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Measure Theory and Functional Analysis




                    Notes                   (f + g) , (f – g)  are measurable functions over E.
                                                       2
                                                 2
                                            (f + g)  – (f – g)  is a measurable function over E.
                                                        2
                                                 2
                                             1     2      2
                                               (f g)  (f g)   is a measurable function over E.
                                             4
                                            fg is a measurable function over E.
                                   (h)  To prove f/g is measurable.
                                       Let g vanish nowhere on E, so that

                                       g (x)   0    x  E.
                                        1
                                           exists.
                                        g

                                                            1
                                       Now we shall show that    is measurable.
                                                            g
                                       We have


                                                  E(g  0) if  0
                                          1                       1
                                        E         [E(g  0)]  E g     if   0
                                          g
                                                                          1
                                                  [E(g  0)]  E(g  0)  E g


                                                                                                        1
                                       Also finite union and intersection of measurable sets are measurable. Hence  E   is
                                                                                                        g
                                       measurable in every case.

                                                 1
                                       Since f and    are measurable.
                                                 g

                                                 1
                                            (f)     is measurable over E.
                                                 g
                                             f
                                               is measurable over E.
                                             g

                                   10.1.2 Almost Everywhere (a.e.)

                                   Definition: A property is said to hold almost everywhere (a.e.) if the set of points where it fails to
                                   hold is a set of measure zero.

                                          Example: Let f be a function defined on R by

                                                                  0, if x is irrational
                                                           f (x) =
                                                                  1, if x is rational
                                   Then f (x) = 0 a.e.




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