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Measure Theory and Functional Analysis




                    Notes          Let                        F = {x : f (x)   g (x)}
                                   Then by definition of a.e., we have mF = 0 and F   E.

                                                         (f g) =     (f g)   (f g)    (f g)
                                                        E        F (E F)    F       E F
                                                               = (f – g) mF + (f – g) m (E – F)

                                                               = (f – g) . 0 + 0 . m (E – F) [ mF = 0 and f – g = 0 over E – F]
                                                               = 0

                                                         (f g) = 0
                                                        E

                                                          f  g = 0    f   g
                                                        E   E        E   E





                                     Note  Converse need not be true
                                     e.g. Let the functions f : [–1, 1]    R and g : [–1, 1]    R be defined by

                                                                  2 if x  0
                                                           f (x) =
                                                                  0 if x  0
                                     and                   g (x) = 1    x.

                                                        1           1
                                     Then                f(x) dx = 2 =  g(x) dx
                                                        1            1
                                     But                      f  g a.e.
                                     In other words, they are not equal even for a single point in [–1, 1].

                                   Proof of 3: f   g a.e.

                                                           f – g  0 a.e.
                                   Let   be simple function,
                                                               = f – g
                                                                 0                                [ f – g = 0 a.e.]


                                                                 0
                                                            E

                                                         (f g)   0
                                                        E


                                                          f  g   0
                                                        E   E



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