Show $f$ : integrable $Leftrightarrow$ $ sum_{n=1}^{infty} muleft( { x in E : |f(x)| ge n } right) < infty...
$begingroup$
Let $f : E to [0, infty]$ measurable, where $E$ is a finite measure space.
Show : $f$ is integrable if and only if
$$
sum_{n=1}^{infty} muleft( { x in E : |f(x)| ge n } right) < infty
$$
Try
($Rightarrow$)
Let $E_n = { x in E : |f(x)| ge n }$.
Since $E_1 supset E_2 supset cdots $, we have
$$
E = (Esetminus E_1) sqcup (E_1 setminus E_2) sqcup cdots
$$
Therefore, $int_E f dmu = int_{Esetminus E_1} f dmu + int_{E_1setminus E_2} f dmu + cdots$
But I cannot proceed from here.
($Leftarrow$)
We have $sum_{n=1}^{infty} muleft( E_n right) = sum_{n=1}^{infty} int chi_{E_n} dmu$,
By Levi's convergence theorem, $sum_{n=1}^{infty} chi_{E_n}$ converges a.e. in $E$.
But I'm stuck at how I can relate this to the integrability of $f$.
real-analysis measure-theory
$endgroup$
add a comment |
$begingroup$
Let $f : E to [0, infty]$ measurable, where $E$ is a finite measure space.
Show : $f$ is integrable if and only if
$$
sum_{n=1}^{infty} muleft( { x in E : |f(x)| ge n } right) < infty
$$
Try
($Rightarrow$)
Let $E_n = { x in E : |f(x)| ge n }$.
Since $E_1 supset E_2 supset cdots $, we have
$$
E = (Esetminus E_1) sqcup (E_1 setminus E_2) sqcup cdots
$$
Therefore, $int_E f dmu = int_{Esetminus E_1} f dmu + int_{E_1setminus E_2} f dmu + cdots$
But I cannot proceed from here.
($Leftarrow$)
We have $sum_{n=1}^{infty} muleft( E_n right) = sum_{n=1}^{infty} int chi_{E_n} dmu$,
By Levi's convergence theorem, $sum_{n=1}^{infty} chi_{E_n}$ converges a.e. in $E$.
But I'm stuck at how I can relate this to the integrability of $f$.
real-analysis measure-theory
$endgroup$
add a comment |
$begingroup$
Let $f : E to [0, infty]$ measurable, where $E$ is a finite measure space.
Show : $f$ is integrable if and only if
$$
sum_{n=1}^{infty} muleft( { x in E : |f(x)| ge n } right) < infty
$$
Try
($Rightarrow$)
Let $E_n = { x in E : |f(x)| ge n }$.
Since $E_1 supset E_2 supset cdots $, we have
$$
E = (Esetminus E_1) sqcup (E_1 setminus E_2) sqcup cdots
$$
Therefore, $int_E f dmu = int_{Esetminus E_1} f dmu + int_{E_1setminus E_2} f dmu + cdots$
But I cannot proceed from here.
($Leftarrow$)
We have $sum_{n=1}^{infty} muleft( E_n right) = sum_{n=1}^{infty} int chi_{E_n} dmu$,
By Levi's convergence theorem, $sum_{n=1}^{infty} chi_{E_n}$ converges a.e. in $E$.
But I'm stuck at how I can relate this to the integrability of $f$.
real-analysis measure-theory
$endgroup$
Let $f : E to [0, infty]$ measurable, where $E$ is a finite measure space.
Show : $f$ is integrable if and only if
$$
sum_{n=1}^{infty} muleft( { x in E : |f(x)| ge n } right) < infty
$$
Try
($Rightarrow$)
Let $E_n = { x in E : |f(x)| ge n }$.
Since $E_1 supset E_2 supset cdots $, we have
$$
E = (Esetminus E_1) sqcup (E_1 setminus E_2) sqcup cdots
$$
Therefore, $int_E f dmu = int_{Esetminus E_1} f dmu + int_{E_1setminus E_2} f dmu + cdots$
But I cannot proceed from here.
($Leftarrow$)
We have $sum_{n=1}^{infty} muleft( E_n right) = sum_{n=1}^{infty} int chi_{E_n} dmu$,
By Levi's convergence theorem, $sum_{n=1}^{infty} chi_{E_n}$ converges a.e. in $E$.
But I'm stuck at how I can relate this to the integrability of $f$.
real-analysis measure-theory
real-analysis measure-theory
asked Dec 21 '18 at 2:33
MoreblueMoreblue
9151317
9151317
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$begingroup$
Hint: Note that $|f| ge sum_{n ge 1} chi_{E_n}$ pointwise.
So if $f$ is integrable, then $$sum_{n ge 1} mu(E_n) = sum_{n ge 1} int chi_{E_n} , dmu = int sum_{n ge 1} chi_{E_n} , dmu le int |f| , dmu < infty$$ where the interchange of integral and sum is due to the monotone convergence theorem.
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1 Answer
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$begingroup$
Hint: Note that $|f| ge sum_{n ge 1} chi_{E_n}$ pointwise.
So if $f$ is integrable, then $$sum_{n ge 1} mu(E_n) = sum_{n ge 1} int chi_{E_n} , dmu = int sum_{n ge 1} chi_{E_n} , dmu le int |f| , dmu < infty$$ where the interchange of integral and sum is due to the monotone convergence theorem.
$endgroup$
add a comment |
$begingroup$
Hint: Note that $|f| ge sum_{n ge 1} chi_{E_n}$ pointwise.
So if $f$ is integrable, then $$sum_{n ge 1} mu(E_n) = sum_{n ge 1} int chi_{E_n} , dmu = int sum_{n ge 1} chi_{E_n} , dmu le int |f| , dmu < infty$$ where the interchange of integral and sum is due to the monotone convergence theorem.
$endgroup$
add a comment |
$begingroup$
Hint: Note that $|f| ge sum_{n ge 1} chi_{E_n}$ pointwise.
So if $f$ is integrable, then $$sum_{n ge 1} mu(E_n) = sum_{n ge 1} int chi_{E_n} , dmu = int sum_{n ge 1} chi_{E_n} , dmu le int |f| , dmu < infty$$ where the interchange of integral and sum is due to the monotone convergence theorem.
$endgroup$
Hint: Note that $|f| ge sum_{n ge 1} chi_{E_n}$ pointwise.
So if $f$ is integrable, then $$sum_{n ge 1} mu(E_n) = sum_{n ge 1} int chi_{E_n} , dmu = int sum_{n ge 1} chi_{E_n} , dmu le int |f| , dmu < infty$$ where the interchange of integral and sum is due to the monotone convergence theorem.
answered Dec 21 '18 at 2:48
angryavianangryavian
42.6k23481
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