diff --git a/src/measure/lebesgue-integral/complex.tex b/src/measure/lebesgue-integral/complex.tex index e69de29..c526846 100644 --- a/src/measure/lebesgue-integral/complex.tex +++ b/src/measure/lebesgue-integral/complex.tex @@ -0,0 +1,126 @@ +\section{Integration of Complex-Valued Functions} +\label{section:lebesgue-complex} + +\begin{definition}[Integrable] +\label{definition:lebesgue-integrable} + Let $(X, \cm, \mu)$ be a measure space and $f: X \to \complex$ be a $(\cm, \cb_\complex)$-measurable function, then $f$ is \textbf{integrable} if + \[ + \int \abs{f} d\mu < \infty + \] + The set + \[ + \mathcal{L}^1(X, \cm, \mu; \complex) = \mathcal{L}^1(X, \cm, \mu) = \mathcal{L}^1(X; \complex) = \mathcal{L}^1(X) = \mathcal{L}^1(\mu; \complex) = \mathcal{L}^1(\mu) + \] + is the vector space of \textbf{$\mu$-integrable functions} on $X$. +\end{definition} +\begin{proof} + Let $f, g \in \mathcal{L}^1(X)$ and $\lambda \in \complex$, then + \[ + \int \abs{\lambda f + g}d\mu \le \int \abs{\lambda} \abs{f} + \abs{g}d\mu = \lambda \int \abs{f}d\mu + \int \abs{g}d\mu + \] + by \ref{proposition:lebesgue-non-negative-properties}. +\end{proof} + +\begin{definition}[Positive and Negative Parts] +\label{definition:positive-negative-parts} + Let $X$ be a set and $f: X \to \real$ be a function, then + \[ + f^+ = \max(f, 0) \quad f^- = -\min(f, 0) + \] + are the \textbf{positive} and \textbf{negative} parts of $f$, and $f = f^+ - f^-$. +\end{definition} + + +\begin{definition}[Integral] +\label{definition:lebesgue-complex} + Let $(X, \cm, \mu)$ be a measure space and $f \in \mathcal{L}^1(X)$. If $f$ is $\real$-valued, then + \[ + \int f d\mu = \int f^+ d\mu - \int f^- d\mu + \] + is the \textbf{integral} of $f$. If $f$ is $\complex$-valued, then + \[ + \int f d\mu = \int \text{Re}(f)d\mu + i\int \text{Im}(f)d\mu + \] + is the \textbf{integral} of $f$. +\end{definition} + + +\begin{proposition}[{{\cite[Proposition 2.21, 2.22]{Folland}}}] +\label{proposition:lebesgue-integral-properties} + Let $(X, \cm, \mu)$ be a measure space, then the integral is a linear functional on $\mathcal{L}^1(X)$ such that for any $f \in \mathcal{L}^1(X)$, $\abs{\int f d\mu} \le \int \abs{f}d\mu$. +\end{proposition} +\begin{proof} + Let $f, g \in \mathcal{L}^1(X)$ and $\lambda \in \complex$. First suppose that $f, g$ are $\real$-valued and $\lambda \in \real$. In which case, + \[ + \int \lambda f d\mu = \int (\lambda f)^+ d\mu - \int (\lambda f)^- d\mu + = \begin{cases} + \lambda\int f^+ d\mu - \lambda\int f^- d\mu &\lambda \ge 0 \\ + -\lambda\int f^- d\mu + \lambda\int f^+ d\mu &\lambda < 0 + \end{cases} + \] + by \ref{proposition:lebesgue-non-negative-properties}, so $\int \lambda f d\mu = \lambda \int f d\mu$. + + Let $h = f + g$, then $h = h^+ - h^- = f^+ + g^+ - f^- - g^-$, so + \begin{align*} + h^+ + f^- + g^- &= h^- + f^+ + g^+ \\ + \int h^+d\mu + \int f^- d\mu + \int g^-d\mu &= \int h^- d\mu + \int f^+ d\mu + \int g^+ d\mu \\ + \int h^+ d\mu - \int h^- d\mu &= \int f^+ d\mu - \int f^- d\mu + \int g^+ d\mu - \int g^- d\mu \\ + &= \int f d\mu + \int g d\mu + \end{align*} + by \ref{proposition:lebesgue-non-negative-properties}, so $\int f + g d\mu = \int f d\mu + \int g d\mu$. + + Now suppose that $f, g$ are $\complex$-valued and $\lambda = \alpha + \beta i \in \complex$ with $\alpha, \beta \in \real$, then + \begin{align*} + \int (\alpha f)d\mu &= \int \text{Re}(\lambda f)d\mu + i\int \text{Im}(\lambda f)d\mu \\ + &= \int \alpha \text{Re}(f) - \beta \text{Im}(f)d\mu + i\int \beta\text{Re}(f) + \alpha \text{Im}(f)d\mu \\ + &= \alpha \braks{\int \text{Re}(f)d\mu + i\int \text{Im}(f)}d\mu + i\beta \braks{\int \text{Re}(f)d\mu + i\int \text{Im}(f)}d\mu \\ + &= \lambda \int f d\mu + \end{align*} + and + \begin{align*} + \int f + g d\mu &= \int \text{Re}(f + g)d\mu + i\int \text{Im}(f + g)d\mu \\ + &= \int \text{Re}(f)d\mu + i\int\text{Im}(f)d\mu + \int \text{Re}(g)d\mu + i\int \text{Im}(g)d\mu \\ + &= \int f d\mu + \int g d\mu + \end{align*} + so the integral is a linear functional on $\mathcal{L}^1(X)$. + + Finally, if $f$ is $\real$-valued, then + \[ + \int f = \int f^+ d\mu - \int f^-d\mu \le \int f^+ + \int f^-d\mu = \int \abs{f}d\mu + \] + and if $f$ is $\complex$-valued and $\alpha = \ol{\sgn(\int f d\mu)}$, then + \begin{align*} + \abs{\int f d\mu} &= \alpha \int f d\mu = \int \alpha f \\ + &= \text{Re}\paren{\int \alpha f d\mu} = \int \text{Re}(\alpha f)d\mu \\ + &\le \int \abs{\text{Re}(\alpha f)}d\mu \le \int \abs{\alpha f}d\mu = \int \abs{f}d\mu + \end{align*} + so $\abs{\int f d\mu} \le \int \abs{f}d\mu$. +\end{proof} + +\begin{remark} + \label{remark:integral-lack-simple} + + The construction of the Lebesgue integral using positive/negative and real/imaginary parts, and the deduction of properties from this definition both appear cumbersome. This comes from the lack of usage of its linearity on integrable simple functions. A more functional analytic approach will use this linearity and the density of simple functions to construct the integral. This is the route through which the Bochner integral will be presented. +\end{remark} + +\begin{theorem}[Dominated Convergence Theorem {{\cite[Theorem 2.24]{Folland}}}] +\label{theorem:dct} + Let $(X, \cm, \mu)$ be a measure space, $\seq{f_n} \subset \mathcal{L}^1(X)$, and $f:X \to \complex$ such that + \begin{enumerate} + \item $f_n \to f$ pointwise. + \item There exists $g \in \mathcal{L}^1(X)$ such that $\abs{f_n} \le \abs{g}$ for all $n \in \natp$. + \end{enumerate} + then $\int fd\mu = \limv{n}\int f_n d\mu$. +\end{theorem} +\begin{proof} + By (1) and (2), $f$ is measurable with $\int \abs{f}d\mu \le \int \abs{g}d\mu < \infty$, so $f \in \mathcal{L}^1(X)$. Now, since $g + f, g - f \ge 0$, by Fatou's lemma (\ref{lemma:fatou}) and \ref{proposition:lebesgue-integral-properties}, + \begin{align*} + \int g d\mu + \int f d\mu &\le \liminf_{n \to \infty}\int g + f_n d\mu = \int g d\mu + \liminf_{n \to \infty}f_n d\mu \\ + \int g d\mu - \int f d\mu &\le \liminf_{n \to \infty}\int g - \int f_n d\mu = \int g d\mu - \limsup_{n \to \infty}\int f_n d\mu + \end{align*} + so + \[ + \limsup_{n \to \infty}\int f_n d\mu \le \int f d\mu \le \liminf_{n \to \infty}\int f_n d\mu + \] + and $\int f d\mu = \limv{n}\int f_n d\mu$. +\end{proof} diff --git a/src/measure/lebesgue-integral/index.tex b/src/measure/lebesgue-integral/index.tex index 4d8cdf3..c8979e6 100644 --- a/src/measure/lebesgue-integral/index.tex +++ b/src/measure/lebesgue-integral/index.tex @@ -3,3 +3,4 @@ \input{./src/measure/lebesgue-integral/simple.tex} \input{./src/measure/lebesgue-integral/non-negative.tex} +\input{./src/measure/lebesgue-integral/complex.tex} diff --git a/src/measure/lebesgue-integral/non-negative.tex b/src/measure/lebesgue-integral/non-negative.tex index 5e624a9..50d489b 100644 --- a/src/measure/lebesgue-integral/non-negative.tex +++ b/src/measure/lebesgue-integral/non-negative.tex @@ -5,14 +5,14 @@ \label{definition:measurable-non-negative} Let $(X, \cm)$ be a measure space, then \[ - L^+(X, \cm) = \bracs{f: X \to \real| f \ge 0, f \text{ is } (\cm, \cb_\real) \text{-measurable}} + \mathcal{L}^+(X, \cm) = \bracs{f: X \to \real| f \ge 0, f \text{ is } (\cm, \cb_\real) \text{-measurable}} \] is the space of non-negative $\real$-valued measurable functions on $(X, \cm)$. \end{definition} \begin{definition}[Integral of Non-Negative Function] \label{definition:lebesgue-non-negative} - Let $(X, \cm, \mu)$ be a measure space and $f \in L^+(X, \cm)$, then + Let $(X, \cm, \mu)$ be a measure space and $f \in \mathcal{L}^+(X, \cm)$, then \[ \int f d\mu = \int f(x)\mu(dx) = \sup\bracs{\int \phi d\mu \bigg | \phi \in \Sigma^+(X, \cm), \phi \le f} \] @@ -21,7 +21,7 @@ \begin{lemma} \label{lemma:lebesgue-non-negative-strict} - Let $(X, \cm, \mu)$ be a measure space and $f \in L^+(X, \cm)$, then + Let $(X, \cm, \mu)$ be a measure space and $f \in \mathcal{L}^+(X, \cm)$, then \[ \int f d\mu = \sup\bracs{\int \phi d\mu \bigg | \phi \in \Sigma^+(X, \cm), \phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}, \phi \le f} \] @@ -36,7 +36,7 @@ \begin{theorem}[Monotone Convergence Theorem, {{\cite[Theorem 2.14]{Folland}}}] \label{theorem:mct} - Let $(X, \cm, \mu)$ be a measure space, $\seq{f_n} \subset L^+(X, \cm)$, and $f \in L^+(X, \cm)$ such that $f_n \upto f$ pointwise, then + Let $(X, \cm, \mu)$ be a measure space, $\seq{f_n} \subset \mathcal{L}^+(X, \cm)$, and $f \in \mathcal{L}^+(X, \cm)$ such that $f_n \upto f$ pointwise, then \[ \limv{n}\int f_n d\mu = \int f d\mu \] @@ -53,7 +53,7 @@ \begin{lemma}[Fatou, {{\cite[Lemma 2.18]{Folland}}}] \label{lemma:fatou} - Let $(X, \cm, \mu)$ be a measure space, $\seq{f_n} \subset L^+(X, \cm)$, then + Let $(X, \cm, \mu)$ be a measure space, $\seq{f_n} \subset \mathcal{L}^+(X, \cm)$, then \[ \int \liminf_{n \to \infty}f_n d\mu \le \liminf_{n \to \infty}\int f_nd\mu \] @@ -68,7 +68,7 @@ \begin{lemma} \label{lemma:lebesgue-simple-monotone} - Let $(X, \cm)$ be a measurable space and $f \in L^+(X, \cm)$, then there exists $\seq{f_n} \subset \Sigma^+(X, \cm)$ such that $f_n \upto f$ pointwise. + Let $(X, \cm)$ be a measurable space and $f \in \mathcal{L}^+(X, \cm)$, then there exists $\seq{f_n} \subset \Sigma^+(X, \cm)$ such that $f_n \upto f$ pointwise. \end{lemma} \begin{proof} By \ref{proposition:measurable-simple-separable-norm}, there exists $\seq{g_n} \subset \Sigma^+(X, \cm)$ such that $0 \le g_n \le f$ for each $n \in \natp$, and $g_n \to f$ pointwise. For each $n \in \natp$, let $f_n = \max_{1 \le k \le n}g_k$, then $f_n \in \Sigma^+(X, \cm)$, $0 \le f_n \le f$, and $f_n \upto f$ pointwise. @@ -79,12 +79,12 @@ \label{proposition:lebesgue-non-negative-properties} Let $(X, \cm, \mu)$ be a measure space, then \begin{enumerate} - \item For any $f, g \in L^+(X, \cm)$ and $\alpha \ge 0$, $\int \alpha f + g d\mu = \alpha \int f d\mu + \int g d\mu$. - \item For any $\seq{f_n} \subset L^+(X, \cm)$, $\sum_{n \in \natp}\int f_nd\mu = \int \sum_{n \in \natp}f_n d\mu$. - \item For any $f, g \in L^+(X, \cm)$ with $f \le g$, $\int f d\mu \le \int g d\mu$. - \item For any $f \in L^+(X, \cm)$ with $\int f d\mu < \infty$, $\mu(\bracs{f = \infty}) = 0$. - \item For any $f \in L^+(X, \cm)$ with $\int f d\mu < \infty$, $\bracs{f > 0}$ is $\sigma$-finite. - \item For any $f \in L^+(X, \cm)$ with $\int f d\mu = 0$, $f = 0$ $\mu$-almost everywhere. + \item For any $f, g \in \mathcal{L}^+(X, \cm)$ and $\alpha \ge 0$, $\int \alpha f + g d\mu = \alpha \int f d\mu + \int g d\mu$. + \item For any $\seq{f_n} \subset \mathcal{L}^+(X, \cm)$, $\sum_{n \in \natp}\int f_nd\mu = \int \sum_{n \in \natp}f_n d\mu$. + \item For any $f, g \in \mathcal{L}^+(X, \cm)$ with $f \le g$, $\int f d\mu \le \int g d\mu$. + \item For any $f \in \mathcal{L}^+(X, \cm)$ with $\int f d\mu < \infty$, $\mu(\bracs{f = \infty}) = 0$. + \item For any $f \in \mathcal{L}^+(X, \cm)$ with $\int f d\mu < \infty$, $\bracs{f > 0}$ is $\sigma$-finite. + \item For any $f \in \mathcal{L}^+(X, \cm)$ with $\int f d\mu = 0$, $f = 0$ $\mu$-almost everywhere. \end{enumerate} \end{proposition} \begin{proof}