This action might not be possible to undo. Are you sure you want to continue?

[proof]:For each real number α, there exists an descending sequence {rn } of rational numbers such that lim rn = α. Moreover,we have

n→∞ ∞

(α, +∞) =

n=1

**Hence, f Since sets f
**

−1 −1

((α, +∞)) =

n=1

([rn , +∞)) are measurable for each n, the set f −1 ((α, +∞)) is

also measurable. Then f is measurable. 4. Let {an } and {bn } be sequences in [−∞, +∞], and prove the following assertions: (a) lim sup(−an ) = − lim inf an .

n→∞ n→∞

**(b) lim sup(an + bn ) ≤ lim sup an + lim sup bn .
**

n→∞ n→∞ n→∞

**provided none of the sums is of the form ∞ − ∞. (c) If an ≤ bn for all n, then lim inf an ≤ lim inf bn .
**

n→∞ n→∞

**Show by an example that strict inequality can hold in (b). [proof]: (a) Since sup(−ak ) = − inf ak , n = 1, 2, · · · .
**

k≥n k≥n

**Therefore, let n → ∞, it obtains
**

n→∞ k≥n

**lim sup(−ak ) = − lim inf ak .
**

n→∞ k≥n

¨ § ¥ £ ¡ ©¢¦¤¢

chapter one [rn , +∞).

∞

f −1 ([rn , +∞)).

1

By the deﬁnations of the upper and the lower limits, that is lim sup(−an ) = − lim inf an .

n→∞ n→∞

**(b) Since sup(ak + bk ) ≤ sup ak + sup bk , n = 1, 2, · · · .
**

k≥n k≥n k≥n

Hence

n→∞ k≥n

**lim sup(ak + bk ) ≤ lim [sup ak + sup bk ] = lim sup ak + lim sup bk .
**

n→∞ k≥n k≥n n→∞ k≥n n→∞ k≥n

By the deﬁnations of the upper and the lower limits, that is lim sup(an + bn ) ≤ lim sup an + lim sup bn .

n→∞ n→∞ n→∞

**example: we deﬁne an = (−1)n , bn = (−1)n+1 , Then we have an + bn = 0, n = 1, 2, · · · . But lim sup an = lim sup bn = 1.
**

n→∞ n→∞

n = 1, 2, · · · .

**(c)Because an ≤ bn for all n, then we have
**

k≥n

inf (ak ) ≤ inf bk , n = 1, 2, · · · .

k≥n

**By the deﬁnations of the lower limits, it follows lim inf an ≤ lim inf bn .
**

n→∞ n→∞

5. (a)Supose f : X → [−∞, +∞] and g : X → [−∞, +∞] are measurable. Prove that the sets {x : f (x) < g(x)}, {f (x) = g(x)} are measurable. (b)Prove that the set of points at which a sequence of measurable realvalued functions converges (to a ﬁnite limit) is measurable.

2

**[proof]: (a)Since for each rational r, the set {x : f (x) < r < g(x)} = {x : f (x) < r} ∩ {x : r < g(x)} is measurable. And {x : f (x) < g(x)} = {x : f (x) < r < g(x)}
**

r∈Q

**Therefore the set {x : f (x) < g(x)} is measurable. Also beacause |f − g| is measurable function and the set
**

∞

{x : f (x) = g(x)} =

n=1

{x : |f (x) − g(x)| <

1 } n

is also measurable. (b) Let {fn (x)} be the sequence of measurable real-valued functions, A be the set of points at which the sequence of measurable real-valued functions {fn (x)} converges (to a ﬁnite limit). Hence A= 1 {x : |fn (x) − fm (x)| < }. r r=1 k=1 n,m≥k

∞ ∞ ∞

**Therefore, A is measurable. 7. Suppose that fn : X → [0, +∞] is measurable for n = 1, 2, 3, · · · , f1 ≥ f2 ≥ f3 ≥ · · · ≥ 0, fn (x) → f (x) as n → ∞,for every x ∈ Xand f1 ∈ L1 (µ). Prove that then
**

n→∞

lim

fn dµ =

X X

f dµ.

and show that this conclusion does not follow if the condition ”f1 ∈ L1 (µ)”is omitted. [proof]: Deﬁne gn = f1 −fn , n = 1, 2, · · ·, then gn is increasing measurable on X for n = 1, 2, 3, · · ·. Moreover, gn (x) → f1 (x) − f (x) as n → ∞, for every x ∈ X. By the Lebesgue’s monotone convergence theorem, we have

n→∞

lim

gn dµ =

X X

(f1 − f )dµ.

Since f1 ∈ L1 (µ), it shows

n→∞

lim

fn dµ =

X X

f dµ.

3

[counterexample]: Let X = (−∞, +∞), and we deﬁne fn = χEn , En = [n, +∞), n = 1, 2, · · · . 8. Suppose that E is measurable subset of measure space (X, µ) with µ(E) > 0; µ(X − E) > 0, then we can prove that the strict inequality in the Fatou’s lemma can hold. 10. Suppose that µ(X) < ∞, {fn } is a sequence of bounded complex measurable functions on X ,and fn → f uniformly on X. Proved that

n→∞

lim

fn dµ =

X X

f dµ,

and show that the hypothesis ”µ(X) < ∞”cannot be omitted. [proof]: There exist Mn > 0, n = 1, 2, · · · such that |fn (x)| ≤ Mn for every x ∈ X, n = 1, 2, · · ·. Since fn → f uniformly on X, there exists M > 0 such that |fn (x)| ≤ M, |f (x)| ≤ M on X, n = 1, 2, · · · . By the Lebesgue’s dominated convergence theorem, we have

n→∞

lim

fn dµ =

X X

f dµ.

**[counterexample]: Let X = (−∞, +∞), and we deﬁne 1 fn = on X, n = 1, 2, · · · . n 12. Suppose f ∈ L1 (µ). Proved that to each ε > 0 there exists a δ > 0 such that
**

E

|f |dµ < ε whenever µ(E) < δ. |f |dµ = sup

X X

[proof]: Since sdµ,

the supremum being taken over all simple measurable functions s such that 0 ≤ s ≤ |f |. Hence, for each ε > 0, there exists a simple measurable function s with 0 ≤ s ≤ |f | such that ε sdµ + . 2 X X Suppose that M > 0, satisfying 0 ≤ s(x) ≤ M on X, and let δ = |f |dµ ≤ |f |dµ ≤

E E

ε , 2M

we have

sdµ +

ε ε ≤ M m(E) + < ε 2 2

when m(E) < δ.

4

1. (b) Because for every real number α. counterexample: for each n ∈ N. then f1 + f2 is upper semicontinuous. and consider the following four statements: (a)If f1 and f2 are upper semicontinuous. (d)If each {fn } is lower semicontinuous. {x : f1 (x) + f2 (x) > α} = [{x : f1 (x) > r} ∩ {x : f2 (x) > α − r}] r∈Q and f1 and f2 are upper semicontinuous. then ous. x = rn 0. (b)If f1 and f2 are lower semicontinuous. What happens if the word ”nonnegative” is omitted? Is the truth of the statements aﬀected if R1 is replaced by a general topological space? [proof]: (a) Because for every real number α. others 1 ¨ § ¥ £ ¡ ©¢¦¤¢ chapter two fn is upper semicontinfn is lower semicontinu- . therefore f1 + f2 is upper semicontinuous. Let {fn } be a sequence of real nonnegative functions on R1 . {x : f1 (x) + f2 (x) < α} = [{x : f1 (x) < r} ∩ {x : f2 (x) < α − r}] r∈Q and f1 and f2 are upper semicontinuous. 1 1 ∞ ∞ Show that tree of these are true and that one is false. (c)If each {fn } is upper semicontinuous. then f1 + f2 is lower semicontinuous. (c) This conclusion is false. then uous. deﬁne fn = 1. therefore f1 + f2 is upper semicontinuous.

moreover we have ∞ f (x) = 1 fn (x) = χQ . But f (x) is not upper semicontinuous. t ∈ (x − δ. ) : k ∈ N} ≥ 0 k and 1 1 ). ) < α 2k k So we have y ∈ {x : φ(x) < α}. If the word ”nonnegative” is omitted. k ) and then that φ(x) < α. δ) = sup{|f (s) − f (t)| : s. k k+1 For any α > 0. then there exists a N > 0 such that φ(y) ≤ φ(y. Therefore. U (x. that f is continuous at a point x if and only if φ(x) = 0. Then {fn } is a sequence of real nonnegative upper semicontinuous functions on R1 . The truth of the statements is not aﬀected if R1 is replaced by a general topological space. 2k ). and deﬁne φ(x. 2k ) ⊂ U (x. k 1 1 1 Take y ∈ U (x. ) < α. and hence that the set of points of continuity of an arbitrary complex function is a Gδ . 1 1 ) ≤ φ(x. (d) According to the conclusion of (b). 2. (a) and (b) are still true but (c) and (d) is not. 1 ) ⊂ {x : φ(x) < α} 2k 2 . we will prove that the set {x : φ(x) < α} is open. Let f be an arbitrary complex function on R1 . ) ≥ φ(x. since U (y.which {rn } are the all rationals on R1 . [proof]: It is obvious that 1 φ(x) = inf{φ(x. k > N. x + δ)} φ(x) = inf{φ(x. δ) : δ > 0} Prove that φ is upper semicontinuous. it is easy to obtain. k ∈ N φ(x. Suppose 1 φ(x.

we ﬁrst suppose that φ(x) = 0. y) ≤ ρ(x1 . x2 ) + ρ(x2 . x2 ∈ X and y ∈ E. x2 ) + ρE (x2 ) 3 ρA (x) ρA (x) + ρB (x) . with metric ρ. deﬁne ρE (x) = inf{ρ(x. x + ) 2 k k 1 and so φ(x. ) : k ∈ N} = 0 k Finally. we have ρ(x1 . y) : y ∈ E} Show that ρE is a uniformly continuous function on X. In the following. δ) < That is f is continuous at x. x + δ) we have |f (x) − f (y)| ≤ φ(x. Next. Let X be a metric space. it exists δ > 0 such that φ(x. it show that {x : φ(x) < α} is open. 3. k ) ≤ .Thus. provided that f is continuous at x. ∀y ∈ (x − . since {x : φ(x) = 0} = n=1 ∞ {x : φ(x) < 1 } n then it shows that the set of points of continuity of an arbitrary complex function is a Gδ . [Proof]: Since for any x1 . y) Hence ρE (x1 ) ≤ ρ(x1 . For any nonempty E ⊂ X. Then for any > 0 it exists k ∈ N satifying 1 1 |f (x) − f (y)| ≤ . Then it follows that φ is upper semicontinuous. examine the relevance of the function f (x) = to Urysohn’s lemma. δ) < And so for any y ∈ (x − δ. It shows 1 φ(x) = inf{φ(x. If A and B are disjoint nonempty closed subsets of X. for any > 0.

then E = N ∪ K1 ∪ K2 ∪ · · ·. and V is open ρV c (x) ρV c (x) + ρK (x) then 0 ≤ f ≤ 1 and f is continuous on X. Examine the proof of the Riesz theorem and prove the following two Kn ⊂ E − i=0 Ki . 4. m(E − i=0 Ki ) < m(Kn ) + 1 . then E1 ⊂ G1 . In the following. Therefore µ(E1 )+µ(E2 ) ≤ µ(G1 )+µ(G2 ) = µ(G1 ∪G2 ) = µ(G∩(V1 ∪V2 )) ≤ µ(G) = µ(E1 ∪E2 ). (b) Since E ∈ MF . n which we order K0 = ∅. 2. Set G1 = V1 ∩ G. x2 ) Therefore. K is compact subset. · · · . there exists a Gδ set G such that E1 ∪ E2 ⊂ G and µ(E1 ∪ E2 ) = µ(G). Moreover. where {Ki } is a disjoint countable collection of compact sets and µ(N ) = 0. G2 = V2 ∩ G. (b) If E ∈ MF . 4 .and so |ρE (x1 ) − ρE (x2 )| ≤ ρ(x1 . even if E1 and E2 are not in M. [proof]: (a) By the proof of the Riesz theorem. K f (x) = statements: (a) If E1 ⊂ V1 and E2 ⊂ V2 . it shows that ρE is a uniformly continuous function on X. It shows µ(E1 ∪ E2 ) = µ(E1 ) + µ(E2 ). And since µ(E1 ∪ E2 ) ≤ µ(E1 ) + µ(E2 ). then µ(E1 ∪ E2 ) = µ(E1 ) + µ(E2 ). E2 ⊂ G2 and G1 ∩ G2 = ∅. where V1 and V2 are disjoint open sets. n = 1. there exist a sequence of disjoint compact subsets {Kn } such that n−1 n−1 subset. Deﬁne f V. suppose that K ⊂ V ⊂ X.

then X ∈ Ω. then it shows that m(N ) = 0 and E = K ∪ N . · · · . n = 1. 1]) − n=1 2n−1 = 0. n Whence we have n m(E − K) ≤ m(E − i=1 Ki ) < 1 . 2. prove that there is a compact set K ⊂ X such that µ(K) = 1 but µ(H) < 1 for every proper compact subset H of K. · · · . Since m(E) < +∞. even though E and R1 have the same cardinality. n = 1. 2. · · · . [Proof]: Deﬁne the set Ω = {Kα : Kα ⊂ X. [proof]: According to the construction of Cantor’s set. 3n 11. it shows that the set E is closed set and ∞ m(E) = m([0. n Set N = E − K. Since X is compact. assume µ(X) = 1. Show that m(E) = 0. Kαn such that n V ⊂ k=1 c c Kα k 5 . Order K= Kα ∈Ω Kα is compact set with µ(kα ) = 1} Kα Thus K is compact subset.∞ Set K = n=1 Kn . Assume that V ⊂ X is an open set with K ⊂ V . Let µ be a regular Borel measure on a compact Hausdorﬀ space X. V c is also compact. we obtain that n m(E − i=1 Ki ) < 1 . Let E be Cantor’s familiar ”middle thirds” set. Again since Vc ⊂ Kα ∈Ω c Kα then there exist ﬁnite sets Kα1 . 5.

it follows for any measurable set A ⊂ X. It thus shows that K c is the largest open set in X whose measure is 0. 2. [Proof]: Assume that µ is the Lebesgue measure on R1 and K is a compact subset of R1 . That is. 14. Deﬁne φ(f ) = K f dµ. By the construction of K. We therefore have µ(V ) = 1. 6 .14. Therefore. it shows σ(K) = inf{φ(f ) : K σ(X) = sup{φ(f ) : f f } = µ(K) X} ≤ µ(K) and so σ(X) = σ(K) = µ(K) < +∞. K is the support of σ. U ⊂ K c . it follows µ(U c ) = 1. f ∈ Cc (R1 ). there exists a σ-algebra M in R1 which contains all Borel sets in R1 .Because µ(X) = 1 = µ(Kα ). Since µ is regular. σ(A) = σ(A ∩ K). If U ⊂ X is open set with µ(U ) = 0. By Riesz representation theorem. n and so µ(V c ) = 0.[m] and g(x) ≤ f (x) ≤ h(x) for every x ∈ Rk .e. k = 1. U c is compact subset since X is compact. Then φ is a positive linear functional on Cc (R1 ). and so K ⊂ U c by the construction of K. it follows that µ(H) < 1 for any proper compact subset of K. Let f be a real-valued Lebesgue measurable function on Rk . By theorem2. · · · . 12. Prove that there exist Borel functions g and h such that g(x) = h(x) a. Hence. Show that every compact subset of R1 is the support of a Borel measure. f ∈ Cc (R1 ). c µ(Kαk ) = 0. hence it shows that µ(K) = 1. and there exists a unique positive measure σ on M such that φ(f ) = R1 f dσ.

if f be a real-valued Lebesgue measurable function on Rk and if Bn = {x : |f (x)| ≤ n}. as n → ∞. h are Borel measurable functions on Rk and g(x) ≤ f (x) ≤ h(x). Moreover. Prove that your guesses are correct. g(x) = h(x) a.[m] and gn (x) ≤ χBn (x)f (x) ≤ hn (x) for every x ∈ Rk . we have f (x) = n=1 n ∞ tn (x). It is easy to guess the limits of n 0 x x (1 − )n e 2 dx and n n = 1. 2. Deﬁne g= n=1 ∞ m(En − Fn ) = 0. · · · h = lim inf hn then g(x) = h(x) a. According to the conclusion above.e.[m] and g(x) ≤ f (x) ≤ h(x) for every x ∈ Rk . h= n=1 2−n χEn then g. Finally.e. By the proof of Theorem 2. ∀x ∈ Rk and 2 tn is the characteristic function of a Lebesgue measurable set Tn ⊂ Rk (n ∈ N).[Proof]: Firstly. there exist Borel measurable sets Fn . and hence it is also for bounded real-valued Lebesgue measurable function on Rk . there exist Borel functions gn and hn such that gn (x) = hn (x) a.e. assume that 1 > f ≥ 0.[m]. En (n ∈ N) satisfying Fn ⊂ T n ⊂ E n . [proof]: Deﬁne fn (x) = χ[0. then we have χBn (x)f (x) → f (x). n gn (x) = χ[0. n (1 + 0 x n −2x ) e dx n as n → ∞. n∈N n . Secondly.24 in text. Take g = lim sup gn . ∞ n ∈ N. it is easy that the conclusion is correct for 0 ≤ f < M . 15.n] (1 + 7 x n −2x ) e .n] (1 − x n x ) e2. 2−n χFn . According to the construction of Lebesgue measurable set.

xn be those values of x for which f (x. locally compact. and|yn − y| → 0. Then Pn → P ⇔ ∃ N > 0. P2 ) ≤ d(P1 . x2 . |y1 − y2 | 1 + |y1 − y2 | if x1 = x2 if x1 = x2 . 1. 3. |gn (x)| ≤ e−x . d). That is d is metric. P3 ) + d(P2 . y1 ) and (x2 .14. d(P1 . it shows n n→∞ x x lim (1 − 0 n x n x ) e 2 dx = lim n→∞ n ∞ ∞ fn (x)dx = 0 ∞ 0 e− 2 dx = 2 x ∞ x n −2x gn (x)dx = e−x dx = 1 lim (1 + ) e dx = lim n→∞ 0 n→∞ 0 n 0 17. y) = 0 for at least one y (there are only ﬁnitely many such x!). show that this is indeed a metric. y2 ) in the plane to be |y1 − y2 | if x1 = x2 . If E is the x-axis. Take X = (R2 . By the Lebesgue’s Dominated Convergence Theorem. show that µ(E) = ∞ although µ(K) = 0 for every compact K ⊂ E. P2 ) = Since d(P1 . such that if n > N. if x1 = x2 . d(P1 . and fn (x) → e−x . |y1 − y3 | + |y2 − y3 | 1 + |y1 − y3 | + |y2 − y3 | if x1 = x2 . yi ). and deﬁne n +∞ 1 + |y1 − y2 | if x1 = x2 . P3 ). · · · . P2 ) ≤ Therefore. 8 i = 0. 2. xn = x. [proof]:Order Pi = (xi .Then it is easy that |fn (x)| ≤ e− 2 . · · · . y)dy Let µ be the measure associated with this Λ by Theorem2. and fn (x) → e− 2 . and that the resulting metric space X is Λf = j=1 −∞ f (xj . If f ∈ Cc (X). Deﬁne the distance between points (x1 . let x1 .

By the Urysohn’s lemma. Since n +∞ Λf = j=1 −∞ f (xj . y)dy it is easy that Λ is a positive linear functional on Cc (X). U (P0 . · · · . Then there exists ﬁnite P1 .14. xn }. P ) < δ} = {P ∈ X : x = x0 . µ(E) = ∞. there exists f ∈ Cc (X) satisfying F f V . There thus exist a measure µ associated with this Λ by Theorem2. Let E be the x-axis and 0 < δ < 1. P ) ≤ δ} = {P ∈ X : x = x0 . Pn ∈ E. P2 . Therefore. Pm } 9 . x2 . δ) = {P ∈ X : d(P0 . Take K = {P1 .and for any 0 < δ < 1. P2 . δ) = {P ∈ X : d(P0 . δ) and so Ωf = {x1 . y) = 0} Let K be the support of f . ) 2 j=1 n is compact with F ⊂ V . · · · . P2 . So we have µ(V ) ≥ Λf ≥ nδ. it shows µ(V ) = ∞ as n → ∞. it shows V is open and E ⊂ V . then it is obvious that K is ﬁnite set. δ). we order the set for f ∈ Cc (X) Ωf = {x ∈ R : ∃ y ∈ R such that f (x. Hence. Pn ∈ K for any 0 < δ < 1 such that n K⊂ j=1 U (Pj . where Pi = (xi . Thus X is locally compact Hausdorﬀ space. and |y − y0 | < δ} U (P0 . For any ﬁnite elements P1 . Deﬁne V = Pi ∈E U (Pi . the set F = δ U (Pj . K is compact. · · · . U (P0 . In the following. δ) is compact subset of X. Assume that K ⊂ E is compact. 0). · · · . and |y − y0 | ≤ δ} Moreover.

deﬁne Et = {x ∈ X : f (x) < t} Assume that f does not attain its maximum at some point of X. +∞) is upper semicontinuous. Since f is continuous. Since µ(K) ≤ Λg ≤ 2 whence µ(K) = 0. t2 . i=1 compact. ) j=1 then g is open and K ⊂ G. If X is compact and f : X → (−∞. It therefore is proved that f attains its maximum at some point of X. deﬁne G= m U (Pj . Et is open sets. · · · . By the Urysohn’s lemma. tn } then we have f (x) < t0 .For any 0 < < 1. · · · . ∀x ∈ X. there exists g ∈ Cc (X) satisfying K g G. Again since X is E ti . 21. prove that f attains its maximum at some point of X. Then it shows X = t∈f (X) n Et . there exists ﬁnite ti (i = 1. 2. [proof]: for every t ∈ f (X). 10 . n) ∈ f (X) such that X = Take t0 = max{t1 . But it is in contradiction with t0 ∈ f (X).

y ∈ (a. b). 1 ¨ § ¥ £ ¡ ©¢¦¤¢ chapter three . Prove that the supremum of any collection of convex functions on (a. i∈I i∈I i∈I So sup fi is convex. but not vice versa. show that the convexity of ln φ implies the convexity of φ .1. y ∈ (a. 2. we have i→∞ lim fi (αx + βy) ≤ α lim fi (x) + β lim fi (y) i→∞ i→∞ That is f (αx + βy) ≤ αf (x) + βf (y) and so f is convex. If φ is convex on (a. Then ψ ◦ φ(αx + βy) ≤ ψ(αφ(x) + βφ(y)) ≤ αψ ◦ φ(x) + βψ ◦ φ(y). For φ > 0. By the deﬁnition of upper limits and the conclusion above. α. prove that ψ ◦ φ is convex on (a. i∈I Assume I = N and f is pointwise limits of sequences of convex functions {fi }. β ≥ 0 and α + β = 1. b) and if ψ is convex and nondecreasing on the range of φ. b). β ≥ 0and α + β = 1. b). according to the properties of limit. What can you say about upper and lower limits of sequences of convex functions? [Proof]: Suppose that α ≥ 0. [Proof]: Assume that x. for any x. b). ∀i ∈ I. b) is convex on (a. b) and that pointwise limits of sequences of convex functions are convex. It prove that sup fi (αx + βy) ≤ α sup fi (x) + β sup fi (y). it is easy that the upper limits of sequences of convex functions is convex. Let {fi }i∈I be any collection of convex functions on (a. But the lower limits of sequences of convex functions is false. we have fi (αx + βy) ≤ αfi (x) + βfi (y).

for φ > 0. k = 1. Prove that φ is convex. b). it can show that the convexity of log c φ(c > 1) implies the convexity of φ. Assume that φ is a continuous real function on (a. 4 φ(λ1 x + (1 − λ1 )y) = φ( 1 ( x+y + y)) 2 2 ≤ 1 φ( x+y ) + 1 φ(y) 2 2 2 1 1 1 ≤ 2 [ 1 φ(x) + 2 φ(y)] + 2 φ(y) 2 1 3 = 4 φ(x) + 4 φ(y) = λ1 φ(x) + (1 − λ1 )φ(y) Assume that the case λ= k 2n−1 . b) such that φ( 1 1 x+y ) ≤ φ(x) + φ(y) 2 2 2 for all x and y ∈ (a. 2n x+y 1 1 ) ≤ φ(x) + φ(y) 2 2 2 For n = 1. 2n − 1. Since et is nondecreasing convex on R and φ = eln φ . · · · . n ∈ N}. b). b). it shows that (i) φ(λx + (1 − λ)y) = φ( ≤ k ≤ 2n−1 . it is obvious that φ( for all x and y ∈ (a. 2n−1 − 1 k . For n = 2. ∞) but ln φ(x) = 2 ln x is not convex. it shows from the conclusion above that the convexity of ln φ implies the convexity of φ for φ > 0. [Proof]: According to the deﬁnition of convex function. Moreover. 2. For any λ ∈ E with λ = y ∈ (a. 3. and for all x and x+y 1 1 ) ≤ φ(x) + φ(y) = λφ(x) + (1 − λ)φ(y) 2 2 2 2 . Take 2 E={ k | k = 1. · · · . k = 1. suppose that λk = k . 2.we only need to prove the case 0 < λ < 1 . b).and so ψ ◦ φ is convex on (a.1 2n is correct. [counterexample]: φ(x) = x2 is convex on (0. n ≥ 2.

[Proof]: (a) If r < p < s. µ is a positive measure on X. λx + (1 − λy) = Since k x 2n−1 k k 1 k k x + (1 − n )y = ( n−1 x + (1 − n−1 )y + y) n 2 2 2 2 2 ∈ (a. (e) Assume that f r < ∞ for some r < ∞ and prove that f p → f ∞ as p → ∞. it shows that φ is convex on (a. Show that this implies the inclusion L (µ) ∩ L (µ) ⊂ L (µ). Is E necessarily open? losed? Can E consist of a single point? Can E be any connected subset of (0. (b) Prove that ln φ is convex in the interior of E and that φ is continuous on E. By H¨lder’s inequality. (a) If r < p < s. 4. Let E = {p : φ(p) < ∞}. prove that f r s p p ≤ max( f r . 3 . there exists a sequence {λn } ⊂ E with lim λn = λ. b) and so k φ(x) 2n 1 + 2 (1 − k )y) 2n−1 k 1 + 2 φ(y) 1 )φ(y) + 2 φ(y) + (1 − k )y 2n−1 k 1 φ(λx + (1 − λ)y) ≤ 2 φ( 2n−1 x + (1 − ≤ 2n−1 = λφ(x) + (1 − λ)φ(y) For any 0 < λ < 1. b). (ii)for 1 ≤ k < 2n−1 . Assume f > 0. n→∞ Thus φ(λx + (1 − λ)y) = lim φ(λn x + (1 − λn )y) n→∞ ≤ lim (λn φ(x) + (1 − λn )φ(y)) n→∞ = λφ(x) + (1 − λ)φ(y) Therefore. Prove that p ∈ E.when k = 2n−1 . r ∈ E. and s ∈ E. there exist 0 < α < 1 and 0 < β < 1 such that α + β = 1 and p = αr + βs. it follows that o f p p = φ(p) = X |f |p dµ = X |f |αr+βs dµ ≤ { X |f |r dµ}α ·{ X |f |s dµ}β = f αr r · f βs s . E is connected. ∞)? (d) If r < p < s. f s ). (c) By (a). Suppose f is a complex measurable function on X. and φ(p) = X |f |p dµ = f ∞ p p (0 < p < ∞).

For examples: take X = (0. it is easy to show that n→∞ n→∞ sn lim |f (x)| = |f (x)|a . by the Lebesgue control convergence theorem. b). E can be any interval on (0. ∀x ∈ X. take f (x) = (ii)For E = [a. 1). ∞) . x 1 − a −1 x− b . (i) For E = (a. Hence φ is continuous on E. . ∞) 4 . (0 < a < b). Thus. it follows that n→∞ lim φ(sn ) = φ(a). the interior of E is an interval and denoted by (a. Since |f (x)|sn ≤ max |f (x)|a . 1). . |f (x)|s1 . Moreover. it prove that p ∈ E. ln φ is continuous on (a.As r ∈ E and s ∈ E. That is. the other cases can be proved. b) with lim sn = a. |f (x)|s1 ∈ L1 (µ). ln φ is convex in the interior of E. b). ∞). x ∈ [1. ∞) (iii)For E = [a. (c) By (a). x ∈ (0. Moreover. For any decreasing sequence {sn } of (a. For any s. b). b). it shows that E is connected and convex. ∞) and µ is the Lebesgue measure on X. it reduces that E is convex. ∞). ∀x ∈ X and |f (x)|a . (b) By (a). Similarly. x 1 −a 1 x ∈ (0. b]. x 1 − a −1 1 x ∈ (0. Provided that a ∈ E. φ is also continuous on (a. So it proves ln φ(αs + βt) ≤ ln[φ(s)α · φ(t)β ] = α ln φ(s) + β ln φ(t). Since E ⊂ (0. t in the interior of E and 0 < α < 1 and 0 < β < 1. it follows from (a) that φ(αs + βt) ≤ φ(s)α · φ(t)β . take f (x) = x. 1). take f (x) = x− b . (0 < a < b). x ∈ [1. x ∈ [1. b). (0 < a < b). E is connected.

r ≤ f r p r . Therefore. This is 5. And it is easy to know φ(p) = φ(αr + βs) ≤ φ(r)α · φ(s)β ≤ max φ(r). ∞ (e)Firstly since f any p > r. f p x− b+1 . assume that |f (x)| ≤ 1. b].µ({x ∈ x : |f (x)| > 2}) > 0. Under what conditions do these 5 . in addition to the hypotheses of Exercise 4. f s. secondly. ∀x ∈ X. (a) Prove that f f s r ≤ f s . that µ(X) = 1. x ∈ [1. it shows that Lr (µ) ∩ Ls (µ) ⊂ Lp (µ). Assume. φ(s). Moreover. > 0. it shows that f That is f p p p ≤ f r. assume that f = 1 and f r > 0. take f (x) = (v)For E = ∅. ≤ max f r . For 0 < 2p µ({x ∈ x : |f (x)| > 2}) ≤ X |f |p dµ = f p p. And so p→∞ lim f p =1= f ∞. take f ≡ 1. Hence. there exist 0 < α < 1 and 0 < β < 1 such that α + β = 1 and p = αr + βs. (d) If r < p < s. if 0 < r < s ≤ ∞.by (a). ∞ Thirdly. Without generality. x 1 −a 1 x ∈ (0. ∞ = 1 and f r > 0. it shows that f ∞ p > 0 for any 0 < p < ∞. lim f n→∞ p = +∞. 1). ∞) . (0 < a < b). assume that f = +∞. r (b) Under what conditions does it happen that 0 < r < s ≤ ∞ and f < ∞? = (c) Prove that Lr (µ) ⊃ Ls (µ) if 0 < r < s. Thus For any p > r.(iv)For E = (a. Thus. The general case can reduce to the case f completed the proof.

Take α = |f |r · 1dµ ≤ ( X X s r > 1. assume that there are inﬁnte pairwise disjoint members in Ω. 6 . then by (a) it is easy to prove Ls (µ) ⊂ Lr (µ). |f |r = constant a.two spaces contain the same functions? (d) Assume that f r < ∞ for some r > 0. Moreover. Firstly. and prove that p→0 lim f p = exp{ X log |f |dµ} if exp{−∞} is deﬁned to be 0. φ(x) = x r is convex on (0.e. ∞) and by the Jensen’s Inequality. it shows |f |sdµ = X X (|f |r ) r dµ ≥ ( X s (|f |r )dµ) r s and whence f s ≥ f r. If s < ∞. it is easy that |f |r dµ ≤ f X r ∞ µ(X) s and so f r ≤ f ∞. it shows by (a) that f 1 = f ∞ < ∞(0 < r < s). assume 0 < r < s < ∞. n = 1. we will prove the following: Lr (µ) = Ls (µ) ⇔ there exist ﬁnite pairwise disjoint measurable sets at most in Ω = {E ⊂ X : µ(E) > 0}. (c)If 0 < r < s. Then it exists a sequence {En } ⊂ X of pairwise disjoint measurable sets such that 0 < µ(En ) < 1. Then for = f p = f q <∞ and so f is constant almost everywhere by the Holder’s inequality.e. [Proof]: (a) When s = ∞. · · · . r (b) Assume that s = ∞. on X. and f any 1 < p < ∞. 2. Secondly. So it happen that 0 < r < s ≤ ∞ and f r = f s < ∞ if and only if f = constant a. on X. then by the Holder’s inequality |f |s dµ) s = f r r s = f r r Therefore.

it shows that n−(tr+α) = +∞. Provided that f ∈ Lr (µ). and deﬁne r ∞ f= n=1 n−t χEn Then X |f |sdµ = = ≤ X ∞ −ts χEn dµ n=1 n ∞ −ts µEn n=1 n ∞ −ts n=1 n Since st > 1. · · · then 2n tn is the characteristic function of a measurable set Tn ⊂ X. f orallx ∈ X and hn (x) → |f (x)|. Thus f equal to a simple function almost everywhere and so f ∈ Ls (µ). According to the assumption. there are ﬁnite members of {Tn } with nonzero measure at most. ∀x ∈ X. and {Tn } are pairwise disjoint. 2 r Since 0 < α + tr < 1. Lr (µ) = Ls (µ). Put t1 (x) = h1 (x). then there exists an increasing seqnence {hn } of simple measurable functions such that 0 ≤ hn (x) ≤ hn+1 (x) ≤ · · · ≤ |f (x)|. ∞ 1−tr . we assume that there exist ﬁnite pairwise disjoint measurable sets at most in Ω. tn (x) = hn (x) − hn−1 (x). ∀x ∈ X. But X ∞ −tr χEn dµ n=1 n ∞ −tr µEn n=1 n ∞ −tr · n−α n=1 n ∞ −(tr+α) n=1 n ∞ n=1 X |f |r dµ = = ≥ = which α = Hence. n = 2. n → ∞. 3. f ∈ L (µ). Moreover. f (x) = n=1 tn (x). Therefore. it has ∞ n=1 n−t < +∞ and so f ∈ Ls (µ). / Next. 7 .Take 1 s < t < 1 .

β → 1− then c = lim f p→0 p ln |f |dµ+ ln |f |dµ ln |f |dµ ≤e E F =e X . If c=0.(d) Assume that f f and { f f p} p r < ∞ for some r > 0. 8 . Therefore. because x−1 = 1. Thus f p ≤ (1 + α ln |f |p dµ + E F β ln |f |p dµ) p F 1 1 = (1 + p(α Then 0 < c = lim f p→0 ln |f |dµ + β E ≤ eα ln |f |dµ) p ln |f |dµ p E ln |f |dµ+β F Let α → 1+ . f p ≤ f r ≥e X ln |f |dµ . |f (x)|p − 1 < β ln |f (x)|p . then < +∞. F = [|f | < 1]. we may suppose that f is ﬁnite everywhere. Since < +∞. the limit lim f X = c exists. (|f |p − 1)dµ + 0 < β < 1. Let E = [|f | > 1]. it is easy that e r ln |f |dµ = 0. ∀x ∈ E. ∀x ∈ F when p < δ. p→0 p is increasing relative to p. Hence p→0 lim f p =e X ln |f |dµ . 0 < p < r. In the following. we assume c > 0. x→1 ln x lim |f (x)|p → 1. G = [|f | = 1] So we have f p =( =( |f |pdµ) p X E 1 (|f |p − 1 + 1)dµ + E F F (|f |p − 1 + 1)dµ + (|f |p − 1)dµ) p 1 G (|f |p − 1 + 1)dµ) p 1 = (1 + Take α > 1. p → 0 there exists δ > 0 such that |f (x)|p − 1 < α ln |f (x)|p .

11. [Proof]: It is obvious correct when A = ∞ or 0 and so we assume 0 < √ A < +∞ and h : Ω → (0. This complete the proof. and suppose f and g are positive measurable functions on Ω such that f g ≥ 1. prove that √ 1 + A2 ≤ Ω √ 1 + h2 dµ ≤ 1 + A. [Proof]: Since f and g are positive measurable functions on Ω such that f g ≥ 1. √ Ω 1 + h2 dµ ≤ 1 + A. ∞] is measurable. 9 . it follows that o 1≤( ω 1 1 1 (f g) 2 dµ)2 ≤ Ω 1 f dµ · Ω gdµ. 14. Because √ 1 + h2 ≤ 1 + h. Suppose µ(Ω) = 1. ∞)). Prove that f dµ · Ω Ω gdµ ≥ 1. Suppose 1 < p < ∞. relative to Lebesgue measure and F (x) = (a) Prove Hardy’s inequality F p 1 x x f (t)dt (0 < x < ∞). f 2 and g 2 are positive measurable functions on Ω such that (f g) 2 ≥ 1. f ∈ Lp = Lp ((0. Suppose µ(Ω) = 1 and h : Ω → [0. ∞). By H¨lder’s inequality. 0 ≤ p f p−1 p which shows that the mapping f → F carries Lp into Lp . ∞). Since φ(x) = 1 + x2 is convex on (0. If A= Ω hdµ. 12. it shows by the Jensen’s Inequality that √ 1 + A2 ≤ Ω √ 1 + h2 dµ.

Therefore ∞ 0 F p (x)dx = F p (x)x |∞ −p 0 = −p = −p = −p ∞ 0 ∞ 0 ∞ 0 ∞ 0 F p−1 (x)F (x)dx F p−1 (x)xF (x)dx F p−1 (x)(f (x) − F (x))dx F p−1 (x)f (x)dx + p ∞ ∞ 0 F p (x)dx ∞ 0 Thus ∞ ∞ (p−1) 0 F p (x)dx = p 0 F p−1 (x)f (x)dx ≤ p( 0 F (p−1)q (x)dx) q ( 1 f p (x)dx) p 1 and so F Moreover. assume that f ≥ 0 and f ∈ Cc ((0. ∀x ∈ (0. as n → ∞.(b) Prove that equality holds only if f = 0a. ∞)). ∞)). p > 0. (c) Prove that the constant p/(p − 1) cannot be replaced by a smaller one . ∞) and so xF (x) = f (x) − F (x).e. for any p → 0. prove that F ∈ L1 . ∞). / [Proof]: (a) Firstly. Then F (x) = 1 x x f (t)dt (0 < x < ∞) 0 is diﬀerential on (0. ∀f ∈ Cc ((0. It shows by the Jensen’s Inequality that |Fn (x) − F (x)| ≤ ≤ ≤ and thus Fn (x) → F (x). n → ∞. ∞)) is dense in Lp ((0. ∞). since Cc ((0. 10 1 · xq . it is easy that F p p ≤ p f p−1 p. ∀x ∈ (0. ∞)) such that fn − f That is. ∞)). there exist a sequence {fn } ⊂ Cc ((0. ≤ p f p−1 p. ∞)). (d) If f > 0 and f ∈ L1 . Given f ∈ Lp ((0. there exists N > 0 such that fn − f 1 x |fn (t) − f (t)|dt) x 0 1 x 1 ( |fn (t) − f (t)|p dt) p x 0 1 x− p f n − f p < if n > N .

Therefore. (b) Firstly. then G = exists N > 0 such that 0 x ∞ 0 f dµ < +∞ and so it f (t)dt > when x > N . ∞). ∞) to Lp (0. Then.p fn p . ⇔ αF = βf a.e. · · · p−1 it shows that Fn ∈ Lp and {Fn } ⊂ Lp is Cauchy sequence. Moreover. n → ∞ → G p < +∞. it exists G(x) ∈ Lp satisfying Fn − G and so Fn p p → 0. F p ≤ lim Fn n→∞ p = G p < +∞ whence F ∈ Lp . By the completion Fn p Since ≤ of Lp . ⇔ f = 0 a. β ∈ R and αβ = 0 satisfying αF p = βf p a. F p ≤ G p = lim Fn n→∞ p ≤ lim p fn n→∞ p − 1 p = p f p−1 p. the map f → F is continuous from Lp (0.e. Therefore. (c) (d)Suppose that f > 0 and f ∈ L1 . . by (a). n = 1. Thus ∞ ∞ G 2 ∞ N F (x)dx ≥ 0 N 1 x x 0 G f (t)dt ≥ 2 11 1 dx = +∞ x . we have ∞ 0 ∞ p−1 F (x)f (x)dx 0 1 1 ∞ (p−1)q ∞ F (x)dx) q ( 0 f p (x)dx) p 0 1 1 ∞ p ∞ F (x)dx) q ( 0 f p (x)dx) p 0 F p (x)dx = ≤ ≤ p p−1 p ( p−1 p ( p−1 and so F p = p p−1 f p ⇔ ∃ α. assume that f ≥ 0 and f ∈ Cc (0.e. ∞) and F p p−1 p = f p. ∞).e. if f ∈ Cc (0. it shows the conclusion f = 0 a. By the Fatou’s Lemma. 2.

2. k = 1. n = 1. 2. then fn → f in measure.e.and therefore F ∈ L1 .) Assume µ(X) < ∞ and prove the following statements: (a) If fn (x) → f (x)a. F = n=1 Fn . here every ε > 0. For n→∞ p → 0. then fn → f in measure. As En ⊂ Fn .e. It is easy that F ⊂ E and so µ(F ) = 0. Let µ be a positive measure on X. . (b). (b) For every ε > 0.and (c) if µ(X) = ∞. (c) If fn → f in measure. · · · . εp µ(En ) ≤ X |fn − f |p dµ = fn − f 12 p p. · · ·. it is trival that n→∞ lim µ(En ) = 0. suppose that Ek = {x ∈ X : |fn (x) − f (x)| > ε}. A sequence {fn } of complex measurable functions on X is said to converge in measure to the measurable function f if to every ε > 0 there corresponds an N such that µ({x : |fn (x) − f (x)| > ε}) < ε for all n > N . Investigate the converses of (a) and (b).. What happen to (a). · · · . Since {Fn } is a sequence of decreasing measurable sets and µ(X) < +∞. / 18. for instance. Then it follows that for 1 ≤ p < ∞. if µ is Lebesgue measure on R1 ? [Proof]: (a) Set E = {x ∈ X : lim fn (x) = f (x)}. (b) If fn ∈ Lp (µ) and fn − f 1 ≤ p ≤ ∞. then µ(E) = 0. then {fn } has a subsequence which converges to f a. it shows that n→∞ lim µ(Fn ) = µ(F ) = 0. (This notion is of importance in probability theory. 2. It is then proved that fn → f in measure. k = 1. we deﬁne Ek = {x ∈ X : |fn (x) − f (x)| > ε}. 2. · · · . n = 1. ∞ ∞ Fn = k≥n Ek .

2. whenever n > N.e. n = 1. 2k ∞ where Ek = {x ∈ X : |fnk (x) − f (x)| > Deﬁne F = ∞ Ek n=1 k≥n then we have ∞ ∞ µ(F ) ≤ µ( k≥n Ek ) ≤ k=n µ(Ek ) = 1 2n−1 .there exists national nk such that µ(Ek ) < 1 . k = 1. for each national k > N. 13 . < ε. it follows that there exists national N such that |fnk (x) − f (x)| ≤ Therefore. It is then proved that fn → f in measure. 2k lim fnk (x) = f (x). p It is then proved that fn → f in measure. · · · . Prove that φ is then convex. (c)Suppose that fn → f in measure. It then shows that {fn } has a subsequence which converges to f a. it shows that n→∞ lim µ(En ) = 0. p → 0. 2k 1 }. we obtain k→∞ 1 . For any x ∈ X − F . 20. It is obvious that µ(F ) = 0.Since fn − f p → 0. · · · . 2. For every national k. Suppose φ is a real function on R such that 1 1 φ( 0 f (x)dx) ≤ 0 φ(f )dx for every real bounded measurable f . whenever n > N. If p = +∞ and fn − f there exists a national N > 0 satisfying fn − f Hence it shows µ(En ) = 0.

1 (xχ[0.1] )(t)dt) φ ◦ (xχ[0. y ∈ R. 14 . φ is convex.λ] (t) 0 Thus φ(λx + (1 − λ)y) = φ( ≤ Therefore.1] )(t)dt. 1 0 + yχ[λ.1] )(t)dt = λφ(x) + (1 − λ)φ(y).λ] (t) + yχ[λ. Then λx + (1 − λ)y = 0 1 0 < λ < 1. (xχ[0.[Proof]: Assume that x.λ] (t) + yχ[λ.

Again since M = (M )⊥ . {un } is an orthonormal set. but that L∞ (T ) is not separable. vn = xn − u1 = x1 Then it is easy that (v2 . y) + (y. xN } and {u1 . it exist x ∈ M and y ∈ M ⊥ with z = x + y when M is a closed subspace of H. n = 2. prove that M = (M ⊥ )⊥ . · · · .In this set of exercises. Therefore. Let {xn : n = 1. on the other hand. (u2 . It thus follows that M ⊃ (M ⊥ )⊥ and whence M = (M ⊥ )⊥ . Moreover. un = k=1 vn . k = 1. · · · . · · ·} be a linearly independent set of vectors in proved that M = (M ⊥ )⊥ . 2. H. uN } have the same span for all N . 3. uk ) = 0. Show that Lp (T ) is separable if 1 ≤ p < ∞. 3. it shows M ⊥ ⊂ M ⊥ . [Proof]: Let {xn : n = 1. u1 ) = 0. Next. 3. · · · vn . since M ⊂ M . uk )uk . 1 n−1 ¨ § ¥ £ ¡ ©¢¦¤¢ chapter four ⊥ ⊥ (xn . (M ⊥ )⊥ ⊂ (M )⊥ . for any z ∈ (M ⊥ )⊥ . Put x1 . u1 ) = 0 and so (vn . 1. 2. y) = (y. span{xn } = span{un }. 2. assume that M is not closed subspace. y) and so y = 0. u2 . Show that the following construction yields an orthonormal set {un } such that {x1 . Thus. it is obvious that M ⊂ (M ⊥ )⊥ . x2 . n − 1. If M is a closed subspace of H. Therefore. it is 2. · · ·} be a linearly independent set of vectors in H. Is there a similar true statement for subspaces M which are not necessarily closed? [Proof]: It is easy M ⊂ (M ⊥ )⊥ . · · · . 3. Since M ⊂ (M ⊥ )⊥ and (M ⊥ )⊥ is closed. Moreover. z = x ∈ M . H always denotes a Hilbert space. 0 = (z. y) = (x.

it shows the existence of a maximal orthonormal system of H which is at most separable. Since f −g p ≤ f −g ∞. Assume that L∞ (T ) is separable and let {un } is the countable dense subset of L∞ (T ). Thus.t] (s). ). Put ft (s) = χ[0. ft ∈ L∞ (T ) and ft ∞ = 1. according to the assumption. Therefore. ft ∈ U (uk . 0 < t < 2π and extend it to the real axis R with period 2π. ) ∩ {un } is inﬁnite set. 4. Second. 0 < t < t ≤ 2π. If M = H. there exists a countable dense subset M of H if H is separable. / Furthermore. This proves that Lp (T ) is separable. then C(T ) is dense in Lp (T ). suppose that {un } is a countabe maximal orthonormal system of H. assume that 1 ≤ p < ∞. Next. 2 v − v = 0. it exists some uk satisfying U (uk . . then 1 = f t − ft ∞ ≤ f t − uk ∞ + f t − uk ∞ <2 <1 It is contradiction. ∀f. ther exists an element v ∈ H and v ∈ M . Show that H is separable if and only if H contains a maximal orthonormal system which is at most countable. Put M = span{un }. L∞ (T ) is not separable. we prove that L∞ (T ) is not separable. Let N is the maximal linearly independent subset of M . By the conclusion of Exercise 2. g ∈ C(T ) ˜ and so it shows that P is countable dense subset in Lp (T ).[Proof]: Firstly. [Proof]: First. 1 Take 0 < < 2 . Put ft . it is obvious that P is ˜ dense in C(T )and P is also. un )un ∈ M . ˜ Let P be the set of all trigonometric polynomials and P be the set of all trigonometric polynomials with rational coeﬃcients. v= n=1 ∞ (v.

· · ·} ⊂ H. it then exists nk ∈ N n a2 > k. ∀x ∈ H. the assumption is error and 3 a2 < ∞. u2 . un ) = 0. So H is separable. Then it exists unique element y = 0 of H such that Lx = (x. 7. 1 < n1 < n2 < n3 < · · · n n=1 Hence c2 k Put bn = Then ∞ an . assume that L = 0. u1 . It thus follows that M = H. Suppose that {an } is a sequence of positive numbers such that ∞ whenever bn ≥ 0 and [Proof]: Assume that such that n=1 nk a n bn < b2 < ∞. k = 1. (u0 . where L is a continuous linear functional on H. · · · . M ⊥ = span{y} since M is a closed subspace by the continuity of L. in the following. That is. then M = H and M ⊥ = {0}. {u0 . If M = {x : Lx = 0}. For any k ∈ N. 2. Thus. y).Let u0 = v−v v−v . This complete the proof. [Proof]: If L = 0. b2 n = k=1 n=nk ∞ n=1 a2 n = k 2 c2 k +1 a2 n = kck +1 ∞ k=1 ∞ 1 < +∞ k2 ck = +∞ k but ∞ nk+1 a n bn = n=1 k=1 n=nk k=1 Therefore. Prove that n ∞ a2 < ∞. · · ·} ⊂ H is a orthonormal set but this contradict the maximality of {u1 . · · · 1 ≤ n < n1 ∞ nk+1 0. n = 1. k = 1. n . Therefore. kck nk+1 = nk +1 a2 > 1. 5. prove that M ⊥ is a vector space of dimension 1(unless M = H). n nk ≤ n < nk+1 . · · · . then u0 = 1. 2. y ⊥ M and so M = span{y}⊥ . n a2 = +∞. u2 . 2.

y0 ) = . prove that n→∞ lim cos nxdx = lim A n→∞ sin nxdx = 0. y = 1}. 2π] and A is measurable. then (x0 . 2π]). it shows that x0 = P x0 + Qx0 and Qx0 = min{ x − x0 : x ∈ M }.9. [Proof]: Suppose that P and Q are the projections on M . we may put y0 = Qx0 . |n| → ∞ Furthermore. y = 1} = Qx0 . eint )| → 0. y)| ≤ Qx0 · y = Qx0 . Thus max{|(x0 . eint )|2 = χA n∈Z 2 < +∞ Therefore. y) = (P x0 + Qx0 . M ⊥ respectively. 2π]). Since L2 ([0. Then (x0 . then χA ∈ L2 ([0. and so we have |(χA . A 16. it shows that |(χA . 2π]) is Hilbert space and {eint : n ∈ Z} is the maximal orthonormal set of L2 ([0. y)| : y ∈ M ⊥ . If A ⊂ [0. A [Proof]: If A ⊂ [0. 2π] and A is measurable. y) = (Qx0 . Since Qx0 ∈ M ⊥ . This complet the proof. y) and whence |(x0 . If x0 ∈ H and M is a closed linear subspace of H. 4 Qx0 Qx0 when Qx0 = 0. y)| : y ∈ M ⊥ . for any y ∈ M ⊥ with y = 1. it follows that n→∞ lim cos nxdx = lim A n→∞ sin nxdx = 0. y)| = |(Qx0 . prove that min{ x − x0 : x ∈ M } = max{|(x0 . On the other hand. For x0 ∈ H.

1 |f (t)|dt = f 1 ≤ f ∞. 1]. f (t)dt = 1. 4. β ≤ 1 and α + β = 1. 1]. such that 0 1 Show that M is a closed convex subset of L1 ([0. 0 0 (1 − |f (t)|)dt = 0. ∀t ∈ [0. y ∈ S. Prove that the unit ball(open or closed) is convex in every normed linear space. Assume that 0 ≤ α. Let M consist of all f ∈ C for which 1 2 f (t)dt − 1 2 0 Prove that M is closed convex subset of C which contains no element of minimal norm. [Proof]: By use of the Lebesgue dominated convergence theorem. Moreover. αx + βy ≤ αx + βy = α x + β y < α + β = 1 and so αx + βy ∈ S. 1 − |f (t)| ≥ 0. it holds that 1 |f (t)|dt = 1. 1]) which contains inﬁnitely many elements of minimal norm. For any x. [Proof]: Let X be a normed linear space and S be the open nuit ball of X. 1]). M is closed / convex subset of C which contains no element of minimal norm. it is easy that M is closed convex set of C. 1= 0 1 2 1 f (t)dt − 1 2 f (t)dt ≤ 0 If f ∈ C and f 1 ∞ = 1. ∀t ∈ [0. relative to Lebesgue measure. 1] and so |f (t)| = 1. Let M be the set of all f ∈ L1 ([0. Let C be the space of all continuous functions on [0. with the supremum norm. f ∈ M . 1 ¨ § ¥ £ ¡ ©¢¦¤¢ chapter ﬁve 1 f (t)dt = 1. . 5. Therefore. for any f ∈ M . But in this case. It shows that S is convex.2.

1]). g ∈ M ⊂ L ([0. and ntn−1 1 1 ≥ 1. and fn − f Then 1 1 1 1 1 → 0. given {fn } ⊂ M . x∈M x ∈ M⊥ and then it is proved that F is the norm-preserving linear extension on H of f and this extension vanishes on M ⊥ . there exists a ˜ sequence {xn } ⊂ M such that xn −x → 0 and then deﬁne f (x) = lim f (xn ). ∀f ∈ M. Moreover. we assume f = 0. f Since ntn−1 ∈ M. =1 it shows that M contains inﬁnitely many elements of minimal norm. fn (t)dt − 0 0 f (t)dt = 0 1 n→∞ ≤ 0 |fn (t) − f (t)|dt = fn − f 1 1 →0 and so lim 0 fn (t)dt = 0 f (t). β ≤ 1 and α + β = 1. For any f. n → ∞. It follows that f ∈ M since {fn } ⊂ M and so M is closed convex subset. In the following. n→∞ So we can deﬁne a linear functional of H such that F (x) = ˜ f (x). Prove that f has a unique norm-preserving extension to a bounded linear functional on H. ∀n ∈ N. for any norm-preserving linear 2 . for any x ∈ M . Let f be a bounded linear functional on a subspace M of a Hilbert space H. 1 1 1 1 [αf + βg](t)dt = α 0 0 f (t)dt + β 0 g(t)dt = α + β = 1 whence αf + βg ∈ M . [Proof]: If f = 0. 0. So M is convex. 6. Since f is a bounded linear functional on a subspace M .[Proof]: Assume that 0 ≤ α. Next. we only need to take the bounded linear functional F = 0 on H. In fact. Moreover. it is easy to extend f to a bounded linear ˜ ˜ functional f on M and f = f . and that this extension vanishes on M ⊥ .

8. n→∞ It is easy that f is a linear functional on X. 5. ∀x ∈ X. ther is M > 0 satisfying fn ≤ M. of norm x .21.˜ extension g on H of f . for . ∀n. (c) Prove that { xn } is bounded if {xn } is a sequence in X such that {f (xn )} is bounded for every f ∈ X ∗ . ∀x ∈ X and so f ≤ M . Since { fn } is a cauchy sequence. (b) Prove that the mapping f → f (x) is. Therefore. for each x ∈ X. · · · . there is a N > 0 such that ⊥ fn − fm < . (a)Prove that X ∗ is a Banach space. it shows that it is unique that the norm-preserving extension of f to a bounded linear functional on H which vanishes on M ⊥ . ∀x ∈ X. 3 ≤ x (M + ). N as above. X ∗ is a Banach space. n = 1. as deﬁned in Sec. it shows for n > N the following |f (x)| ≤ |fn (x)| + x It forces |f (x)| ≤ M x . g |M = f . Since M ⊥ = M and H = M ⊕ M ⊥ . Hence. and let X ∗ be its dual space. Given {fn } ⊂ X ∗ is a cauchy sequence. That is. then for any > 0. a bounded linear functional on X ∗ . Let X be a normed linear space. m > N and so |fn (x) − fm (x)| ≤ fn − fm · x < x · . ∀n. Thus {fn (x)} ⊂ C is also a cauchy sequence and so we can deﬁne f (x) = lim fn (x). [Proof]: (a) It is obvious that X ∗ is a normed linear space. . m > N. f ∈ X ∗ . 2. ∀x ∈ X. with the norm f = sup{|f (x)| : x ≤ 1}.

every Λ ∈ (c0 )∗ is obtained Λx = i=1 ξi ηi . since (l∞ )∗ contains nontrivial functionals that vanish on all of c0 . (a) If y = {ηi } ∈ l1 and Λx = in this way. then Λ is a bounded linear functional on c0 . Let c0 . 4 . From the Hahn-Banach Theorem. (c) Suppose that {xn } ⊂ X such that {f (xn )} is bounded for every f ∈ X . Prove the following four statements. By (a). deﬁne as follows: x ∈ l1 if and only if x x ∈ L∞ if and only if x 1 ∗ = |ξi | < ∞. ∞ = sup |ξi | < ∞. i = 1. Since |Λ(f )| = |f (x)| ≤ f · x .(b) and the Banach-Steinhaus Theorem. c0 is the subspace of l∞ consisting of all x ∈ l∞ for which ξi → 0 as i → ∞. (c0 )∗ = l1 . (b) In the same sense. Moreover. ∀x = {ξi } ∈ c0 . [Proof]: (a) For each y = {ηi } ∈ l1 . we deﬁne ∞ ξi ηi for every x ∈ c0 . l1 . there is g ∈ X ∗ such that g(x) = x and g = 1. ∀f ∈ X ∗ Then for any f. It implies that Λ = x . this does not give all of (l∞ )∗ . β ∈ C. (l1 )∗ = l∞ . ∀f ∈ X ∗ whence Λ ≤ x . deﬁne λ(f ) = f (x). (c) Every y ∈ l1 induces a bounded linear functional on l ∞ . · · ·.(b) For each x ∈ X. 9. l∞ be the Banach spaces consisting of all complex sequences x = {ξi }. In brief. 2. g ∈ X ∗ and α. and Λ = y 1 . However. as in (a). (d) c0 and l1 are separable but l∞ is not. Λ(αf + βg) = (αf + βg)(x) = αf (x) + βg(x) = αΛ(f ) + βΛ(g) and we see that Λ is a linear functional on X ∗ . it is easy to prove that { xn } is bounded.

take ηi = Λei . (b) For each y = {ηi } ∈ l∞ . · · · . 2. i = 1. ≤ Λ . Λ ∈ (c0 )∗ . 2. It is obvious that ei ∈ c0 and ei ∞ = 1. or i > n. 0. Assume xn = {ξin }. (c0 )∗ = l1 . Then the above series converges absolutely and so Λ is linear mapping. · · · . deﬁne ∞ Λx = i=1 ξi ηi . 2. i = 1. i = 1. 0. n. Since |Λx| ≤ x ∞ · y 1 it follows that Λ ≤ y 1 . · · ·. = 1. On the other hand. it implies that Λ ≤ y and so Λ = y 1 . Thus. Therefore. 2. n = 1. ηi = 0.Then the above series converges absolutely and so Λ is linear mapping. · · · . From the proof above. |ηi | ∞ ∞ = Λ . Then |ηi | = |Λei | ≤ Λ · ei Let y = {ηi } and then y ∈ l∞ with y ξin then xn ∈ c0 with xn = ∞ ηi . x = i=1 ξi ei and 1 so Λx = i=1 ξi ηi . 0. 1. n Λxn = i=1 |ηi | ≤ Λ · xn ∞ = Λ whence ∞ |ηi | ≤ Λ i=1 ∞ Thus y ∈ l1 and y ∞ 1 ≤ Λ . Since for any x = {ξi } ∈ c0 . · · · . · · ·. i = 1. ∀x = {ξi } ∈ l1 . }. put i ei = {0. 2. For any Λ ∈ (c0 )∗ . where ηi = 0. · · · . Moreover. 0. Since |Λx| ≤ y 5 ∞ · x 1 .

Λ ∈ (l1 )∗ . (c0 )∗ = l1 and so f ∈ l1 . n ∈ N. ∞ x= i=1 ξi ei and so Λx = Therefore. αn . (l1 )∗ = l . Since |Λx| ≤ x ∞ · y 1 it shows that Λ ≤ y 1 . / (d) Since span{ei } = c0 . · · · . ≤ Λ . 2. Moreover. n ρn = i=1 |αi |. 0. [Proof]: Put x = {αi }. Put ∞. By (a). On the other hand.it shows that Λ ≤ y Λ ∈ (l1 )∗ . (c) For each y = {ηi } ∈ l∞ . Then |ηi | = |Λei | ≤ Λ · ei Let y = {ηi } and then y ∈ l∞ with y ∞ ∞ ∞ 1 = Λ . ∀x = {ξi } ∈ l∞ . Thus. αi ξi converges for every sequence (ξi ) such that ξi → 0 as i → ∞. |αi | < ∞. Thus. l1 = (l∞ )∗ . If prove that c0 span{ei } = l1 l1 it is easy to prove that c0 . Then the above series converges absolutely and so Λ is linear mapping. ρn (ξ) = i=1 αi ξ i . It implies that Λ ≤ y and so Λ = y ∞. l1 are separable. 10. xn = {α1 . 0. deﬁne ∞ Λx = i=1 ξi ηi . there is f ∈ (l ∞ )∗ such that f |c0 = 0. by the Hahn-Banach theorem. Λ ∈ (l∞ )∗ . suppose that ηi = Λei . α2 . and deﬁne ρ(ξ) = i=1 ∞ n αi ξi . Therefore. i=1 ∞ ξi ηi . i = 1. Since for any x = {ξi } ∈ l1 . · · ·}. ξ = {ξn } ∈ c0 . Since c0 ⊂ l∞ is closed subspace. 6 . · · · . Then ρ is linear and ρn (n ∈ N) is bounded linear functionals on c0 .

|fn (s)−fm (s)| |s−a|α > 0. n ∈ N That is. For 0 < α ≤ 1. |f (s)−f (t)| |s−t|α ≤ ≤ |fn (s)−fn (t)| (s)−f (t)−f + |fn |s−t|α(s)| + |fn|s−t|α(t)| |s−t|α |fn (s)−f (s)| (t)−f + |fn|s−t|α(t)| + G |s−t|α 7 .b] [Proof]: It is easy to prove that Lipα is a normed linear space with the corresponding norm. There thus exists G > 0 such that Mfn ≤ G. m > N . ∀s ∈ [a. if f = Mf + sup |f (x)|. x∈[a. b]. i=1 It thus forces that on [a. 11. let Lipα denote the space of all complex functions f Mf = sup s=t |f (s) − f (t)| < ∞. if f = |f (a)| + Mf . we can deﬁne n→∞ lim fn (s) = f (s). (a) Assume f = |f (a)| + Mf . ∀ξ ∈ c0 exists. also. Since for any s. b] for which ∞ i=1 |αi | < +∞. there is M > 0 satisfying ρn ≤ M . b]. t ∈ [a. For any such that |fn (a) − fm (a)| < . for each n ∈ N. b] and s = t. there is N > 0 ≤ ≤ |fn (a)−fm (a)| + |fn (s)−fm (s)−fn (a)+fm (a)| |s−a|α |s−a|α |fn (a)−fm (a)| Mfn −fm + |s−a|α It implies that {fn (s)} is cauchy sequence for each s ∈ [a. For every s ∈ (a. n |αi | ≤ M. by the Banach-Steinhaus Theorem. Therefore. Let {fn } be a cauchy sequence of Lipα.Since n→∞ lim ρn (ξ) = ρ(ξ). Mfn −fm < when n. b]. |s − t|α Prove that Lipα is a Banach space. n ∈ N.

i = 1. xi ∈ X. |f (s)−f (t)| |s−t|α ≤ ≤ |fn (s)−fn (t)| (s)−f (t)−f + |fn |s−t|α(s)| + |fn|s−t|α(t)| |s−t|α |fn (s)−f (s)| (t)−f + |fn|s−t|α(t)| + G |s−t|α Let n → ∞. for any s. [Proof]: Provided that X. f ∈ Lipα and so Lipα is a Banach space. (b) Assume f = Mf + sup |f (x)|. y) | x ∈ X. |s − t|α That is. ∀x ∈ X.b] |f (x)| and is cauchy sequence. y.Let n → ∞. α(x. y ∈ Y } The addition and scalar multiplication on X ⊕ Y are diﬁned in the obvious manner as follows: (x1 . f ∈ Lipα and so Lipα is a Banach space. Deﬁne X ⊕ Y = {(x. and suppose Λ is a linear mapping of X into Y . then sup s=t |f (s) − f (t)| ≤ G < +∞. x∈[a. b] sup |fn (x) − f (x)| → 0.b] such that Moreover. 2. Put f so { fn ∞} ∞ = supx∈[a. it is true that y = Λx. y1 +y2 ). y1 )+(x2 . ∀x. αy). yi ∈ Y. n → 0. then sup s=t |f (s) − f (t)| ≤ G < +∞. with the following property: For every sequence {xn } in X for which x = lim xn and y = lim Λxn exist. Then it exists a complex function f on [a. b] and s = t. Suppose X and Y are Banach spaces. y) = x + y . Y are Banach spaces. t ∈ [a. 16. for each n ∈ N. |s − t|α That is.b] There thus exists G > 0 such that Mfn ≤ G. y ∈ Y 8 . x∈[a. If put (x. y) = (αx. Prove that Λ is continuous. y2 ) = (x1 +x2 .

it show that T −1 is continuous and so there is M > 0 such that T −1 ≤ M . yn − y) = xn − x + yn − y → 0. Given {(xn .it then implies that X ⊕ Y is normed linear space. Hence. Λx) ∈ G. Take T (x. Λx) = x ≤ x + Λx = (x. Assume that {(xn . Prove that Mf ≤ f ∞. So there exist x ∈ X and y ∈ Y such that xn − x → 0. For which measure µ is it true that Mf = f ∞ for all f ∈ L∞ (µ)? For which f ∈ L∞ (µ) does Mf map L2 (µ) onto L2 (µ)? 9 . It follows that Λ is continuous. Therefore. y) = (xn − x. yn ) − (x. it exist x ∈ X and y ∈ Y such that xn − x → 0. n → ∞. such that Mf g = f g. This implies that X ⊕ Y is Banach space. It thus shows that G is closed and so G is a Banach space. 17. T is injective and surjective bounded linear mapping. then T is linear mapping and T (x. and then {xn } ⊂ x and {Λxn } ⊂ Y are aslo cauchy sequences. Λxn − y → 0. Put G = {(x. Λx) = T −1 x ≤ M x . ∀x ∈ X and so Λx ≤ M x . and so {xn } ⊂ X and {yn } ⊂ Y are also cauchy sequences. Λxn )} ⊂ G is cauchy sequence. According to the property of Λ. Λx) . ∀x ∈ X whence T ≤ 1. each f ∈ L∞ (µ) deﬁnes a pultiplication operator Mf on L2 (µ) into L2 (µ). yn )} ⊂ X ⊕ Y is cauchy sequence. ∀x ∈ X. Thus x + Λx = (x. If µ is a positive measure. it holds that Λx = y and (x. Λx) | x ∈ X} it is easy that G is a subspace of X⊕Y . n → ∞. By the open mapping theorem. Λx) = x for each x ∈ x. Moreover. yn − y → 0. if n → ∞. (xn .

[Proof]: For every x ∈ X. · · · . Furthermore. k > N. ∀g ∈ L2 (µ) Thus it shows that Mf ≤ f If f ∈ L (µ) with 1 f ∞. It thus exists a sequence {yk } ⊂ Y such that Λn xk → yk . deﬁne Mf g = f g. {Λn xk } ⊂ Y converges for each k ∈ N. suppose Λn ≤ M < ∞ for all n. Mf g ∞ 2 = fg ∞ 2 ≤ f ∞ · g 2 . k = 1. n → ∞. n→∞ 10 . For any > 0. Λn x − y = Λ n x − Λ n xk + Λ n xk − y k + y k − y ≤ Λ n · x k − x + Λ n xk − y k + y k − y ≤ M · x k − x + Λ n xk − y k + y k − y This implies that lim Λn x = y.[Proof]: For each f ∈ L∞ (µ). Moreover. there exists N > 0 such that xk − xk and so yk − yk = lim Λn (xk − xk ) ≤ lim Λn · xk − xk n→∞ n→∞ < M . Prove that {Λn x} converges for each x ∈ X. Suppose {Λn } is a sequence of bounded linear transformations from a normed linear space X to a Banach space Y . and suppose there is a dense set E ⊂ X such that {Λn x} converges for each x ∈ E. there is y ∈ Y with yk − y → 0. there is a sequence {xk } ⊂ E such that xk − x → 0(k → ∞) since E ⊂ X is a dense subset. Therefore. ≤M· M = It hence implies that {yk } ⊂ Y is a cauchy sequence. ∈ L (µ). 2. then Mf maps L2 (µ) onto L2 (µ). ∀g ∈ L2 (µ) Then it is easy that Mf is a linear operator from L2 (µ) into L2 (µ). ∀k. 18. Since Y is a Banach space.

Therefore. λ ∈ M (X) and α ∈ C. For any measurable set E in X and it exist compact sets K1 . > 0. |λ|(G2 ) < |λ|(E) + 2 2 Take K = K 1 ∪ K2 . Prove that the example given at the end of Sec. In fact. Since |µ+λ| and |µ|+|λ| are bounded positive measures and |µ + λ| ≤ |µ| + |λ| it shows that |µ + λ| is regular Borel measure. Prove that the vector space M (X) of all complex regular Borel measures on a locally compact hausdorﬀ space X is a Banach space if µ = |µ|(X). [Proof]: Firstly. [Proof]: 3. it shows that M (X) is a linear space. (|µ| + |λ|)(G) < (|µ| + |λ|)(E) + and so |µ|+|λ| is regular Norel measure.2. |λ| are regular Borel measures. then µ is regular ⇔ for any measurable set E and K ⊂ E and open set G ⊃ E such that µ(E − K) < . assume µ. we have the following conclusion: Suppose that µ is bounded positive measure. Deﬁne µ = |µ|(X). g = G 1 ∩ G 2 it implies that Kis compact and G is open. there are compact subset . ∀µ ∈ M (X) 1 ¨ § ¥ £ ¡ ©¢¦¤¢ chapter six > 0. (|µ| + |λ|)(E) < (|µ| + |λ|)(K) + .10 has stated properties. Then αµ ∈ M (X) and |µ|. Moreover. |λ(E)| < |λ|(K2 ) + 2 2 |µ|(G1 ) < |µ|(E) + . K2 ⊂ E and open sets G1 . G2 ⊃ E satisfying: |µ|(E) < |µ|(K1 ) + . 6. µ(G − E) < .

(b) |gn (x)| ≤ n.it is easy to show that µ is norm and M (X) is normed linear space. 2. Deﬁne Tn (f ) = X ∞ n=1 En . Moreover. 2. Suppose 1 ≤ p ≤ ∞. Therefore. Prove that then g ∈ Lq (µ). It thus shows that χXn ∈ Lp (µ). 2. n = 1. ∀x ∈ X. · · ·. Since (C0 (X))∗ is a = Banach space and so M (X) is also. [Proof]: Since µ is a positive σ-ﬁnite measure. n = 1. · · ·. n = 1. · · · 2 . 2. 2. Suppose µ is a positive σ-ﬁnite measure and g is a measurable function such that f g ∈ L1 (µ) for every f ∈ Lp (µ). · · · . 2. ∀x ∈ X. n = 1. (a) gn (x) → g(x). Since |Tn (f )| ≤ X |f gn |dµ = En |f g|dµ ≤ X |f g|dµ ≤ f g 1 . n = 1. 2. It implies that g is ﬁnite almost everywhere on X and so we may assume that g is ﬁnite on X. it is obtained that M (X) ∼ (C0 (X))∗ . · · · . ∀f ∈ Lp (µ) it is easy to prove that {Tn } is bounded linear functionals on Lp (µ) with Tn = gn q . Let En = {x ∈ X | |g(x)| ≤ n}. 4. n = 1. Then {En } is a sequence of increasing measurable sets and X = gn = χEn · g and then {gn } are measurable on X. n = 1. · · · . µ). there is a sequence of disjoint measurable sets {Xn } of X such that ∞ X= n=1 Xn . µ(Xn ) < +∞. · · · . and q is the exponent conjugate to p. · · · . Put f gn dµ. g ∈ L1 (Xn .19. n = 1. 2. By Theorem 6. (c) gn ∈ Lq (µ).

g q X q |g|q dµ) q ≤ M. it shows from X = x ∈ En and so |g(x)| = |gn (x)| ≤ gn it shows that g ∞ ∞ q ≤ M . · · · . because |gn (x)| ≤ |gn+1 (x)|. Assume En = {x ∈ X : |g| ≥ 1 }. In the case 1 ≤ q < ∞. 2. · · · . n → ∞ and so ( Therefore. Then we can deﬁne Tg (f ) = x p ∗ f · gdµ. ∀x ∈ X By the Lebesgue’s monotone convergence Theorem. 1 ≤ M and g ∈ L (µ).By use of the Banach-Steinhaus Theorem. n It is obvious that {En } is an increasing sequence of measurable sets and ∞ En = E = {x ∈ X : |g| > 0}. 6. Sppose 1 < p < ∞ and prove that Lq (µ) is the dual space of Lp (µ) even if µ is not σ-ﬁnite. ∞ n=1 En that there is n > 0 for any x ∈ X with ≤ M. n = 1. (a) Since for any f ∈ Lp (µ) and g ∈ Lq (µ). 2. n = 1. there is M > 0 such that Tn ≤ M . |gn (x)| → |g(x)|. n = 1. it is easy that f · g ∈ L1 (µ). ∀f ∈ Lq (µ) and Tg ∈ (L (µ)) with Tg ≤ g q . n=1 3 . n = 1. it shows |gn |q dµ → x X |g|q dµ. [Proof]: Sppose 1 < p < ∞ and µ is not σ-ﬁnite. It hence implies that gn If q = ∞. ≤ M and g ∈ L∞ (µ). · · · . 2. 2. · · · .

it shows that |g|q dµ = En X q |fn | · |g|dµ → X q |g|q dµ. and |f |p dµ ≤ En X 1 µ(En )( )p ≤ n able set. · · ·. provided that {fn } ⊂ M is a cauchy sequence. n = 1. In fact. Therefore.Put fn = χEn |g|q−1 α where αg = |g|. At ﬁrst. n → ∞. and put M = {f ∈ Lp (µ) : Df ⊂ E} then M ⊂ Lp (µ) is a Banach subspace. n → ∞. 4 . Df = {x ∈ X : f (x) = 0}. n En . n = 1. n = 1. {|fn |} converges increasingly to |g|q−1 . deﬁne X |g|q dµ ≤ Tg and so g = Tg . there is f ∈ Lp (µ) such that fn − f p → 0. n = 1. 1 Moreover. · · · . · · · . (b) Assume Φ ∈ (Lp (µ))∗ and Φ = 0. Then fn ∈ Lp (µ) and fn p =( En |g|q dµ) p . 2. En = {x ∈ X : |f (x)| ≥ Since Df = ∞ n=1 1 }. 2. En By the Lebesgue’s monotone convergence Theorem. |f |pdµ < +∞ it thus follows that µ(En ) < +∞. 2. and so |g|q dµ ≤ Tg · fn En p = Tg · ( En |g|q dµ) p 1 It shows that |g|q dµ ≤ Tg q . given E ⊂ X is σ-ﬁnite measurable set. Hence. 2. · · · . |α| = 1. and so Df is σ-ﬁnite measurSecondly. Tg (fn ) = X fn · gdµ = En |g|q dµ. for each f ∈ Lp (µ).

by the Hahn-Banach Theorem. assume that A ⊂ X is σ-ﬁnite measurable set and write B = A ∪ F . hE q = Φ |E = Φ |M ≤ Φ . n = 1. It is easy that gE ∈ Lq (µ). 2. it can extend Φ |M to a bounded linear functional Φ |E of Lp (E. Therefore. · · · . it show sthat hB = hF on F almost everywhere 5 . Therefore. then F is a σ-ﬁnite measurable set. ∀f ∈ M . ∀f ∈ M. Φ |M is a bounded linear functional on M . Φ = gF q q ≤ gB q ≤α≤ Φ . n → ∞. · · · . DgE ⊂ E. then g ∈ Lq (µ) and Thirdly. Dfn . Then Φ = α = gF That is. Because there is a sequence {fn } ⊂ Lp (µ) satisfying: fn Take F = ∞ n=1 p = 1. 2. Moreover. |Φ(fn )| → Φ . n = 1. = α. Order α = sup{ gE q : E ⊂ X is σ − ﬁnite measurable subset} it is obvious that 0 ≤ α ≤ Φ . = gB q . Take gE = hE on E and gE = 0 when x ∈ X − E. It implies that f ∈ M . Since Lp (F. µ) ⊂ Lp (B. µ) and so there is unique hE ∈ Lq (E. B is also σ-ﬁnite measurable set. = gF q q |Φ(fn )| ≤ Φ |F ≤ α ≤ Φ .So it exists a subsequence of {fn } ⊂ M which converges to f almost everywhere. it holds that Φ = gF Φ = g q. Since it also that M ⊂ Lp (E. µ). µ) such that Φ(f ) = E f · hE dµ. Write g = gF . µ). gE and Φ(f ) = E q = hE q ≤ Φ f · hE dµ = X f · gE dµ.

It implies that g = gF = gB a. Therefore. ﬁnally. from the conclusion above. Again since Φ q = = = = ≥ X B |gB |q dµ |gB |q dµ |gB |q dµ + |gB |q dµ + F F A−F A−F F |gB |q dµ |gF |q dµ |gF |q dµ q = Φ Hence.e. (Lp (µ))∗ = Lq (µ).and so gB = gF a. on A − F . it shows that Φ(f ) = X gDf ∪F f dµ = X gf dµ. 6 . on F .e. on X. it holds that A−F |gB |q dµ = 0 and so gB = 0 a.e.

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