I NTRODUCTION TO H ILBERT S PACES

WITH A PPLICATIONS
T HIRD E DITION (2010)
Debnath and Mikusinski

PARTIAL S CRUTINY,
S OLUTIONS OF SOME E XERCISES ,
C OMMENTS , S UGGESTIONS AND E RRATA
José Renato Ramos Barbosa
2016

Departamento de Matemática
Universidade Federal do Paraná
Curitiba - Paraná - Brasil
jrrb@ufpr.br

1
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Errata

p. 6, 1 l. before 
Change the index ‘k’ of the first summation to ‘j’.

p. 7, 1 l. before the second 

Change ‘X j ’ to ‘Ej ’.

p. 24, l. -14
‘||[ xn ]||1 ’ should be ‘||[( xn )]||1 ’.

p. 29, l. -5
Change ‘E’ to ‘E1 ’.

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Comments

p. 11, E. 1.3.8
g (t)
Clearly, gn (t) → 0 for t ∈ [0, 1]. What about f n (t) = ||ng || ? For example, f n (t) → 0 for t ∈ [0, 1] if || g1 || is
n n
bounded. Is it? What happens to (|| gn ||)? What we really know is that ( gn ) does not converge uniformly
to 0 since maxx∈[0,1] | gn ( x )| = 1!

p. 13, Proof of T. 1.3.13

An equivalence of norms is an equivalence relation. Hence, if || · ||1 and || · ||2 are equivalent to || · ||0 ,
then || · ||1 and || · ||2 are equivalent to each other.

p. 15, E. 1.3.19
The 1st set is open since

g < f, r = min ( f − g) and h ∈ B( g, r ) ⇒ h − g ≤ |h − g| < f − g ⇒ h < f.

The 5ht set is closed. In fact, consider gn ≤ f for each index n and || gn − g|| → 0. Then gn − g ≤ f − g
for each index n and gn − g ≤ | gn − g| → 0. Therefore g ≤ f .1

p. 16, T. 1.3.23
Let X be the rhs of the equation. It suffices to show that X is closed since, if X is closed and there exists
x ∈ X with x 6∈ cl S, then x 6∈ C for some closed set C containing S. This results in a contradiction since
there exist x1 , x2 , . . . ∈ S ⊂ C with xn → x. Hence x ∈ C.2

p. 17, the sentence right before T. 1.3.31

only-if-part
Since (|| xn ||) is bounded and |λn | → 0, |λn | · || xn || → 0 by a very-well known result of Analysis on
the Real Line.
if-part
Suppose
  S is not bounded and n is a positive integer. Thus || xn || > n for some xn ∈ S. Hence
 1 
 n xn  > 1, which contradicts the convergence (to 0) hypothesis.

p. 18, Proof of T. 1.3.33, 1st line

1
Suppose d = 0 and consider a positive integer n. Hence there exists xn ∈ X such that ||z − xn || < n,
which leads to a contradiction since there is an open ball B(z, ε) ⊂ E\ X.
1 Now use T. 1.3.21, p. 16.
2 See T. 1.3.21, p. 16.

2
pp. 18-9, Proof of T. 1.3.34

only-if-part
A sequence with nth term

||α1,n e1 + · · · + α N,n e N || = |α1,n | + · · · + |α N,n | ≤ 1

is such that (α1,n ) , . . . , (α N,n ) contain convergent subsequences α1,n1 , . . . , α N,n N .
if-part
The verification of the 2nd sentence takes place after the 2nd sentence.

pp. 20-1, E. 1.4.6,
2 ll. after (1.11)

an0 = αn0 ,k ∈ l 2 . Now use E. 1.2.6, p. 4.

p. 23, Proof

of T. 1.4.9, the sentence right before the last one
x pk is the sum of two convergent sequences:
!

k −1  

x p k − x p1 = ∑ x p j +1 − x p j and x p1 , x p1 , . . . .
j =1

p. 24

the sentence right before “Now  define Φ : E → Ẽ ...”

Use that  || xn || − ||yn ||  ≤ || xn − yn || → 0.
the sentence right before “Now we will prove that Ẽ ...”

lim Φ ( xn ) = [( xn )] ⇔ lim ||Φ ( xn ) − [( xn )]||1 = lim ||[( xn − x1 , xn − x2 , . . .)]||1

n→∞ n→∞ n→∞
= lim || xn − xk ||
n,k →∞
= 0.

Since ( xn ) is a Cauchy sequence, the last equality holds.

p. 27, the sentence that immediately follows the Proof of T. 1.5.7

It suffices to consider that E1 is finite dimensional. In fact, let {e1 , . . . , e N } be a basis in E1 and assume,
without loss of generality,3 that the norm on E1 is defined by

x = α1 e1 + · · · + α N e N 7→ || x || = |α1 | + · · · + |α N | .

Therefore

|| Lx || ≤ |α1 | · || Le1 || + · · · + |α N | · || Le N ||
 
≤ max || Lei ||  i = 1, . . . , N · (|α1 | + · · · + |α N |)
≤ α|| x ||.

p. 29

T. 1.5.10
Note that cl D( L) is a subspace of E1 .
ll. -9 and -8  
It is used that, since xn → x and Lxn → L̃x, we have || xn || → || x || and || Lxn || →  L̃x . In fact,
note that || xn || ≤ || xn − x || + || x ||.

p. 31
3 See T. 1.3.13

3
 l. 3
ε
|| xsi si || − ∑ || xsi s j || ≥ ε − ∑
i6= j i6= j 2 j +1
!
1
≥ ε 1−∑
i6= j 2 j +1
    
1 1 1 1
≥ ε 1− +···+ i + + i +3 + · · ·
22 2 2i + 2 2
    
1 1
4 1 − 2i − 1
1
2i + 2  
≥ ε 1 −  +
1 − 21 1 − 12
  
1 1 1
≥ ε 1− − + i +1
2 2i 2
  
1 1 1
≥ ε + 1−
2 2i 2
  
1 1
≥ ε 1+ i
2 2
ε
≥
2

if i ≥ 2. If i = 1, then
!
∞
1
|| xsi si || − ∑ || xsi s j || ≥ ε 1 − ∑
i6= j j =2 2 j +1
 
1
≥ ε 1−
4
3ε
≥
4
ε
> .
2

Proof of T. 1.5.13
2nd sentence
In fact, for every strictly sequence ( Mn ) with M1 > 0, there exists a sequence ( Tn ) of elements
of T such that || Tn || > Mn for all n ∈ N. Since T ⊂ B( X, Y ), where (1.14) holds, there exists a
sequence ( xn ) of unit elements of X such that || Tn xn || > Mn for all n ∈ N.
2nd half
C does not depend on i since C = Mz .4 Similarly, since

x pj
= xj
  |2 j {z }
x Mx j
yij  = 1  Tp p j 
   
≤ , i, j ∈ N,
i  i
2 j  i

limi→∞ yij = 0 for all j ∈ N.

p. 32

l. -4
If f ( x ) = x3 − x − 1, then f (1) < 0 and f (2) > 0. Therefore there is some x0 ∈ [1, 2] such that
f ( x0 ) = 0.5

4 See the if-part of T. 1.5.13.

5 Use the Intermediate Value Theorem.

4
 l. -1
There exists some c ∈ (1, 2) such that
 
| Tx − Ty| =  T ′ (c) | x − y|
1
= | x − y|
3(1 + c)2/3
1
< | x − y|
3(1 + 1)2/3
21/3
< | x − y| .
3 · 23/3

p. 33, l. 1
On the one hand, if Tx = x3 − 1 is a contraction, then
 3 
 x − y3 
≤ α < 1.
| x − y|
On the other hand,  3 
 x − y3   
=  x2 + xy + y2  > 1.
 
| x − y|
p. 34, E. 1.6.6
Negate the sentence that occurs right before the last one. Thus, since F = R + is closed, f has a fixed
point by T. 1.6.4.6

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Exercises, pp. 34-8

1. Consider z, z′ , w ∈ E with x + z = y = x + z′ and z + w = z′ . Then y = x + z′ = x + z + w = y + w. Thus

w = 0. Therefore z′ = z + w = z.
3.
(a) λ0 = 0 for each λ since λ0 = λ(0 + 0) = λ0 + λ0. Therefore, since λ 6= 0,

λx = 0 ⇒ λ−1 (λx ) = λ−1 0

⇒ ( λ −1 λ ) x = 0
⇒ 1x = 0
⇒ x = 0.

(b) Consider x 6= 0. Suppose λ 6= 0. By (a), since λx = 0, it follows that x = 0, which is a contradiction.

(c) Since 0x = (0 + 0) x = 0x + 0x, it follows that 0x = 0. Then

x + (−1) x = 1x + (−1) x
= [1 + (−1)] x
= 0x
= 0.

Therefore (−1) x = 0 − x = − x.7

 
1 − 1q
8. Since h( x ) := 1
px + 1
q − x is continuous on [0, 1], h(0) =
p 1
q > 0, h′ ( x ) = 1
p 1−x < 0 for 0 < x < 1
and h(1) = 0, it follows that h( x ) ≥ 0 for 0 ≤ x ≤ 1.
22.
6 See the last sentence.
7 See p. 3.

5
 (a) Suppose || xn − x || → 0 and || xn − y|| → 0. Use || x − y|| ≤ || x − xn || + || xn − y||.
(b) Use

||λn xn − λx || = ||λn xn − λxn + λxn − λx ||

= ||(λn − λ) xn + λ ( xn − x )||
≤ |λn − λ| · || xn || + |λ| · || xn − x ||
≤ |λn − λ| · (|| xn − x || + || x ||) + |λ| · || xn − x || .

(c) Use || xn + yn || ≤ || xn − x || + || x + y|| + ||yn − y||.

34.

(a) ⇒ (b)
The proof is trivial.
(b) ⇒ (c)
Consider an open ball B( x, ε). Since there exist x1 , x2 , . . . ∈ S with xn → x, there exists a number M
such that for every index n ≥ M we have xn ∈ B( x, ε).8
(c) ⇒ (a)
Let x ∈ E. Hence there exists xn ∈ S ∩ B( x, 1/n) for each positive integer n. Therefore x ∈ cl S.

39.

(a) ⇒ (b)
Concerning D. 1.4.1, p. 19, consider pn = m and qn = n.
(b) ⇒ (c)
Concerning (b), consider qn = pn+1 .
(c) ⇒ (a)
If m = n + k, then || xm − xn || ≤ ∑ik=1 || xn+i − xn+i−1 || → 0.

41. As in E. 1.4.6, pp. 20-1, the same argument applies if 2nd powers and square roots are replaced with pth
powers and pth roots, respectively.

48.

(a) ⇔ (b)
Via E. 35, p. 37, F is continuous iff for every x ∈ E1 and ε > 0 there exists a δ > 0 such that
F ( B( x, δ)) ⊂ B ( F ( x ), ε).
(a) ⇒ (b)
Let x ∈ F −1 (U ) and take ε > 0 and δ > 0 with
U is open in E2
|F is continuous
{z } | {z }
F ( B( x, δ)) ⊂ B ( F ( x ), ε ) ⊂ U.
−
Hence B( x, δ) ⊂ F (U ). 1

(a) ⇐ (b)
For x ∈ E1 and ε > 0, F −1 ( B ( F ( x ), ε)) is open in E1 . Therefore there is a δ > 0 for which
B ( x, δ) ⊂ F −1 ( B ( F ( x ), ε)). Thus F ( B ( x, δ)) ⊂ B ( F ( x ), ε).
(b) ⇔ (c)
Use complements.

49. It follows from N ( L) = L−1 ({0}) and T. 1.5.4.

51. Uniform convergence is the one with respect to (1.14).9 That being said, on the one hand, suppose
|| Ln − L|| → 0 as n → ∞. Therefore || Ln x − Lx || ≤ || Ln − L|| || x || → 0 for every x ∈ E1 .10 Now, on the
other hand, consider E1 = E2 = l 2 and the projection x = ( x1 , x2 , . . .) 7→ Ln ( x ) = ( x1 , . . . , xn , 0, 0, . . .).
8 See D. 1.3.6, p. 10.
9 See p. 28, last sentence before T. 1.5.9.
10 See p. 28, first sentence after .

6
 Then || Ln − Lm || = 1 for n 6= m.11 Since ( Ln ) is not a Cauchy sequence, it does not converge (uniformly).
However, if x ∈ l 2 , we have Ln x → x as n → ∞. Thus Ln → I strongly.

11 Without loss of generality, assume n < m. Thus

|| Ln − Lm || = sup ||( Ln − Lm ) x ||
|| x ||=1

= sup ||(0, . . . , 0, xn+1 , . . . , xm , 0, 0, . . .)||

|| x ||=1
s
m
= sup ∑ xi2
|| x ||=1 i = n +1

= 1.
q q
In fact, on the one hand, ∑im=n+1 xi2 ≤ ∑i∞=1 xi2 = || x || = 1 for each unit vector x. On the other hand, consider x = (0, . . . , 0, 1, 0, 0, . . .)
with 1 = xi , i ∈ {n + 1, . . . , m}.

7
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Errata
p. 44, C. 2.2.7
“... be nondecreasing sequences ...” should be “... be a nondecreasing sequence ...”.
p. 52, Proof of T. 2.5.3
Change ‘gn,k ’ to ‘ f n,k ’.
p. 60, Proof of T. 2.8.3, last equality
Change the last ‘−’ to ‘+’.
p. 61
l. 7
Change ‘| f 1 |’ to ‘h’.
l. 11
Change ‘ f n ’ to ‘gn ’.
p. 62, 3rd l. before
R D.R2.9.1
Change ‘ R ’ to ‘ R f ’.
p. 63, l. -8
“In applications it often ...” should be “In applications it is often ...”.
p. 71, (2.26)
‘ f ( x )’ should be ‘ f ’. ‘ bn ]’ should be ‘ bn )’.
p. 73, the if part of the Proof of T. 2.12.2
It seems that the representations of Re f and Im f are inverted.
p. 76, l. 5
Remove the preposition ‘in’.
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Comments
p. 42
(2.5)
bs,m = min {bm , s}. However, s ∈ S holds right after (2.5).
l. -2
bk ∈ S since bbk ,n = min {bn , bk } and bs,n = min {bn , s} imply that
(" # )


∑ bbk ,n − an = (bk − ak ) + ∑ (bs,n − an ) − (s − ak )
a n < bb an <bs,n
k ,n

= bk − a k + s − a − s + a k
= bk − a.
p. 44, (2.8)
g is a step function whose support is contained in the union of


h 
[ a1,1 , b1,1 ) , . . . , a1,k1 , b1,k1 , . . . , an0 ,1 , bn0 ,1 , . . . , an0 ,kn , bn0 ,kn .
0 0

Therefore
Z n0 kn
g≤α ∑ ∑ (bn,k − an,k ) < α(b − a).
n =1 k =1

8
p. 46, l. 2
For every x ∈ R such that ∑∞
n=1 | f n ( x )| < ∞,

(b), p. 45
∞ | {z }
n→∞
lim gn ( x ) = f 1 ( x ) + · · · + f n0 ( x ) + ∑ | f n0 +n ( x )| ≥ f ( x ) ≥ 0.
n =1

For x ∈ R such that ∑∞

n=1 | f n ( x )| does not converge,

∞
lim gn ( x ) = f 1 ( x ) + · · · + f n0 ( x ) +
n→∞
∑ | f n0 +n (x)| = +∞.
n =1

p. 48, the sentence right before T. 2.4.1 R

If z = 0 is a simple pole of g(z), then limǫ→0 γ(ǫ) g(z)dz = πi Res( g, 0), γ(ǫ) being a semicircle of small
radius ǫ > 0, centered at the origin, situated in the upper half-plane and described in the direction of
ix
increasing argument.12 Hence, since sinx x = e −ixcos x and cosx x is an odd function,
Z ∞ Z −ǫ eix Z ∞ ix 
sin x 1 e
dx = lim dx + dx
−∞ x i ǫ →0 −∞ x ǫ x
eiz
Z
1
= lim dz
i ǫ →0
γ(ǫ) z
 iz 
e
= π Res ,0
z
= π.

sin x
On the other side, x is not absolutely integrable over [0, ∞) since
Z ∞   ∞ Z ( k +1) π ∞ Z ( k +1) π
sin x  | sin x | 1
 x  dx = ∑ dx ≥ ∑ | sin x |dx = s
 
0 k =0 kπ x k =0
( k + 1) π kπ

with
Z π Z 2π Z 3π Z 4π
1 1 1 1
s= sin xdx + (− sin x )dx + sin xdx + (− sin x )dx + · · ·
π 0 2π π 3π 2π 4π 3π
2 2 2 2
z }| { z }| { z }| { z }| {
1 0 1 2π 1 2π 1 4π
= cos x π +
 cos x π +
 cos x 3π +
 cos x 3π + · · ·
π 2π  3π 4π
2 1 1 1
= 1+ + + +···
π 2 3 4
= ∞.
R0   R 0  − sin(− x)  R0   R∞ 
(Note that −∞  sinx x  dx = −∞  x  dx = − ∞  sinu u  du = 0  sinu u  du.)
Now consider D. 2.3.1.(a), p. 45, and T. 2.4.1.

p. 50, 1st sentence of the Proof

See E. 8, p. 85.

p. 52, Proof of T. 2.5.3

∞ ∞
f ≃ ∑ ∑ f n,k since:
n =1 k =1

∞ ∞ R  ∞ R ∞
(a) ∑ ∑  f n,k  ≤ ∑ | f n | + ∑ 2−n < ∞;
n =1 k =1 n =1 n =1

12 Refer to Elementary Theory of Analytic Functions of One or Several Complex Variables by Henri Cartan, p. 104.

9
 (∗)
z }| {
∞ ∞ ∞ ∞ ∞  
(b) f ( x ) = ∑ f n ( x ) = ∑ ∑ f n,k ( x ) for each x ∈ R such that
n =1 n =1 k =1
∑∑  f n,k ( x ) < ∞.
n =1 k =1
 ∞ 
In fact, (∗) implies that ∑  f n,k ( x ) < ∞ for each n ∈ N. Hence
k =1
 
∞ ∞∞ 
 
∑ | f n (x)| = ∑  ∑ f n,k (x) ≤ (∗).
n =1 n =1 k =1

p. 53
ll. 7-9
The restriction of f = χ{0} to each [ a, b] containing {0} is Riemann integrable and its Riemann
integral is 0. Now use T. 2.10.1, p. 64.13
last sentence before T. 2.6.3
As a matter of fact, see the conclusion of the Proof of T. 2.6.3.
p. 54, T. 2.6.6
As usual, f 1 + f 2 + · · · converges to f in norm means f 1 + f 2 + · · · + f n → f i.n. , which is denoted by
f 1 + f 2 + · · · = f i.n. . The same holds true if we change in norm (i.n.) to almost everywhere (a.e.) .14

p. 55, 4 ll. before T. 2.7.2

See E. 19, p. 86.
pp. 55-6, last 3 sentences before T. 2.7.5 R  R R R
If f , g ∈ L1 (R ) with f = g a.e., then  ( f − g) ≤ | f − g| = 0. Thus f = g.
pp. 57-8, last 6 lines before T. 2.7.10
A sequence of functions f 1 , f 2 , . . . defined on X ⊂ R converges uniformly to f if

sup | f n ( x ) − f ( x )| → 0 as n → ∞.
x∈X

On the one hand, concerning E. 2.7.8, f n → 0 uniformly since

1
sup | f n ( x )| = √ ∀n ∈ N.
x ∈R n

On the other hand, the last line follows from

| f n − f | ≤ sup | f n ( x ) − f ( x )| χ[a,b] ∀n ∈ N.
x ∈R

p. 58, l. -3 R
Recall that | f n | = || f n ||, where || · || is the L1 -norm.15
p. 59
l. -7
f pn → g a.e. since




f p1 + f p2 − f p1 + f p3 − f p2 + · · · + f pn − f pn−1 → g a.e.;

f pn → g i.n. since


g = f p1 + f p2 − f p1 + f p3 − f p2 + · · · i.n.
by T. 2.7.12, p. 58.
13 See also E. 9, p. 85.
14 See p. 56.
15 See p. 52.

10
 l. -3
See T. 2.6.5, p. 54.
l. -1
This equality is known as passage of the limit under the integral sign.

p. 60, l. 1
See E. 2.7.8, pp. 56-7.

p. 61

l. 6
For a fixed m ∈ N, define

un = gm,n+1 = max {| f m | , | f m+1 | , . . . , | f m+n+1 |} and vn = gm+1,n = max {| f m+1 | , . . . , | f m+n+1 |} .

Then un ≥ vn for every n ∈ N. Therefore gm = lim un ≥ lim vn = gm+1 .

n→∞ n→∞
ll. 7 and 11
See the Errata for p. 61.
l. 18
See T. 1.4.2, pp. 19 and 20.

p. 62

Proof of T. 2.9.2
∞ ∞
Note that f χ[ a.b] ≃ ∑ f n χ[ a.b] = ∑ gn .
n =1 n =1
ll. between  and D. 2.9.3 Rb
By E. 25, p. 87, the constant function f = 1 does not belong to L1 (R ). By T. 2.10.1, p. 64, a f exists
for every −∞ < a < b < ∞.

p. 63, l. 3
Consider [ a, b] ⊂ [−n, n] and the Proof of T. 2.9.2, but now change f to f χ[−n,n] . At the very end, we have

f χ[ a,b] = f χ[−n,n] χ[ a,b] ≃ g1 + g2 + · · · .

p. 64, ll. -7 to -1
Since gn (R ) ⊂ f (R ) for every n ∈ N and | f | < M, if

M if x ∈ [ a, b),
ϕ( x ) :=
0 otherwise,

then | gn | < ϕ for every n ∈ N, which is what was missing in order to properly use T. 2.8.4.16

p. 65

l. 2
See D. 2.2.1, p. 41.
l. 5
g = h a.e. by T. 2.7.4, p. 55.
l. 6 R
By T. 2.7.4, p. 55, | f − g| = 0. Hence, by the last sentence before T. 2.6.3, p. 53, f − g ∈ L1 (R ).
Then, since g ∈ L1 (R ), f = f − g + g ∈ L1 (R ).
T. 2.10.2
To be Lebesgue integrable means to be Lebesgue integrable on R. Then f is Lebesgue integrable on
( a, b) if f χ(a,b) is Lebesgue integrable, that is, f is integrable over ( a, b).17
16 The same holds true for hn in place of gn .
17 See T. 2.10.3 and D. 2.9.1, p. 62.

11
p. 68

D. 2.11.1
S is measurable if χS χ Ia,b is integrable for each bounded interval Ia,b with finite endpoints a and b,
a < b.
l. -11
Since f 1 + f 2 + · · · ≃ χS and f 1 + · · · + f n ≤ | f 1 | + · · · + | f n | for each n ∈ N, there exists some n0
such that An0 6= ∅.
l. -8
Without loss of generality, consider a disjoint union.
l. -7
kn Z
∑ (bn,k − an,k ) = χ An
k =1
Z n n Z
≤2 ∑ | fi | = 2 ∑ | fi |
i =1 i =1
∞ Z
<2 ∑ | fn |
n =1
2ε
< ,
3
where l. -11 is used in connection with ≤.

p. 69

l. 8
Use C. 2.5.4, p. 52.
ll. 12-3
Since hn → h i.n., use the passage of the limit under the integral sign.18
Proof of T. 2.11.4, 1st part
∞
S
On the one hand, since S = Sn is a disjoint union, for every x ∈ R,
n =1


χ S ( x ) = χ S1 + χ S2 + · · · ( x ) ,


in other words, χS1 + · · · + χSn ( x ) → χS ( x ). On the other hand, since χSn is a locally integrable
function which is ≤ χ[ a,b] for every n ∈ N, every χSn is an integrable function by T. 2.9.5, p. 63.
Then, since χS1 + · · · + χSn ≤ χ[ a,b] for every n ∈ N, χS is integrable and χS1 + · · · + χSn → χS i.n.
by T. 2.8.4, p. 60. Hence, by the passage of the limit under the integral sign,
∞ Z n Z
∑ χSn = lim
n→∞
∑ χ Sk
n =1 k =1
Z n
= lim
n→∞
∑ χ Sk
k =1
!
Z n
= lim
n→∞
∑ χ Sk
k =1
Z
= χS
< ∞.

Therefore χS ≃ χS1 + χS2 + · · · .

p. 70
18 See the very end of p. 59.

12
 Proof of T. 2.11.4, 2nd part
(Firstly, note that each χSn is locally integrable.)
“Note that, by the first part of the proof, S is measurable.”
In fact, for each [ a, b],
χS = χS1 + χS2 + · · · pointwise =⇒ χS χ[ a,b] = χS1 χ[ a,b] + χS2 χ[ a,b] + · · · pointwise
and, by T. 2.9.4,19 each χSn χ[ a,b] is locally integrable. Therefore, a similar argument as above
will show that, for each [ a, b],

χS χ[ a,b] ≃ χS1 χ[ a,b] + χS2 χ[ a,b] + · · · .

Then χS is locally integrable.

Case 1
Each χSn is integrable by T. 2.9.5, p. 63. For the rest of Case 1, note that since χS is integrable,

χS ( x ) = χS1 ( x ) + χS2 ( x ) + · · · for every x ∈ R,

and χS1 + · · · + χSn ≤ χS for every n ∈ N, we have χS1 + · · · + χSn → χS i.n. by T. 2.8.4, p. 60.
Then, as above, by the passage of the limit under the integral sign,

∞ Z
∑ χSn < ∞.
n =1

Therefore χS ≃ χS1 + χS2 + · · · .

Case 2
∞ R R
• ∑ χSn < ∞ =⇒ χSn < ∞ for every n ∈ N =⇒ χS1 , χS2 , . . . ∈ L1 (R );
n =1
∞
• ∑ χSn = f a.e. by T. 2.7.10, p. 58;
n =1
• χS is integrable by T. 2.7.4, p. 55.
“..., L1 (Ω) is a Banach space.”, 7 ll. after 
∞
Follow the Proof of T. 2.8.1, p. 58, with f n ∈ L1 (Ω), n = 1, 2, . . .. Note that f ∈ L1 (R ) and f = ∑ f n
n =1
a.e..20 Therefore f ∈ L1 (Ω) since
 ∞ ∞
 for every x ∈ R such that ∑ | f n ( x )| < ∞
∑ f n (x)
g( x ) := n =1 n =1

0 otherwise

implies that f = g a.e. and g ∈ L1 (Ω).

“If f is a measurable function, then | f | ∈ L1 (R ) implies f ∈ L1 (R ).”, right before D. 2.11.5
Let g = | f | and consider T. 2.11.7 and T. 2.9.5, pp. 71 and 63, respectively.
“Obviously, every integrable function is measurable.”, right after D. 2.11.5
Let f ≃ f 1 + f 2 + · · · be as in D. 2.3.1, p. 45. Then f 1 + · · · + f n → f a.e. by C. 2.7.11, p. 58.

p. 71, Proof of T. 2.11.6

Consider Exercises 21 and 19.(b), pp. 86-7.

p. 73, Proof of T. 2.12.2   

 ∞
Concerning the only if part, consider C := x ∈ R  ∑ | f n ( x )| < ∞ . Then, for every x ∈ C , since
n =1

19 See p. 63.
20 See D. 2.7.3, p. 55, and ll. -17 to -5, p. 47.

13
 ∞ ∞
∑ |Re f n ( x )| < ∞ and ∑ |Im f n ( x )| < ∞, it follows that
n =1 n =1

Re f ( x ) + i Im f ( x ) = f ( x )
∞
= ∑ f n (x)
n =1
∞
= ∑ (Re f n (x) + i Im f n (x))
n =1
∞ ∞
= ∑ Re f n (x) + i ∑ Im f n (x).
n =1 n =1

∞ ∞
Thus Re f ( x ) = ∑ Re f n ( x ) and Im f ( x ) = ∑ Im f n ( x ) for each x ∈ C . However, we cannot infer that
n =1 n =1
Re f ≃ Re f 1 + Re f 2 + · · · and Im f ≃ Im f 1 + Im f 2 + · · · since we have to consider the possible existence
∞ ∞
of some x ∈ Z := R \ C for which either ∑ |Re f n ( x )| < ∞ or ∑ |Im f n ( x )| < ∞. Nevertheless,
n =1 n =1
since Z is a null set and f ( x ) = f 1 ( x ) + f 2 ( x ) + · · · for every x except Z ,21 it follows that Re f ( x ) =
Re f 1 ( x ) + Re f 2 ( x ) + · · · and Im f ( x ) = Im f 1 ( x ) + Im f 2 ( x ) + · · · for every x except Z . Now set

 Re f k if j = 3k − 2,
rj = Im f k if j = 3k − 1,

−Im f k if j = 3k,

k = 1, 2, . . .. Then, on the one hand,

∞ Z   ∞ Z ∞ Z
∑ r j  = ∑ |Re f k | + 2 ∑ |Im f k | < ∞.
j =1 k =1 k =1

On the other hand, for x ∈ R, since

∞   ∞ ∞
∑ r j (x) = ∑ |Re f k (x)| + 2 ∑ |Im f k (x)| ,
j =1 k =1 k =1

one has
∞   ∞ ∞
∑ r j (x) < ∞ ⇔ ∑ |Re f k (x)| < ∞ and ∑ |Im f k (x)| < ∞
j =1 k =1 k =1
∞
⇔ ∑ | f k (x)| < ∞.
k =1

(Concerning the ⇒ part of the first ⇔, recall that the sequence of partial sums of a series with positive
terms is increasing. Therefore, either the partial sums stay bounded and the series converges or they go
off to infinity(and the series diverges.))

 ∞   ∞
Hence C = x ∈ R  ∑ r j ( x ) < ∞ and, since Re f ( x ) = ∑ Re f k ( x ) for each x except Z , Re f ( x ) =
j =1 k =1
∞ ∞
∑ r j ( x ) for each x except Z . Therefore Re f ≃ ∑ r j . Now, note that a similar argument holds for Im f .
j =1 j =1
Concerning the if part, it seems that the representations of Re f and Im f are inverted. In fact, by inverting
the representations, on the one hand, since

| f n + ign | ≤ | f n | + | gn |

for each index n, then

∞ Z ∞ Z ∞ Z
∑ | f n + ign | ≤ ∑ | fn | + ∑ | gn | < ∞.
n =1 n =1 n =1
21 See ll. -17 to -5, p. 47, but now consider that the functions involved are complex-valued. The same arguments holds!

14
 ∞
On the other hand, for each x ∈ R such that ∑ |( f n + ign ) ( x )| < ∞, since
n =1

| f n ( x )| , | gn ( x )| ≤ |( f n + ign ) ( x )| ,
∞ ∞
it follows that ∑ | f n ( x )| < ∞ and ∑ | gn ( x )| < ∞. Hence
n =1 n =1

f ( x ) = Re f ( x ) + iIm f ( x )
∞ ∞
= ∑ f n (x) + i ∑ gn ( x )
n =1 n =1
∞
= ∑ ( f n + ign ) (x).
n =1

pp. 74-5
Proof of Hölder’s inequality
1st sentence
If || f || p = 0, then f p = 0 a.e. by T. 2.7.4, p. 55. Hence f = 0 a.e.. Thus f g = 0 a.e.. Therefore
|| f g||1 = 0 by T. 2.7.4.
Last sentence
On the one hand, one can integrate | f g| iff | f g| ∈ L1 (R ). On the other hand, one only has
that f and g are locally integrable by D. 2.13.1, p. 74. Now, in order to integrate the lhs of the
inequality of the penultimate sentence, if f or g is bounded on every bounded interval, then f g
is locally integrable by T. 2.9.4, p. 63.22 Thus f g ∈ L1 (R ) by that inequality and T. 2.9.5, p. 63.
Therefore | f g| ∈ L1 (R ) by T. 2.4.1,p. 48.
Proof of Minkowski’s inequality
3rd sentence
Similarly, if ( f + g) p is locally integrable, then | f + g| p ∈ L1 (R ) by T. 2.9.5, p. 63, and T. 2.4.1,
p. 48. However, we only have that f + g is locally integrable.
Suggestion
Concerning the items ‘Last sentence’ and ‘3rd sentence’ above, everything will work out just fine if one
changes ‘locally integrable’ to ‘measurable’ in D. 2.13.1, p. 74.23
p. 79, D. 2.14.3
See the previous Suggestion.

=============================================================================
=============================================================================
Exercises, pp. 84-91

7.
(a) If n ∈ N, then τz | f n | ( x ) = | f n |( x − z) = | f n ( x − z)| = |τz f n ( x )| = |τz f n | ( x ) for every x ∈ R. Hence

∞ Z ∞ Z
T. 2.2.2.(e), p. 41 ∞ Z
| {z }
∑ |τz f n | = ∑ τz | f n | = ∑ | f n | < ∞.
n =1 n =1 n =1

(b) τz f ( x ) = f ( x − z) = ∑∞ ∞ ∞
n=1 f n ( x − z ) = ∑n=1 τz f n ( x ) for every x ∈ R such that ∑n=1 | f n ( x − z )| < ∞.

Therefore τz f ≃ τz f 1 + τz f 2 + · · · and

Z ∞ Z
T. 2.2.2.(e), p. 41 ∞ Z Z
| {z }
τz f = ∑ τz f n = ∑ fn = f.
n =1 n =1
22 Note that, if f and g are measurable, one also has that f g is locally integrable by T. 2.11.6 and T. 2.11.7, p. 71.
23 As a matter of fact, see how L p (Ω) is defined on p. 77.

15
8. Without loss of generality, suppose f is the characteristic function of [ a, b) and z > 0 is sufficiently small
with [ a, b) ∩ [ a + z, b + z) 6= ∅. Therefore, since

 −1 if x ∈ [ a, a + z),
(τz f − f ) ( x ) = 0 if x ∈ [ a + z, b),

1 if x ∈ [b, b + z),

if z → 0, then Z
|τz f − f | = 2z → 0.

10.
m(n) m(n)
Let ( f n ) be as in D. 2.3.1, p. 45. Then f n = ∑ λm,n χ[ am,n ,bm,n ) and | f n | = ∑ |λm,n | χ[ am,n ,bm,n ) for every
m =1 m =1
n ∈ N.24 Therefore
∞ m(n) R 


 ∞ R
(a) ∑ ∑ λm,n χ[ am,n ,bm,n )  = ∑ | f n | < ∞;
n =1 m =1 n =1
∞ ∞ m(n) ∞ m(n)  
 ∞
(b) f ( x ) = ∑ f n ( x ) = ∑ ∑ λm,n χ[ am,n ,bm,n ) ( x ) whenever ∑ ∑ λm,n χ[ am,n ,bm,n ) ( x ) = ∑ | f n ( x )| <
n =1 n =1 m =1 n =1 m =1 n =1
∞.

Now arrange the family of intervals [ am,n , bm,n ) and the family of numbers λm,n into sequences

[ a1 , b1 ) , [ a2 , b2 ) , . . . and λ1 , λ2 , . . .,

respectively, so that none of them are missed. Thus f ≃ λ1 χ[ a1 ,b1 ) + λ2 χ[ a2 ,b2 ) + · · · .25

19.

(a) Let X be a countable subset of R. If X is finite, use the item of the Comments section concerning p.
53, ll. 7-9, with X in place of {0}. If X = { xn | n ∈ N } is infinite and f n = χ{ xn } for each n ∈ N, since
R
f n ∈ L1 (R ) and | f n | = 0 for each n ∈ N,26 there exists an f ∈ L1 (R ) such that f ≃ f 1 + f 2 + · · · .27
∞
Hence, if Z denotes the set of all points x where the series ∑ | f n ( x )| diverges, then the integral of
n =1
χ Z equals 0,28 that is Z is a null set. Thus, since X ⊂ Z, X is a null set.29
∞
S
(b) Consider ε > 0 is sufficiently small, Sn ⊂ R is a null set for each n ∈ N and S = Sn .30 By T.
n =1
2.11.3, p. 68, there exist intervals In,k = [ an,k , bn,k ) such that
∞ ∞
[ ε
Sn ⊂ In,k and ∑ l ( In,k ) < 2n for each n ∈ N.31
k =1 k =1

Now arrange the family of intervals In,k into a sequence I1 , I2 , . . .,32 so that none of the In,k are
missed. Therefore
!
∞
[ ∞
[ ∞
[ ∞ ∞ ∞
S⊂ In,k = Ii and ∑ l ( Ii ) = ∑ ∑ l ( In,k ) < ε.
n =1 k =1 i =1 i =1 n =1 k =1

33.
24 See pp. 40-1.
25 Note that the converse is obvious.
26 Use the item of the Comments section concerning p. 53, ll. 7-9, with x
{ n } in place of {0}.
27 See C. 2.5.4, p. 52.
28 See p. 47, ll. -17, -16 and -15.
29 See T. 2.7.2, p. 55.
30 Notice that n ∈ N | S 6 = ∅ can be finite or infinite.
{ n }
31 If I = [ a, b ), then l ( I ) = b − a.
32 For example, set I = I , I = I , I = I , I = I , I = I , I = I , I = I , I = I , I = I , etc.
1 1,1 2 1,2 3 2,2 4 2,1 5 1,3 6 2,3 7 3,3 8 3,2 9 3,1

16
 (a) The constant function χR = 1 is locally integrable,33 that is R ∈ M. Then ∅ = R \ R ∈ M by (d).
(e) Consider I is an interval and let Ia,b be a bounded interval with finite endpoints a and b, a < b. Thus
χ I is locally integrable since χ I χ Ia,b is Lebesgue integrable by T. 2.10.1, p. 64.
(f) Any open subset of R is a countable union of disjoint open intervals. Now use (e) and (b).
(g) Consider A = R and let B be an arbitrary open subset of A. Now use (a), (f) and (d).

34.

(b) Consider S = B, S1 = A, S2 = B \ A and Sn = ∅ for n = 3, 4, . . .. Now use T. 2.11.4, p. 69.

35. Equivalence of all the conditions but (a):
To show (d)⇔(e), see E.33.(b,c) and note that
∞   ∞  
[ 1 \ 1
{ x ∈ R : f ( x ) > α} = x ∈ R : f (x) ≥ α + , { x ∈ R : f ( x ) ≥ α} = x ∈ R : f (x) > α + .
n =1
n n =1
n

Since E.33.(a,d) hold, we have (b)⇔(e) and (c)⇔(d).

37.
See, in the Comments section, concerning p. 70, what was said about “..., L1 (Ω) is a Banach space.”.

33 See the lines between  and D. 2.9.3, p. 62.

17
=============================================================================
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3
=============================================================================
=============================================================================
Errata
p. 98, l. -10
Change ‘(b)’ to ‘(a)’.
p. 100, l. 1
Remove the comma.
p. 106, l. 9
‘N’ should be ‘{1, . . . , n}’.
=============================================================================
=============================================================================
Comments
p. 95, E. 3.2.6 and E. 3.2.7
The problem resides in proving that the conjugate simmetry condition (D. 3.2.1.(a), p. 94) holds. So, there
is no problem at all since complex conjugation is a continuous function. In fact, one can see it as a linear
function on C identified with R2 . Its matrix is diagonal with 1 and −1 as its diagonal entries. As a linear
operator on R2 , it is continuous.
 1/2
1 1
p. 100, E. 3.3.5, || f n − f m || ≤ n + m
Suppose n > m. Concerning F. 3.1 on p. 99, in order to consider f n − f m , visualize the graphs of f n and f m
simultaneously and denote the points where the oblique line segments intersect the x-axis by x1 = 12 + 2n 1
1 1
and x2 = 2 + 2m (with x1 < x2 ). Hence
 1



0   if 0 ≤ x ≤ 2 ,
 2( m − n ) x − 1

if 12 ≤ x ≤ x1 ,
2
f n (x) − f m (x) =  


 2m x − 21 − 1 if x1 < x ≤ x2 ,


0 if x2 ≤ x ≤ 1.
p
Then || f n − f m || = Im,n with
Z 1
Im,n = ( f n ( x ) − f m ( x ))2 dx
0
Z x   Z x2   Z x2  
1 2 1 2
Z x2
1 1
= 4( m − n )2 x− dx + 4m2 x− dx − 4m x− dx + dx
1/2 2 x1 2 x1 2 x1
Z 1/2n Z 1/2m Z 1/2m
1 1
= 4( m − n )2 t2 dt + 4m2 t2 dt − 4m tdt + −
0 1/2n 1/2n 2m 2n
 3 "   3 # "   2 #
4( m − n )2 1 4m2 1 3 1 1 2 1 1 1
= + − − 2m − + −
3 2n 3 2m 2n 2m 2n 2m 2n
(   "    # "    # )
3 3 3 2 2
1 ( m − n )2 1 m2 1 1 1 1 1 1
= + − −m − + −
2 3 n 3 m n m n m n
 
1 2m 1 1 m 1
= − 2+ + + 2−
2 3n 3n 3m n n
 
1 m 2 1
= − +
2 3n2 3n 3m
1 m2 − 2mn + n2
= ·
2 3mn2
(m − n) 2
= .
6mn2

18
 ( m − n )2 m+n
p
Therefore, if 6mn2
> mn , then m > n + 6n(m + n) > n, which is a contradiction.

p. 103

l. 9
In fact, since h·, x i and complex conjugation are continuous,34 h x, ·i = h·, x i is continuous.
l. -1

Re h xn , x i ≤ |h xn , x i|
≤ || xn || || x || → || x ||2 .

p. 111, (3.25)

l. -3
Concerning the last summand, note that
* + * +
n n n n
∑ α j x j , ∑ αk xk = ∑ ∑ α j x j , αk xk
j =1 k =1 k =1 j =1
n n

= ∑∑ α j x j , αk xk
k =1 j =1
n
= ∑ hαk xk , αk xk i .
k =1

l. -1
Concerning the last summand, note that
n n
∑ |h x, xk i − αk |2 = ∑ (hx, xk i − αk ) (hx, xk i − αk )
k =1 k =1
n  
= ∑ h x, xk i h x, xk i − αk h x, xk i − αk h x, xk i + αk αk .
k =1

p. 112, lim h x, xn i = 0
n→∞
The sequence !
n
2
∑ |hx, xk i|
k =1 n=1,2,...

is increasing and bounded above. Then the series of expression (3.26) is convergent. Therefore

lim |h x, xn i|2 = 0.
n→∞

p. 113, E. 3.4.11
See E. 3.4.17.

34 For the continuity of · : C → C, see the first comment in this Comments section.

19