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| A few exercises are thrown in, mostly sketches. I focused on material not found or emphasized in Analysis II. I'll update the pdf regularly, if anyone stopping by is interested in reading them I will be typesetting the occasional solution to exercises in this book. If anyone wants to do so together, or to discuss some exercises in general at any point, that would be nice! | A few exercises are thrown in, mostly sketches. I focused on material not found or emphasized in Analysis II. I'll update the pdf regularly, if anyone stopping by is interested in reading them I will be typesetting the occasional solution to exercises in this book. If anyone wants to do so together, or to discuss some exercises in general at any point, that would be nice! | ||
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| 2/14: General approaches for thinking about statements when $f$ is measurable: Find a simple function property/ | 2/14: General approaches for thinking about statements when $f$ is measurable: Find a simple function property/ | ||
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| + | Riemann and Lebesgue Integrals (informal discussion, intuition): The definitions of the Jordan and Lebesgue integrals, as well as some examples can be found in the notes pdf on this page. The required definition of simple functions and more are there as well. Roughly, Jordan measure is to the Riemann integral as Lebesgue measure is to the Lebesgue integral. Elementary sets are to the Riemann integral as measurable sets are to the Lebesgue integral. Riemann integrable functions are Lebesgue integrable. Lebesgue theory extends the Riemann theory. Every Jordan measurable set is Lebesgue measurable, and every Riemann integrable function is a Lebesgue measurable function. | ||
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| + | As Terence Tao said, the Lebesgue integral can handle " | ||
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| + | **Littlewood' | ||
| + | ** | ||
| + | (i) Every (measurable) set is nearly a finite sum of intervals; | ||
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| + | (ii) Every (absolutely integrable) function is nearly continuous; | ||
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| + | (iii) Every (pointwise) convergent subsequence of functions is nearly uniformly convergent. | ||
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| + | These three principals are an intuitive rephrasing of some results that we have learned. We can find such a sum in (i) using a G-delta cover, and expressing at open set as a countable collection of disjoint (up to some error), or almost disjoint boxes. | ||
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| + | Littlewood' | ||
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| + | The third principle is essentially Egorov' | ||
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