10
nAPIER
ntroduction,In the
Measurabl
previous chapter we have
e
gunctions
studieda measurable
the present
line. Inthe chapter, we introduce
class of rich class of
namely,
fincttons; measurable functions
as a proper sub class.which includes
of
continuous functions The class of
functions plays an important role in
class
mASWrable
he
iMgTAlIon.
Lebesgue theory of
The Extended Real Numbers
10.1
R of all
real numbers can be extended by the addition of
Theset + o0 and - 00, This enlarged set is called the set of
wo
elements
estendedrealnumbers. We extend the definition of <tothe extended
postulating - 0<x< 0 for each real number x.
numbers by
al real number x, we define
Foreach
0,
li)xt 0 =
if x>0
-co if x<0
if x>0
andx (- o)= if x<0
X
=0
(i)
= 0, - 00 - 00 = - 00
(IV) 0 + 0
() o- (± o0) = ± 0, o (t o) = f 0.
function. A values are
function whosereal-valued
Det Extended real-yalued
numbers is called an extended
in the set of extended reat
function.
10.2. Measurable Functions
measurable
function f defined on a
Def. An extended real-valued Lebesgue measurable) if for each
said to be measurable (or
A, the setrEE:f()>aB is measurable set.
575
576 MODERN'S REAL
o) is measurable
1.e. the inverse image of (a, set.
measurable set.
1.e. f (a, o)is
(r)>a} is denoted by
Notations. The set xEE:f
E(> a)
the sy
{xEE:f()>a) = E(> a
ie.
Ef2 a)
Similarly. {xEE:f(r) 2af =
fxEE:f(x) <a} = E(f<a)
fxEE:f(x) SaB = E(fs a)
and {xEE:f(x) =a = E(f= a)
Note. (i) For any aER, (a, 0) is open set
If it is continuous function, then f (a, o) is open set
Since open sets are measurable sets
.. f' (a, o) is measurable
Hence every continuous function is measurable.
(iüi) If f is measurable function and E is measurable subset of h
domain of f, then the function obtained by restricting fto E (ie. f)s
also measurable.
Some Theorems on Measurable Functions
Theorem I. Letfbe an extended real-valued function whose domaia
is measurable, then the following statementsare equivalent :
() {x:f(«) > a} is measurable set for every real a
() {x:f ()>a) is measurable set for every real a
(i) {x:f («) <a} is measurable set for every real a
(iv) {x:f(«) s a) is measurable set for every real a.
Proof. Let Dbe the domain of f so that D is Imeasurable set.
(i) > (iv) Now {x:f (x) sa) =D -{x:f (u) >a}
By Ö), x:f(x) > a) is measurable set.
Also D is measurable set
Since difference of two measurable sets is measurable
SIRABLEFUNCTIONS
:f)>a) is
D-r. measurable set 577
a) is measurable set.
Now {*:f() > a}= D- {r:f() s )
()f()sa) is measurable set.
Dis measurable set
oIArdhfterence of two measurable sets is measurable
)s a} is measurable set
D-( : f )
is measurable set
(iv)
hUs.(i)>
Nmilarly (i) (i)
a(ü)Now (*:f() > a} = n*f0>a
n=1
b0.f:f()>a-}is measurable set y n E N.
n
Simce countable intersection of measurable sets is measurable
is measurable set
nf0>a n
iX:f «) a} is measurable set.
*ü) Now (x :f) >a) = U :/02a+
nE N.
is measurable se
-0ce countable union of measurable sets is measurable
u:fw2at n
is measurable set.
I:fo)>a) is Imeasurable set.
Thus, (i) (ii)
Hence all the statements are equivalent.
Another definition of Measurable Function. An extendioa
valued function f defined on a measurable set E is measurable iff one
of the following statements hold :
(i) {x EE:f() > a} is measurable set aER
(ii) fxEE:f() > a} is measurable set y a E R
(iii) {x EE:f(x) <a} is measurable set y aER
(iv) {x EE:f) s a) is measurable set y aE R.
Theorem II. If an extended real-valued functionf defined on
measurable set E is measurable, then the set {x E E:f () =a) is
measurable for each extended real number
Proof. Case I. When a is a real number, then we have
xEE:f (x) = a) = (xE E:f() > a}n xEE:f(0) sal
Since fis measurable function.
The sets (xE E:f ) > a} and {x E E:f) s a) are
measurable sets.
Since intersection of two measurable sets is measurable.
{xE E:f(«) > a} ^{x E E:f«) s a) is measurable set
{xEE:f(x) = a} is measurable set.
Case II. When a =0, then we have
(xEE:f) =0) =n
n=l
fxEB:f()2n}
Since f is measurable function
The set (x:f () 2n) is measurable, set v n sel
Since countable intersection of masurable sets is measurble
in=|
n xEE:f (x) 2 n} is measurable set
(xEE:f (x) = o} is measurable set
Case III, When a =- o, then we have
IreE:f() =- 0) = n=1 rEE:f ()s-n)
fis
is measurable function
Sincef
..(rEE:fr))s-n) is measurable n
countable intersection of
Since measurable sets is measurable set
nfxEE:f()s-n} is measurable set
n=|
lre E:f() =- 0) is measurable set
Hencethe set {x is measurable for each extended
real number a.
Theorem |II. Iff is measurable function, then | fl is measurable.
(G.N.D.U. 2004, 05)
Proof. For each a E R, {x:|f(*) < a) = (x:f (u) < a)
(:f)> - a)
Since fis measurable function
.:. {x:f(«) <a} and (x:f «) >-a) are measurable sets
Since intersection of two measurable sets is measurable.
(x:fu)<a) nfx:f (x) > - a}) is measurable set
’ (r:f (u) |< a) is measurable set
Hence |f|is measurable function.
Iheorep-HV. If fis ameasurable function on E and if k E R, then
J+k and kf are measurable.
Proof. For each a ER, we have
{x:fr) + k>a) = (x:f(u) >a- k)
Since fis measurable function
(x:f (x) > a-k} is measurable set
(*:f(x) + k>a is measurable set
Hence f+ k is measurable function
IInd Let a ER be any number
Part.
IIk0, hen kf (r)>a>f(«) > k so th¡t the set
SIS
(x:f() >a) = *:f9>
and if k<0, then kf (x) > a>f«) < k So that the set
.2)
Now each set on the R.H.S. of (1) and (2) is mcasurable
The set on the L.H.S. is also measurable
i.e. {x : kf ()> a) is measurable
Hence kf is measurable function.
Cor. If fis measurable, then -f is also measurable.
Proof. Taking k=-1in above Theorem, we see that
iff is measurable, then (- 1)fis measurable
i.e. -f is measurable.
Theorem V. Let f and g be two measurable real-valued functions
on E, then each of the following function is measurable.
()ft &(i) f- g (ii) f (iv) fg (v) 8
(g 0)
Proof. Let a be any arbitrary real number.
(i) Nowf(x) + g () >a ’f«)>a-g (x)
3arational number r s.t. f (x) >r>a-& *)
rational number
(: Between two distinct real number, Ba
Hence the set
{xEE:f(x) + g(«)>r}
- 8 (x) <rll
Ul{xEE:f(u)>r) n{xE E:a
rEQ
()>a-rll
UI{xE E:f(r) > r} n {xEE:g
rEQ
Since f and g are measurable functions.
WEASURABLE
FUNC
581
(rEE:f(«)>,r) and xEE:g («)>a-r} are measurable
rEE:f(x) >r} n fxEE:g («) > a - r} is
r. Intersection of two measurable
measurable sets is measurablel
Since Qis countable set and countable union of measurable sets is
neasurableset.
U [{x E E:f (x) > r})n xE E:g (x) > a - r)] is
rEQ
ncasurableset
EE:f (u) +g («) >r} is measurable set
ftRis measurable function on E
(i) Nowf- g=f+ (- 1)g
Since g is measurable function
-gis measurable function ...By cor. of Theorem IV]
Now fand-g are measurable functions
: Bypart (i), f + ( g) is measurable function
ie. f-g is measurable function
(üi) If a > 0, then we have
Since f is measurable function.
..
Each set on the R.H.S. is measurable and hence their union is
neasurable.
is measurable set
is measurable function
a<0, then the set x:|f()>a = E(ie. domain of)
Since E is
measurable set.
J is measurable
function
(iv) Sincef? and 8arë measurable functions on E.
JT8 and f- gare measurable functions on b
...[Bypart (i) and (ii)]
(f+ g) and (f- g) are measurable function on t
SIS
|By part (ii))
s+a)' -(f-g* is measurable function on E.
fg is measurable function on E.
(v) Firstly, we shall prove that 8
is measurable on E.
Since g (x) 0 xE E.
1
exist
g (x)
Now
8 (x)
if a=0
|x:g(x) >0
fg9>09nR) if a>0
if a<0
Since g is measurable
Each set on the R.H.S. is measurable
is measurable set
is measurable function
Now f and are measurable functions on E.
583
iN Measurable tunction on E.
|By part (iv)|
iN measurable (g * 0) on E.
imitSuperior and timit Interior
)Limit Superior: Let <«,> be a sequence of real numbers which
NNNNAlabove.
w fixedn. the set (a,, a,,t)
G,a....... is bounded above
it must have supremum (.e. l.u.b.)
[:: A CB ’ Sup As Sup B]
Gm+) @n t n
Thus.
<an > is monotonically decreasing sequence
<an > is either convergent or diverge to - 0.
If <a, >
converges, then we define limit superior as
lim Sup a, = lim an
lim a, =Inf a, a. a3,.....an}
lim a, = Inf { Sup a }
SIS
(ii) Limit Inferior. Let <a,> be a sequence of rcal
is bounded below.
numbers which
n| G+2.... is
Then for fixed n, the set {4
infimum.
bounded below
and hence it must have
Let a, = Inf {4, ay+l 4n+2*.. .
Similarly, an+1 = Int {4, Gn+2: n+3..
Inf {4, 4,4 ...
Inf {4,+1 n+2: Gn+3**......
an+] n t n [. If A CB, thus Inf A > Inf B
Thus, a, Sa Sag S.....
s
<a, > is monotonically increasing sequence
< ay > is either convergent or diverge to 0,
If <an > converges, then we define limit inferior as
lim Inf lim an
n ’ 0
or
lim 4, =Sup 4g, a3..
or lim a, = Sup{ Inf ap }
kzn
1..2
=<-1,I, - I,
For example. (i)Tet a, =(- 1 so that <a,>
which is bounded above by I and bounded below by
Here an = 1 and Cn=- I y n E N
lim 4, = 1 and lim a, =-1
WEASURABLEFUM
585
=(-) SO that
a,
() Let
3 -4 5 -6 7 V
<a,>=< 2. 2 34' 5 '6
3 3 5 5 7
a 2 2 4 4'
|3 5 7
Inf
lim 4, = |2'4'6'
4 4 6 6
Alko 4j = - a
2, .34s5 5
-4 -6
lim 4, Sup 5
Theorem VI. Let <f> be åsequence of measurable functions on
the same domain E.
Then the function Sup f, . . . f , Inf ¯, f } ,
all-measurable
Sup f, Inf f,; lim S and lim f, are
n
Proof. Leta be an arbitrary real number
) If a function G be defined by
G) =Sup f (), f, (),..,.)}, then
(xEE:G («) > a) = Ü {xEE:$() > a}
i=1
Since f 1S measurable t i = l, 2,...., n
i=1, 2,...
1xEE:f.(x) >a} is measurable set y
measurable set
U xEE:f(o)>a} is
i=1
measurable]
measurable sets is
of
l':: finite union
