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Exercise 1.3.21 (Absolute summability is a special case of absolute integrability)
Let be a doubly infinite sequence of complex numbers, and let
Show that is absolutely integrable if and only if the series are absolutely convergent, in which case we have
Answers
We immediate that is the limit of simple functions , and thus Lebesgue measurable. We try to demonstrate tha both absolute integral and absolute sum are in fact equal.
The deciding step which serves to prove both directions of the equivalence is improving to inequality from Analysis I, Proposition 7.2.9 to an equality in our case. This is possible since for all we have .
The term inside the integral look "almost" simple, yet it sums up infinitely many values. This is, however, easy to overcome by approximating this integral using vertical truncation from Exercise 1.3.10 (ix):
This is a simple function; by Exercise 1.3.10(i) we have:
Therefore, both absolute integrals are equal and are bound to be finite if one of them is finite.
At last, we demonstrate the the (conditional) integrals are equal as well when the absolute integrals are finite:
We have arrived at unsignden Lebesgue measurable functions. Using the same trick as before with the vertical truncation we get