Real Analysis HW 4 Solutions

Problem 9: Let {fn } be a sequence of measurable functions defined on a measurable set

E. Define E0 to be the set of points x in E at which {fn (x)} converges. Is the set E0
measurable.
Solution: Note that we may write E0 as
[
\ \
E0 = {x : {fn (x)} is Cauchy} = {x : |fn (x) fm (x)| < 1/k}.
k=1 N =1 n,mN

Therefore E0 is measurable since {x : |fn (x) fm (x)| < 1/k} is. 

Problem 11: Let f be a measurable function and g be a one-to-one function from R onto
R which has a Lipschitz inverse. Show that the composition f g is measurable.
Proof: We know from problem 38 in the previous homework that a Lipschitz function maps
measurable sets to measurable sets. Therefore to show that f g is invertible, we simply
need to show that
(f g)1 (O) = g 1 (f 1 (O))
is measurable for any open set O R. However by the measurability of f , we know that
f 1 (O) is measurable, and since g 1 is Lipschitz, then g 1 (f 1 (O)) will be measurable. 
Problem 22: (Dinis Theorem) Let {fn } be an increasing sequence of continuous functions
on [a, b] which converge pointwise on [a, b] to the continuous function f on [a, b]. Show that
the convergence is uniform on [a, b].
Solution: Let  > 0, and define En = {x [a, b] : f (x) fn (x) < }. Note that since
fSn and f are continuous and converge pointwise, that En are relatively open in [a, b] and

n=1 En = [a, b]. Furthermore, since fn is an increasing sequence then En En+1 . It follows
by Heine Borel that [a, b] is compact and therefore there exists a sub-cover {Enj }N
j=1 of [a, b].
However since En are ascending,
N
[
[a, b] = Enj = En ,
j=1

where n = maxj {nj }. Therefore the convergence is uniform. 

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Problem 25: Suppose f is a function that is continuous on a closed set F of real numbers.
Show that f has a continuous extension to all of R. This is a special case of the forthcoming
Tietze Extension Theorem.
Solution: We may assume F is non-empty. Since F is closed we see that R F is open,
S therefore may be written as a countable disjoint union of open intervals R F =
and
k=1 (ak , bk ). On each of these intervals, we extend f continuously to f as a linear function
in the following way: suppose x (ak , bk ), then

if ak , bk are finite we define

f (bk ) f (ak )
f(x) = (x ak ) + f (ak ),
b k ak

if bk = define
f(x) = f (ak ),

if ak = define
f(x) = f (bk ).

Clearly the extended f is now continuous on R since it matches f on the endpoints of the
intervals and is therefore continuous at every point. 
Problem 27: Show that the conclusion of Egoroffs Theorem can fail if we drop the as-
sumption that the domain has finite measure.
Solution: Consider sequence fn (x) = [n,) (x). Clearly fn 0 pointwise on R. Suppose
that there existed a set F such that m(R F ) <  and fn 0 uniformly on F . Since fn is
an indicator function, uniform convergence means we can find an N such that fN = 0 on F .
This implies F (, N ) and so [N, ) R F , giving

m([N, )) m(R F ) < ,

which is a contradiction. 
Problem 29: Prove the extension of Lusins Theorem to the case that E has infinite
measure.
Solution: Suppose f : E R is measurable. We split up E into disjoint finite measure
sets {En }nZ given by En = E [n, n + 1). By Lusins theorem for finite measure sets,
S functions gn : Fn R such that
we know that there exist closed sets Fn and continuous
m(En Fn ) < /2|n|+1 and f = gn on Fn . Define F = kZ Fn and
X
g(x) = gn (x)Fn (x).
kZ

Note that g is continuous on F .

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We now claim that F is closed. To see this consider {xn } F , converging to an x E.
Since x Ek for some k, we see that for large enough N , {xn }nN belongs to Fk1 Fk
which is a closed set and therefore x Fk1 Fk F .
Since F is closed, by problem (25) we may extend g continuously to R. It now follows that
f = g on F and
!
[ X
m(E F ) = m (En Fn ) = m(En Fn ) < .
nZ kZ