diff --git a/src/measure/lebesgue-integral/simple.tex b/src/measure/lebesgue-integral/simple.tex index bbae250..d8c5e9c 100644 --- a/src/measure/lebesgue-integral/simple.tex +++ b/src/measure/lebesgue-integral/simple.tex @@ -18,7 +18,7 @@ \begin{proposition} \label{proposition:lebesgue-simple-properties} - Let $(X, \cm, \mu)$ be a measure space and $f, g \in \Sigma^*(X, \cm)$, then: + Let $(X, \cm, \mu)$ be a measure space and $f, g \in \Sigma^+(X, \cm)$, then: \begin{enumerate} \item For any $\alpha \ge 0$, $\int \alpha f d\mu = \alpha \int f d\mu$. \item $\int f + g d\mu = \int f d\mu + \int g d\mu$. diff --git a/src/measure/measurable-maps/in-measure.tex b/src/measure/measurable-maps/in-measure.tex index 56926e7..07b0d97 100644 --- a/src/measure/measurable-maps/in-measure.tex +++ b/src/measure/measurable-maps/in-measure.tex @@ -101,21 +101,34 @@ \] \end{theorem} \begin{proof} - By \autoref{definition:lebesgue-non-negative}, $\int f_\alpha d\mu \le \int f d\mu$ for each $\alpha \in A$. + By \autoref{definition:lebesgue-non-negative}, $\int f_\alpha d\mu \le \int f d\mu$ for each $\alpha \in A$. - Assume without loss of generality that $f \ne 0$. Let $\phi \in \Sigma^+(X, \cm)$ with $\phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}$ and $\phi \le f$. Since $\mu$ is semifinite, assume further without loss of generality that $\phi \in L^1(X, \cm; \real)$ as well. - - Let $\eps > 0$ and $\lambda \in (0, 1)$, then $\delta = \min_{y \in \phi(X) \setminus \bracs{0}}(1 - \lambda)y > 0$. By (b), there exists $\alpha \in A$ such that + On the other hand, using \autoref{lemma:lebesgue-non-negative-strict}, it is sufficient to show that \[ - \mu\bracs{f_\alpha + \delta < f} < \frac{\epsilon}{\norm{\phi}_u} + \lim_{\alpha \in A}\int f_\alpha d\mu = \sup_{\alpha \in A}\int f_\alpha d\mu \ge \int \phi d\mu + \] + + for any $\phi \in \Sigma^+(X, \cm)$ satisfying: + \begin{enumerate}[label=(\roman*)] + \item There exists $\delta > 0$ such that $\phi + \delta \le f$ on $\bracs{\phi > 0}$. + \item $\phi \in L^1(X, \cm)$. + \end{enumerate} + + To this end, let $\eps > 0$. Since $\mu\bracs{\phi > 0} < \infty$, by (b), there exists $\alpha \in A$ such that + \[ + \mu\bracs{\phi > 0, f_\alpha + \delta < \phi} \le \mu\bracs{\phi > 0, f_\alpha + \delta < f} < \frac{\eps}{\norm{\phi}_u} \] - In which case, + In which case, by \hyperref[linearity]{proposition:lebesgue-simple-properties}, \begin{align*} - \int f_\alpha d\mu &\ge \int_{\bracs{f_\alpha + \delta \ge f}} f_\alpha d\mu \ge \int_{\bracs{f_\alpha + \delta \ge f}}\lambda\phi d\mu \\ - &\ge \lambda\int \phi d\mu - \frac{\eps \norm{\phi}_u}{\norm{\phi}_u} = \lambda \int \phi d\mu - \eps + \int \phi d\mu &= \int_{\bracs{\phi > 0}}\phi d\mu = \int_{\bracs{\phi > 0, f_\alpha + \delta \ge \phi}} \phi d\mu + \int_{\bracs{\phi > 0, f_\alpha + \delta < \phi}} \phi d\mu \\ + &\le \int_{\bracs{\phi > 0, f_\alpha + \delta \ge \phi}} f_\alpha d\mu +\norm{\phi}_u\mu \bracs{\phi > 0, f_\alpha + \delta < \phi} \\ + &\le \int f_\alpha d\mu + \norm{\phi}_u \frac{\eps}{\norm{\phi}_u} = \int f_\alpha d\mu + \eps \end{align*} - As the above holds for all $\eps > 0$, $\lambda \in (0, 1)$, $\sup_{\alpha \in A}\int f_\alpha d\mu \ge \int \phi d\mu$. Therefore $\sup_{\alpha \in A}\int f_\alpha d\mu \ge \int f d\mu$ by \autoref{lemma:lebesgue-non-negative-strict}. + As the above holds for all $\eps > 0$, $\int \phi d\mu \le \sup_{\alpha \in A}\int f_\alpha d\mu$. Therefore + \[ + \int f d\mu = \sup_{\alpha \in A}\int f_\alpha d\mu = \lim_{\alpha \in A}\int f_\alpha d\mu + \] \end{proof}