Homepage Solution manuals Terence Tao An Introduction to Measure Theory Exercise 1.3.21 (Absolute summability is a special case of absolute integrability)

Exercise 1.3.21 (Absolute summability is a special case of absolute integrability)

Let (cn)n be a doubly infinite sequence of complex numbers, and let

f : ,xcx = ncn 1[n,n+1)(x)

Show that f is absolutely integrable if and only if the series ncn are absolutely convergent, in which case we have

df = ncn

Answers

We immediate that f is the limit of simple functions fk = n=kkcn 1[n,n+1)(x), and thus Lebesgue measurable. We try to demonstrate tha both absolute integral and absolute sum are in fact equal.

d|f| =d | ncn 1[n,n+1)|

The deciding step which serves to prove both directions of the equivalence is improving to inequality | ncn| n|cn| from Analysis I, Proposition 7.2.9 to an equality in our case. This is possible since for all x we have | ncn 1[n,n+1)(x)| = |cx| = n|cn| 1[n,n+1)(x).

=d n|cn| 1[n,n+1)

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):

= lim kd [ n|cn| 1[n,n+1)] 1[k,k] = lim kd n=kk|c n| 1[n,n+1)

This is a simple function; by Exercise 1.3.10(i) we have:

= lim k n=kk|c n| m([n,n + 1)) = lim k n=kk|c n| = n|cn|

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:

df =dℜf + idℑf =d(ℜf)+ d(ℜf) + id(ℑf)+ id(ℑf) =d+ [ ncn1[n,n+1)] d [ ncn1[n,n+1)] + id+ [ ncn1[n,n+1)] id [ ncn1[n,n+1)] =??d n+(cn)1[n,n+1) d n(cn)1[n,n+1) + id n+(cn)1[n,n+1) id n(cn)1[n,n+1)

We have arrived at unsignden Lebesgue measurable functions. Using the same trick as before with the vertical truncation we get

= n(cn)+m([n,n + 1)) n(cn)m([n,n + 1)) + i n(cn)+m([n,n + 1)) i n(cn)m([n,n + 1)) = n(cn)+ (cn) + iℑ(cn)+ iℑ(cn) = ncn
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2020-08-30 00:00
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