diff --git a/document.tex b/document.tex index 4ea963a..516eab5 100644 --- a/document.tex +++ b/document.tex @@ -1,4 +1,4 @@ -\documentclass{report} +%\documentclass{report} \usepackage{amssymb, amsmath, hyperref} \usepackage{preamble} diff --git a/src/fa/lp/definition.tex b/src/fa/lp/definition.tex index 1af198c..8ec5d19 100644 --- a/src/fa/lp/definition.tex +++ b/src/fa/lp/definition.tex @@ -114,3 +114,49 @@ Therefore $\norm{f_n - f}_{L^p(X; E)} \to 0$ as $n \to \infty$. \end{proof} + +\begin{theorem}[Markov's Inequality] +\label{theorem:markov-inequality} + Let $(X, \cm, \mu)$ be a measure space, $E$ be a normed space, and $f: X \to E$ be a Borel measurable function, then + \begin{enumerate} + \item For any $\alpha > 0$, + \[ + \mu\bracs{|f| \ge \alpha} \le \frac{1}{\alpha}\norm{f}_{L^1(X; E)} + \] + \item For $\alpha > 0$ and strictly increasing function $\phi: [0, \infty) \to [0, \infty)$, + \[ + \mu\bracs{|f| \ge \alpha} \le \frac{1}{\phi(\alpha)}\norm{\phi \circ |f|}_{L^1(X; E)} + \] + \item For any $\alpha > 0$, + \[ + \mu\bracs{|f| \ge \alpha} \le \frac{1}{\alpha^p}\norm{f}_{L^p(X; E)}^p + \] + \end{enumerate} +\end{theorem} +\begin{proof} + (1): For any $\alpha > 0$, + \begin{align*} + \mu\bracs{|f| \ge \alpha} &= \int_{\bracs{f \ge \alpha}} d\mu \le \frac{1}{\alpha}\int |f|d\mu = \frac{\norm{f}_{L^1(X; E)}}{\alpha} + \end{align*} + + (2): By \autoref{lemma:monotone-measurable}, $\phi: [0, \infty) \to [0, \infty)$ is Borel measurable. Since $\phi$ is strictly increasing, $\bracs{|f| \ge \alpha} = \bracs{\phi \circ |f| \ge \phi(\alpha)}$, and the result holds by applying (1) to $\phi \circ |f|$. + + (3): Since $x \mapsto x^p$ is strictly increasing on $[0, \infty)$, applying (2) to $\phi(x) = x^p$ yields the desired result. +\end{proof} + +\begin{proposition} +\label{proposition:lp-in-measure} + Let $(X, \cm, \mu)$ be a measure space, $E$ be a normed space, $p \in [1, \infty]$, $\seq{f_n} \subset L^p(X; E)$, and $f \in L^p(X; E)$ such that $f_n \to f$ in $L^p$, then $f_n \to f$ in measure. +\end{proposition} +\begin{proof} + Let $\eps > 0$. If $p < \infty$, then by \hyperref[Markov's Inequality]{theorem:markov-inequality}, + \[ + \limv{n}\mu\bracs{|f_n - f| \ge \eps} \le \limv{n}\frac{1}{\eps^p}\norm{f_n - f}_{L^p(X; E)}^p = 0 + \] + + If $p = \infty$, then there exists $N \in \natp$ such that $\norm{f_n - f}_{L^\infty(X; E)} < \eps$ for all $n \ge N$. In which case, $\mu\bracs{|f_n - f| \ge \eps} = 0$ for all $n \ge N$. +\end{proof} + + + + diff --git a/src/measure/measurable-maps/real-valued.tex b/src/measure/measurable-maps/real-valued.tex index f37cf35..80a0eed 100644 --- a/src/measure/measurable-maps/real-valued.tex +++ b/src/measure/measurable-maps/real-valued.tex @@ -50,3 +50,12 @@ Finally, if the above functions are $\real$-valued, then they are $(\cm, \cb_\real)$-measurable by \autoref{lemma:extended-real-measurable}. \end{proof} + +\begin{lemma} +\label{lemma:monotone-measurable} + Let $f: \real \to \real$ be a non-decreasing or non-increasing function, then $f$ is Borel measurable. +\end{lemma} +\begin{proof} + By taking $-f$, assume without loss of generality that $f$ is non-decreasing. In which case, for any $a \in \real$, $x \in f^{-1}((-\infty, a])$, and $y \le x$, $f(y) \le f(x) \le a$, so $y \in f^{-1}((-\infty, a])$. Thus $f^{-1}((-\infty, a))$ is an interval and hence measurable. Since the open rays generate $\cb_\real$ (\autoref{proposition:borel-sigma-real-generators}), $f$ is Borel measurable. +\end{proof} + diff --git a/src/measure/measure/radon.tex b/src/measure/measure/radon.tex index dfc7433..1f60b75 100644 --- a/src/measure/measure/radon.tex +++ b/src/measure/measure/radon.tex @@ -159,5 +159,47 @@ \[ \norm{x \cdot \one_A - x \cdot f}_{L^p(X; E)} \le \norm{x}_E \mu(\bracs{f \ne \one_A})^{1/p} \le \norm{x}_E\mu(U \setminus K)^{1/p} < \eps^{1/p}\norm{x}_E \] - \end{proof} + +\begin{theorem}[Lusin, {{\cite[Theorem 7.10]{Folland}}}] +\label{theorem:lusin} + Let $X$ be a LCH space, $\mu$ be a Radon measure on $X$, $E$ be a normed vector space, and $f: X \to E$ be a measurable function with $\mu\bracs{f \ne 0} < \infty$, then for any $\eps > 0$, + \begin{enumerate} + \item There exists $A \subset \bracs{f \ne 0}$ such that $f|_A$ is continuous and $\mu(\bracs{f \ne 0} \setminus A) < \eps$ + \item If $E = \complex$, then there exists $\phi \in C_c(X; E)$ such that $\mu\bracs{f \ne \phi} < \eps$. + \item If $E = \complex$ and $f$ is bounded, then $\phi$ can be taken such that $\norm{\phi}_u \le \norm{f}_u$. + \end{enumerate} +\end{theorem} +\begin{proof} + First assume that $f$ is bounded. + + (1, bounded): If $f$ is bounded, then $f \in L^1(X; E)$. By \autoref{proposition:radon-cc-dense}, there exists $\seq{\phi_n} \subset C_c(X)$ such that $\phi_n \to f$ in $L^1(\mu)$. Since $\phi_n \to f$ in $L^1(\mu)$, $\phi_n \to f$ in measure by \autoref{proposition:lp-in-measure}. By taking a subsequence using \ref{proposition:cauchy-in-measure-limit}, assume without loss of generality that $\phi_n \to f$ almost everywhere. + + By \hyperref[Egoroff's Theorem]{theorem:egoroff}, there exists $A \subset \bracs{f \ne 0}$ such that $\phi_n \to f$ uniformly and $\mu(\bracs{f \ne 0} \setminus A) < \eps/3$. By \autoref{proposition:radon-regular-sigma-finite}, there exists $K \subset A$ compact such that $\mu(A \setminus K) < \eps/3$. + + Let $\phi_0 = \lim_{n \to \infty}\phi_n$ on $K$, then $\phi_0 \in C(K; E)$ by \autoref{proposition:uniform-limit-continuous}, $\phi_0 = f$ almost everywhere on $K$, and $\mu(\bracs{f \ne 0} \setminus K) < \eps$. + + (2, bounded): By outer regularity, there exists $U \in \cn^o(\bracs{f \ne 0})$ such that $\mu(U \setminus \bracs{f \ne 0}) < \eps/3$. + + By the \hyperref[Tietze Extension Theorem]{theorem:lch-tietze}, there exists $\phi \in C_c(X; \complex)$ such that $\phi|_K = \phi_0$ and $\supp{\phi} \subset U$. In which case, + \[ + \mu\bracs{\phi \ne f} \le \underbrace{\mu(\bracs{f \ne 0} \setminus K)}_{< 2\eps/3} + \underbrace{\mu(U \setminus \bracs{f \ne 0})}_{< \eps/3} < \eps + \] + + (3): Let + \[ + \psi: \complex \to \complex \quad z \mapsto \begin{cases} + z &|z| \le \norm{f}_u \\ + z\norm{f}_u/|z| &|z| > \norm{f}_u + \end{cases} + \] + then $\psi$ is continuous with $\bracs{\phi = f} = \bracs{\psi \circ \phi = f}$ and $\norm{\psi \circ \phi}_u \le \norm{f}_u$. + + Now assume that $f$ is arbitrary. + + (1, unbounded): Since $\mu\bracs{f \ne 0} < \infty$, there exists $\alpha > 0$ such that $\mu\bracs{|f| > \alpha} < \eps/2$. Let $g \in L^\infty(X; E)$ such that $g = f$ on $\bracs{|f| \le \alpha}$. By (1) applied to $g$, there exists $A \subset \bracs{|f| \le \alpha}$ such that $f|_A$ is continuous and $\mu(\bracs{|f| \le \alpha} \setminus A) < \eps/2$. In which case, $\mu(\bracs{f \ne 0} \setminus A) < \eps$, as desired. + + (2, unbounded): By (1) applied to $g$, there exists $\phi \in C_c(X; \complex)$ such that $\mu\bracs{\phi \ne g} < \eps/2$, and $\mu(\bracs{\phi \ne f}) < \eps$. +\end{proof} + +