Part a.) Under the given conditions, we know that $\forall \epsilon > 0$ there exists $r > 0$ such that:
$$\frac{m(E \cap [-r,r])}{m([-r,r])} \geq (1-\epsilon)$$
Now, simply observe (by the translation / rotation invariance of the Lebesgue Measure):
$$m(-E \cap [-r,r]) = m(E \cap [-r,r]) \geq (1-\epsilon)2r$$
Thus, for $\epsilon < \frac{1}{2}$:
$$0 < (1-2\epsilon)2r \leq m(-E \cap E \cap [-r,r])$$
...and thus, since these sets have positive measure, we can always find a sequence of $x_n's$ that satisfy the condition.
Part b.) It suffices to simply consider the $cE$ case, where $c > 1$. Since:
$$\frac{m(cE \cap [-r,r])}{m([-r,r])} = \frac{m(E \cap [-\frac{r}{c}, \frac{r}{c}])}{m([-\frac{r}{c},\frac{r}{c}])}$$
We have:
$$m(cE \cap [-r,r]) = \frac{m([-r,r])}{m([-\frac{r}{c},\frac{r}{c}])}m\Big(E \cap \Big[-\frac{r}{c},\frac{r}{c}\Big]\Big) = \ldots$$
$$\ldots = cm\Big(E \cap \Big[-\frac{r}{c},\frac{r}{c}\Big]\Big)$$
Thus, like in part a, we have that since $\forall \epsilon > 0$ there exists an $r_0 > 0$ such that $\forall r \in (0,r_0)$:
$$m(E \cap [-r,r]) > (1 - \epsilon)2r$$
Therefore, since $\frac{r}{c} < r$, we have:
$$m(cE \cap [-r,r]) = cm\Big(E \cap \Big[-\frac{r}{c},\frac{r}{c}\Big]\Big) > c(1 - \epsilon)2\frac{r}{c} = \ldots$$
$$\ldots = (1 - \epsilon)2r > 0$$
...when $\epsilon < \frac{1}{2}$. Thus, under these settings, the estimate:
$$m(cE \cap E \cap [-r,r]) > (1 - 2\epsilon)2r$$
...holds, $\implies$ we can choose a sequence of $x_n's$ satisfying the desired condition.
To see that this condition holds for $0 < c < 1$, observe that if we simply define $cE = F$, that: $\frac{1}{c}F = E$, and the statement holds per the previous argument.
Now, since we know it works for $c > 0$, and $c = -1$ (from Part a.), simply combine the arguments to see that this clearly works for $c \in \mathbb{R} \backslash \lbrace 0 \rbrace$.
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.
Showing posts with label Real. Show all posts
Showing posts with label Real. Show all posts
Friday, July 5, 2013
Tuesday, July 2, 2013
3.2
Recall the statement from exercise 3.1c, however, instead of:
$$\int_\mathbb{R}^d K_\delta (y) = 1$$
Write: ($\dagger$) For some particular $C \in \mathbb{R}$:
$$\int_\mathbb{R}^d K_\delta (y) = C$$
The new statement should read:
$$ \dagger \hspace{0.25cm} \Rightarrow (f*K_\delta)(x) \to Cf(x) \hspace{0.25cm} \text{as} \hspace{0.25cm} \delta \to 0$$
The argument follows identically to how the $C=1$ case is shown for approximations to the identity. Now, simply consider $C = 0$, and we're done.
Wednesday, June 26, 2013
3.1
Part a.) We first need to show that $K_\delta(x)$ satisfies $(i),(ii),$ and $(iii)$ listed at the top of page 109. Given $\delta > 0$, and $\phi$ is integrable s.t. $\int_{\mathbb{R}^d} \phi = 1$, we have that:
$$\int_{\mathbb{R}^d} K_\delta (x)\hspace{0.1cm}dx = \int_{\mathbb{R}^d} \frac{1}{\delta^d} \phi(x / \delta) \hspace{0.1cm}dx$$
...and by the dilation property of $L^1$ functions:
$$\int_{\mathbb{R}^d} \frac{1}{\delta^d} \phi(x / \delta) \hspace{0.1cm}dx = \int_{\mathbb{R}^d} \frac{\delta^d}{\delta^d} \phi(x) \hspace{0.1cm}dx = \int_{\mathbb{R}^d} \phi(x) \hspace{0.1cm}dx = 1$$
Which satisfies $(i)$. Next, notice:
$$\int_{\mathbb{R}^d} |K_\delta (x)| \hspace{0.1cm}dx = \int_{\mathbb{R}^d} |\phi(x)| \hspace{0.1cm}dx = || \phi ||_{L^1} < \infty$$
...which satisfies $(ii)$. Finally, observe that:
$$\int_{B_\mu} |K_\delta (x)| \hspace{0.1cm}dx = \int_{B_\mu} |K_\delta (x)| \hspace{0.1cm}dx = \int_{\mathbb{R}^d} \frac{1}{\delta^d} |\phi(x / \delta)| \chi_{B_\mu}(x) dx $$
...again by the dilation property of $L^1$ functions:
$$ \int_{\mathbb{R}^d} \frac{1}{\delta^d} |\phi(x / \delta)| \chi_{B_\mu}(x) dx = \int_{\mathbb{R}^d} |\phi(x)| \chi_{B_\mu}(\delta x) dx = \int_{B_{\mu / \delta}} |\phi(x)| dx$$
Therefore, given that for any $\mu > 0$, we have $B_{\mu / \delta} \to \mathbb{R}^d$ as $\delta \to 0$, it follows directly by, say the Dominated Convergence Theorem that:
$$\lim_{\delta \to 0} \int_{B_\mu^c} |K_\delta (x)| \hspace{0.1cm}dx = 0$$
...which was $(iii)$.
Part b.) With the added assumptions that $|\phi| \leq M$ where $M > 0$ and $\phi$ is supported on a compact set $S \subset \mathbb{R^d}$, we need to show that $K_\delta (x)$ is an approximation to the identity. (Properties $(ii')$ and $(iii')$) Certainly: $$|K_\delta (x)| = |\frac{1}{\delta^d} \phi(x / \delta)| \leq \frac{1}{\delta^d}M$$ ...satisfying condition $(ii')$. Next, since $S$ is compact, let $\overline{B_r}$ be a ball of radius $r = \max \lbrace \max(S), 1 \rbrace$. $$|K_\delta (x)| \leq \frac{M}{\delta^d} \chi_S(x/\delta) \leq \frac{M}{\delta^d} \chi_{\overline{B_r}}(x/\delta)$$ Now, for $|x| > \delta r$, we have: $$\frac{M \delta}{|x|^{d+1}} \geq \frac{M}{\delta^d} \chi_{\overline{B_r}}(x/\delta) = 0$$ For $0 < |x| \leq \delta r$ we have: $$\frac{M \delta}{|x|^{d+1}} \geq \frac{M \delta}{|r\delta|^{d+1}} \geq \frac{M}{\delta^d}$$ ...satisfying condition $(iii')$.
Part c.) First, since $\int_{\mathbb{R}^d} K_\delta (y) dy = 1$, observe that: $$f(x) = \int_{\mathbb{R}^d}f(x) K_\delta (y) dy$$ So it now follows directly that: $$||(f*K_\delta) - f||_{L^1} = \int_{\mathbb{R}^d} \Bigg| \int_{\mathbb{R}^d} f(x - y)K_{\delta}(y)dy - f(x) \Bigg| \hspace{0.1cm}dx = \ldots$$ $$\ldots = \int_{\mathbb{R}^d} \Bigg| \int_{\mathbb{R}^d} \big(f(x - y) - f(x)\big)K_{\delta}(y)dy \Bigg| \hspace{0.1cm}dx \leq \ldots$$ $$\ldots \leq \int_{\mathbb{R}^d} \int_{\mathbb{R}^d} \big|f(x - y) - f(x)\big||K_{\delta}(y)|dy \hspace{0.1cm}dx $$ Now, by Fubini's Theorem and the triangle inequality that $\forall r > 0$: $$\int_{\mathbb{R}^d} \int_{\mathbb{R}^d} \big|f(x - y) - f(x)\big||K_{\delta}(y)|dy \hspace{0.1cm}dx = \ldots $$ $$\int_{\mathbb{R}^d} \Bigg( \int_{B_r(0)} \big|f(x - y) - f(x)\big||K_{\delta}(y)|dy + \ldots$$ $$\ldots + \int_{B_r^c(0)} \big|f(x - y) - f(x)\big||K_{\delta}(y)|dy \hspace{0.1cm}\Bigg)dx \leq \ldots$$ $$\ldots \leq ||f(x-y) - f(x)||_{L^1} \int_{B_r(0)}|K_{\delta}(y)|dy + \ldots$$ $$\ldots + 2||f||_{L^1}\int_{B_r^c(0)}|K_{\delta}(y)|dy$$ Now, since $f$ is $L^1$, and from property $(ii)$ of good kernals (P.109), $\exists A > 0$ such that $||K_\delta||_{L^1} < A \hspace{0.1cm} \forall \delta$, we know $\forall \epsilon > 0$ there exists an $r > 0$ small enough such that: $$y \in B_r(0) \hspace{0.25cm} \Rightarrow \hspace{0.25cm} ||f(x-y) - f(x)|| < \frac{\epsilon}{2A}$$ And, from property $(iii)$ of good kernals (P.109), we have that $\forall \epsilon > 0 \hspace{0.25cm} \exists \delta > 0$ small enough such that: $$\int_{B_r^c(0)}|K_{\delta}(y)|dy < \frac{\epsilon}{4||f||_{L^1}}$$ Putting everything together, we finally see that if we choose both $\delta, r > 0$ small enough, that: $$||f(x-y) - f(x)||_{L^1} \int_{B_r(0)}|K_{\delta}(y)|dy + \ldots$$ $$\ldots + 2||f||_{L^1}\int_{B_r^c(0)}|K_{\delta}(y)|dy < \ldots$$ $$\ldots < \frac{\epsilon}{2A}\int_{B_r(0)}|K_{\delta}(y)|dy + 2||f||_{L^1} \frac{\epsilon}{4||f||_{L^1}}<\ldots$$ $$\ldots < \frac{\epsilon}{2A} A + \frac{\epsilon}{2} = \epsilon$$ ...as desired.
Part b.) With the added assumptions that $|\phi| \leq M$ where $M > 0$ and $\phi$ is supported on a compact set $S \subset \mathbb{R^d}$, we need to show that $K_\delta (x)$ is an approximation to the identity. (Properties $(ii')$ and $(iii')$) Certainly: $$|K_\delta (x)| = |\frac{1}{\delta^d} \phi(x / \delta)| \leq \frac{1}{\delta^d}M$$ ...satisfying condition $(ii')$. Next, since $S$ is compact, let $\overline{B_r}$ be a ball of radius $r = \max \lbrace \max(S), 1 \rbrace$. $$|K_\delta (x)| \leq \frac{M}{\delta^d} \chi_S(x/\delta) \leq \frac{M}{\delta^d} \chi_{\overline{B_r}}(x/\delta)$$ Now, for $|x| > \delta r$, we have: $$\frac{M \delta}{|x|^{d+1}} \geq \frac{M}{\delta^d} \chi_{\overline{B_r}}(x/\delta) = 0$$ For $0 < |x| \leq \delta r$ we have: $$\frac{M \delta}{|x|^{d+1}} \geq \frac{M \delta}{|r\delta|^{d+1}} \geq \frac{M}{\delta^d}$$ ...satisfying condition $(iii')$.
Part c.) First, since $\int_{\mathbb{R}^d} K_\delta (y) dy = 1$, observe that: $$f(x) = \int_{\mathbb{R}^d}f(x) K_\delta (y) dy$$ So it now follows directly that: $$||(f*K_\delta) - f||_{L^1} = \int_{\mathbb{R}^d} \Bigg| \int_{\mathbb{R}^d} f(x - y)K_{\delta}(y)dy - f(x) \Bigg| \hspace{0.1cm}dx = \ldots$$ $$\ldots = \int_{\mathbb{R}^d} \Bigg| \int_{\mathbb{R}^d} \big(f(x - y) - f(x)\big)K_{\delta}(y)dy \Bigg| \hspace{0.1cm}dx \leq \ldots$$ $$\ldots \leq \int_{\mathbb{R}^d} \int_{\mathbb{R}^d} \big|f(x - y) - f(x)\big||K_{\delta}(y)|dy \hspace{0.1cm}dx $$ Now, by Fubini's Theorem and the triangle inequality that $\forall r > 0$: $$\int_{\mathbb{R}^d} \int_{\mathbb{R}^d} \big|f(x - y) - f(x)\big||K_{\delta}(y)|dy \hspace{0.1cm}dx = \ldots $$ $$\int_{\mathbb{R}^d} \Bigg( \int_{B_r(0)} \big|f(x - y) - f(x)\big||K_{\delta}(y)|dy + \ldots$$ $$\ldots + \int_{B_r^c(0)} \big|f(x - y) - f(x)\big||K_{\delta}(y)|dy \hspace{0.1cm}\Bigg)dx \leq \ldots$$ $$\ldots \leq ||f(x-y) - f(x)||_{L^1} \int_{B_r(0)}|K_{\delta}(y)|dy + \ldots$$ $$\ldots + 2||f||_{L^1}\int_{B_r^c(0)}|K_{\delta}(y)|dy$$ Now, since $f$ is $L^1$, and from property $(ii)$ of good kernals (P.109), $\exists A > 0$ such that $||K_\delta||_{L^1} < A \hspace{0.1cm} \forall \delta$, we know $\forall \epsilon > 0$ there exists an $r > 0$ small enough such that: $$y \in B_r(0) \hspace{0.25cm} \Rightarrow \hspace{0.25cm} ||f(x-y) - f(x)|| < \frac{\epsilon}{2A}$$ And, from property $(iii)$ of good kernals (P.109), we have that $\forall \epsilon > 0 \hspace{0.25cm} \exists \delta > 0$ small enough such that: $$\int_{B_r^c(0)}|K_{\delta}(y)|dy < \frac{\epsilon}{4||f||_{L^1}}$$ Putting everything together, we finally see that if we choose both $\delta, r > 0$ small enough, that: $$||f(x-y) - f(x)||_{L^1} \int_{B_r(0)}|K_{\delta}(y)|dy + \ldots$$ $$\ldots + 2||f||_{L^1}\int_{B_r^c(0)}|K_{\delta}(y)|dy < \ldots$$ $$\ldots < \frac{\epsilon}{2A}\int_{B_r(0)}|K_{\delta}(y)|dy + 2||f||_{L^1} \frac{\epsilon}{4||f||_{L^1}}<\ldots$$ $$\ldots < \frac{\epsilon}{2A} A + \frac{\epsilon}{2} = \epsilon$$ ...as desired.
Labels:
Convergence,
Dominated,
Fubini,
Good Kernals,
Lebesgue,
Real,
Shakarchi,
Stein,
Theorem
Saturday, June 22, 2013
2.24
Part a.) Given the equation:
$$(f*g)(x) = \int_{\mathbb{R}^d} f(x-y)g(y) \hspace{0.1cm}dy$$
If we assume $f$ is integrable, and $\exists M \geq 0$ such that $|g| \leq M \hspace{0.1cm} \forall x \in \mathbb{R}^d$, we have:
$$\big|(f*g)(x) - (f*g)(z)\big| = \ldots$$
$$\ldots = \Bigg|\int_{\mathbb{R}^d} \bigg(f(x-y) - f(z - y)\bigg)g(y) \hspace{0.1cm}dy\Bigg| \leq \ldots$$
$$\ldots \leq M\int_{\mathbb{R}^d} \bigg|f(x-y) - f(z - y)\bigg| \hspace{0.1cm}dy =\ldots$$
$$\ldots = M\int_{\mathbb{R}^d} \bigg|f(-y) - f((z - x) - y)\bigg| \hspace{0.1cm}dy$$
Thus since $f$ is $L^1(\mathbb{R}^d)$, by Proposition 2.5, $\forall \epsilon > 0,\hspace{0.25cm} \exists \delta$ such that $||z - x|| < \delta \hspace{0.25cm} \Rightarrow ||f(y) - f(y-(z-x))||_{L^1} < \epsilon$.
Thus, since
$$\big|(f*g)(x) - (f*g)(z)\big| \leq ||f(y) - f(y-(z-x))||_{L^1}$$
The convolution $(f*g)(x)$ must be uniformly continuous.
Part b.) If $f$ and $g$ are both $L^1(\mathbb{R}^d)$, we proved in exercise 21 part d that $(f*g)(x)$ is also $L^1(\mathbb{R}^d)$. Thus, since $(f*g)(x)$ is uniformly continuous, and integrable, we have (by exercise 6 part b) that: $$\lim_{|x| \to \infty} (f*g)(x) = 0$$ ...as desired.
Part b.) If $f$ and $g$ are both $L^1(\mathbb{R}^d)$, we proved in exercise 21 part d that $(f*g)(x)$ is also $L^1(\mathbb{R}^d)$. Thus, since $(f*g)(x)$ is uniformly continuous, and integrable, we have (by exercise 6 part b) that: $$\lim_{|x| \to \infty} (f*g)(x) = 0$$ ...as desired.
Thursday, June 20, 2013
2.23
Assume to the contrary that there does exist an $I \in L^1(\mathbb{R}^d)$ such that:
$$(f*I) = f \hspace{0.25cm} \forall f \in L^1(\mathbb{R}^d)$$
It follows from the latter parts of exercise 21 that:
$$\hat{f}(\xi) = \widehat{(f*I)}(\xi) = \hat{f}(\xi)\hat{I}(\xi)$$
Thus, since $\hat{f}(\xi)$ need not be zero, we have that $\hat{I}(\xi) = 1 \hspace{0.25cm} \forall \xi$. I.e. $\lim_{\xi \to \infty} \hat{I}(\xi) = 1$. This contradicts the Riemann-Lebesgue Lemma. Therefore, $I \notin L^1(\mathbb{R}^d)$.
2.22
This exercise is asking us to prove the Riemann-Lebesgue Lemma. Exactly as the hint prescribes, first observe that $\xi \cdot \xi' = \frac{1}{2}$, and then by the translation invariance of the Lebesgue integral:
$$\hat{f}(\xi) = \int_{\mathbb{R}^d} f(x - \xi')e^{-2\pi i (x - \xi') \cdot \xi} \hspace{0.1cm}dx = \ldots$$
$$= \int_{\mathbb{R}^d} f(x - \xi')e^{-2\pi i x \cdot \xi} e^{-2\pi i \xi \cdot \xi'} \hspace{0.1cm}dx = -\int_{\mathbb{R}^d} f(x - \xi')e^{-2\pi i x \cdot \xi}\hspace{0.1cm}dx$$
So we can certainly rewrite $\hat{f}(\xi)$ as:
$$\hat{f}(\xi) = \frac{1}{2} \int_{\mathbb{R}^d}\big(f(x)- f(x - \xi')\big)e^{-2\pi i x \cdot \xi}\hspace{0.1cm}dx$$
Now, observe that:
$$\lim_{|\xi| \to \infty} |\hat{f}(\xi)| = \lim_{|\xi| \to \infty} \Bigg|\frac{1}{2} \int_{\mathbb{R}^d}\big(f(x)- f(x - \xi')\big)e^{-2\pi i x \cdot \xi}\hspace{0.1cm}dx\Bigg| = \dagger$$
...and thus, by the triangle inequality, and since $\xi' \to 0$ if $|\xi| \to \infty$, it's clear that:
$$\dagger \leq \lim_{\xi' \to 0} \frac{1}{2} \int_{\mathbb{R}^d}\big|f(x)- f(x - \xi')\big| \hspace{0.1cm}dx = 0$$
...from Proposition 2.5 (p. 74).
2.21
Part a.) Since the product of two measurable functions is measurable, it suffices to show that $f(x-y)$ and $g(y)\chi_{\mathbb{R}^d(x)}$ are each measurable in $\mathbb{R}^{2d}$.
Conveniently, since $f$ is measurable on $\mathbb{R}^d$, it follows directly from Proposition 3.9 (p. 86) that $f(x-y)$ is measurable on $\mathbb{R}^{2d}$. Also, since $g$ is measurable on $\mathbb{R}^d$, it follows directly from Corollary 3.7 (P. 85) that $g(y)\chi_{\mathbb{R}^d(x)}$ is measurable on $\mathbb{R}^{2d}$.
Part b.) Since we know $f(x-y)g(y)$ is measurable, by Tonelli's Theorem we have: $$\int_{\mathbb{R}^{2d}} |f(x-y)g(y)| \hspace{0.1cm}d(x,y) \hspace{0.25cm}=\hspace{0.25cm} \int_{\mathbb{R}^d} \int_{\mathbb{R}^d} |f(x-y)g(y)| \hspace{0.1cm}dx\hspace{0.1cm}dy$$ ...and from the translation invariance of integration we get: $$\int_{\mathbb{R}^d} \int_{\mathbb{R}^d} |f(x-y)g(y)| \hspace{0.1cm}dx\hspace{0.1cm}dy = \int_{\mathbb{R}^d} |g(y)| \int_{\mathbb{R}^d} |f(x-y)| \hspace{0.1cm}dx\hspace{0.1cm}dy = \ldots$$ $$\ldots = ||f||_{L^1(\mathbb{R}^d)} \int_{\mathbb{R}^d} |g(y)| dy = ||f||_{L^1(\mathbb{R}^d)}||g||_{L^1(\mathbb{R}^d)} < \infty$$ ...since both $f$ and $g$ are $L^1$.
Part c.) Since $f(x-y)g(y)$ was just shown to be integrable, it follows directly from Fubini's Theorem that for almost every $x \in \mathbb{R}^d$, : $$\int_{\mathbb{R}^d}|f(x-y)g(y)|\hspace{0.1cm}dy < \infty$$ I.e., the convolution: $$(f*g)(x) = \int_{\mathbb{R}^d} f(x-y)g(y)\hspace{0.1cm}dy$$ ...is well-defined for a.e. $x \in \mathbb{R}^d$.
Part d.) Observe that: $$\int_{\mathbb{R}^d} |(f*g)(x)\hspace{0.1cm}| dx = \int_{\mathbb{R}^d} \Bigg| \int_{\mathbb{R}^d}f(x-y)g(y)\hspace{0.1cm}dy \hspace{0.1cm}\Bigg| \hspace{0.1cm}dx \leq \ldots$$ $$\ldots \leq \int_{\mathbb{R}^d} \int_{\mathbb{R}^d}|f(x-y)g(y)|\hspace{0.1cm}dy \hspace{0.1cm}dx$$ ...which, by part b, we see: $$||(f*g)||_{L^1(\mathbb{R}^d)} = \int_{\mathbb{R}^d} |(f*g)(x)|\hspace{0.1cm} dx \leq \int_{\mathbb{R}^d}|f(x-y)g(y)|\hspace{0.1cm}dy \hspace{0.1cm}dx = \ldots$$ $$\ldots = ||f||_{L^1(\mathbb{R}^d)}||g||_{L^1(\mathbb{R}^d)}$$ Now, if $f$ and $g$ are positive functions, $|f(x-y)g(y)|=f(x-y)g(y)$, so equality of $||(f*g)||_{L^1(\mathbb{R}^d)}$ and $||f||_{L^1(\mathbb{R}^d)}||g||_{L^1(\mathbb{R}^d)}$ follows (again) directly from part b.
Part e.) Let's first check that $\hat{f}(\xi)$ is bounded. Recall that $|e^{i \theta}| = 1 \hspace{0.25cm} \forall \theta \in \mathbb{R}$. Then, observe: $$|\hat{f}(\xi)| = \Bigg| \int_{\mathbb{R}^d} f(x) e^{-2\pi i x \xi} \hspace{0.1cm} dx \Bigg| \leq \ldots $$ $$ \ldots \leq \int_{\mathbb{R}^d} |f(x)||e^{-2\pi i x \xi}| \hspace{0.1cm}dx = \int_{\mathbb{R}^d} |f(x)|\hspace{0.1cm}dx = ||f||_{L^1(\mathbb{R}^d)}$$ Thus, $\hat{f}(\xi)$ is bounded.
Now, let's see if $\hat{f}(\xi)$ is continuous. We begin by observing: $$|\hat{f}(\xi) - \hat{f}(\mu)| = \Bigg| \int_{\mathbb{R}^d} f(x) \big(e^{-2\pi i x \cdot \xi} - e^{-2\pi i x \cdot \mu}\big) \hspace{0.1cm} dx \Bigg| \leq \ldots $$ $$\ldots \leq \int_{\mathbb{R}^d}|f(x)|\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \hspace{0.1cm}dx$$ Note that since $f$ is $L^1(\mathbb{R}^d$, for any $\epsilon > 0$ we have that there exists an $R > 0$ such that: $$ \int_{B_R^c} |f(x)| \hspace{0.1cm} dx \leq \frac{\epsilon}{4}$$ (Where $B_R$ is a ball of radius $R$ centered the origin.)
Now, since $\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \leq 2$, we see: $$\int_{\mathbb{R}^d}|f(x)|\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \hspace{0.1cm}dx \leq \ldots$$ $$\ldots \leq \int_{B_R}|f(x)|\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \hspace{0.1cm}dx + 2\int_{B_R^c}|f(x)| \hspace{0.1cm}dx$$ From here, require: $$||\xi - \mu|| < \delta = \frac{\epsilon}{8 \pi R ||f||_{L^1(\mathbb{R}^d)}}$$ Now, it should be clear from the Cauchy Schwartz inequality that on $B_R$: $$ |x \cdot (\xi - \mu)| \leq R \delta = \frac{\epsilon}{8 \pi ||f||_{L^1(\mathbb{R}^d)}}$$ Therefore, plugging it all in, we finally see: $$\int_{B_R}|f(x)|\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \hspace{0.1cm}dx \leq \ldots$$ $$\leq \int_{B_R}|f(x)| \Big[\big| \cos(2\pi x \cdot (\xi - \mu)) - 1 \big| + \big|\sin(2\pi x \cdot (\xi - \mu))\big|\Big] \hspace{0.1cm}dx$$ $$\leq \int_{B_R}|f(x)| \Big[\big| \cos\big(\frac{\epsilon}{4 ||f||_{L^1(\mathbb{R}^d)}}\big) - 1 \big| + \big|\sin\big(\frac{\epsilon}{4 ||f||_{L^1(\mathbb{R}^d)}}\big) \big| \Big]$$ $$\leq \int_{B_R}|f(x)| \Big[\frac{\epsilon}{4 ||f||_{L^1(\mathbb{R}^d)}} + \frac{\epsilon}{4 ||f||_{L^1(\mathbb{R}^d)}} \Big] \hspace{0.1cm}dx \hspace{0.25cm} \leq \ldots$$ $$\ldots \leq \frac{\epsilon ||f||_{L^1(\mathbb{R}^d)}}{2 ||f||_{L^1(\mathbb{R}^d)}} = \frac{\epsilon}{2}$$ Thus, we've just shown, for a sufficiently large $R > 0$: $$||\xi - \mu|| < \delta = \frac{\epsilon}{8 \pi R ||f||_{L^1(\mathbb{R}^d)}} \hspace{0.25cm} \Rightarrow \hspace{0.25cm} |\hat{f}(\xi) - \hat{f}(\mu)| \leq \ldots$$ $$\ldots \leq \int_{B_R}|f(x)|\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \hspace{0.1cm}dx + 2\int_{B_R^c}|f(x)| \hspace{0.1cm}dx \hspace{0.25cm} \leq$$ $$\ldots \leq \frac{\epsilon}{2} + \frac{\epsilon}{2} = \epsilon$$ ...as desired.
Finally we want to show: $$\widehat{(f*g)}(\xi) = \hat{f}(\xi)\hat{g}(\xi)$$ Proceed by directly applying Fubini's Theorem: $$\widehat{(f*g)}(\xi) = \int_{\mathbb{R}^d} \Bigg[\int_{\mathbb{R}^d} f(x-y)g(y) \hspace{0.1cm}dy \Bigg] e^{-2\pi i \xi x} \hspace{0.1cm} dx = \ldots$$ $$\ldots = \int_{\mathbb{R}^d} \Bigg[\int_{\mathbb{R}^d} f(x-y)g(y) \hspace{0.1cm} e^{-2\pi i \xi (x - y + y)} dy \Bigg] \hspace{0.1cm} dx$$ $$\ldots = \int_{\mathbb{R}^d} \int_{\mathbb{R}^d} \Big(f(x-y) e^{-2\pi i \xi (x-y)} \Big) \Big(g(y) e^{-2\pi i \xi y}\Big) \hspace{0.1cm}dy \hspace{0.1cm} dx$$ $$\ldots = \int_{\mathbb{R}^d} \Big(g(y) e^{-2\pi i \xi y}\Big) \int_{\mathbb{R}^d} \Big(f(x-y) e^{-2\pi i \xi (x-y)} \Big) \hspace{0.1cm}dx \hspace{0.1cm} dy$$ $$\ldots = \hat{f}(\xi)\int_{\mathbb{R}^d} g(y) e^{-2\pi i \xi y} \hspace{0.1cm} dy = \hat{f}(\xi)\hat{g}(\xi)$$ ...as desired.
Conveniently, since $f$ is measurable on $\mathbb{R}^d$, it follows directly from Proposition 3.9 (p. 86) that $f(x-y)$ is measurable on $\mathbb{R}^{2d}$. Also, since $g$ is measurable on $\mathbb{R}^d$, it follows directly from Corollary 3.7 (P. 85) that $g(y)\chi_{\mathbb{R}^d(x)}$ is measurable on $\mathbb{R}^{2d}$.
Part b.) Since we know $f(x-y)g(y)$ is measurable, by Tonelli's Theorem we have: $$\int_{\mathbb{R}^{2d}} |f(x-y)g(y)| \hspace{0.1cm}d(x,y) \hspace{0.25cm}=\hspace{0.25cm} \int_{\mathbb{R}^d} \int_{\mathbb{R}^d} |f(x-y)g(y)| \hspace{0.1cm}dx\hspace{0.1cm}dy$$ ...and from the translation invariance of integration we get: $$\int_{\mathbb{R}^d} \int_{\mathbb{R}^d} |f(x-y)g(y)| \hspace{0.1cm}dx\hspace{0.1cm}dy = \int_{\mathbb{R}^d} |g(y)| \int_{\mathbb{R}^d} |f(x-y)| \hspace{0.1cm}dx\hspace{0.1cm}dy = \ldots$$ $$\ldots = ||f||_{L^1(\mathbb{R}^d)} \int_{\mathbb{R}^d} |g(y)| dy = ||f||_{L^1(\mathbb{R}^d)}||g||_{L^1(\mathbb{R}^d)} < \infty$$ ...since both $f$ and $g$ are $L^1$.
Part c.) Since $f(x-y)g(y)$ was just shown to be integrable, it follows directly from Fubini's Theorem that for almost every $x \in \mathbb{R}^d$, : $$\int_{\mathbb{R}^d}|f(x-y)g(y)|\hspace{0.1cm}dy < \infty$$ I.e., the convolution: $$(f*g)(x) = \int_{\mathbb{R}^d} f(x-y)g(y)\hspace{0.1cm}dy$$ ...is well-defined for a.e. $x \in \mathbb{R}^d$.
Part d.) Observe that: $$\int_{\mathbb{R}^d} |(f*g)(x)\hspace{0.1cm}| dx = \int_{\mathbb{R}^d} \Bigg| \int_{\mathbb{R}^d}f(x-y)g(y)\hspace{0.1cm}dy \hspace{0.1cm}\Bigg| \hspace{0.1cm}dx \leq \ldots$$ $$\ldots \leq \int_{\mathbb{R}^d} \int_{\mathbb{R}^d}|f(x-y)g(y)|\hspace{0.1cm}dy \hspace{0.1cm}dx$$ ...which, by part b, we see: $$||(f*g)||_{L^1(\mathbb{R}^d)} = \int_{\mathbb{R}^d} |(f*g)(x)|\hspace{0.1cm} dx \leq \int_{\mathbb{R}^d}|f(x-y)g(y)|\hspace{0.1cm}dy \hspace{0.1cm}dx = \ldots$$ $$\ldots = ||f||_{L^1(\mathbb{R}^d)}||g||_{L^1(\mathbb{R}^d)}$$ Now, if $f$ and $g$ are positive functions, $|f(x-y)g(y)|=f(x-y)g(y)$, so equality of $||(f*g)||_{L^1(\mathbb{R}^d)}$ and $||f||_{L^1(\mathbb{R}^d)}||g||_{L^1(\mathbb{R}^d)}$ follows (again) directly from part b.
Part e.) Let's first check that $\hat{f}(\xi)$ is bounded. Recall that $|e^{i \theta}| = 1 \hspace{0.25cm} \forall \theta \in \mathbb{R}$. Then, observe: $$|\hat{f}(\xi)| = \Bigg| \int_{\mathbb{R}^d} f(x) e^{-2\pi i x \xi} \hspace{0.1cm} dx \Bigg| \leq \ldots $$ $$ \ldots \leq \int_{\mathbb{R}^d} |f(x)||e^{-2\pi i x \xi}| \hspace{0.1cm}dx = \int_{\mathbb{R}^d} |f(x)|\hspace{0.1cm}dx = ||f||_{L^1(\mathbb{R}^d)}$$ Thus, $\hat{f}(\xi)$ is bounded.
Now, let's see if $\hat{f}(\xi)$ is continuous. We begin by observing: $$|\hat{f}(\xi) - \hat{f}(\mu)| = \Bigg| \int_{\mathbb{R}^d} f(x) \big(e^{-2\pi i x \cdot \xi} - e^{-2\pi i x \cdot \mu}\big) \hspace{0.1cm} dx \Bigg| \leq \ldots $$ $$\ldots \leq \int_{\mathbb{R}^d}|f(x)|\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \hspace{0.1cm}dx$$ Note that since $f$ is $L^1(\mathbb{R}^d$, for any $\epsilon > 0$ we have that there exists an $R > 0$ such that: $$ \int_{B_R^c} |f(x)| \hspace{0.1cm} dx \leq \frac{\epsilon}{4}$$ (Where $B_R$ is a ball of radius $R$ centered the origin.)
Now, since $\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \leq 2$, we see: $$\int_{\mathbb{R}^d}|f(x)|\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \hspace{0.1cm}dx \leq \ldots$$ $$\ldots \leq \int_{B_R}|f(x)|\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \hspace{0.1cm}dx + 2\int_{B_R^c}|f(x)| \hspace{0.1cm}dx$$ From here, require: $$||\xi - \mu|| < \delta = \frac{\epsilon}{8 \pi R ||f||_{L^1(\mathbb{R}^d)}}$$ Now, it should be clear from the Cauchy Schwartz inequality that on $B_R$: $$ |x \cdot (\xi - \mu)| \leq R \delta = \frac{\epsilon}{8 \pi ||f||_{L^1(\mathbb{R}^d)}}$$ Therefore, plugging it all in, we finally see: $$\int_{B_R}|f(x)|\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \hspace{0.1cm}dx \leq \ldots$$ $$\leq \int_{B_R}|f(x)| \Big[\big| \cos(2\pi x \cdot (\xi - \mu)) - 1 \big| + \big|\sin(2\pi x \cdot (\xi - \mu))\big|\Big] \hspace{0.1cm}dx$$ $$\leq \int_{B_R}|f(x)| \Big[\big| \cos\big(\frac{\epsilon}{4 ||f||_{L^1(\mathbb{R}^d)}}\big) - 1 \big| + \big|\sin\big(\frac{\epsilon}{4 ||f||_{L^1(\mathbb{R}^d)}}\big) \big| \Big]$$ $$\leq \int_{B_R}|f(x)| \Big[\frac{\epsilon}{4 ||f||_{L^1(\mathbb{R}^d)}} + \frac{\epsilon}{4 ||f||_{L^1(\mathbb{R}^d)}} \Big] \hspace{0.1cm}dx \hspace{0.25cm} \leq \ldots$$ $$\ldots \leq \frac{\epsilon ||f||_{L^1(\mathbb{R}^d)}}{2 ||f||_{L^1(\mathbb{R}^d)}} = \frac{\epsilon}{2}$$ Thus, we've just shown, for a sufficiently large $R > 0$: $$||\xi - \mu|| < \delta = \frac{\epsilon}{8 \pi R ||f||_{L^1(\mathbb{R}^d)}} \hspace{0.25cm} \Rightarrow \hspace{0.25cm} |\hat{f}(\xi) - \hat{f}(\mu)| \leq \ldots$$ $$\ldots \leq \int_{B_R}|f(x)|\big|e^{-2\pi i x \cdot (\xi - \mu)} - 1 \big| \hspace{0.1cm}dx + 2\int_{B_R^c}|f(x)| \hspace{0.1cm}dx \hspace{0.25cm} \leq$$ $$\ldots \leq \frac{\epsilon}{2} + \frac{\epsilon}{2} = \epsilon$$ ...as desired.
Finally we want to show: $$\widehat{(f*g)}(\xi) = \hat{f}(\xi)\hat{g}(\xi)$$ Proceed by directly applying Fubini's Theorem: $$\widehat{(f*g)}(\xi) = \int_{\mathbb{R}^d} \Bigg[\int_{\mathbb{R}^d} f(x-y)g(y) \hspace{0.1cm}dy \Bigg] e^{-2\pi i \xi x} \hspace{0.1cm} dx = \ldots$$ $$\ldots = \int_{\mathbb{R}^d} \Bigg[\int_{\mathbb{R}^d} f(x-y)g(y) \hspace{0.1cm} e^{-2\pi i \xi (x - y + y)} dy \Bigg] \hspace{0.1cm} dx$$ $$\ldots = \int_{\mathbb{R}^d} \int_{\mathbb{R}^d} \Big(f(x-y) e^{-2\pi i \xi (x-y)} \Big) \Big(g(y) e^{-2\pi i \xi y}\Big) \hspace{0.1cm}dy \hspace{0.1cm} dx$$ $$\ldots = \int_{\mathbb{R}^d} \Big(g(y) e^{-2\pi i \xi y}\Big) \int_{\mathbb{R}^d} \Big(f(x-y) e^{-2\pi i \xi (x-y)} \Big) \hspace{0.1cm}dx \hspace{0.1cm} dy$$ $$\ldots = \hat{f}(\xi)\int_{\mathbb{R}^d} g(y) e^{-2\pi i \xi y} \hspace{0.1cm} dy = \hat{f}(\xi)\hat{g}(\xi)$$ ...as desired.
Wednesday, June 19, 2013
2.20
As the hint prescribes, define:
$$\mathcal{C} = \lbrace E \subset \mathbb{R}^d \hspace{0.25cm} | \hspace{0.25cm} E^y \in \mathcal{B}(\mathbb{R}) \rbrace$$
First, note that $\mathcal{C}$ is trivially non-empty. Next, does $E \in \mathcal{C} \hspace{0.25cm} \Rightarrow E^c \in \mathcal{C}$?
Yes. Notice $(E^c)^y = (E^y)^c$ (with respect to the slice, not $\mathbb{R}^2$). Thus, since $E^y$ is Borel, $E^c \in \mathcal{C}$.
Is $\mathcal{C}$ closed under countable unions and intersections? Yes, using identical reasoning from above. Thus, $\mathcal{C}$ is a $\sigma$-algebra.
Does $\mathcal{C}$ contain the open sets?
Indeed let $\mathcal{O}$ be an open set in $\mathbb{R}^d$. Notice that for any $x$ lying on any slice $\mathcal{O}^y$ $\exists r > 0$ such that $B_r(x) \subset \mathcal{O}$ Certainly, $B_r(x)^y \subset \mathcal{O}^y \hspace{0.25cm} \Rightarrow \mathcal{O}^y$ is open, and therefore Borel. Thus, any open set in $\mathbb{R}^2$ is in $\mathcal{C}$.
Now, since $\mathcal{B}(\mathbb{R}^2)$ is the smallest $\sigma$-algebra that contains the open sets in $\mathbb{R}^2$, we have that $\mathcal{B}(\mathbb{R}^2) \subset \mathcal{C}$. Thus, every slice of a Borel set $E$ must be Borel, as well.
First, note that $\mathcal{C}$ is trivially non-empty. Next, does $E \in \mathcal{C} \hspace{0.25cm} \Rightarrow E^c \in \mathcal{C}$?
Yes. Notice $(E^c)^y = (E^y)^c$ (with respect to the slice, not $\mathbb{R}^2$). Thus, since $E^y$ is Borel, $E^c \in \mathcal{C}$.
Is $\mathcal{C}$ closed under countable unions and intersections? Yes, using identical reasoning from above. Thus, $\mathcal{C}$ is a $\sigma$-algebra.
Does $\mathcal{C}$ contain the open sets?
Indeed let $\mathcal{O}$ be an open set in $\mathbb{R}^d$. Notice that for any $x$ lying on any slice $\mathcal{O}^y$ $\exists r > 0$ such that $B_r(x) \subset \mathcal{O}$ Certainly, $B_r(x)^y \subset \mathcal{O}^y \hspace{0.25cm} \Rightarrow \mathcal{O}^y$ is open, and therefore Borel. Thus, any open set in $\mathbb{R}^2$ is in $\mathcal{C}$.
Now, since $\mathcal{B}(\mathbb{R}^2)$ is the smallest $\sigma$-algebra that contains the open sets in $\mathbb{R}^2$, we have that $\mathcal{B}(\mathbb{R}^2) \subset \mathcal{C}$. Thus, every slice of a Borel set $E$ must be Borel, as well.
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.
2.18
Let $Q = [0,1]$. Since $|f(x) - f(y)| \in L^1(Q \times Q)$, and $|f(x)| < \infty \hspace{0.25cm} \forall x \in Q$, it follows directly from Fubini's Theorem that for almost every $y \in Q$:
$$\int_Q |f(x)-f(y)| \hspace{0.1cm}dx = \int_Q |f(x)- C| \hspace{0.1cm}dx < \infty$$
Where $C$ is a fixed real number in the range of $f$. Thus, it's easy to see:
$$\int_Q |f(x)| \hspace{0.1cm} dx \leq \int_Q |f(x) - C| + |C| \hspace{0.1cm} dx = \ldots$$
$$\ldots = |C| + \int_Q |f(x) - C| \hspace{0.1cm} dx < \infty$$
Thus, $f \in L^1(Q)$, as desired.
Monday, June 17, 2013
2.17
Part a.) By construction, it's straight-forward to see that since for any $x \geq 0 \hspace{0.25cm} \exists n \in \mathbb{N}$ such that $x \in [n,n+1)$, that $f_x(y) = a_n - a_n = 0$ for all $x \geq 0$. Thus, certainly:
$$\forall x, \int_{\mathbb{R}} f_x(y) dy = 0$$
...and therefore:
$$\int_\mathbb{R} \int_\mathbb{R} f_x(y) dy \hspace{0.1cm} dx = 0$$
Part b.) By construction again, you'll observe that since every $y \geq 0$ is between an $n \in \mathbb{Z}$ and $n+1$, that:
$$\int_{\mathbb{R}} f^y(x) \chi_{[n,n+1)}(y) dx = a_n - a_{n-1}$$
(Aside from the $n=0$ case, where the integral simply evaluates to $a_0$.) Thus, since:
$$a_n = \sum_{k \leq n} b_k$$
We can see:
$$a_n - a_{n-1} = b_n$$
...and finally, since these were constructed to be piecewise-constant functions:
$$\int_{\mathbb{R}} \int_{\mathbb{R}} f^y(x)dx \hspace{0.1cm} dy = \sum_{n=0}^\infty \int_{[n,n+1)} \Big(\int_{\mathbb{R}} f^y(x)dx\Big) dy \hspace{0.1cm} = \ldots$$
$$\ldots = a_0 + \sum_{n=1}^\infty (a_n - a_{n-1}) \hspace{0.25cm} = \hspace{0.25cm} \sum_{n=0}^\infty b_n = s < \infty$$
Part c.) Lastly, since $b_n > 0 \hspace{0.25cm} \forall n$, observe that $a_n > a_0 = b_0 > 0 \hspace{0.25cm} \forall n$. Thus, $$ \int_{\mathbb{R}} \int_{\mathbb{R}} |f(x,y)| dx \hspace{0.1cm} dy \hspace{0.25cm} > \hspace{0.25cm} a_0 + 2\sum_{n=1}^\infty a_0 \hspace{0.25cm} = \hspace{0.25cm} \infty$$
Part c.) Lastly, since $b_n > 0 \hspace{0.25cm} \forall n$, observe that $a_n > a_0 = b_0 > 0 \hspace{0.25cm} \forall n$. Thus, $$ \int_{\mathbb{R}} \int_{\mathbb{R}} |f(x,y)| dx \hspace{0.1cm} dy \hspace{0.25cm} > \hspace{0.25cm} a_0 + 2\sum_{n=1}^\infty a_0 \hspace{0.25cm} = \hspace{0.25cm} \infty$$
2.16
First, recall from the invariance properties of $L^1(\mathbb{R})$ functions that for any $f$ that's non-negative and $L^1(\mathbb{R})$:
$$ \int_\mathbb{R} f(-x)dx = \int_\mathbb{R} f(x)dx$$
In addition, for any $\delta > 0$,
$$ \int_\mathbb{R} f(\delta x)dx = \frac{1}{\delta} \int_\mathbb{R} f(x)dx$$
Now, let's combine these conditions. Assume $f$ is still non-negative and $L^1(\mathbb{R})$, and $\delta > 0$, then observe:
$$ \int_\mathbb{R} f(-\delta x)dx = \int_\mathbb{R} f(\delta x)dx = \frac{1}{\delta} \int_\mathbb{R} f(x)dx $$
Thus, it should be clear that for any non-negative $f \in L^1(\mathbb{R})$, and $\delta \neq 0$:
$$\int_\mathbb{R} f(\delta x) dx = \frac{1}{|\delta|} \int_\mathbb{R} f(x) dx$$
...which can clearly be extended to any $f \in L^1(\mathbb{R})$ by linearity. ($\dagger$)
Now, suppose $f$ is integrable on $\mathbb{R}^d$, and $\delta = (\delta_1, \ldots, \delta_d)$ is a $d-$tuple of non-zero real numbers such that: $$f^\delta (x) = f(\delta x) = f(\delta_1 x_1, \delta_2 x_2, \ldots, \delta_d x_d)$$ We need to show $f^\delta (x)$ is integrable such that: $$ \int_{\mathbb{R}^d} f^\delta (x) dx = |\delta_1|^{-1} \cdot \cdot \cdot |\delta_d|^{-1} \int_{\mathbb{R}^d} f(x) dx $$ Proceed by first noting that since $f \in L^1(\mathbb{R}^d)$, it follows directly from Fubini's Theorem and $\dagger$ that given $\delta = (\delta_1, 1, \ldots, 1)$ that: $$ |\delta_1|^{-1} \int_{\mathbb{R}^d} f(x) \hspace{0.1cm} dx \hspace{.25cm} =\hspace{.25cm} |\delta_1|^{-1} \int_\mathbb{{R}^{d-1}} \int_{\mathbb{R}} f(x_1,y) \hspace{0.1cm} dx \hspace{0.1cm} dy = \ldots$$ $$ \ldots = \int_{\mathbb{R}^{d-1}} \int_{\mathbb{R}} f(\delta_1 x_1, y) \hspace{0.1cm} dx \hspace{0.1cm} dy \hspace{.25cm}=\hspace{.25cm} \int_{\mathbb{R}^d} f(\delta x) dx$$ ...and since we can simply continue in this fashion for any $n \leq d$ (by a simple induction argument) we observe for $f \in L^1(\mathbb{R}^d)$, and any fixed, nowhere-zero, $d$-tuple $\delta$: $$\int_{\mathbb{R}^d} |f^\delta (x)|dx = \int_{\mathbb{R}^d} |f(\delta_1 x_1, \ldots, \delta_d x_d)| dx = \ldots $$ $$\ldots = |\delta_1|^{-1} \cdot \cdot \cdot |\delta_d|^{-1} \int_{\mathbb{R}^d} |f(x)| dx < \infty$$ We see that $f^\delta$ must be $L^1(\mathbb{R}^d)$.
Now, suppose $f$ is integrable on $\mathbb{R}^d$, and $\delta = (\delta_1, \ldots, \delta_d)$ is a $d-$tuple of non-zero real numbers such that: $$f^\delta (x) = f(\delta x) = f(\delta_1 x_1, \delta_2 x_2, \ldots, \delta_d x_d)$$ We need to show $f^\delta (x)$ is integrable such that: $$ \int_{\mathbb{R}^d} f^\delta (x) dx = |\delta_1|^{-1} \cdot \cdot \cdot |\delta_d|^{-1} \int_{\mathbb{R}^d} f(x) dx $$ Proceed by first noting that since $f \in L^1(\mathbb{R}^d)$, it follows directly from Fubini's Theorem and $\dagger$ that given $\delta = (\delta_1, 1, \ldots, 1)$ that: $$ |\delta_1|^{-1} \int_{\mathbb{R}^d} f(x) \hspace{0.1cm} dx \hspace{.25cm} =\hspace{.25cm} |\delta_1|^{-1} \int_\mathbb{{R}^{d-1}} \int_{\mathbb{R}} f(x_1,y) \hspace{0.1cm} dx \hspace{0.1cm} dy = \ldots$$ $$ \ldots = \int_{\mathbb{R}^{d-1}} \int_{\mathbb{R}} f(\delta_1 x_1, y) \hspace{0.1cm} dx \hspace{0.1cm} dy \hspace{.25cm}=\hspace{.25cm} \int_{\mathbb{R}^d} f(\delta x) dx$$ ...and since we can simply continue in this fashion for any $n \leq d$ (by a simple induction argument) we observe for $f \in L^1(\mathbb{R}^d)$, and any fixed, nowhere-zero, $d$-tuple $\delta$: $$\int_{\mathbb{R}^d} |f^\delta (x)|dx = \int_{\mathbb{R}^d} |f(\delta_1 x_1, \ldots, \delta_d x_d)| dx = \ldots $$ $$\ldots = |\delta_1|^{-1} \cdot \cdot \cdot |\delta_d|^{-1} \int_{\mathbb{R}^d} |f(x)| dx < \infty$$ We see that $f^\delta$ must be $L^1(\mathbb{R}^d)$.
2.15
It is clear by direct calculation (or from Problem 10, Part II) that our function:
$f(x) = \Bigg\lbrace \begin{array}{cc}
x^{-1 / 2} & x \in (0,1) & \\
0 & \text{otherwise} \\
\end{array}$
...is $L^1(\mathbb{R})$.
The goal of the exercise is to prove that for some fixed enumeration of the rationals $\lbrace q_n \rbrace_{n=1}^\infty$, $$F(x) = \sum_{k=1}^\infty 2^{-k} f(x - q_k)$$ ...is also $L^1(\mathbb{R})$. Proceed by simply defining the sequence of functions: $$F_n(x) = \sum_{k=1}^n 2^{-k} f(x - q_k)$$ ...and first observing that $F_n(x)$ is $L^1(\mathbb{R}) \hspace{0.25cm} \forall n$: $$\int_\mathbb{R} F_n(x) dx = \int_\mathbb{R} \sum_{k=1}^n 2^{-k} f(x - q_k) dx = \dots$$ $$\ldots = \sum_{k=1}^n 2^{-k} \int_\mathbb{R} f(x - q_k)dx = C \sum_{k=1}^n 2^{-k}$$ Where $C = \int_\mathbb{R} f(x)dx$ (by translation invariance). Thus, since $\lbrace F_n \rbrace_{n=1}^\infty$ is a collection of non-negative measurable functions such that $F_n \leq F_{n+1} \hspace{0.25cm} \forall n$, and $F_n \nearrow F$ monotonically, we have by the Monotone Convergence Theorem, $$\int_\mathbb{R} |F(x)| dx = \int_\mathbb{R} F(x)dx = \lim_{n \to \infty} \int_\mathbb{R} F_n(x)dx = \ldots $$ $$\ldots = C \sum_{k=1}^\infty 2^{-k} = C < \infty$$ Thus, $F \in L^1(\mathbb{R})$. Next, observe that even if some function $G = F$ almost everywhere, on any fixed interval $I \subset \mathbb{R}, G|_I = F|_I$ almost everywhere. Thus, the sets: $$\mathcal{G}_I^n = \lbrace x \in G|_I \hspace{0.25cm} \big| \hspace{0.25cm} G(x) > n \rbrace \hspace{0.25cm} \text{and} \hspace{0.25cm} \mathcal{F}_I^n = \lbrace x \in F|_I \hspace{0.25cm} \big| \hspace{0.25cm} F(x) > n \rbrace$$ Have the same (positive $\forall n$) measure. Thus, $G$ must be unbounded on any interval.
...is $L^1(\mathbb{R})$.
The goal of the exercise is to prove that for some fixed enumeration of the rationals $\lbrace q_n \rbrace_{n=1}^\infty$, $$F(x) = \sum_{k=1}^\infty 2^{-k} f(x - q_k)$$ ...is also $L^1(\mathbb{R})$. Proceed by simply defining the sequence of functions: $$F_n(x) = \sum_{k=1}^n 2^{-k} f(x - q_k)$$ ...and first observing that $F_n(x)$ is $L^1(\mathbb{R}) \hspace{0.25cm} \forall n$: $$\int_\mathbb{R} F_n(x) dx = \int_\mathbb{R} \sum_{k=1}^n 2^{-k} f(x - q_k) dx = \dots$$ $$\ldots = \sum_{k=1}^n 2^{-k} \int_\mathbb{R} f(x - q_k)dx = C \sum_{k=1}^n 2^{-k}$$ Where $C = \int_\mathbb{R} f(x)dx$ (by translation invariance). Thus, since $\lbrace F_n \rbrace_{n=1}^\infty$ is a collection of non-negative measurable functions such that $F_n \leq F_{n+1} \hspace{0.25cm} \forall n$, and $F_n \nearrow F$ monotonically, we have by the Monotone Convergence Theorem, $$\int_\mathbb{R} |F(x)| dx = \int_\mathbb{R} F(x)dx = \lim_{n \to \infty} \int_\mathbb{R} F_n(x)dx = \ldots $$ $$\ldots = C \sum_{k=1}^\infty 2^{-k} = C < \infty$$ Thus, $F \in L^1(\mathbb{R})$. Next, observe that even if some function $G = F$ almost everywhere, on any fixed interval $I \subset \mathbb{R}, G|_I = F|_I$ almost everywhere. Thus, the sets: $$\mathcal{G}_I^n = \lbrace x \in G|_I \hspace{0.25cm} \big| \hspace{0.25cm} G(x) > n \rbrace \hspace{0.25cm} \text{and} \hspace{0.25cm} \mathcal{F}_I^n = \lbrace x \in F|_I \hspace{0.25cm} \big| \hspace{0.25cm} F(x) > n \rbrace$$ Have the same (positive $\forall n$) measure. Thus, $G$ must be unbounded on any interval.
Saturday, June 15, 2013
2.12
First, define the sets:
$$S_n^k = \Big[\frac{k-1}{2^n}, \frac{k}{2^n}\Big]$$
From these intervals, define the sequence of functions:
$$f_n^k = \chi_{S_n^k}(x) + \chi_{S_n^k}(-x)$$
Where for each $n$ to progress $+1$, $k$ must sweep from $1$ to $2^n + 1$.
Certainly, for every $n$, $$\int_{\mathbb{R}} f_n^k = \frac{1}{2^{n-1}}$$ Since the collection of functions $\lbrace f_n^k \rbrace$ is countable, with a well-defined sequence, let us just enumerate them with the single index $m$. We have: $$ \int_{\mathbb{R}} |f_m - 0| = \int_{\mathbb{R}} f_m \to 0$$ However, for any $x \in \mathbb{R}$, it's clear that $\lim_{m\to \infty} f_m(x)$ does not exist. To expand this to $\mathbb{R}^d$, just replace the intervals with a closed balls centered at the origin subtracting open balls with the same dyadic rational-difference... (onion-layers).
Certainly, for every $n$, $$\int_{\mathbb{R}} f_n^k = \frac{1}{2^{n-1}}$$ Since the collection of functions $\lbrace f_n^k \rbrace$ is countable, with a well-defined sequence, let us just enumerate them with the single index $m$. We have: $$ \int_{\mathbb{R}} |f_m - 0| = \int_{\mathbb{R}} f_m \to 0$$ However, for any $x \in \mathbb{R}$, it's clear that $\lim_{m\to \infty} f_m(x)$ does not exist. To expand this to $\mathbb{R}^d$, just replace the intervals with a closed balls centered at the origin subtracting open balls with the same dyadic rational-difference... (onion-layers).
2.11
Consider first the set:
$$A = \lbrace x \hspace{0.25cm} | \hspace{0.25cm} f(x) < 0 \rbrace$$
It's clear that:
$$A = \bigcup_{n=1}^\infty \lbrace x \hspace{0.25cm} | \hspace{0.25cm} f(x) < - \frac{1}{n} \rbrace$$
Assume to the contrary that $m(A) > 0$. We have:
$$m(A) \leq \sum_{n=1}^\infty m(\lbrace x \hspace{0.25cm} | \hspace{0.25cm} f(x) < - \frac{1}{n} \rbrace)$$
Since $m(A) > 0$, for at least one $n$, $m(\lbrace x \hspace{0.25cm} | \hspace{0.25cm} f(x) < - \frac{1}{n} \rbrace)$ > 0. Call this set $E$. We have:
$$\int_{E} f \leq \int_E -\frac{1}{n} = -\frac{1}{n} m(E) < 0$$
...a contradiction.
It's obvious that if you switch that conditions around such that for any measurable set $S \subset \mathbb{R}^d$,
$$\int_S f \leq 0$$
that the same line of reasoning will result in $f \leq 0$ almost everywhere. Combining these conditions two conditions, i.e., for any measurable set $S \subset \mathbb{R}^d$,
$$\int_S f = 0$$
will directly result in $ 0 \leq f \leq 0$ almost everywhere. I.e. $f = 0$ almost everywhere.
2.10
Given $f$ measurable on $\mathbb{R}^d$, and the sets:
$$E_{2^k} = \lbrace x \hspace{0.25cm} | \hspace{0.25cm} f(x) > 2^k \rbrace $$
$$F_k = \lbrace x \hspace{0.25cm} | \hspace{0.25cm} 2^k < f(x) \leq 2^{k+1} \rbrace $$
The exercise is asking us to prove:
$$f \in L^1 \iff \sum_{k=-\infty}^\infty 2^k m(F_k) < \infty \iff \sum_{k=-\infty}^\infty 2^k m(E_{2^k}) < \infty$$ Denote these conditions as $a, b,$ and $c$ respectively. Proof of this statement needs to be broken up into four parts:
Part 1: $a \Rightarrow b$. Simply observe that: $$\sum_{k=-\infty}^\infty 2^k m(F_k) \hspace{0.25cm} =\hspace{0.25cm} \sum_{k=-\infty}^\infty \int_{F_k} 2^k dx \hspace{0.25cm} \leq \ldots$$ $$\ldots \leq \hspace{0.25cm} \sum_{k=-\infty}^\infty \int_{F_k} f(x) dx \hspace{0.25cm} = \hspace{0.25cm} \int_{\mathbb{R}^d} f(x)dx < \infty$$ Part 2: $b \Rightarrow a$. Similarly: $$\frac{1}{2} \int_{\mathbb{R}^d} f(x)dx \hspace{0.25cm} \leq \hspace{0.25cm} \frac{1}{2} \sum_{k=-\infty}^\infty \int_{F_k} f(x) dx \leq \ldots $$ $$ \ldots \leq \hspace{0.25cm} \frac{1}{2} \sum_{k=-\infty}^\infty \int_{F_k} 2^{k+1} dx = \sum_{k=-\infty}^\infty 2^{k} m(F_k) < \infty$$ Part 3: $c \Rightarrow b$. Certainly, $F_k \subset E_{2^k}$. Thus: $$\sum_{k=-\infty}^\infty 2^{k} m(F_k) \leq \sum_{k=-\infty}^\infty 2^{k} m(E_{2^k}) < \infty$$ Part 4: $b \Rightarrow c$. First observe that $E_{2^k} = \bigcup_{n=k}^\infty F_k$. Indeed, $$\sum_{k=-\infty}^\infty 2^{k} m(E_{2^k}) \leq \sum_{k=-\infty}^\infty \sum_{n=k}^\infty 2^{k} m(F_{n}) = \ldots $$ ...(by Fubini's Theorem) $$\ldots = \sum_{n=-\infty}^\infty \sum_{k=-\infty}^n 2^{k} m(F_{n}) = \sum_{n=-\infty}^\infty \Bigg(2^n m(F_n) \sum_{k=-\infty}^n 2^{k-n} \Bigg) = \ldots$$ $$\ldots = \sum_{n=-\infty}^\infty 2^{n+1} m(F_n) < \infty$$ Thus, $a \iff b \iff c$, as desired.
The second half of the exercise wants us to investigate the following functions:
Where $B$ is the closed unit ball centered at the origin.
For the first function, notice that after solving for $|x|$, the sets $E_{2^k}$, where $k \geq 0$ are: $$E_{2^k} = \lbrace x \hspace{0.25cm} | \hspace{0.25cm} |x| < 2^{-\frac{k}{a}} \rbrace$$ I.e. for positive $k$, $m(E_{2^k}) = v_d (2^{-\frac{k}{a}})^d$. Notice also that for $k < 0$, $m(E_{2^k}) = v_d$. Thus, $$ \sum_{k=-\infty}^\infty 2^k m(E_{2^k}) = \sum_{k=-\infty}^0 v_d 2^k + \sum_{k=1}^\infty 2^k v_d (2^{-\frac{k}{a}})^d = \ldots$$ $$ \ldots = 2v_d + \sum_{k=1}^\infty v_d 2^{k(1-\frac{d}{a})}$$ ...which will only converge if $d > a$. Thus, if $d > a$, $f(x)$ is $L^1$.
For the second function, for $-\infty < k < 0$: $$E_{2^k} = \lbrace x \hspace{0.25cm} | \hspace{0.25cm} |x| < 2^{-\frac{k}{b}} \rbrace$$ Similar to before, notice that for $k \geq 0, m(E_{2^k}) = 0.$ Thus,: $$ \sum_{k=-\infty}^\infty 2^k m(E_{2^k}) = \sum_{k=-\infty}^{-1} 2^k v_d (2^{-\frac{k}{b}})^d = \sum_{k=-\infty}^{-1} v_d 2^{k(1 -\frac{d}{b})}$$ ...which will clearly only converge if $d < b$. Thus, $g(x)$ is $L^1$ if $d < b$.
$$f \in L^1 \iff \sum_{k=-\infty}^\infty 2^k m(F_k) < \infty \iff \sum_{k=-\infty}^\infty 2^k m(E_{2^k}) < \infty$$ Denote these conditions as $a, b,$ and $c$ respectively. Proof of this statement needs to be broken up into four parts:
Part 1: $a \Rightarrow b$. Simply observe that: $$\sum_{k=-\infty}^\infty 2^k m(F_k) \hspace{0.25cm} =\hspace{0.25cm} \sum_{k=-\infty}^\infty \int_{F_k} 2^k dx \hspace{0.25cm} \leq \ldots$$ $$\ldots \leq \hspace{0.25cm} \sum_{k=-\infty}^\infty \int_{F_k} f(x) dx \hspace{0.25cm} = \hspace{0.25cm} \int_{\mathbb{R}^d} f(x)dx < \infty$$ Part 2: $b \Rightarrow a$. Similarly: $$\frac{1}{2} \int_{\mathbb{R}^d} f(x)dx \hspace{0.25cm} \leq \hspace{0.25cm} \frac{1}{2} \sum_{k=-\infty}^\infty \int_{F_k} f(x) dx \leq \ldots $$ $$ \ldots \leq \hspace{0.25cm} \frac{1}{2} \sum_{k=-\infty}^\infty \int_{F_k} 2^{k+1} dx = \sum_{k=-\infty}^\infty 2^{k} m(F_k) < \infty$$ Part 3: $c \Rightarrow b$. Certainly, $F_k \subset E_{2^k}$. Thus: $$\sum_{k=-\infty}^\infty 2^{k} m(F_k) \leq \sum_{k=-\infty}^\infty 2^{k} m(E_{2^k}) < \infty$$ Part 4: $b \Rightarrow c$. First observe that $E_{2^k} = \bigcup_{n=k}^\infty F_k$. Indeed, $$\sum_{k=-\infty}^\infty 2^{k} m(E_{2^k}) \leq \sum_{k=-\infty}^\infty \sum_{n=k}^\infty 2^{k} m(F_{n}) = \ldots $$ ...(by Fubini's Theorem) $$\ldots = \sum_{n=-\infty}^\infty \sum_{k=-\infty}^n 2^{k} m(F_{n}) = \sum_{n=-\infty}^\infty \Bigg(2^n m(F_n) \sum_{k=-\infty}^n 2^{k-n} \Bigg) = \ldots$$ $$\ldots = \sum_{n=-\infty}^\infty 2^{n+1} m(F_n) < \infty$$ Thus, $a \iff b \iff c$, as desired.
The second half of the exercise wants us to investigate the following functions:
$f(x) = \Bigg\lbrace \begin{array}{cc} |x|^{-a} & |x| \leq 1 & \\ 0 & \text{otherwise} \\ \end{array}$ | and | $g(x) = \Bigg\lbrace \begin{array}{cc} |x|^{-b} & |x| > 1 & \\ 0 & \text{otherwise} \\ \end{array}$ |
Where $B$ is the closed unit ball centered at the origin.
For the first function, notice that after solving for $|x|$, the sets $E_{2^k}$, where $k \geq 0$ are: $$E_{2^k} = \lbrace x \hspace{0.25cm} | \hspace{0.25cm} |x| < 2^{-\frac{k}{a}} \rbrace$$ I.e. for positive $k$, $m(E_{2^k}) = v_d (2^{-\frac{k}{a}})^d$. Notice also that for $k < 0$, $m(E_{2^k}) = v_d$. Thus, $$ \sum_{k=-\infty}^\infty 2^k m(E_{2^k}) = \sum_{k=-\infty}^0 v_d 2^k + \sum_{k=1}^\infty 2^k v_d (2^{-\frac{k}{a}})^d = \ldots$$ $$ \ldots = 2v_d + \sum_{k=1}^\infty v_d 2^{k(1-\frac{d}{a})}$$ ...which will only converge if $d > a$. Thus, if $d > a$, $f(x)$ is $L^1$.
For the second function, for $-\infty < k < 0$: $$E_{2^k} = \lbrace x \hspace{0.25cm} | \hspace{0.25cm} |x| < 2^{-\frac{k}{b}} \rbrace$$ Similar to before, notice that for $k \geq 0, m(E_{2^k}) = 0.$ Thus,: $$ \sum_{k=-\infty}^\infty 2^k m(E_{2^k}) = \sum_{k=-\infty}^{-1} 2^k v_d (2^{-\frac{k}{b}})^d = \sum_{k=-\infty}^{-1} v_d 2^{k(1 -\frac{d}{b})}$$ ...which will clearly only converge if $d < b$. Thus, $g(x)$ is $L^1$ if $d < b$.
Thursday, June 13, 2013
2.9
This exercise is asking us to prove Tchebychev's Inequality, stated as:
Suppose $f \geq 0$, and $f$ integrable. If $\alpha > 0$ and the set $E_\alpha$ is defined as: $$E_\alpha = \lbrace x | f(x) > \alpha \rbrace$$ Then: $$ m(E_\alpha) \leq \frac{1}{\alpha} \int f $$Simply re-write the definition of our sets $E_\alpha$: $$E_\alpha = \lbrace x | \frac{f(x)}{\alpha} > 1 \rbrace $$ Next, observe that: $$m(E_\alpha) = \int_{E_\alpha} dx \hspace{0.25cm} \leq \int_{E_\alpha} \frac{f(x)}{\alpha} dx \hspace{0.25cm} \leq \frac{1}{\alpha} \int f(x) dx $$ ...as desired.
2.8
Recall from Proposition 1.12 (ii) on P.65:
Suppose $f$ is integrable on $\mathbb{R}^d$. Then $\forall \epsilon > 0$ there is a $\delta$ > 0 such that: $$m(E) < \delta \hspace{0.25cm} \Rightarrow \int_E |f| < \epsilon$$Now, simply make the observation that: $$ |F(x) - F(y)| = \Big| \int_{-\infty}^x f(t) dt - \int_{-\infty}^y f(t) dt \Big| \leq \ldots$$ $$ \ldots \leq \Big| \int_x^y f(t) dt\Big| \leq \int_x^y |f(t)|dt$$ Since we already have that $f$ is integrable, certainly, $\forall \epsilon > 0 \hspace{0.25cm} \exists \delta > 0$ such that: $$|x-y| < \delta \Rightarrow \int_x^y |f(t)|dt < \epsilon$$ Thus, we have $F(x)$ must be uniformly continuous.
2.7
First, assume $f$ is almost-everywhere finite. Next, partition $\mathbb{R}^d$ into almost-disjoint closed unit cubes $\lbrace Q_k \rbrace_{k=1}^\infty$. Similarly to how the exercise defines $\Gamma$, define:
$$\Gamma_k = \lbrace (x,y) \in Q_k \times \mathbb{R} \hspace{0.25cm} \big| \hspace{0.25cm} y = f(x) \rbrace$$
Next, define the sets:
$$F_{k,n}^i = \lbrace x \in Q_k \hspace{0.25cm} \big| \hspace{0.25cm} \frac{i}{2^n} \leq f(x) < \frac{i+1}{2^n} \rbrace$$
Then, define:
$$E_{k,n}^i = F_{k,n}^i \times \Big[\frac{i}{2^n}, \frac{i+1}{2^n}\Big)$$
And, finally:
$$E_{k,n} = \bigcup_{i = -\infty}^{\infty} E_{k,n}^i $$
All of the above sets clearly inherit their measurability from $f$. Notice the following:
$$\Gamma_k \subset E_{k,n} \hspace{0.25cm} \forall n \in \mathbb{N}$$
and ($\dagger$),
$$E_{k,n+1} \subset E_{k,n} \hspace{0.25cm} \forall n \in \mathbb{N}$$
Now, observe that $$m^{d+1}(E_{k,n})\hspace{0.25cm} \leq \hspace{0.25cm}\sum_{i=-\infty}^\infty m^{d+1}(E_{k,n}^i) \leq \ldots$$
$$\ldots \leq \sum_{i=-\infty}^\infty m^{d}(F_{k,n}^i) \cdot m\Big(\big[\frac{i}{2^n}, \frac{i+1}{2^n}\big)\Big) = \ldots$$
$$\ldots = \frac{1}{2^{n-1}}\sum_{i=-\infty}^\infty m^{d}(F_{k,n}^i) \hspace{0.25cm} \leq \hspace{0.25cm} \frac{1}{2^{n-1}} \cdot m^d(Q_k) = \frac{1}{2^{n-1}}$$
Observe, by $\dagger$, that since the sets $E_{k,n}$ are collapsing, with finite measure, that $\Gamma_k$ must be measurable since:
$$m^*(\Gamma_k) \leq \lim_{n \to \infty} m(E_{k,n}) = \lim_{n \to \infty} \frac{1}{2^{n-1}} = 0$$
Thus,each $\Gamma_k$ is measurable, which implies $\Gamma$ is measurable, since $\mathcal{M}$ is closed under countable unions. Lastly, we just need to observe that
$$m^{d+1}(\Gamma) \leq \sum_{k = 1}^{\infty} m^{d+1}(\Gamma_k) = 0$$
...which is what we set out to show.
2.6
Part a.) Define:
$g_n(x) = \Bigg\lbrace \begin{array}{cc}
(n^2 2^n x + n) & x \in [-\frac{1}{n2^n},0) & \\
(-n^2 2^n x + n) & x \in [0,\frac{1}{n2^n}] \\
\end{array}$
Certainly, $\int_{\mathbb{R}} g_n = \frac{1}{2^n}$, for every $n$. Now, just define: $$f_m(x) = \sum_{n=1}^m g_n(x - n)$$ Now we can define $f(x) = \lim_{m \to \infty} f_m(x)$. Since each $f_m$ is positive, and $f_m \nearrow f$, monotonicly, we have --by the Monotone Convergence Theorem that $f$ must be measurable, and: $$ \lim_{m \to \infty} \int_{\mathbb{R}} f_m(x) = \int_{\mathbb{R}} f $$ By construction, we can directly calculate $\int_{\mathbb{R}} f$ = $\sum_{n=1}^\infty \frac{1}{2^n} = 1$. Thus, $f$ is $L^1$. Lastly, observe that the $\limsup_{x \to \infty} f(x) = \infty$, since $f(n) = n$ for all $n \in \mathbb{N}$.
Part b.) Assume to the contrary that there exists a function $f$ such that $f$ is $L^1$, uniformly continuous on $\mathbb{R}$, and $f(x) \nrightarrow 0$ as $x \to \infty$.
($\dagger$) Certainly, $\limsup_{x \to \infty} |f(x)| = \alpha > 0$.
Since $f$ is uniformly continuous, we know $f$ must be finite on any compact set. Define the sequence $\lbrace x_n \rbrace_{n=1}^\infty$ such that $x_n \in [n, n+1]$ and $|f(x_n)| = \max_{x \in [n, n+1]}{(|f(x)|)}$.
By $\dagger$, we know $\exists N \in \mathbb{N}$ such that $\forall n \geq N$ $\hspace{0.25cm} |f(x_n)| > \frac{\alpha}{2}$. Fix a particular $\epsilon$ such that $0 < \epsilon < \frac{\alpha}{4}$. Since $f$ is uniformly continuous, we know that for this particular $\epsilon$, $\exists \delta > 0$ such that $|x - y| < \delta \hspace{0.25cm} \Rightarrow |f(x) - f(y)| < \epsilon$.
Now, consider again our sequence $\lbrace x_n \rbrace_{n=1}^\infty$. For our particular epsilon, redefine the $\delta$ determined by $\epsilon$ such that $\delta = \min\lbrace\delta(\epsilon), \frac{1}{2} \rbrace$.
We have, by the reverse triangle inequality, that for every $n \geq N$: $$\big||f(x_n)| - |f(x_n + \delta)|\big| \leq |f(x_n) - f(x_n + \delta)| \leq \epsilon < \frac{\alpha}{4}$$ Define the sets: $$E_n = \lbrace x \hspace{0.25cm} | \hspace{0.25cm} x_{2n} \leq x \leq x_{2n} + \delta \rbrace$$ I skipped every other $x_n$ to ensure $\lbrace E_n \rbrace$ will be pair-wise disjoint.
...and now we can finally observe that: $$\int_\mathbb{R} |f| \geq \int_{(\bigcup_{n=N}^\infty E_n)} \frac{\alpha}{4} = \sum_{n = N}^\infty \frac{\delta\alpha}{4} = \infty $$ ...contradicting the assumption that $f \in L^1$.
Certainly, $\int_{\mathbb{R}} g_n = \frac{1}{2^n}$, for every $n$. Now, just define: $$f_m(x) = \sum_{n=1}^m g_n(x - n)$$ Now we can define $f(x) = \lim_{m \to \infty} f_m(x)$. Since each $f_m$ is positive, and $f_m \nearrow f$, monotonicly, we have --by the Monotone Convergence Theorem that $f$ must be measurable, and: $$ \lim_{m \to \infty} \int_{\mathbb{R}} f_m(x) = \int_{\mathbb{R}} f $$ By construction, we can directly calculate $\int_{\mathbb{R}} f$ = $\sum_{n=1}^\infty \frac{1}{2^n} = 1$. Thus, $f$ is $L^1$. Lastly, observe that the $\limsup_{x \to \infty} f(x) = \infty$, since $f(n) = n$ for all $n \in \mathbb{N}$.
Part b.) Assume to the contrary that there exists a function $f$ such that $f$ is $L^1$, uniformly continuous on $\mathbb{R}$, and $f(x) \nrightarrow 0$ as $x \to \infty$.
($\dagger$) Certainly, $\limsup_{x \to \infty} |f(x)| = \alpha > 0$.
Since $f$ is uniformly continuous, we know $f$ must be finite on any compact set. Define the sequence $\lbrace x_n \rbrace_{n=1}^\infty$ such that $x_n \in [n, n+1]$ and $|f(x_n)| = \max_{x \in [n, n+1]}{(|f(x)|)}$.
By $\dagger$, we know $\exists N \in \mathbb{N}$ such that $\forall n \geq N$ $\hspace{0.25cm} |f(x_n)| > \frac{\alpha}{2}$. Fix a particular $\epsilon$ such that $0 < \epsilon < \frac{\alpha}{4}$. Since $f$ is uniformly continuous, we know that for this particular $\epsilon$, $\exists \delta > 0$ such that $|x - y| < \delta \hspace{0.25cm} \Rightarrow |f(x) - f(y)| < \epsilon$.
Now, consider again our sequence $\lbrace x_n \rbrace_{n=1}^\infty$. For our particular epsilon, redefine the $\delta$ determined by $\epsilon$ such that $\delta = \min\lbrace\delta(\epsilon), \frac{1}{2} \rbrace$.
We have, by the reverse triangle inequality, that for every $n \geq N$: $$\big||f(x_n)| - |f(x_n + \delta)|\big| \leq |f(x_n) - f(x_n + \delta)| \leq \epsilon < \frac{\alpha}{4}$$ Define the sets: $$E_n = \lbrace x \hspace{0.25cm} | \hspace{0.25cm} x_{2n} \leq x \leq x_{2n} + \delta \rbrace$$ I skipped every other $x_n$ to ensure $\lbrace E_n \rbrace$ will be pair-wise disjoint.
...and now we can finally observe that: $$\int_\mathbb{R} |f| \geq \int_{(\bigcup_{n=N}^\infty E_n)} \frac{\alpha}{4} = \sum_{n = N}^\infty \frac{\delta\alpha}{4} = \infty $$ ...contradicting the assumption that $f \in L^1$.
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