Math4121 Lecture 21
Rolling from last lecture
Convergence of integrals
Arzela-Osgood Theorem
Let be a sequence of function, for every , if , and such that . (uniformly bounded and integrable)
If we let be the set of intervals where is not continuous,
Fact: is closed and nowhere dense.
Proof
Without loss of generality, we can assume . Given any , such that
for all .
Consider the set , for each , we still have .
So we define
So and .
By Osgood Lemma, since is closed, such that .
By definition of , we cna find open which cover and
Let , and .
Part 1: Control the integral on
for each , , so and open interval and an integer such that and
So , and is closed and bounded, such that . So if , and , then .
So .
Part 2: Control the integral on
If , then for all . Denote such set as .
Otherwise, we denote such set as .
So .
This implies .
Continue on Friday.