Real Analysis Midterm Exam, November 13, 2007

Show detailed argument to each problem.

1. (10 points) Suppose E is a Lebesgue measurable subset of R with |E| < ∞. Prove that
|E| = sup {|K| : K ⊂ E and K is compact} . (0.1)

solution:
T
Let En = E [−n, n] , n ∈ N. We have En % E and so |E − En | → 0 as n → ∞ (note that |E| < ∞).
For any ε > 0 one can find m ∈ N so that |E − En | < ε/2 for all n ≥ m. For Em one can find a closed
subset F ⊂ Em such that |Em − F | < ε/2. Hence |E − F | ≤ |E − Em | + |Em − F | < ε. In particular F is
compact since Em is bounded. We also have
|E| ≤ |E − F | + |F | < ε + |F |
where F ⊂ E and F is compact. (0.1) is proved. ¤

2. (10 points) Assume E (t) is a continuously differentiable increasing function on [0, ∞) such that 0 ≤
E (t) ≤ C for all t ∈ [0, ∞), where C is some positive constant. Show that for any ε > 0, we have
¯© ª¯
¯ t ∈ [0, ∞) : E 0 (t) > ε ¯ ≤ C .
ε
solution:

By Tchebyshev inequality we have

Z
¯© ª¯
¯ t ∈ (0, ∞) : E 0 (t) > ε ¯ ≤ 1
∞
1h i C
E 0 (t) dt ≤ lim E (t) − E (0) ≤
ε 0 ε t→∞ ε
since 0 ≤ E (t) ≤ C for all t ∈ [0, ∞). ¤

3. (10 points) Let fn : E → R be a sequence of measurable functions defined on a measurable set

E ⊂ Rn . Let n o
A = x ∈ E : lim fn (x) exists .
n→∞
Is A a measurable set or not? Give your reasons.

solution:

Let F ∗ (x) = lim supn→∞ fn (x) and F∗ (x) = lim inf n→∞ fn (x) . We know that both functions are
measurable on E. Hence the sets
(
S1 := {x ∈ E : F ∗ (x) = ∞ and F∗ (x) = ∞}

S2 := {x ∈ E : F ∗ (x) = −∞ and F∗ (x) = −∞}

S
are all measurable. Let S = S1 S2 . Now E − S is also measurable, and F ∗ − F∗ is a measurable function
on E − S. By the relation
A = {x ∈ E − S : F ∗ (x) − F∗ (x) = 0}
we know that A is a measurable set. ¤

4. (10 points) Give an example of a sequence of measurable functions {fk } defined on a measurable
set E ⊂ Rn such that the following strict inequalities hold:
Z Z Z Z
lim inf fk dx < lim inf fk dx < lim sup fk dx < lim sup fk dx.
E k→∞ k→∞ E k→∞ E E k→∞

solution:

1
 On the interval [0, 1] , let
( £ ¤
1, x ∈ 0, 12
fk (x) = £ ¤ , k = 1, 3, 5, 7, ....
0, x ∈ 12 , 1

and ( £ ¤
0, x ∈ 0, 12
fk (x) = £ ¤ , k = 2, 4, 6, 8, ....
2, x ∈ 12 , 1
then Z Z
1
0= lim inf fk dx < lim inf fk dx =
E k→∞ k→∞ E 2
and Z Z
3
1 = lim sup fk dx < lim sup fk dx = .
k→∞ E E k→∞ 2
¤
Rx
5. (15 points) Assume f ∈ L [a, b] and let h (x) = a f, x ∈ [a, b] . Is the function h (x) a measurable
function on [a, b]? Give your reasons.

solution:

By looking at f + and f − , without loss of generality, we may assume that f ≥ 0 on [a, b] . Now there
exists a sequence of simple functions 0 ≤ fk % f a.e. on E, where fk ∈ L [a, b] also for all k. Monotone
Convergence Theorem implies Z Z
x x
fk → f = h (x) as k → ∞
a a
Rx
for all x ∈ [a, b] . As fk is a bounded function on [a, b] , we know that a fk is a continuous function of
x ∈ [a, b] . Hence h (x) is a measurable function on [a, b] .

Another solution:
Rx Rx Rx Rx
We have h (x) = a f + − a f − and both a f + and a f − are increasing functions on [a, b] . We know
that an increasing function on [a, b] is continuous a.e. on [a, b] . Hence h (x) is a measurable function on
[a, b]. ¤

6. (15 points) Suppose E ⊆ R is measurable with |E| = λ > 0, where λ is a finite number. Show that
for any t with 0 < t < λ, there exists a subset A of E such that A is measurable and |A| = t. That
is, the Lebesgue measure |·| on R satisfies the Intermediate Value Theorem.

solution:
T
Define f (x) = |(−∞, x) E| , x ∈ R. Then for x < y we have f (x) ≤ f (y) and
¯ \ ¯¯ ¯¯ \ ¯¯ ¯¯ \ ¯¯
¯
f (y) − f (x) = ¯(−∞, y) E ¯ − ¯(−∞, x) E ¯ = ¯(x, y) E ¯ ≤ y − x.

This means that f (x) is a continuous function on R with limx→−∞ f (x) = 0, limx→∞ f (x) = λ. For any
0 < t < λ, by the mean
T value theorem of continuous functions, we have f (s) = t for some s ∈ R. Hence
the set A = (−∞, s) E satisfies |A| = t. ¤
R
7. (15 points) Let y = T x be a nonsingular linear transformation of Rn . If E f (y) dy exists, show that
we have the following change of variables formula:
Z Z
f (y) dy = |det T | f (T x) dx. (0.2)
E T −1 E

2
 solution:

Case1: If f (x) = χE1 , E1 ⊂ E, then LHS of (0.2) is |E1 | , and the RHS is given by
Z
¯ ¯
|det T | χE1 (T x) dx = |det T | · ¯T −1 E1 ¯ .
T −1 E
We see that (0.2) holds by Theorem 3.35.

Case2: Assume f ≥ 0. Then there exists a sequence of simple functions 0 ≤ sn % f on E where

sn = a1 χE1 + · · · + ak(n) χEk(n) , k (n) depends on n.
Now by Case1
Z Z Z
sn (y) dy = a1 χE1 (y) dy + · · · + ak(n) χEk(n) (y) dy
E Z E E Z

= a1 |det T | χE1 (T x) dx + · · · + ak(n) |det T | χEk(n) (T x) dx

−1 T −1 E
Z T ³E ´
= |det T | a1 χE1 + · · · + ak(n) χEk(n) (T x) dx
−1
ZT E
= |det T | sn (T x) dx
T −1 E
and by the Monotone Convergence Theorem we obtain
Z Z Z Z
lim sn (y) dy = f (y) dy, lim |det T | sn (T x) dx = |det T | f (T x) dx.
n→∞ E E n→∞ T −1 E T −1 E
The conclusion follows.
For general f, use
Z Z Z Z Z
+ − +
f = f − f = |det T | f (T x) dx − |det T | f − (T x) dx
E E Z E T −1 E T −1 E

= |det T | f (T x) dx.
T −1 E
¤
8. (15 points)
R Let p > 0 be a constant and
R let pf, fk , k = 1, 2, 3, ..., be measurable functions on
p
R Ifp E |fk − f | → 0 as k → ∞ and E |fk | ≤ M (M > 0 is a constant) for all k, show that
E.
E |f | ≤ M also.

solution:

For any ε > 0 we have

Z
1
|{|fk − f |p > ε}| ≤ |fk − f |p → 0 as k → ∞
ε E
due to the Tchebyshev inequality. Hence fk converges to f in measure on E. In particular, there exists a
subsequence fkj such that it converges to f a.e. on E. Fatou’s lemma implies
Z Z Z
¯ ¯p ¯ ¯p
¯ ¯
lim inf fkj = p
|f | ≤ lim inf ¯fk ¯ ≤ M.
j
E j→∞ E j→∞ E
The proof is done. ¤
R
Remark 1 (be careful) E |fk − f |p → 0 as k → ∞ does not, in general, imply that |fk − f |p → 0 a.e. on
E as k → ∞. Also for p > 0 the inequality
|f |p ≤ |fk − f |p + |fk |p
is wrong in general. It holds only for 0 < p ≤ 1.