User:MCPOliseno /Math710 Essay

1 Measure:

(a) Summarize the notion of Lebesgue outer measure and the role of Caratheodoryís measurability criterion. You should explain what is gained by restriction of outer measure to the class of measurable sets.

Lebesgue outer measure: m*(A) = inf {$$ \sum \ $$ t $$ (A_n) \ $$}, where the infimum is taken over all countable collections of open intervals $$ (A_n) \ $$, such that $$ A \subset \cup A_n \ $$ and $$ tA_n \ $$ is the standard length of the interval $$ A_n \ $$. Lebesgue outer measure is countably subadditive rather than finitely subaditive, like Jordan outer measure. Since outer measures are countably subadditive, rather than countably additive, they are weaker than measures, but outer measure can measure all subsets of a set, unlike measure which can only measure a $$ \sigma \ $$-algebra of measurable sets. Caratheodoryís measurability criterion is shown by, let $$ \mu \ $$* be an outer measure on a set X. A set E $$ \subset \ $$ X is said to be Caratheodoryís measurable with respect to $$ \mu \ $$* is one has math> \mu \ *(A) = $$ \mu \ $$*(A $$ \cap \ $$ E) + $$ \mu \ $$* (A\E), for every set A $$ \subset \ $$ X.

(b) Explain why it is desirable that class $$ M \ $$ of measurable sets forms a $$ \sigma \ $$-algebra (Hint: given a sequence {$$ f_n \ $$} of, say, continuous functions, think about what is involved in finding m ({x:$$ \alpha \ $$ < lim inf $$ f_n \ $$ (x) < $$ \beta \ $$})

(c) Why is desirable that $$ M \ $$ contains the Borel sets?

2 The Lebesgue integral:

(a) Following the presentation given in class, compare and contrast the definitions of Lebesgue and Riemann integrals for bounded functions on an interval [a, b].

(b) Show that upper and lower Lebesgue integrals defined on page 79 of the text are equivalent to the definition given in class via measurable partitions.

(c) One might define a simple function without the restriction of measurability then define $$ \int \ $$ $$ \sum \ $$ $$ c_i \ $$ $$ X_{A_i} \ $$ : = $$ \sum c_i \ $$ m*($$ A_i \ $$). Which standard properties of the integral might go wrong?

3 Extensions: Let $$ A \ $$ be a $$ \sigma \ $$-algebra of subsets of set $$ X \ $$ and $$ \mu : A \to \ $$ [0, $$ \infty \ $$]. We say $$ \mu \ $$ is the measure if $$ \mu \ $$ is countably additive (for disjoint sequences of sets in $$ A \ $$) and $$ \mu (\varnothing) \ $$ = 0.

(a) Show that $$ \mu \ $$ satisfies the "continuity of measure" property.

(b) In context of $$ A \ $$ and $$ \mu \ $$ what conditions should a real-valued function on $$ X \ $$ satisfy in order to be classified as measurable?

(c) Mimicing the development of the Lebesgue integral, outline how would you define $$ \int_x \ $$ $$ f d\mu \ $$ for a measurable real-valued function on $$ X \ $$ ?