In preparation for a qualifying exam in Real Analysis, during the summer of 2013, I plan to solve as many problems from Stein & Shakarchi's Real Analysis text as I can. Please feel free to comment or correct me as I make my way through this.
Tuesday, June 18, 2013
2.19
First, noting the definition of our set $E_\alpha$:
$$E_\alpha = \big\lbrace x \in \mathbb{R}^d \hspace{0.25cm} \big| \hspace{0.25cm} |f(x)| > \alpha \big\rbrace$$
Observe that $E_\alpha$ is certainly measurable. Now, consider the integration:
$$ \int_0^\infty m(E_\alpha) \hspace{0.1cm} d\alpha = \int_0^\infty \int_{E_\alpha} dx \hspace{0.1cm} d\alpha$$
Since constant functions over measurable sets are measurable, we can apply Tonelli's Theorem to see:
$$\int_0^\infty \int_{E_\alpha} dx \hspace{0.1cm} d\alpha = \int_{E_\alpha} \int_0^\infty d\alpha \hspace{0.1cm} dx = \int_{\mathbb{R}^d} \int_0^\infty \chi_{[0,|f(x)|)} d\alpha \hspace{0.1cm} dx$$
Next, notice from the definition of $E_\alpha$ that:
$$\int_{\mathbb{R}^d} \int_0^\infty \chi_{[0,|f(x)|)} d\alpha \hspace{0.1cm} dx = \int_{\mathbb{R}^d} m\big([0,|f(x)|)\big) \hspace{0.1cm} dx = \int_{\mathbb{R}^d} |f(x)| dx$$
...as desired.
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