b
k
+1
,...
}
is clear, so this implies (b). To see that the inequality in (b) can be strict, consider
a
1
= 1,
a
i
= 0for
i >
1, and
b
1
=
1,
b
i
= 0 for
i >
1. Then limsup(
a
n
+
b
n
) = 0, but limsup
a
n
+limsup
b
n
= 1.Now suppose that
a
n
b
n
for all
n
. Then inf
{
a
k
,a
k
+1
,...
} ≤
inf
{
b
k
,b
k
+1
,...
}
for all
k
, so (c)follows.5.
Exercise.
(a) Suppose
:
[
−∞
,
] and
g
:
[
−∞
,
] are measurable. Prove that the sets
{
x
|
(
x
)
< g
(
x
)
}
,
{
x
|
(
x
) =
g
(
x
)
}
are measurable.(b) Prove the set of points at which a sequence of measurable real-valued functions converges(to a ﬁnite limit) is measurable.
Solution.
First note that
(
x
)
g
(
x
) is a measurable function. The ﬁrst set of (a) is thepreimage of the open set [
−∞
,
0], so is measurable. Also, the set where
and
g
agree is thecomplement of where
(
x
)
g
(
x
)
= 0, which is measurable.