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The Chinese University of Hong Kong
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Course Examination 2nd Term, 2010-11
*I-
Course Code & Title: MATH40S0 Real _

+*
7t-ii
Time allowed 2 hours 0 minutes 0
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Student LD. No. Seat No. :
Answer all questions.
1. (a) Define the outer measure m* on the family 2lR. of all subsets of R
(b) Show that m* is countably subadditive.
(c) Show that m*(I) equals the length l(I) if I is an intervaL
(d) Show that there exist a countable family {P
n
: n E N} of pairwise disjoint
subsets of IR such that m' (QPn ) # m(Pn ).
2. (a) State Fatou's Lemma and the Monotone Convergence Theorem; show that they
are equivalent (in the sense that if you assume one of them then the other one
holds).
(b) Let f be an integrable function on R and suppose that f O. Show that, for
any E > 0, there exists 8 > 0 such that Iif I< E whenever A is of measure
smaller than O.
(c) Can the integrability or the non-negativity assumption for f in (b) be dropped?
Substantiate your answer (provide a proof for a positive answer, and provide a
counter-example for a negative answer).
Course Code f+ El ,*" : MATH40S'O' .. ~ .=.. ~ (* . = . . ~ ) Page 2 of2
3. (a) Show that a normed vector space (V, 1111) is a Banach space if every absolutely
convergent series in V converges (that is, the partial sums of a series L
00
V
n
in
n=l
V converges whenever L
00
Ilvnll < +00).
n=l
(b) Let 1 < p < 00, and let E be a measurable set. Show that Lp(E) is a Banach
space (You may assume the Minkowski inequality but you are required to explain
the notation L
p
(E).)
4. (a) Let f : JR ---+ JR be Riemann integrable over each bounded closed interval in
[0, +00) such that
b
A:= lim (R) r f(x)dx exists in JR.
b-+oo Jo
Progressively for the following cases, show that f is Lebesgue integrable on
[0, +00):
(i) f ~ aon [0, +00)
b
(ii) lim (n) rIf(x)ldx exists in R
b-+oo Jo
(You may assume the knowledge that if f is Riemann integrable on a bounded
closed interval I then it is integrable on I.)
(b) Guess the limit
l i ~ I
n
(1 +;)n e-
4x
dx
and prove by Lebesgue theory that your guess is correct.
r-v End of Examination r-v