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Exercise 11.1
Exercise 1: If and , prove that almost everywhere on .
Answers
Following the hint, let be the set of all at which , and let be the characteristic function of . Then on , and so by Remark 11.23(c)
so that for all . If , then for some positive integer , so is the set at which . Since by Theorem 11.3, almost everywhere on .
Comments
Proof. Let , and write . We want to show . Now if and only if for all : the forward direction is clear since , and by monotonicity , and the converse is Theorem . Now if and only if , which is equivalent to for all . But this is equivalent to having for all , which is in turn equivalent to having . □