Three hours THE UNIVERSITY OF MANCHESTER. 24th January

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1 Three hours MATH41011 THE UNIVERSITY OF MANCHESTER FOURIER ANALYSIS AND LEBESGUE INTEGRATION 24th January Answer ALL SIX questions in Section A (25 marks in total). Answer THREE of the FOUR questions in Section B (75 marks in total). Answer BOTH questions in Section C (50 marks in total). If more than THREE questions from Section B are attempted then credit will be given for the BEST THREE answers. Electronic calculators may be used, provided that they cannot store text. 1 of 8 P.T.O.

2 SECTION A MATH41011 Answer ALL six questions A1. Let f : R R be a periodic function with period 2π and such that both f and f are piecewice continuous. (a) Write down the Fourier Series associated to f, giving formulae for the coefficients. (b) Write down a formula for the value of the Fourier series associated to f at a point where f is not continuous. A2. Write down which of the following sets are countable: [0, 1], N N, Q, R. A3. (i) What is meant by saying that a collection A of subsets of a set X is a σ-algebra? (ii) Explain how the Borel σ-algebra of subsets of R is defined. contains all countable subsets of R. [2 marks] Show that the Borel σ-algebra (iii) Give an example of a σ-algebra of subsets of [0, 1] which contains all countable subsets of [0, 1] but does not contain all Borel subsets of [0, 1]. (You do not need to prove that your example is a σ-algebra.) A4. (i) Give a definition of M, the collection of measurable sets. (ii) What is meant by saying that µ : M R + {+ } satisfies (a) the length property, (b) translation invariance? A5. What is meant by saying that f : [0, 1] R is simple? For a simple function f, how is fdµ defined? A6. (i) What does it mean for a measurable function f : [ π, π] R to be square integrable? (ii) Give the definition of the space L 2 ([ π, π], µ, R) and the metric associated with it. [5 marks] 2 of 8 P.T.O.

3 SECTION B MATH41011 Answer THREE of the four questions B7. (i) State what it means for E R to be a null set. (ii) Show that a countable set is a null set. [2 marks] [8 marks] Let D be the set obtained by the following modification of the Middle Third Cantor set. Let D 0 = [0, 1]. Obtain a new set D 1 by removing the open middle half ( 1, 3 4 4), of D0, so that D 1 = [ [ 0, 4] 1 3, 1]. 4 Repeat this procedure to obtain sets D 2, D 3, D 4,... and define D = D n. n=0 (iii) How many disjoint intervals make up D n? What is their length? (iv) Write down (without proof) which of the following properties D has: (a) D is a null set. (b) D is a Borel set. (c) D is a measurable set. (d) D is an open set. [2 marks]. (v) Show that D is uncountable. (You may assume that each point in D is of the form i=1 a i4 i with a i {0, 3} for i N, but you may not assume without proof that this representation is unique. You may assume that {0, 1} N is uncountable.) [9 marks] 3 of 8 P.T.O.

4 MATH41011 B8. (i) What is meant by saying that a function f : [0, 1] R is measurable? [3 marks] (ii) Let f : [0, 1] R be a measurable function. Show that the functions g 1, g 2 : [0, 1] R defined by g 1 (x) = the greatest integer less or equal to f(x), g 2 (x) = f(x) g 1 (x) are measurable. You may use any convenient criteria of measurability of functions, and results about measurable functions from the course. [8 marks] (iii) Let f n : [0, 1] R, n 1, be a sequence of measurable functions. Show that lim sup n + f n is measurable. (You may find it useful to show first that sup n f n and inf n f n are measurable.) [9 marks] (iv) What is meant by saying that two function f, g : [0, 1] R are equal µ-almost everywhere? Give an example of a function f : [0, 1] R which is equal to a continuous function g : [0, 1] R µ-almost ewerywhere but such that f is discontinuous at infinitely many points. [5 marks] 4 of 8 P.T.O.

5 MATH41011 B9. (i) (a) How is fdµ defined when f : [0, 1] R is a nonnegative measurable function? (b) What is meant by saying that a general measurable function f : [0, 1] R is an integrable function? How is fdµ defined? (ii) State (without proof) the Monotone Convergence Theorem. Use it to prove the following special case of Fatou s Lemma: if f n, n 1 is a sequence of nonnegative integrable functions then lim inf f n dµ lim inf f n dµ. n + n + [8 marks] (iii) State (without proof) the Dominated Convergence Theorem. Use it to find lim n fn dµ when f n : [0, 1] R are defined by f n (x) = 1 + nx2 (1 + x 2 ) n. (You may use the facts that for a real number a > 0, 1 + na (1 + a) n and lim n n = 0.) (1+a) n [9 marks] (iv) Give an example of a sequence of integrable functions f n : [0, 1] R which converge pointwise to a function f : [0, 1] R but such that f n dµ does not converge to fdµ. 5 of 8 P.T.O.

6 MATH41011 B10. (i) Let g i for i = 1, 2,... be functions from L 2 ([ π, π], µ, R) such that for all i g i+1 g i i. Let g 0 : [ π, π] R be the constant function equal to 0 and define h n, h : [ π, π] R (for n 1) by n 1 h n (x) = g i+1 (x) g i (x), i=0 h(x) = lim n h n (x). (a) Using the Monotone Convergence Theorem, show that h L 2 ([ π, π], µ, R). (b) Noting that for n 1, n 1 g n (x) = (g i+1 (x) g i (x)), deduce that the sequence g n (x), n 1 converges (to a value in R) for µ-a.e. x. (c) Define i=0 { limn g g(x) = n (x) if the limit (in R) exists, 0 otherwise. Show that g L 2 ([ π, π], µ, R) and that lim n g n g 2 = 0. (d) Starting with an arbitrary Cauchy sequence f n, n 1 of functions in L 2 ([ π, π], µ, R), use the above with suitably chosen g i = f Ni to conclude that L 2 ([ π, π], µ, R) is complete. (ii) State (without proof) the Riesz-Fisher Theorem. [3 marks] 6 of 8 P.T.O.

7 SECTION C MATH41011 Answer BOTH questions C11. (i) Show that for any E R { } µ (E) = inf l(i j ) : {I j } is a cover of E by intervals j is equal to { } µ o(e) = inf l(i j ) : {I j } is a cover of E by open intervals. j (ii) Prove that the Lebesgue Outer Measure µ satisfies the property of Regularity: For all E R, µ (E) = inf{µ (U) : U is open and E U}. In what follows, M 0 is the collection of sets A R such that for every set X R, µ (A X) + µ (A c X) = µ (X). (iii) Show that µ restricted to M 0 satisfies the countable additivity, that is, for pairwise disjoint sets A 1, A 2,... from M 0, ( ) µ A j = µ (A j ). You may assume that µ satisfies countable subadditivity. j=1 j=1 [10 marks] (iv) Assuming that M 0 is a σ-algebra and that it contains all intervals (a, ) for a R, prove that all Borel sets are contained in M 0. [7 marks] 7 of 8 P.T.O.

8 MATH41011 C12. You may assume properties of µ and µ proved in the course. (i) Assume that {E j } j=1 is a countable collection of pairwise disjoint subsets of [0, 1) such that E j = [0, 1) and µ (E j ) = µ (E k ) for all j, k N. j=1 (a) Show that the common value of µ (E j ) is greater than 0. (b) Show that only finitely many of the E j can be measurable. [7 marks] (ii) Assuming the existence a non-measurable set, show that there are disjoint sets A, B R such that µ (A) + µ (B) µ (A B). [3 marks] (iii) For any E R and r > 0 define re = {rx : x E}. (a) Show that µ (re) = rµ (E). (b) Show that re is measurable if and only if E is measurable. (c) Deduce that for any a > 0 there is a non-measurable set with µ (A) = a. (You may assume the existence of a non-measurable set E with µ (E) > 0.) [9 marks] (iv) (a) Let X be a set and A a σ-algebra of subsets of X. Define what it means for a function m : A R + { } to be a measure. (b) Let X = [0, 1] and A = M([0, 1]), and let f : [0, 1] R be a nonnegative measurable function. Show that m : A R + {+ } defined by m(a) = fχ A dµ is a measure. END OF EXAMINATION PAPER 8 of 8