Page 143 - DMTH505_MEASURE_THEOREY_AND_FUNCTIONAL_ANALYSIS
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Measure Theory and Functional Analysis




                    Notes              Furthermore f and g are integrable, it implies that |f| and |g| are integrable.
                                       ( A measurable function f is integrable over E if and only if |f| is integrable over E.)
                                       Thus |f| + |g| is integrable over E.


                                       (  (f g)    f  g  and by the definition of integrable)
                                           E       E  E
                                       Since |f + g|   |+|f| + |g|

                                       which shows that f + g is integrable.
                                       Hence sum of two integrable functions is integrable.

                                       Thus              (f g) =  (f  g )   (f  g )
                                                        E         E        E

                                                               =  f    g    f    g
                                                                  E   E    E    E


                                                               =   f    f     g    g
                                                                  E    E     E    E

                                                               =  f   g
                                                                 E   E
                                   (c)                       f   g a.e.
                                                           f – g   0 a.e.
                                                           g – f   0 a.e.


                                                         (g  f)   0
                                                        E

                                       Since g = f + (g – f) and f, g – f are integrable over E.
                                                                    –
                                       Then by the given hypothesis (g – f)  = 0 a.e.
                                       then  (g  f)  = 0,
                                            E

                                       (Since we know that if f = 0 a.e. then   f  = 0)
                                                                     E

                                           g    f  (g f)   f   (g f)   (g f)
                                          E    E  E       E   E       E
                                       becomes

                                                             g =  f   (g  f)  0   f  (g  f)         ( (g – f)   0)
                                                            E     E  E           E  E





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