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https://www.scribd.com/doc/64487330/RealAnalysisJYeh
08/18/2013
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Let (/„ : n € N) be a sequence of extended realvalued functions on a subset D of a set
X. For each x e D, (/«(•*) : n e N) is a sequence of extended real numbers. Thus
liminf fn(x) = lim { inf fk{x)} and limsup/„(x) = lim { sup fk(x)} always exist in
n*oo
n>oo jfc>n
n>oo
n>oo
k>n
R. lim /„(*) exists in R if and only if liminf fn(x) = lim sup fn(x).
«>oo
n^oo
n^oo
We say that (fn(x) : n 6 N) converges if lim /«(x) exists and lim fn{x) e R.
We say that (/„ : n e N) is a monotone sequence if (fn(x) : rc e N) is a monotone
sequence of extended real numbers for every x e D.
The functions min /„, max /„, inf /„, sup/„, liminf/„, limsup/„, and
n=l
N
n=\,...,N
neN
n6pj
«eN
„65j
lim /„ are defined pointwise. Thus
min fn)(x)=
min
fn(x),
n=l,... ,/v
n=l,... ,N
_max /„)(x) : max
fn(x),
n=\
A'
inf/„)(*) = inf f„(x),
sup/„)(x) = sup/„(x),
neN
neN
liminf fn)(x) = liminf fn(x),
neN
neN
Hmsup/„)(jc) = lim sup/„(*),
neN
neN
lim fn)(x) = lim fn(x).
Theorem 4.21. Let (X, 21) be a measurable space and let (/„ : n e N) be a monotone
sequence of extended realvalued 'Simeasurable functions on a set D G 21. Then lim /„
n»oo
exists on D and is Simeasurable on D.
Proof. If (/„ : n £ N) is a monotone sequence on D, then (fn(x) : n e N) is a monotone
sequence of extended real numbers so that lim fn(x) exists in R for every x e D. Thus
n—>oo
lim /„ exists on D.
n—>oo
Let us show the 2lmeasurability of lim /„ on D. If (/„ : n £ N) is an increasing
n—>oo
sequence, then for any aelwe have lim fn(x) > a if and only if fn(x) > a for some
80
CHAPTER 1 Measure Spaces
neN. Thus [D : lim /„ > a}  M„,N \D : fn > a) e 21. This shows that lim /„ is
2lmeasurable on D by (ii) of Lemma 4.4. If (fn:ne
N) is a decreasing sequence, then
(—/„ : n e N) is an increasing sequence and thus lim (—/„) is Qtmeasurable on D by
n—»oo
our result above. But lim (/„) =  lim /„. Thus  lim /„ is 2lmeasurable on D.
n—>oo
n—>oo
n—»oo
Then lim /„ is 2lmeasurable on D by Theorem 4.11. •
n—»oo
In the proof above of the 2lmeasurability of the limit function lim /„ of an increasing
n—>oo
sequence (/,:neN), we applied criterion (ii) of Lemma 4.4 for 2lmeasurability. Let us
comment that criterion (iii) of Lemma 4.4 for 2lmeasurability is not applicable here. For
an increasing sequence (/„ : n 6 N) and an arbitrary a € R, we have lim fn{x) > a if
and only if fn(x) > a for some n e N. However
lim f„(x) > a $> fn(x) > a for some n e N.
n>oo
Consider for instance a strictly increasing sequence (fn(x) : n e N) such that fn(x) < a
for every n € N and lim fn{x) = a. We have lim fn(x) > a but /„(*) < a for every
n>oo
n>oo
« € N.
Theorem 4.22. Let (X, 21) be a measurable space and let (/„ : n e N) be a sequence of
extended realvalued ^.measurable functions on a set D € 21.
(a) The functions min /„, max /„, inf/„, sup /„, lim inf /„, and lim sup /„
n=l,...,N
n=l,...,N
nefi
nspj
«eN
„ej^
are ^measurable on D.
(b) Let De = \D : lim /„ £ R}. 77ien £><, € 21 <2/x
Proof. 1. Let us show the 2lmeasurability of min /„ on D. Let a e R and x e D.
n=\,...,N
Then min {/i(x),... , /#(*)} < a
if and only if fn(x) < a for somen = 1,... , N. Thus
N
{D : min /„ < a] = [j {D : fn < a} e 2t
n=\
by (iv) of Lemma 4.4. This proves the 2lmeasurability of min /„ on D. Similarly
n=l
N
max{/i(jc),... , fhiix)} > a if and only if f„(x) > a for some n = 1,... , N so that
N
[D: max /„ > a) = (J {D : /„ > a] e 21
by (ii) of Lemma 4.4. This proves the 2lmeasurability of max /„ on D.
n=\
N
2. Let us show that inf /„ is 2lmeasurable on D. Let a € R and x e D. Now
inf fn(x) is the greatest lower bound of [f„(x) : n e N}. If the greatest lower bound of
{fn(x) : n e N} is less than a then a is not a lower bound of {/«(«) : n € N} so that
fn(x) < aforsomen e N. Conversely if fn(x) < a for somen e N then since the greatest
§4 Measurable Functions
81
lower bound of {/„ (x) : n € N] does not exceed fn(x), it is less than a. Therefore we have
inf fn(x) < a if and only if fn(x) < a for some n e N. Thus we have
{D : inf /„ < a} = \J {D : f„ < a} e 21
weN
by (iv) of Lemma 4.4. This proves the 2lmeasurability of inf /„ on D.
3. To prove the Qtmeasurability of sup /„ on D, let us note that for sequence of extended
neN
real numbers {/„(*) : n e N] for x e D we have sup/„(x) = — inf ( — fn(x)). Now
nsN
«sN
the 2lmeasurability of /„ on D implies that of —/„ by Theorem 4.11. Then inf ( — /„) is
2lmeasurable on D by our result above. Then — inf (— fn(x)) is 2lmeasurable on D by
Theorem 4.11. This shows that sup /„ is 2lmeasurable on D.
nen
4. Recall that lim inf /„ = lim {inf k>n fk \ where (inft>n fa : n e N) is an increasing
n>oo
n>oo '

'
\

'
sequence. By our result above, inf k>n fk is 2lmeasurable on D for every n e N. Then by
Theorem 4.21, lim {inf^>„ fk) is 2lmeasurable on D. This proves the 2lmeasurability
of lim inf fn on D. The 2lmeasurability of lim sup /„ on D is proved likewise.
n
^°°
nxx>
5. To prove (b), note that since De = {D : lim inf /„ = lim sup /„} and since lim inf /„
n»oo
«>
n>oo
and lim sup /„ are two 2lmeasurable functions on D, we have De € 21 by (1) of Theorem
4.16. The 2lmeasurability of lim inf /„ on D implies its 2lmeasurability on De by (a) of
Lemma 4.7. Then since lim /„ = lim inf /„ on De, lim /„ is 2lmeasurable on De. •
n—»oo
n—>oo
n—>oo
Theorem 4.23. Let (X, 21) be a measurable space and let (/„ : n € N) &e a sequence of
extended realvalued Qlmeasurable functions on a set D € 21. Le?
0)
£>, = {£>: lim
fneR),
(2)
Dc = {D : lim /„ e R),
(3)
£>oo = {#: lim /„ = co},
1
«>00
'
(4)
Doo = \D : lim /„ = co},
(5)
D„e = \D: lim fn does not exist],
1
n>oo
'
.so fnaf Df and Dne are disjoint and De U Dne = D; Dc, Doo, and D_oo are disjoint and
Dc U Z)oo U D_oo = D<,. 77ien De, Dc, Doo, D_oo, D„e e 21 and lim /„ is ^measurable
n—>oo
on eacn of De, Dc, Doo, and D_oo
Proof. By (b) of Theorem 4.22, De e 21 and lim /*„ is 2lmeasurable on De. Then
n^oo
Dc e 21 and Doo, £>_oo e 21 by (b) and (a) of Corollary 4.5 respectively. By (a) of Lemma
4.7, lim /„ is 2tmeasurable on Dc, Doo, and D_oo. Finally Dne = D \ De e 21. I
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CHAPTER 1 Measure Spaces
Proposition 4.24. Let (X, 21) be a measurable space and let (fn:ne N) be a sequence of
extended realvalued ^measurable functions on a set D e 21. Let Dc be the subset of D
on which the sequence converges and let Doo and D_oo be the subsets of D on which the
limit of the sequence is equal to oo and —oo respectively. Then
(D
Dc= p (J f{D: \fN+pfN\ <£},
meNWeNpeN
(2)
Doo=n u p)iD:
/W+P ^«}.
meN WeN peN
(3)
D_oo = P U f {D : fN+p < m}.
meH WeN peN
Proof. 1. A sequence of real numbers (an : n e K) converges if and only if it is a Cauchy
sequence, that is, it satisfies the condition that for every £ > 0 there exists N e N such
that \a„ — a'n\ < s for n, n' > N. If a sequence of extended real numbers (a„ : n e N)
converges then an e R for all but finitely many n e N so that there exists N e N such that
an — a'n is defined for n,n' > N. Thus a sequence of extended real numbers converges if
and only if it is a Cauchy sequence, that is, for every s > 0 there exists JVeN such that for
n,n' > N the difference an — a'n is defined and a„ — a'n\ < s.
Now for each x e D we have a sequence of extended real numbers (fn(x) : n e N) and
(fn(x) : n e N) converges if and only if it is a Cauchy sequence. Thus we have
(fn(x) : n € N) converges
Ve > 0, 3N € N such that /„(JE)  /^(x) < e forn, n' > N
<3>Ve > 0, 3N € N such that /AMP(.X)  /JvOOl < e for all p e N
<^Vm e N, 3iV e N such that \fN+P(x)  fN(x)\ < ±for all p e N
The expression (1) for Dc follows from this.
(Let us note that the set [x e D : \fN+p(x) — fN(x)\ < ^} in (1) is the subset of D
consisting of all points x e D at which \fN+p(x) — fN(x)\ exists and is less than —. It
may be an empty set. This is the case when f^+P{x) = fnix) = oo for every x e D
so that \fN+p(x) — /N(X)\ does not exist for any x € D. However if (f„(x) : n g N)
converges at some x € D, then there exists NEM such that f„(x) € R for all n > N and
{x e D : I/AM.,00  /w(x) < £} ^ 0 for all p e N.)
2. Now lim fn(x) = oo if and only if for every m e N there exists N e N such that
«»oo
/«(•*) >; m for every n > N, that is, fN+P(x) > m for every p e N. From this we have
(2). Similarly for (3). I
Notations. For two extended realvalued functions / and g defined on a set D, we write
/ A g = min {/, g) and / v g = max {/, g], that is, (/ A g)(x) = min {f(x), g(x)} and
(/ v g)(x) = max {f(x), g(x)} for x € D.
§4 Measurable Functions
83
Definition 4.25. Let f be an extended realvalued function on a set D. The positive part
f+
, the negative part f~, and the absolute / of f are nonnegative extended realvalued
functions on D defined for x € D by setting
/+(*) = (/vO)(x) = max{/(x),0},
/"(*) = (/A 0)(JC) = min{/(jt),0},
/(x) = /(x).
Note that at any x € D, at least one of f+
(x) and f~(x) is equal to 0 so that the
difference f+
(x) — f~(x) is always defined and moreover
f+
(x)  f~(x) = max{/(x), 0} + min{/(x), 0} = /(*).
We have also
f+
(x) + f~(x) = max{/(x), 0}  min{/(x), 0} = /(x) = /(x).
Proposition 4.26. Let f be an extended realvalued ^.measurable function on a set D e 2t
where 21 is a aalgebra of subsets of set X. Then f+
, f~, and / are ^.measurable
functions on D.
Proof. The 2lmeasurability of /+
and /~ is from Theorem 4.22. The 2tmeasurability of
/ is from Theorem 4.12. •
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