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Math4121Introduction to Lebesgue Integration (Lecture 22)

Math 4121 Lecture 22

Continue on Arzela-Osgood Theorem

Proof continuation of Arzela-Osgood Theorem

Part 2: Control the integral on U\mathcal{U}

If [xi,xi+1]Gk[x_i,x_{i+1}]\cap G_k\neq \emptyset, then infx[xi,xi+1]fn(x)<α2\inf_{x\in [x_i,x_{i+1}]} |f_n(x)| < \frac{\alpha}{2} for all nKn\geq K. Denote such set as P1P_1.

Otherwise, we denote such set as P2P_2.

So (U)=(P1)+(P2)ce(GK)+(P2)\ell(\mathcal{U})=\ell(P_1)+\ell(P_2)\geq c_e(G_K)+\ell(P_2).

This implies (P2)α4B\ell(P_2)\leq \frac{\alpha}{4B} since ce(GK)ce(U)+α2Bc_e(G_K)\leq c_e(\mathcal{U})+\frac{\alpha}{2B}.

Thus, for nKn\geq K,

L(P,fn)(P1)α2+(P2)BL(P,f_n)\leq \ell(P_1)\frac{\alpha}{2}+\ell(P_2)B

So

Ufn(x)dxce(U)α2+α2\int_\mathcal{U} |f_n(x)| dx \leq c_e(\mathcal{U})\frac{\alpha}{2}+\frac{\alpha}{2}

All in all,

Ufn(x)dxα2+α2=01fn(x)dxUfn(x)dx+Cfn(x)dxce(U)α2+α2+ce(C)α2=α\begin{aligned} \left\vert \int_\mathcal{U} f_n(x) dx\right\vert &\leq \frac{\alpha}{2}+\frac{\alpha}{2}\\ &= \int_0^1 |f_n(x)| dx\\ &\leq \int_\mathcal{U} |f_n(x)| dx + \int_\mathcal{C} |f_n(x)|dx\\ &\leq c_e(\mathcal{U})\frac{\alpha}{2}+\frac{\alpha}{2}+c_e(\mathcal{C})\frac{\alpha}{2}\\ &= \alpha \end{aligned}

NK\forall N\geq K.

Baire Category Theorem

Nowhere dense sets can be large, but they canot cover an open (or closed) interval.

Theorem 4.7 (Baire Category Theorem)

An open interval cannot be covered by a countable union of nowhere dense sets.

Proof

Suppose (0,1)n=1Sn(0,1)\subset \bigcup_{n=1}^\infty S_n where each SnS_n is nowhere dense. In particular, I1\exists I_1 closed interval such that I1(0,1)I_1\subset (0,1) and I1S1=I_1\cap S_1=\emptyset.

Now for each k2k\geq 2, SkS_k is not dense in Ik1I_{k-1} so IkIk1\exists I_k\subsetneq I_{k-1} such that IkSk=I_k\cap S_k=\emptyset for all jkj\leq k.

By nested interval property, xn=1In\exists x\in \bigcap_{n=1}^\infty I_n.

Then x(0,1)x\in (0,1) and xn=1Snx\notin \bigcup_{n=1}^\infty S_n.

Contradiction with the assumption that (0,1)n=1Sn(0,1)\subset \bigcup_{n=1}^\infty S_n.

Definition First Category

A countable union of nowhere dense sets is called a set of first category.

Corollary 4.8

Complement of a set of first category in R\mathbb{R} is dense in R\mathbb{R}.

Proof

We need to show that for every interval II, xISc\exists x\in I\cap S^c. (xI\exists x\in I and xSx\notin S)

This is equivalent to the Baire Category Theorem.

Recall a function is pointwise discontinuous if C={c[a,b]:f is continuous at c}\mathcal{C}=\{c\in [a,b]: f\text{ is continuous at } c\} is dense in [a,b][a,b].

D=[a,b]C\mathcal{D}=[a,b]\setminus \mathcal{C} is called the set of points of discontinuity of ff.

Corollary 4.9

ff is pointwise discontinuous if and only if D\mathcal{D} is of first category.

Proof

Part 1: If D\mathcal{D} is of first category, then ff is pointwise discontinuous.

Immediate from Corollary 4.8.

Part 2: If ff is pointwise discontinuous, then D\mathcal{D} is of first category.

Let Pk={x[a,b]:w(f;x)1k}P_k=\{x\in [a,b]: w(f;x)\geq \frac{1}{k}\}, D=k=1Pk\mathcal{D}=\bigcup_{k=1}^\infty P_k.

Need to show that each PkP_k is nowhere dense. (under the assumption that C\mathcal{C} is dense).

Let I[a,b]I\subseteq [a,b] so cCI\exists c\in \mathcal{C}\cap I. So by definition of w(f;c)w(f;c), JI\exists J\subseteq I and cJc\in J such that w(f;J)1kw(f;J)\leq \frac{1}{k} so for all xJx\in J, w(f;x)1kw(f;x)\leq \frac{1}{k}. so JPk=J\subseteq P_k=\emptyset.

Thus, PkP_k is nowhere dense.

Corollary 4.10

Let {fn}\{f_n\} be a sequence of pointwise discontinuous functions. The set of points at which all fnf_n are simultaneously continuous is dense (it’s also uncountable).

Proof

n=1Cn=(n=1Dn)c\bigcap_{n=1}^\infty \mathcal{C}_n=\left(\bigcup_{n=1}^\infty \mathcal{D}_n\right)^c

The complement of a set of first category is dense.

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