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    Measure Theory and Lebesgue Integration

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    Abdulrehman Ashfaq

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    © All Rights Reserved
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    Measure Theory and Lebesgue Integration

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    Abdulrehman Ashfaq
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    30 views23 pages

    Measure Theory and Lebesgue Integration

    Uploaded by

    Abdulrehman Ashfaq

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    You are on page 1of 23

    MEASURE

    THEORY AND
    LEBESGUE
    INTEGRATION

    GROUP#2
    TOPIC: STEP FUNCTION
    GROUP MEMBERS :

    Sadia Munir Iqra Iftikhar Humaira Zulfikar


    (20011509-064) (20011509-064) (20011509-066)

    Um-e-Zunaira Sana Ashfaq Nimra Iqbal


    20011509-067) (20011509-068) (20011509-069)
    What is the difference between step function and simple function?

    Step Function Simple Function

    STEP [𝑎, 𝑏] 𝑅 𝐸 𝑅
    𝑓
    FUNCTION 𝑓
    =

    AND 𝒇 ( 𝒙 ) =𝒄𝟐

    SIMPLE
    FUNCTION =

    E is a measurable set.
    A function f on a closed interval is said to be a step function if a
    partition

    STEP Of the interval such that in every subinterval


    Then function f is constant,
    FUNCTION
    Here,
     A function defines as,

     Suppose that and


    EXAMPLE
    S:
    7

    𝑎 c b
    This is the actual formation of step function
    where are constants.
    A signum function f defined as,

    is a step function.
    EXAMPLE
    S 1
    𝑥> 0

    ¿0 0 ¿0
    𝑥< 0
    -1
    Every step function is a simple function but converse is not true.
    Proof:
    A function defined as

    is a step function.

    NOTE For simple function, we need measurable set.

    As every closed interval is always a measurable set and its partitioned intervals are
    measurable sets such that

     Intersection of any two open intervals is empty.

    So, step function satisfy both conditions of simple function

    And ineach open interval (), the value of f is constant.

    . Hence f is a simple function.

    Hence prove, every step function is a simple function


    Converse is not true.

    Every simple function may or may not be step function.

    Define a function as

    CONVERS Both are measurable set.

    E R R
    Q
    𝒇 ( 𝒙 ) =𝟏
    R-Q 𝒇 ( 𝒙 ) =𝟎

    This is a simple function.

    So this is not a step function because set of rational and irrational numbers are not intervals.
    If and is disjoint measurable subsets of E then
    Proof:
    If and be disjoint measurable sets.
    are measurable functions.
    PREPOSITIO
    So, and are bounded measurable functions.
    N
    Also,
    PART (V)
    Now,
    Proof:
    As we know that, if almost everywhere on E, then .

    PREPOSITIO In particular, if ,

    N Then,

    PART (VI) Since, and


    and
    If 𝒇 = 𝒈 almost everywhere on E, then ‫𝒈 𝑬׬ = 𝒇 𝑬׬‬
    Proof:
    Since 𝑓 = 𝑔 almost everywhere on E
    ∴ 𝑓 − 𝑔 = 0 almost everywhere on E
    Let 𝜓 be any simple function with 𝜓 ≥ 𝑓 − 𝑔
    PREPOSTION
    ∴ 𝜓 ≥ 0 almost everywhere on E
    PART(2) ‫ 𝐸׬ ≥ 𝜓 𝐸׬‬0 = 0

    ∴ න𝜓 ≥ 0
    𝐸

    for all simple function 𝜓 ≥ 𝑓 − 𝑔

    ∴ 𝐼𝑛𝑓 න 𝜓 ≥ 0
    𝐸

    𝜓 ≥ 𝑓 − 𝑔 as 𝜓 𝑖𝑠 𝑠𝑖𝑚𝑝𝑙𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
    ‫ 𝑓( 𝐸׬‬− 𝑔) ≥ 0 ……….(1)
    Let 𝜑 ≤ 𝑓 − 𝑔 be a simple function
    ∴ 𝜑 ≤ 0 almost everywhere on E

    න𝜑 ≤ 0
    𝐸

    𝑆𝑢𝑝 න 𝜑 ≤ 0
    𝐸

    𝜑 ≤ 𝑓 − 𝑔 as 𝜑 is a simple function
    ‫ 𝑓( 𝐸׬‬− 𝑔) ≤ 0 ……….(2)
    From eq 1 and eq 2

    න𝑓 − න𝑔 = 0
    𝐸 𝐸

    න𝑓 = න𝑔
    𝐸 𝐸

    Hence Proved,
    If 𝒇 ≤ 𝒈 almost everywhere in E, then ‫𝒈 𝑬׬ ≤ 𝒇 𝑬׬‬
    Proof:
    Since 𝑓 ≤ 𝑔 almost everywhere in E
    PREPOSITION ∴𝑔−𝑓 ≥0
    (3) Let 𝜓 be any simple function with 𝜓 ≥ 𝑔 − 𝑓
    ∴ 𝜓 ≥ 0 almost everywhere on E

    ∴ න𝜓 ≥ 0
    𝐸

    for all simple function 𝜓 ≥ 𝑔 − 𝑓

    ∴ 𝐼𝑛𝑓 න 𝜓 ≥ 0
    𝐸

    𝜓 ≥ 𝑔 − 𝑓 as 𝜓 𝑖𝑠 𝑠𝑖𝑚𝑝𝑙𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛

    න𝑔 − 𝑓 ≥ 0
    𝐸
    න𝑔 − 𝑓 ≥ 0
    𝐸

    න𝑔 − න𝑓 = 0
    𝐸 𝐸

    න𝑔 ≥ න𝑓
    𝐸 𝐸

    Hence Proved,

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