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Measure Theory and Functional Analysis




                    Notes
                                                               =     f
                                                                        E i
                                                                  i 1 E

                                                               =     f
                                                                  i 1 E i


                                                                                                       nx
                                          Example: Show that the theorem of bounded convergence applies to f (x) =   , 0
                                                                                                n        2  2
                                                                                                     1 n x
                                   x   1.
                                                                   nx
                                   Sol:                    f (x) =
                                                                     2
                                                            n    1 n x  2
                                                                    1
                                                               =
                                                                  1
                                                                     nx
                                                                  nx
                                                                        1
                                                               =            2
                                                                    1
                                                                         nx   2
                                                                    nx
                                                                 1
                                                                 2
                                                 1                 1
                                   Thus   a number    such that |f (x)|     .
                                                            n
                                                 2                 2
                                   Hence it satisfies the conditions of bounded convergence theorem.

                                   Now
                                                       1            1
                                                                        nx
                                                    lim f (x) dx =  lim     dx
                                                                         2
                                                    n    n            1 n x  2
                                                       0            0
                                                                     1
                                                                              2
                                                                               2
                                                               =  lim  log(1 n x )        form
                                                                 n  2n
                                                                           2
                                                                             2
                                                                    [1/(1 n x )] 2nx  2
                                                               =  lim                       [Using L’Hospital Rule]
                                                                 n         2
                                                                      nx 2
                                                               =  lim
                                                                        2
                                                                 n  1 n x 2
                                                                      1  2
                                                                       x
                                                               =  lim  n    0
                                                                 n   1   2
                                                                        x
                                                                    n  2
                                                    1             1
                                                                        nx
                                   and               limf (x) dx =  lim       dx
                                                         n
                                                                          2
                                                      n            n  1 n x 2
                                                    0             0

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