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Math4121Introduction to Lebesgue Integration (Lecture 15)

Math4121 Lecture 15

Continue on patches for Riemann integral

Hankel’s conjecture

If ff is pointwise discontinuous (set of points of continuity is dense), then fRf\in\mathcal{R}.

Why the conjecture is believable:

  • {w(f)σ}=aDIa\{w(f)\leq \sigma\}=\bigcup_{a\in D} I_a, so then SσS_{\sigma} contains no intervals, so the outer content maybe zero.

However, it turns out that the complement of the set of points of continuity can be large.

Definition: Accumulation point

Given a set SS, xx is an accumulation point of SS if every open interval containing xx also contains infinitely many points of SS.

The derived set of SS, denoted SS', is the set of all accumulation points of SS.

Lemma

ce(S)ce(S)c_e(S)\leq c_e(S')

Proof:

Given ϵ>0\epsilon > 0, we can find open intervals I1,I2,I_1, I_2, \ldots such that Si=1nIiS'\subseteq \bigcup_{i=1}^{n} I_i and

i=1n(Ii)ce(S)+ϵ2\sum_{i=1}^{n} \ell(I_i) \leq c_e(S') + \frac{\epsilon}{2}

So Si=1nIiS\setminus \bigcup_{i=1}^{n} I_i contains only finitely many points, say NN, so we can cover Si=1nIiS\setminus \bigcup_{i=1}^{n} I_i by NN intervals of length ϵ2N\frac{\epsilon}{2N}. We call these intervals J1,J2,,JNJ_1, J_2, \ldots, J_N. Then SS is covered by the intervals C=i=1nIii=1NJiC=\bigcup_{i=1}^{n} I_i \cup \bigcup_{i=1}^{N} J_i. and (C)ce(S)+ϵ2+Nϵ2N=ce(S)+ϵ\ell(C)\leq c_e(S') + \frac{\epsilon}{2} + \frac{N\epsilon}{2N}=c_e(S')+\epsilon.

So ce(S)(C)ce(S)+ϵc_e(S)\leq \ell(C)\leq c_e(S')+\epsilon.

QED

Corollary: sef of first species

There exists nNn\in \mathbb{N} such that S(n)=ϕS^{(n)'}=\phi.

If SS is of the first species, then ce(S)=0c_e(S)=0. This leads to further credence to Hankel’s conjecture, but it begs the question is the complement of aDIa\bigcup_{a\in D} I_a indeed of first species?

Theorem (Baire Category Theorem)

Every open set in R\mathbb{R} is a countable union of disjoint open intervals.

Proof:

Let UU be open and for each tUt\in U, set a=inf{x:(x,t]U}a=\inf \{x:(x,t]\subseteq U\} and b=sup{x:[t,x)U}b=\sup \{x:[t,x)\subseteq U\}.

We define I(t)=(a,b)I(t)=(a,b), UtUI(t)U\subseteq \bigcup_{t\in U} I(t).

Notice that if I(t)I(s)I(t)\cap I(s)\neq \emptyset, then there exists rational rUr\in U such that I(t)I(s)(r,r)I(t)\cap I(s)\subseteq (r,r).

Take a dense, contable set in [0,1][0,1], say D={an}n=1D=\{a_n\}_{n=1}^{\infty}. Let ϵ>0\epsilon>0 and define In=(anϵ2n+1,an+ϵ2n+1)I_n=(a_n-\frac{\epsilon}{2^{n+1}}, a_n+\frac{\epsilon}{2^{n+1}}). Can the entire interval [0,1][0,1] be placed inside a union of intervals whose lengths add up to ϵ\epsilon?

n=1(In)=n=12ϵ2n+1=ϵ\sum_{n=1}^{\infty} \ell(I_n) = \sum_{n=1}^{\infty} \frac{2\epsilon}{2^{n+1}} = \epsilon

Harnack believed that the complement of a countable union of intervals is another countable union of intervals.

Borel found the flaw in Harnack’s argument. In fact, [0,1]n=1In[0,1]\setminus \bigcup_{n=1}^{\infty} I_n is uncountable.

Theorem (Heine-Borel)

If {Uα}αA\{U_\alpha\}_{\alpha\in A} is a collection of open sets (countable or uncountable) such that

[a,b]αAUα[a,b]\subseteq \bigcup_{\alpha\in A} U_\alpha

then there exists a finite or countable subcollection {Uαn}n=1\{U_{\alpha_n}\}_{n=1}^{\infty} such that

[a,b]n=1Uαn[a,b]\subseteq \bigcup_{n=1}^{\infty} U_{\alpha_n}

Continue on next lecture.

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