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Math4121Introduction to Lebesgue Integration (Lecture 20)

Math4121 Lecture 20

Continue on Chapter 4

Properties of the Cantor Set

Monotonicity: If STS\subseteq T, then ce(S)ce(T)c_e(S)\leq c_e(T).

Sub-additivity: ce(ST)ce(S)+ce(T)c_e(S\cup T)\leq c_e(S)+c_e(T).

Example: S=Q[0,1]S=\mathbb{Q}\cap[0,1], T=[0,1]QT=[0,1]\setminus\mathbb{Q}.

Then ce(S)=1c_e(S)=1, ce(T)=1c_e(T)=1, even though ST=S\cap T=\emptyset.

ST=[0,1]S\cup T=[0,1], ce(ST)=11+1=ce(S)+ce(T)c_e(S\cup T)=1\leq 1+1=c_e(S)+c_e(T)

The above example shows that:

The following is not true: ce(ST)=ce(S)+ce(T)c_e(S\cup T)=c_e(S)+c_e(T) if ST=S\cap T=\emptyset.

However, the following is true:

(In R\mathbb{R})

If S=n=1InS=\bigcup_{n=1}^{\infty} I_n, T=n=1JnT=\bigcup_{n=1}^{\infty} J_n, where InI_n and JnJ_n are intervals, and ST=S\cap T=\emptyset, then ce(ST)=ce(S)+ce(T)c_e(S\cup T)=c_e(S)+c_e(T).

Back to Osgood’s Lemma

Osgood’s Lemma

Let SS be a closed, bounded set in R\mathbb{R}, and S1S2S_1\subseteq S_2\subseteq \ldots, and S=n=1SnS=\bigcup_{n=1}^{\infty} S_n. Then limkce(Sk)=ce(S)\lim_{k\to\infty} c_e(S_k)=c_e(S).

Proof of Osgood's Lemma

Trivial that ce(Sk)ce(S)c_e(S_k)\leq c_e(S).

We need to show that ϵ>0,K\forall \epsilon>0, \exists K such that ce(Sk)>ce(S)ϵc_e(S_k)>c_e(S)-\epsilon for all kKk\geq K.

Let UkU_k be finite union of open intervals containing SkS_k such that ce(Uk)<ce(Sk)+ϵ2kc_e(U_k)<c_e(S_k)+\frac{\epsilon}{2^k}.

So {Uk}k=1\{U_k\}_{k=1}^{\infty} are an open cover of SS.

Since SS is closed and bounded in R\mathbb{R}, it is compact.

So, N\exists N such that Sk=1NUkS\subseteq \bigcup_{k=1}^{N} U_k.

Then we split the UkU_k into two parts:

Uk=(UkUN)(UkUN)U_k=(U_k\cap U_N)\cup (U_k\setminus U_N), we denote Uk(1)=UkUNU_k^{(1)}=U_k\cap U_N, Uk(2)=UkUNU_k^{(2)}=U_k\setminus U_N, for kNk\leq N.

So, since Uk(1),Uk(2)U_k^{(1)}, U_k^{(2)} disjoint intervals, and SkUk(1)S_k\subseteq U_k^{(1)}, we have

ce(Uk(1))+ce(Uk(2))=ce(Uk)ce(Sk)+ce(Uk(2))<ce(Sk)+ϵ2kce(Uk(2))<ϵ2k\begin{aligned} c_e(U_k^{(1)})+c_e(U_k^{(2)})&=c_e(U_k)\\ c_e(S_k)+c_e(U_k^{(2)})&<c_e(S_k)+\frac{\epsilon}{2^k}\\ c_e(U_k^{(2)})&<\frac{\epsilon}{2^k}\\ \end{aligned}

So,

ce(S)ce(U)ce(UN)+k=1N1ce(Uk(2))<ce(SN)+ϵ2N+k=1N1ϵ2kce(SN)+ϵ<ce(SN)\begin{aligned} c_e(S)&\leq c_e(U)\\ &\leq c_e(U_N)+\sum_{k=1}^{N-1} c_e(U_k^{(2)})\\ &<c_e(S_N)+\frac{\epsilon}{2^{N}}+\sum_{k=1}^{N-1}\frac{\epsilon}{2^k}\\ &\leq c_e(S_N)+\epsilon\\ &<c_e(S_N) \end{aligned}

Convergence Theorems for sequences of functions

Is

limnfn(x) dx=limnfn(x) dx\lim_{n\to\infty}\int f_n(x)\ dx=\int \lim_{n\to\infty} f_n(x)\ dx

?

Yes when fnff_n\to f uniformly.

Uniform convergence also means limnsupx[a,b]fn(x)f(x)=0\lim_{n\to\infty} \sup_{x\in [a,b]}|f_n(x)-f(x)|=0.

But there exists some cases that does not converge to the limit but still satisfies the above condition.

Theorem 4.5 (Arzela-Osgood Theorem)

If {fn}n=1\{f_n\}_{n=1}^{\infty} is a sequence of continuous, uniformly bounded function and f(x)=limnfn(x)f(x)=\lim_{n\to\infty} f_n(x) exists for all x[a,b]x\in [a,b] (pointwise convergence), then

limnabfn(x) dx=abf(x) dx\lim_{n\to\infty}\int_a^b f_n(x)\ dx=\int_a^b f(x)\ dx

Proof of Arzela-Osgood Theorem (incomplete)

Define Γα={x:mN and δ>0,nm s.t. yx<δ and fn(y)fm(y)>α}\Gamma_{\alpha}=\{x:\forall m\in \mathbb{N} \textup{ and }\forall \delta>0, \exists n\geq m \textup{ s.t. } |y-x|<\delta \textup{ and } |f_n(y)-f_m(y)|>\alpha\}.

Γα\Gamma_{\alpha} is the negation of (α,δ)(\alpha,\delta) definition of limit.

Γα\Gamma_{\alpha} is closed and nowhere dense.

Continue on next lecture.

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