Show that $lim_{ntoinfty}int_{X}fdmu_n = int_Xfdmu$
Given is a a $sigma$ - Algebra $mathcal{A}$, a measure space $(X, mathcal{A})$ and a sequence of measures $left(mu_n :mathcal{A} to [0,infty]right)_{nin mathbb{N}}$ with $mu_n(A) leq mu_{n+1}(A):forall nin mathbb{N}$. I have to show that if $f:Xto[0,infty]$ is measureable with respect to $mathcal{A}$, it follows that $lim_{ntoinfty}int_{X}fdmu_n = int_Xfdmu$, where $mu: mathcal{A}to[0,infty]$, $mu(A):=sup{mu_n(A):ninmathbb{N}}$ and $Ainmathcal{A}$. We have defind integrals with step functions, hence $f=sum_{k=1}^Nalpha_k1_{A_k}$ and it follows by definition that $int_Xfdmu=sum_{k=1}^Nalpha_kmu(A_k)$ for an arbitrary measure $mu$. I have literally no idea where to start...
real-analysis measure-theory convergence
add a comment |
Given is a a $sigma$ - Algebra $mathcal{A}$, a measure space $(X, mathcal{A})$ and a sequence of measures $left(mu_n :mathcal{A} to [0,infty]right)_{nin mathbb{N}}$ with $mu_n(A) leq mu_{n+1}(A):forall nin mathbb{N}$. I have to show that if $f:Xto[0,infty]$ is measureable with respect to $mathcal{A}$, it follows that $lim_{ntoinfty}int_{X}fdmu_n = int_Xfdmu$, where $mu: mathcal{A}to[0,infty]$, $mu(A):=sup{mu_n(A):ninmathbb{N}}$ and $Ainmathcal{A}$. We have defind integrals with step functions, hence $f=sum_{k=1}^Nalpha_k1_{A_k}$ and it follows by definition that $int_Xfdmu=sum_{k=1}^Nalpha_kmu(A_k)$ for an arbitrary measure $mu$. I have literally no idea where to start...
real-analysis measure-theory convergence
2
First prove the case where $f$ is a step function. Can you do that?
– Severin Schraven
Jan 2 at 14:02
add a comment |
Given is a a $sigma$ - Algebra $mathcal{A}$, a measure space $(X, mathcal{A})$ and a sequence of measures $left(mu_n :mathcal{A} to [0,infty]right)_{nin mathbb{N}}$ with $mu_n(A) leq mu_{n+1}(A):forall nin mathbb{N}$. I have to show that if $f:Xto[0,infty]$ is measureable with respect to $mathcal{A}$, it follows that $lim_{ntoinfty}int_{X}fdmu_n = int_Xfdmu$, where $mu: mathcal{A}to[0,infty]$, $mu(A):=sup{mu_n(A):ninmathbb{N}}$ and $Ainmathcal{A}$. We have defind integrals with step functions, hence $f=sum_{k=1}^Nalpha_k1_{A_k}$ and it follows by definition that $int_Xfdmu=sum_{k=1}^Nalpha_kmu(A_k)$ for an arbitrary measure $mu$. I have literally no idea where to start...
real-analysis measure-theory convergence
Given is a a $sigma$ - Algebra $mathcal{A}$, a measure space $(X, mathcal{A})$ and a sequence of measures $left(mu_n :mathcal{A} to [0,infty]right)_{nin mathbb{N}}$ with $mu_n(A) leq mu_{n+1}(A):forall nin mathbb{N}$. I have to show that if $f:Xto[0,infty]$ is measureable with respect to $mathcal{A}$, it follows that $lim_{ntoinfty}int_{X}fdmu_n = int_Xfdmu$, where $mu: mathcal{A}to[0,infty]$, $mu(A):=sup{mu_n(A):ninmathbb{N}}$ and $Ainmathcal{A}$. We have defind integrals with step functions, hence $f=sum_{k=1}^Nalpha_k1_{A_k}$ and it follows by definition that $int_Xfdmu=sum_{k=1}^Nalpha_kmu(A_k)$ for an arbitrary measure $mu$. I have literally no idea where to start...
real-analysis measure-theory convergence
real-analysis measure-theory convergence
edited Jan 3 at 0:00
Davide Giraudo
125k16150261
125k16150261
asked Jan 2 at 13:49
Michael MaierMichael Maier
638
638
2
First prove the case where $f$ is a step function. Can you do that?
– Severin Schraven
Jan 2 at 14:02
add a comment |
2
First prove the case where $f$ is a step function. Can you do that?
– Severin Schraven
Jan 2 at 14:02
2
2
First prove the case where $f$ is a step function. Can you do that?
– Severin Schraven
Jan 2 at 14:02
First prove the case where $f$ is a step function. Can you do that?
– Severin Schraven
Jan 2 at 14:02
add a comment |
1 Answer
1
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oldest
votes
Here are some hints.
- First it is not clear that $mu$ is indeed a measure.
- Show that the sequence $left( int_{X}fdmu_nright)_{ngeqslant 1}$ is non-decreasing.
- As a consequence, $lim_{nto +infty}int_{X}fdmu_n=sup_{ngeqslant 1}int_{X}fdmu_n$.
- By definition of the Lebesgue integral, $$int_{X}fdmu_n=sup_{sinmathcal S} int_{X}sdmu_n ,$$
where $mathcal S=left{smid 0leqslant sleqslant f, .s=sum_{i=1}^Nc_imathbf 1_{A_i},A_iinmathcal Aright}$. Switching the two supremum reduces to establish the result when $f=sum_{i=1}^Nc_imathbf 1_{A_i},A_iinmathcal A$. Indeed, by 3.
$$
lim_{nto +infty}int_{X}fdmu_n=sup_{ngeqslant 1}sup_{sinmathcal S}int_{X}sdmu_n=sup_{sinmathcal S}sup_{ngeqslant 1}int_{X}sdmu_n.
$$
If we manage to show that for each $sinmathcal S$, the equality $sup_{ngeqslant 1}int_{X}sdmu_n=int_{X}sdmu$, then we are done. - By linearity it suffices to do it when $f =mathbf 1_{A},Ainmathcal A$.
Thanks! However, we defined Lebesgue integral as $int_xfdmu_n=sup{int_xs_kdmu_n, kinmathbb{N}}$, where $s_k$ denotes a sequence of step funktions as defined by you. What am I missing?
– Michael Maier
Jan 4 at 10:00
1
I guess that in your definition, we have $s_k(x)uparrow f(x)$ for all $x$. Ten the two definition are equivalent.
– Davide Giraudo
Jan 4 at 10:09
Alright. To show part 2.), I have to show that (using my definition) $sup{int_xs_kdmu_n, kinmathbb{N}} leq sup{int_xs_kdmu_{n+1}, kinmathbb{N}}$. I can now drop the two suprema (right?), and after writing out the integral for a step function $s_k$ i get $sum_{i=1}^inftyalpha_imu_n(A_i)leqsum_{i=1}^inftyalpha_imu_{n+1}(A_i)$, which is true due to my initial conditions.
– Michael Maier
Jan 4 at 10:16
And one more (hopefully) last question? Why does switching the suprema reduce the case to f being a step function? I then have something like $sup_{kinmathbb{N}}left(sup_{ngeq1}{int_Xs_kdmu_n}right)$, and I do not see how that leads me further...
– Michael Maier
Jan 4 at 10:31
Regard your first comment, yes. The only thing you have to modify is the index of the sum (the $infty$ should be $N$). For your second comment, see the edit.
– Davide Giraudo
Jan 4 at 11:31
|
show 1 more comment
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Here are some hints.
- First it is not clear that $mu$ is indeed a measure.
- Show that the sequence $left( int_{X}fdmu_nright)_{ngeqslant 1}$ is non-decreasing.
- As a consequence, $lim_{nto +infty}int_{X}fdmu_n=sup_{ngeqslant 1}int_{X}fdmu_n$.
- By definition of the Lebesgue integral, $$int_{X}fdmu_n=sup_{sinmathcal S} int_{X}sdmu_n ,$$
where $mathcal S=left{smid 0leqslant sleqslant f, .s=sum_{i=1}^Nc_imathbf 1_{A_i},A_iinmathcal Aright}$. Switching the two supremum reduces to establish the result when $f=sum_{i=1}^Nc_imathbf 1_{A_i},A_iinmathcal A$. Indeed, by 3.
$$
lim_{nto +infty}int_{X}fdmu_n=sup_{ngeqslant 1}sup_{sinmathcal S}int_{X}sdmu_n=sup_{sinmathcal S}sup_{ngeqslant 1}int_{X}sdmu_n.
$$
If we manage to show that for each $sinmathcal S$, the equality $sup_{ngeqslant 1}int_{X}sdmu_n=int_{X}sdmu$, then we are done. - By linearity it suffices to do it when $f =mathbf 1_{A},Ainmathcal A$.
Thanks! However, we defined Lebesgue integral as $int_xfdmu_n=sup{int_xs_kdmu_n, kinmathbb{N}}$, where $s_k$ denotes a sequence of step funktions as defined by you. What am I missing?
– Michael Maier
Jan 4 at 10:00
1
I guess that in your definition, we have $s_k(x)uparrow f(x)$ for all $x$. Ten the two definition are equivalent.
– Davide Giraudo
Jan 4 at 10:09
Alright. To show part 2.), I have to show that (using my definition) $sup{int_xs_kdmu_n, kinmathbb{N}} leq sup{int_xs_kdmu_{n+1}, kinmathbb{N}}$. I can now drop the two suprema (right?), and after writing out the integral for a step function $s_k$ i get $sum_{i=1}^inftyalpha_imu_n(A_i)leqsum_{i=1}^inftyalpha_imu_{n+1}(A_i)$, which is true due to my initial conditions.
– Michael Maier
Jan 4 at 10:16
And one more (hopefully) last question? Why does switching the suprema reduce the case to f being a step function? I then have something like $sup_{kinmathbb{N}}left(sup_{ngeq1}{int_Xs_kdmu_n}right)$, and I do not see how that leads me further...
– Michael Maier
Jan 4 at 10:31
Regard your first comment, yes. The only thing you have to modify is the index of the sum (the $infty$ should be $N$). For your second comment, see the edit.
– Davide Giraudo
Jan 4 at 11:31
|
show 1 more comment
Here are some hints.
- First it is not clear that $mu$ is indeed a measure.
- Show that the sequence $left( int_{X}fdmu_nright)_{ngeqslant 1}$ is non-decreasing.
- As a consequence, $lim_{nto +infty}int_{X}fdmu_n=sup_{ngeqslant 1}int_{X}fdmu_n$.
- By definition of the Lebesgue integral, $$int_{X}fdmu_n=sup_{sinmathcal S} int_{X}sdmu_n ,$$
where $mathcal S=left{smid 0leqslant sleqslant f, .s=sum_{i=1}^Nc_imathbf 1_{A_i},A_iinmathcal Aright}$. Switching the two supremum reduces to establish the result when $f=sum_{i=1}^Nc_imathbf 1_{A_i},A_iinmathcal A$. Indeed, by 3.
$$
lim_{nto +infty}int_{X}fdmu_n=sup_{ngeqslant 1}sup_{sinmathcal S}int_{X}sdmu_n=sup_{sinmathcal S}sup_{ngeqslant 1}int_{X}sdmu_n.
$$
If we manage to show that for each $sinmathcal S$, the equality $sup_{ngeqslant 1}int_{X}sdmu_n=int_{X}sdmu$, then we are done. - By linearity it suffices to do it when $f =mathbf 1_{A},Ainmathcal A$.
Thanks! However, we defined Lebesgue integral as $int_xfdmu_n=sup{int_xs_kdmu_n, kinmathbb{N}}$, where $s_k$ denotes a sequence of step funktions as defined by you. What am I missing?
– Michael Maier
Jan 4 at 10:00
1
I guess that in your definition, we have $s_k(x)uparrow f(x)$ for all $x$. Ten the two definition are equivalent.
– Davide Giraudo
Jan 4 at 10:09
Alright. To show part 2.), I have to show that (using my definition) $sup{int_xs_kdmu_n, kinmathbb{N}} leq sup{int_xs_kdmu_{n+1}, kinmathbb{N}}$. I can now drop the two suprema (right?), and after writing out the integral for a step function $s_k$ i get $sum_{i=1}^inftyalpha_imu_n(A_i)leqsum_{i=1}^inftyalpha_imu_{n+1}(A_i)$, which is true due to my initial conditions.
– Michael Maier
Jan 4 at 10:16
And one more (hopefully) last question? Why does switching the suprema reduce the case to f being a step function? I then have something like $sup_{kinmathbb{N}}left(sup_{ngeq1}{int_Xs_kdmu_n}right)$, and I do not see how that leads me further...
– Michael Maier
Jan 4 at 10:31
Regard your first comment, yes. The only thing you have to modify is the index of the sum (the $infty$ should be $N$). For your second comment, see the edit.
– Davide Giraudo
Jan 4 at 11:31
|
show 1 more comment
Here are some hints.
- First it is not clear that $mu$ is indeed a measure.
- Show that the sequence $left( int_{X}fdmu_nright)_{ngeqslant 1}$ is non-decreasing.
- As a consequence, $lim_{nto +infty}int_{X}fdmu_n=sup_{ngeqslant 1}int_{X}fdmu_n$.
- By definition of the Lebesgue integral, $$int_{X}fdmu_n=sup_{sinmathcal S} int_{X}sdmu_n ,$$
where $mathcal S=left{smid 0leqslant sleqslant f, .s=sum_{i=1}^Nc_imathbf 1_{A_i},A_iinmathcal Aright}$. Switching the two supremum reduces to establish the result when $f=sum_{i=1}^Nc_imathbf 1_{A_i},A_iinmathcal A$. Indeed, by 3.
$$
lim_{nto +infty}int_{X}fdmu_n=sup_{ngeqslant 1}sup_{sinmathcal S}int_{X}sdmu_n=sup_{sinmathcal S}sup_{ngeqslant 1}int_{X}sdmu_n.
$$
If we manage to show that for each $sinmathcal S$, the equality $sup_{ngeqslant 1}int_{X}sdmu_n=int_{X}sdmu$, then we are done. - By linearity it suffices to do it when $f =mathbf 1_{A},Ainmathcal A$.
Here are some hints.
- First it is not clear that $mu$ is indeed a measure.
- Show that the sequence $left( int_{X}fdmu_nright)_{ngeqslant 1}$ is non-decreasing.
- As a consequence, $lim_{nto +infty}int_{X}fdmu_n=sup_{ngeqslant 1}int_{X}fdmu_n$.
- By definition of the Lebesgue integral, $$int_{X}fdmu_n=sup_{sinmathcal S} int_{X}sdmu_n ,$$
where $mathcal S=left{smid 0leqslant sleqslant f, .s=sum_{i=1}^Nc_imathbf 1_{A_i},A_iinmathcal Aright}$. Switching the two supremum reduces to establish the result when $f=sum_{i=1}^Nc_imathbf 1_{A_i},A_iinmathcal A$. Indeed, by 3.
$$
lim_{nto +infty}int_{X}fdmu_n=sup_{ngeqslant 1}sup_{sinmathcal S}int_{X}sdmu_n=sup_{sinmathcal S}sup_{ngeqslant 1}int_{X}sdmu_n.
$$
If we manage to show that for each $sinmathcal S$, the equality $sup_{ngeqslant 1}int_{X}sdmu_n=int_{X}sdmu$, then we are done. - By linearity it suffices to do it when $f =mathbf 1_{A},Ainmathcal A$.
edited Jan 4 at 11:30
answered Jan 2 at 14:15
Davide GiraudoDavide Giraudo
125k16150261
125k16150261
Thanks! However, we defined Lebesgue integral as $int_xfdmu_n=sup{int_xs_kdmu_n, kinmathbb{N}}$, where $s_k$ denotes a sequence of step funktions as defined by you. What am I missing?
– Michael Maier
Jan 4 at 10:00
1
I guess that in your definition, we have $s_k(x)uparrow f(x)$ for all $x$. Ten the two definition are equivalent.
– Davide Giraudo
Jan 4 at 10:09
Alright. To show part 2.), I have to show that (using my definition) $sup{int_xs_kdmu_n, kinmathbb{N}} leq sup{int_xs_kdmu_{n+1}, kinmathbb{N}}$. I can now drop the two suprema (right?), and after writing out the integral for a step function $s_k$ i get $sum_{i=1}^inftyalpha_imu_n(A_i)leqsum_{i=1}^inftyalpha_imu_{n+1}(A_i)$, which is true due to my initial conditions.
– Michael Maier
Jan 4 at 10:16
And one more (hopefully) last question? Why does switching the suprema reduce the case to f being a step function? I then have something like $sup_{kinmathbb{N}}left(sup_{ngeq1}{int_Xs_kdmu_n}right)$, and I do not see how that leads me further...
– Michael Maier
Jan 4 at 10:31
Regard your first comment, yes. The only thing you have to modify is the index of the sum (the $infty$ should be $N$). For your second comment, see the edit.
– Davide Giraudo
Jan 4 at 11:31
|
show 1 more comment
Thanks! However, we defined Lebesgue integral as $int_xfdmu_n=sup{int_xs_kdmu_n, kinmathbb{N}}$, where $s_k$ denotes a sequence of step funktions as defined by you. What am I missing?
– Michael Maier
Jan 4 at 10:00
1
I guess that in your definition, we have $s_k(x)uparrow f(x)$ for all $x$. Ten the two definition are equivalent.
– Davide Giraudo
Jan 4 at 10:09
Alright. To show part 2.), I have to show that (using my definition) $sup{int_xs_kdmu_n, kinmathbb{N}} leq sup{int_xs_kdmu_{n+1}, kinmathbb{N}}$. I can now drop the two suprema (right?), and after writing out the integral for a step function $s_k$ i get $sum_{i=1}^inftyalpha_imu_n(A_i)leqsum_{i=1}^inftyalpha_imu_{n+1}(A_i)$, which is true due to my initial conditions.
– Michael Maier
Jan 4 at 10:16
And one more (hopefully) last question? Why does switching the suprema reduce the case to f being a step function? I then have something like $sup_{kinmathbb{N}}left(sup_{ngeq1}{int_Xs_kdmu_n}right)$, and I do not see how that leads me further...
– Michael Maier
Jan 4 at 10:31
Regard your first comment, yes. The only thing you have to modify is the index of the sum (the $infty$ should be $N$). For your second comment, see the edit.
– Davide Giraudo
Jan 4 at 11:31
Thanks! However, we defined Lebesgue integral as $int_xfdmu_n=sup{int_xs_kdmu_n, kinmathbb{N}}$, where $s_k$ denotes a sequence of step funktions as defined by you. What am I missing?
– Michael Maier
Jan 4 at 10:00
Thanks! However, we defined Lebesgue integral as $int_xfdmu_n=sup{int_xs_kdmu_n, kinmathbb{N}}$, where $s_k$ denotes a sequence of step funktions as defined by you. What am I missing?
– Michael Maier
Jan 4 at 10:00
1
1
I guess that in your definition, we have $s_k(x)uparrow f(x)$ for all $x$. Ten the two definition are equivalent.
– Davide Giraudo
Jan 4 at 10:09
I guess that in your definition, we have $s_k(x)uparrow f(x)$ for all $x$. Ten the two definition are equivalent.
– Davide Giraudo
Jan 4 at 10:09
Alright. To show part 2.), I have to show that (using my definition) $sup{int_xs_kdmu_n, kinmathbb{N}} leq sup{int_xs_kdmu_{n+1}, kinmathbb{N}}$. I can now drop the two suprema (right?), and after writing out the integral for a step function $s_k$ i get $sum_{i=1}^inftyalpha_imu_n(A_i)leqsum_{i=1}^inftyalpha_imu_{n+1}(A_i)$, which is true due to my initial conditions.
– Michael Maier
Jan 4 at 10:16
Alright. To show part 2.), I have to show that (using my definition) $sup{int_xs_kdmu_n, kinmathbb{N}} leq sup{int_xs_kdmu_{n+1}, kinmathbb{N}}$. I can now drop the two suprema (right?), and after writing out the integral for a step function $s_k$ i get $sum_{i=1}^inftyalpha_imu_n(A_i)leqsum_{i=1}^inftyalpha_imu_{n+1}(A_i)$, which is true due to my initial conditions.
– Michael Maier
Jan 4 at 10:16
And one more (hopefully) last question? Why does switching the suprema reduce the case to f being a step function? I then have something like $sup_{kinmathbb{N}}left(sup_{ngeq1}{int_Xs_kdmu_n}right)$, and I do not see how that leads me further...
– Michael Maier
Jan 4 at 10:31
And one more (hopefully) last question? Why does switching the suprema reduce the case to f being a step function? I then have something like $sup_{kinmathbb{N}}left(sup_{ngeq1}{int_Xs_kdmu_n}right)$, and I do not see how that leads me further...
– Michael Maier
Jan 4 at 10:31
Regard your first comment, yes. The only thing you have to modify is the index of the sum (the $infty$ should be $N$). For your second comment, see the edit.
– Davide Giraudo
Jan 4 at 11:31
Regard your first comment, yes. The only thing you have to modify is the index of the sum (the $infty$ should be $N$). For your second comment, see the edit.
– Davide Giraudo
Jan 4 at 11:31
|
show 1 more comment
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2
First prove the case where $f$ is a step function. Can you do that?
– Severin Schraven
Jan 2 at 14:02