MA2224 (Lebesgue integral) Exercise/‘Tutorial’ sheet 10

[April 7, 2010]

Name: Solutions

1. If f : R → [−∞, ∞] is (Lebesgue) integrable, show that

Z  Z
 
 f dµ ≤ |f | dµ
 
R R
R
[Hint: How is R
f dµ defined?]
R R + R − R +
Solution:
R − The definition is that R
f dµ = R
f dµ − R
f dµ (and both R
f dµ and
R
f dµ must be finite). So, by the ordinary triangle inequality
Z  Z  Z  Z Z
−
f dµ + f − dµ
   +
   +
 f dµ ≤  f dµ +  f dµ =
     
R R R R R

where the last equality comes from the fact that f + ≥ 0 and f − ≥ 0 and so they have
non-negative integrals. It follows then that
Z  Z Z Z Z
− −
  + +
 f dµ ≤ f dµ + f dµ = (f + f ) dµ = |f | dµ
 
R R R R R

2. If f : R → [0, ∞) is continuous (and non-negative), show that

Z Z n
f dµ = lim f (x) dx
R n→∞ −n

(limit of Riemann integrals). [Hint: Monotone convergence theorem.]

R that f is Lebesgue measurable (because it is continuous)

Solution: We know (by the way)
and so the Lebesgue integral R f dµ makes sense as a value in [0, ∞].
If we take fn = χ[−n,n] f , then certainly fn is Lebesgue measurable, fn : R → [0, ∞) is
non-negative, the seequence (fn )∞ n=1 is monotone increasing (which means f1 ≤ f2 ≤
f3 ≤ · · · ) and since fn (x) = f (x) for n ≥ |x| we see that

lim fn (x) = f (x)

n→∞

(or the sequence (fn )∞

n=1 converges pointwise to f ).

By the Monotone convergence theorem, we have

Z Z
f dµ = lim fn dµ
R n→∞ R

(a limit of Lebesgue inetgals).

 But we know that Z Z Z
fn dµ = χ[−n,n] f dµ = f dµ
R R [−n,n]
R
(that is how we define [−n,n] f dµ) and, since f is continuous on [−n, n] we also know
R Rn
that the Lebesgue integral [−n,n] f dµ coincides with the Riemann integral −n f (x) dx.
So Z Z Z
f dµ = lim fn dµ = lim f (x) dx
R n→∞ R n→∞ [−n,n]
R
3. For f (x) = 1/(1 + x2 ), find R
f dµ.
Solution: From the previous question
Z Z n Z n
1
f dµ = lim f (x) dx = lim dx
R n→∞ −n n→∞ −n 1 + x2

We have
Z n
1
dx = [tan−1 x]n−n = tan−1 n − tan−1 (−n)
−n 1 + x2
= tan−1 n + tan−1 n = 2 tan−1 n

As n → ∞, we have tan−1 n → π/2. So

Z
π
f dµ = lim 2 tan−1 n = 2 = π
R n→∞ 2

4. For sets E, F ∈ L , show that χE = χF almost everywhere if and only if µ(E∆F ) = 0.

[Recall that E∆F denotes the symmetric difference.]
Solution: {x ∈ R : χE (x) 6= χF (x)} = E∆F .
To check that write R = (E ∩ F ) ∪ (E \ F ) ∪ (F \ E) ∪ (R \ (E ∪ F )), a disjoint union. (Or
you might prefer to look at a Venn diagram illustrating this.) Now χE (x) = χF (x) = 1 for
x ∈ EF while χE (x) = χF (x) = 0 for x ∈ / E ∪ F . For x ∈ E \ F and for x ∈ F \ E,
χE (x) 6= χF (x).
By definition, χE = χF almost everywhere means µ({x ∈ R : χE (x) 6= χF (x)}) = 0 and
clearly this amounts to µ(E∆F ) = 0.

Richard M. Timoney