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math105-s22:s:rasmuspallisgaard:start [2022/02/28 22:51] pallisgaard [Homework] |
math105-s22:s:rasmuspallisgaard:start [2026/02/21 14:41] (current) |
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| **Resume of Lebesque measure theory** | **Resume of Lebesque measure theory** | ||
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| m^*(A)=\inf\left\{ \sum_k|B_k|: | m^*(A)=\inf\left\{ \sum_k|B_k|: | ||
| $$ | $$ | ||
| - | Useful from this definition and this section is the definition that sets with outer measure zero is called a zero set. Boxes are created from intervals $(a_i,b_i)$ since the measure of an interval is its end point minus its starting point. | + | Useful from this definition and this section is the definition that sets with outer measure zero is called a zero set. Boxes are created from intervals $(a_i,b_i)$ since the measure of an interval is its end point minus its starting point. The proofs of useful properties, such as monotonicity, |
| A set $A\subset R$ is then measurable if it the division $A|A^c$ is so *clean* that for all subsets $X\subset R$, | A set $A\subset R$ is then measurable if it the division $A|A^c$ is so *clean* that for all subsets $X\subset R$, | ||
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| m^*(A)=m^*(X\cap A) + m^*(A\setminus E) | m^*(A)=m^*(X\cap A) + m^*(A\setminus E) | ||
| $$ | $$ | ||
| - | Throughout the course we have proved a lot of properties of measurable sets, including sub-additivities of outer measures, monotonicity, | + | Here we see that by this definition, additivity is achieved. |
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| + | We then went on to proof that the Lebesque measure is **regular** in the sense that a measurable set $E$ can be sandwiched between an $F_\sigma$-set and a $G_\delta$-set such that $F_\sigma\subset E\subset G_\delta$. Here an $F_\sigma$-set is a countable union of closed sets $F_\sigma=\cup^\infty_iF_i$ and a $G_\delta$-set is a countable intersection of open sets $G_\delta=\cup^\infty_iG_i$. | ||
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| + | The proof of this uses the fact that can define a decreasing sequence of open sets from $\mathbb{R}$ such that the measure of these set sequences goes to the measure of $E$. You can then define a closed increasing sequence from the complement of one of these sequences. The major step here is then to show that this complement set has the same measure as $E$. | ||
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| + | We then covered the theorems of products and slices. The theorem of measurable products says that if sets $A$ and $B$ are measurable, then $m(A\times B)=m(A)\cdot m(B)$. The proof of this uses hulls and kernels of measurable sets (These are $F_\sigma$-sets and $G_\delta$-sets). | ||
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| + | Afterwards we proved that if $E$ is measurable then it has measure zero iff almost every slice of $E$ has measure zero. A slice $E_x$ of a set $E\subset R^n\times R^k$ is defined as $E_x=\{y\in R^n: | ||
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| + | The prove of the above theorem is bit more involved, but essentially boils down to first finding that the set $E$ has the same measure as the set $E$ with all nonzero slices removed. Afterwards one seeks to prove that since all these slices has measure zero, then measure of $E$ is zero. We then, for a slice of any compact $K\subset E$, surround it by a a long but thin compact box $W(x)$. Since these boxes are thin, but not zero width, we can cover the set by a countable amount of these boxes. By disjointizing the widths we can find that the boxes have measure zero, so measure of $K$ is zero. Then inner measure is zero (see definition of inner measure with respect to closed subsets) is zero, and by measurability measure of $E$ is zero. | ||
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| + | Proving the other direction, if $E$ has measure zero, then there exists a $G_\delta$-set $G\supset E$, The main step is to set up $X(\alpha)=\{x: | ||
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| + | ====Final Essay==== | ||
| + | Here is my final essay on lebesque integration and measure theory, and why its needed and relevant in the context of integration. | ||
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