# A Primer of Lebesgue Integration by H. S. Bear

By H. S. Bear

The Lebesgue necessary is now general for either functions and complicated arithmetic. This books starts off with a evaluate of the universal calculus quintessential after which constructs the Lebesgue critical from the floor up utilizing a similar principles. A Primer of Lebesgue Integration has been used effectively either within the school room and for person study.

Bear provides a transparent and easy creation for these rationale on additional examine in larger arithmetic. also, this booklet serves as a refresher offering new perception for these within the box. the writer writes with an enticing, common sense variety that appeals to readers in any respect degrees.

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Example text

Proposition 6. If £1 and £2 are measurable^ then E\ U £2 is measurable. Proof. Let £1 and £2 be measurable sets and let T be any test set. Let T = Ti U 72 U T3 U 7]^ as indicated in Fig. 1. What we must show is m[(Ei U £2) n T] + m [(£1 U £2)' nT]= m(T); or, in terms of Fig. 1, m(Ti U T2 U T3) + m(T4) = w(T). Cutting the test set Ti U 7^ with the measurable set £2 gives m(Ti) + m(T2) = m(Ti U T2). (7) Similarly, cutting T3UT4 with £2 gives mm + m{%) = mm U T4). (8) Cutting T with £1 gives m(Ti U T2) + m(T3 U T4) = m(T).

If f is measurable on S and g = f except on a zero-measure subset of S, then g is measurable on S. ""HI Problem 5. Every simple function is measurable. ""HI Problem 6. If f is continuous on [a,b]^ then f is measurable on [a,b]. Hint: Show that {x e [a,b] : f(x) > a} is a closed set (and therefore measurable) for each a. Then use {x e[a,b]:a < f(x) < y8} = {x e [a, b] : fix) > a} - {x e [a, b] : f(x) > ^8}. ""HI Problem 7. If f is measurable, then \f\ is measurable. ""HI Proposition 3. If f is a bounded measurable function on a set S of finite measure, then f is Lebesgue integrable on S.

Ill We saw in Problem 6 of the preceding chapter that if ]\ and / i are disjoint intervals in (0, 1), then for any set £ , m(£ n (/i U /2)) = m(£ H / i ) + m{E n 72). We now extend this to finite or countable families {//}. MEASURABLE SETS 29 Proposition 2. m(EnJi). Proof If {/i, / i , . . , Jn} is a finite family of disjoint intervals, and £ c / i U • • • U /„, then m(E) = E m(E n //) by Problem 6, Chapter 3. Now let {Jk} be a countable disjoint family of intervals. Then using subadditivity in the first inequality below and monotonicity in the last we get ( CX) \ 00 k=l = lim m(E n (/i U ..