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I. The Ho
Holder: kf gk1 kf kpkgkq for
1
p
1
q
= 1.
+
=
+
p
q
Z
Z
Z
1
|f (x)g(x)|d pA1 p |f |p d + qB1 q |g|q d
AB
R
R
but Ap = |f |p d and B q = |g|q d, so this is
|f (x)|p
pAp
|f (x)g(x)|
AB
1
kf kp kgkq kf gk1
1
p
1
q
|g(x)|q
qAq
=1
kf gk1 kf kpkgkq
xp
p
xp
p
+ 1q x 0
+
1
q
ap bq
p
ap
p
ap
p
+
p
1p
bq
q
1
q
p
1p
p
1p
p
1 1p
qb
= q
1
1 1p
=b
p
1p
b
(1)
(2)
a
Since
1
p
1
q
= 1 =
1
p
=1
1
q
q1
q
= p = qq 1 = p 1 =
1
q1 ,
ap
p
+ bq , which
t
t = s p-1
t = s p-1
b
extra
extra
ab
ab
a
F p d =
R
and Gq = 1 similarly.
Now define
R
|f |p d
|f (x)|p
d = R
=1
kf kpp
|f |p d
|f (x)|
s(x) = log
kf kp
p
|g(x)|
, t(x) = log
kgkq
so that
F (x) = es(x)/p and G(x) = et(x)/q .
Since ex is a convex function, put =
s(x) t(x)
+ q
e p
1
q
and get
s(x)
1
p
pe
= F (x)G(x)
F (x)p
p
t(x)
1
q
qe
G(x)q
q .
q
kgk
|f (x)| kgk
|f (x)| kgk
|f (x)| kgk
(I.1)
R
If X |fR |q d = , it is trivial, so assume not.
Then X |f |q d < = f Lq , and (I.1) = f Lp.
Now p = q = kf kp = kf kq and we are done trivially, so let p < q. We
would like to use Holder with g(x) = 1 and some conjugate exponents
, with 1 + 1 = 1.
Ansatz : Let = pq and =
1
q
qp ,
p
q
so
qp
q
q
q
= 1.
(I.2)
kf k =
kgk =
Z
Z
p q/p
|f |
1
p/q
1/
Z
Z
1
X
|f |
1/
p/q
= (X)1/ .
So (I.2) becomes
kf kpp
kf kpq
qp
(X) q
kf kp kf kq (X)(qp)/pq
kf kp kf kq
q/p
|f |
1/p
Z
|f |
kf kp kf kq/p
q .
|f |q
1/p
3. Show p q r and f Lp , f Lr = f Lq .
e
Let A = {|f | 1} and B = {|f | < 1} = A.
f Lp =
ZX
|f |p =
|f |p +
|f |p <
|f |p <
ZB
Z
Z
f Lr =
|f |r =
|f |r +
|f |r <
A
B
ZX
=
|f |r < .
=
R
R
On A, |f |q |f |r = RA |f |q RA |f |r .
On B, |f |q |f |p = B |f |q B |f |p .
So
|f |q =
ZA
<
|f |q +
|f |r +
ZB
|f |q
|f |p
by (I.3),(I.4)
q
shows that f L
R .
R
Moral: to show X f (x) X g(x), try splitting X.
(I.3)
(I.4)
k(f )k
f Lq ,f 6=0 kf kq
sup
k(f )(g)k
f Lq ,f 6=0 gLp ,g6=0 kf kq kgkp
R
| X f g d|
= sup
sup
f Lq ,f 6=0 gLp ,g6=0 kf kq kgkp
=
sup
kf gk1
sup
sup
f Lq ,f 6=0 gLp ,g6=0 kf kq kgkp
kf kq kgkp
f Lq ,f 6=0 gLp ,g6=0 kf kq kgkp
sup
def of kk
sup
def of (f )(g)
|
f g|
sup
|f g|
Holder
so kk 1 and is bounded.
To see is linear, let f1 , f2, f Lq , g Lp, and R: we show two
things in (Lp ) are equal by showing that they act the same way on
any g Lp .
Z
(f1 + f2 )(g) = (f1 + f2) g d
Z
Z
= f1g d + f2g d
= (f1)(g) + (f2)(g) = ((f1) + (f2)) (g)
shows (f ) = (f ).
Hence (by the linearity of the integral), is linear.
f gd is an
k(f )k =
sup
def of kk
def of (f )(g)
kf gk1
sup
gLp ,g6=0 kgkp
sup kf kq
f g|
|f g|
Holder
gLp ,g6=0
Hence k(f )k kf k. For k(f )k kf k, use the fact that k(f )k is defined
as a supremum: k(f )k is the smallest number such that
k(f )(g)k k(f )k kgk
)(g)k
In other words, if we can find a g for which k(fkgk
kf k, then
n
o
)(g)k
kf k.
k(f )k = supgLp ,g6=0 k(fkgk
Z
|f |q
1/q Z
|g|p
|g|p
1/p
1/p
=
=
kf kq kgkp =
11 +
p
1
q
= 1 =
q
p
q
q
= q =
q
p
Z
Z
Z
|f |q
|f |q
|f |
1/p
1/q Z
1/q+1/p
|f |q
=
1/p
Z
|f |
1
= kf kqq
10
and let A be any measurable subset of B such that 0 < A < .2 Define
g := A sgn f.3
R
Then |g |d = A and
Z
Z
f g d =
|f |d (kf k ) A
A
R
|f g|d
kf k
A
R
|f g |d
sup R
kf k .
|g |d
nR
o
|f g|d
R
Since this is true for any , let 0 and obtain sup
kf k.
|g|d
Now suppose p = ,R q = 1.
| f gd|
Again, k(f )k = sup kgk kf k1, as before. Now find g L such that
Z
Z
f g d kgk
|f |d .
Let > 0 and define g = sgn f be a constant function. Then
Z
Z
Z
f g d = |f |d = kgk |f |d.
2Note that if f is a constant function, B could be ! B > 0 by def of kf k .
11
(4) Extend to Lp
approx by step functions
use G
(5) Show uniqueness of g.
Method I:
uses step functions only applies for Lp ([a, b], )
requires reference to 3 thms of Royden
nice use of DCT, boundedness
absolute continuity of a function is a bit more concrete
Method II:
uses simple functions, so applies to Lp(X)
requires reference to 1 thm of Royden
uses Radon-Nikodym Theorem
smooth use of general topology
works for any -finite
12
g d is some real
Fix > 0 and let {(ai, bi)}ni=1 be any finite collection of disjoint
subintervals of [0, 1] such that
X
(bi ai ) < .
P
Then
|(bi) (ai)| = F (f ) for
f=
Since
n
X
i=1
P
P R bi
PR p
1
d
=
(bi ai ) < ,5
=
|f |p =
(ai ,bi )
ai
X
|(bi) (ai)| = F (f ) kF k kf kp < kF k 1/p.
p
kF kp ,
13
Thus F (s ) =
R1
0
g s .
F (f ) =
R
by the linearity of F, .
g
0
|F (f ) F (n)| = |F (f n)| kF k kf nk
together imply that F (f ) =Rlimn F (
R n).
Also, |gn | |g| M = f g = lim gn by the DCT again.7
Putting this together,
Z
Z
F (f ) = lim F (n) = lim gn = f g, f (bdd,measurable).
Then by Proposition 5.12 on page 131 of Royden,
Z
f g d = |F (f )| kF k kf kpN kf kp
14
4. Extend to f Lp .
, Step such that kf kp < .
R
Then Step = bounded = F (f ) = g, by (3).
Hence,
Z
Z
Z
F (f ) f g = F (f ) F () + f f g
Z
Z
|F (f ) F ()| + f g f
Z
= |F (f )| + (g )f
kF k kf kp + kf kp kgkq
f g d.
kg1 g2 kq = 0
g1 =
g.
ae 2
Method II (Royden)
Again, given a bounded
linear functional F on Lp , we must find a g Lq
R
such that F (f ) = f g d.
Proof. First, consider a finite measure space (X, A, ).
Then f bounded = f Lp ().
1. Define on A by
E = F (E ).
15
X
X
|En| = F (f ) < and
En = F (E ) = E.
n=1
n=1
= 0 = F (E ) = 0,
so
R . Then Radon-Nikodym applies and g measure such that
E = E g d.
Note: F bounded
= F (X ) = X < , so is finite.
R
Then X = X g d < = g L1().
2. Let be a simple function. Then by linearity of F and
Z
F () = g d.
, we have
(G F ) bounded (G F ) continuous,
so (G F ) = 0 on Lp . R
Hence, f Lp , F (f ) = f g d and kF k = kGk = kgkq .
5. If g1, g2 determine the same F in this way, then
Z
Z
Z
f g1 d f g2 d = f (g1 g2 ) d
gives the zero functional, and
kg1 g2 kq = 0
g1 =
g.
ae 2
16
so for x X, define
Since gn differs from gm on a set of at most measure 0 (on any Xi where both
are defined), discrepancies may be safely ignored and g is well-defined.
Moreover, |gn | increases pointwise to |g|. By MCT,
Z
Z
q
|g| d = lim |gn |q d kF kq ,
so g Lq .
Lp
f
0
on Xn
fn .
on X
Then fn f and fn f .
Then |fn g| |f g| L1, so DCT gives
Z
Z
DCT
f g d = lim fn g d
Z
DCT
= lim fn gn d
= lim F (fn )
= F (f ).
Side note: if is Lebesgue measure and is the point mass at 0 (on
d
be (if )?
(R, B(R))), then what would d
17
1
fn
1
n
= lim (fn)
Z
= lim fng
Z
= lim fng
Z
= 0
(L ) = continuous
hypothesis
DCT
=0
Slightly fancier version: use (f ) = f (p) and fn (x) = max{0, 1 n|x p|}.
18
1
p
= 1
= q =
= p + q =
Now
|f + g|p1
q
1
p
1
q
= 1, so that p + q = pq:
p1
p
p
p1
p2 p
p1
p
p1
= |f + g|p1
p2
p1
=p
p/(p1)
p
p1
= pq
= |f + g|p .
and
19
Thus
Z
Z
|f + g|(p1)q d
1/q
R
If |f + g|p d = 0, then Minkowski is trivial, so assume not.
Then we may divide by
Z
1/q Z
1/q
p1 q
p
|f + g|
d
=
|f + g| d
to get
case ii) p = 1.
Then
Z
Z
|f + g|p d
11/q
kf kp + kgkp .
|f + g| |f | + |g|
Z
Z
|f + g|d |f |d + |g|d
4-ineq
integration
kf + gk1 kf k1 + kgk1
case iii) p = .
Then define the null sets
N1 := {|f (x)| > kf k},
20
Then we have
kf0kp = kg0kp = 1.
kf0kpp = kg0kpp = 1
Set
:=
|g| = g0 ,
g0 := 1 |g|
so 1 =
+
+
(III.1)
.
+
= ( + ) +
f0(x) +
4-ineq
+ g0 (x)
p
def of f0 , g0
by (III.1)
= ( + )p
kf + gkp ( + )
pth roots
21
P
.
Use g(x) = k |fk (x)| for 1 p < , use Nk = {x .. |fk (x)| > kfk k }
for p = .
P
Lp
(3) Use Minkowski to show f Lp and nk=1 fk f.
case i) 1 p < .
1. By the lemma, it suffices to show that every series which converges
absolutely (in R) also converges in Lp , p [1, ).
P
p
2. Let
k kp < for some {fk }k=1 L .
k=1 kf
P
n
NTS: kf nk=1 fk kp 0 for some f Lp, since this is what
Pn
Lp
f
f means.
k=1 k
Define
g(x) =
X
k=1
|fk (x)|
|fk |
!p
(III.2)
|fk |
!p
n+1
X
k=1
|fk |
!p
(III.3)
22
Then we have
Z
kgkp =
lim
=
p !1/p
n
X
|fk | d
n
k=1
!p !1/p
Z
n
X
lim
|fk | d
n
= lim
k=1
n
X
k=1
n
X
= lim
|fk |
n
lim
X
k=1
k=1
n
X
k=1
|fk |
!p
kfk kp
!1/p
by (III.2)
by MCT,(III.3)
def of k kp
Minkowski
kfk kp ,
|f |p g p = f Lp .
P
P
p
Since limn |f (x) nk=1 fk (x)| = 0 and |f (x)
fk (x)|
k=1
P
n
g p are both true ae, the DCT gives kf nk=1 fk kp 0.
23
case ii) p = .
1. By the lemma, it suffices to show that every series which converges
absolutely (in R) also converges in L .
P
2. Let
k k < for some {fk }k=1 L .
k=1 kf
P
n
NTS: kf nk=1 fk k 0 for some f L .
For each k, define
.
Nk := {x .. |fk (x)| > kfk k },
so that Nk = 0, k = (k Nk ) = 0. Then if x
/ k Nk ,
X
X
X
|fk (x)|
kfk k
=
fk (x) < ,
k
3. Since (k Nk ) = 0,
n
X
X
fk
fk
f
k=1
k=n+1
k=n+1
kfk k
by Mink
n
X
X
fk
lim
kfk k = 0.
lim
f
n
n
k=n+1
k=1
Pn
n
Thus, kf k=1 fk k 0.
24
X
X
sn :=
xk , ands := lim sn =
xk .
n
k=1
k=1
k=n+1
m
X
k=n+1
kxk k
k=n+1
4-ineq
kxk k
Define
v 1 = x n1 ,
1
2k .
25
so
kvk k <
1
2k
=1
k=1
k=1
P
shows Pk=1 kvk k converges.
Hence,
k=1 vk converges by hypothesis to some v X. Then
vk = v = lim
k=1
N
X
k=1
vk = lim xnN
N
26
An inner
p product space is a Hilbert space iff it is complete under the norm
kxk = hx, xi.
Definition IV.2. Two vectors x 6= y are orthogonal iff hx, yi = 0.
A collection {xi} is an orthonormal set iff
hxi, xii = 1 and hxi , xj i = 0
i 6= j.
27
P
Proof. It suffices to show that F |hx, x i|2 kxk2 for any finite F A:
2
X
0
x
hx, xix
F
*
+
X
X
= x
hx, x ix , x
hx, x ix
F
2
X
2
= kxk 2 Re x,
hx, x ix +
hx, xix
F
F
2
X
X
2
= kxk 2 Re
hx, xi hx, xi +
hx, x ix
F
F
X
X
= kxk2 2
|hx, x i|2 +
|hx, xi|2
*
= kxk2
X
F
(IV.1)
|hx, x i|2
y
Proof. The case y 0 is trivial, so suppose y 6= 0. The vector kyk
by itself
forms an orthonormal set, so applying Bessels inequality to any x gives
2
y
2
kxk hx, kyk i
|hx, yi|2
=
kyk2
28
p
Proposition IV.6. kxk = hx, xi really is a norm.
kxk 0,
kxk = ||kxk.
kx + yk2 = hx + y, x + yi = hx + y, xi + hx + y, yi
= hx, xi + hx, yi + hy, xi + hy, yi
linearity
z+z
2
= Re z
Re z |z|
= (kxk + kyk)2
Proposition IV.7. (Parallelogram Identity)
kx + yk2 + kx yk2 = 2 kxk2 + kyk2 .
{xn}
n=1
.. X
.
|xn |2 <
n=1
{xn }
n=1 , {yn }n=1
:=
X
n=1
xn y n .
29
Example.
L2 :=
with the inner product
Example.
L2H
:=
.
f : X C ..
hf, gi :=
.
f : X H ..
hf, gi :=
|f |2 d <
f g d.
X
kf (x)k2H d
<
hf (x), g(x)iH d.
IV.1. Bases.
Definition IV.8. An orthonormal basis of a Hilbert space H is a maximal
orthonormal set S (i.e., no other orthonormal set contains S as a proper
subset).
Theorem IV.9. Every Hilbert space has an orthonormal basis.
Proof. Let C be the collection of orthonormal subsets of H. Order C by
inclusion:
S1 S 2
S 1 S2 .
30
j=m+1
j=1
and if not,
hy y 0 , x i = lim
n
X
j=1
hxj , yixj , x
=0
31
because
hy y 0 , x i = lim
n
X
j=1
= hy, x i lim
=0
=
=
j=1
hxj , yixj , x
n
X
j=1
hxj , yixj , x
hxj , yixj , x
hy, xj i xj , x
hy, x i = 0 for 6= `
j=1
X
j=1
hy, xj i 0
hxj , x i = 0 for 6= `
=0
j=1
2
* n
+
n
X
X
2
= lim kyk 2 Re y,
hxj , yixj +
hxj , yixj
n
j=1
j=1
!
n
n
X
X
hx , yix
2
= lim kyk2 2 Re
hx , yi y, x +
j
= lim
j=1
j=1
n
n
X
2 X
2
x j , y +
hxj , yi2
xj
2
kyk 2
j=1
j=1
32
= lim
kyk
= kyk2
X
A
n
X
j=1
|hxj , yi|2
|hx , yi|2
X
A
|hx , yi|2 .
33
u := (x)z (z)x.
linearity
kzk = 1
= (x)kzk2 (z)hz, xi
hz, zi = kzk2
y = y0.
34
[a,)
Proof. () f L1 = f + , f L1 .
Define fn = f +[a,a+n) so that fn fn+1, and fn f + and fn L1.
Now for A := [a, ),
Z
f dx = lim
= lim
a+n
Za
f +dx
f +dx
R = L on bounded
[a,a+n)
= lim L fn d
n A
Z
= L lim fn d
n
ZA
= L f + d
def fn
MCT
Similarly,
Z
L
A
R
R
a f dx
f d =
Af
f f
d, so
d =
R
a
f f
dx =
f dx.
35
Then
R
R [a+n]
fn dx
a
Z
L
A
exists and
|f | d = lim
= lim
R
R [a,a+n]
fn dx
a
fn d
[a,a+n] fn d,
so
MCT
a+n
fn dx
R = L on bounded
a+n
|f |dx
= lim
n a
Z
= R |f |dx
def of fn
def of impr int
<
hypothesis
shows that f L1 .
Royden:
f
t
36
(3) Alternatively:
(i)
f
t
advantages: f, f
t need not be bounded
disadvantages: need f L1 .
Then f
(x, t0) = limn hn (x), so f
(x, t0) is measurable as a limit of meat
t
surable functions. It follows that f
t (x, t) is measurable. By the mean value
theorem, there is a t between tn and t0 for which
f (x, tn) f (x, t0) = (tn t0 ) f
t (x, t).
Then
f
|hn (x)| sup t (x, t) g(x),
t[a,b]
hn (x) d(x) =
f
t (x, t)d(x).
{xn } X, xn t.
37
Proof.
Z
0 < < 1
f (x)
n log 1 +
d = c
lim
=1
n X
0 >1
case i) = 1.
By basic calculus, 1 +
f (x)
n
f (x)
n
n
n
f (x) L1 (increasing).
gn (x) = log 1 +
R
R
Then limn X gn (x) = X f (x) = c by MCT.
n log 1 +
f (x)
n
so define
G(t) = n log 1 +
f (x),
t
n
t.
38
diff
drop the t
simp
<0
t = f (x),
f (x)
n
Set
1
< 1,
f (x)
gn (x) = n log 1 +
.
n
Since this is bounded by f and f L1 by hypothesis, DCT gives
Z
Z
lim
gn d =
lim gn d.
n
X n
lim 1 +
shows
f
n
n
log 1 +
lim
= ef 6ae eM
f
n
n1
n
f > 0 = log 1 +
= 0.
f
n
> 0,
f d > 0.
39
But then
log 1 +
f
n
n
n1
because < 1 = 1 < 0.
Thus, lim gn = , so by Fatous Lemma,
Z
Z
Z
lim gn d lim gn =
=
lim
gn d = .
n
40
ext
dx, for t > 0.
1 + x2
0
a) Show that F is well-defined as an improper Riemann integral and
as a Lebesgue integral.
2. Define F (t) =
xt
e
Riemann: 1+x
2 is continuous t, so it is R-integrable on any bounded
interval (a, b). So only remains to show the convergence of
Z a
ext
lim
1+x2 dx.
a
b
0
ext
dx.
1+x2
Since
a
1
1
x2 dx
1
1+x2
1
x2
t > 0.
a
a
= x1 1 = a1 + 1 1
e
1
We have (t) = 1+x
2 L , so just need
order to use the theorem and get
Z xt
xe
0
F (t) =
dx.
2
1
+
x
0
(t)
t
xt
= xe
L1 in
1+x2
41
xext
dx =
1 + x2
M
0
xext
dx +
1 + x2
xext
dx.
1 + x2
Then we have
Z
M
0
xt
Z M
xe
xt
dx
xe dx,
1 + x2
0
Z x xt
xt
e e
xe
dx
1 + x2 dx
1 + x2
M
Z (t)x
e
=
1 + x2 dx
M
Z (t)x
e
=
dx
1 + x2
0
Thus
xetx
1+x2
positive integrand
e(t)x
1+x2
L1 by (a).
tx
1
L . Now if t xe
=
1+x2
So t < 0 =
by choice of M
00
F (t) =
x2 etx
1+x2
L1 , well have
x2 etx
dx.
1 + x2
42
R x2 etx
1+x2
dx from (b), so
x2 etx + etx
dx
2
1
+
x
Z0
(1 + x2)etx
=
dx
2
1
+
x
Z0
=
etx dx
0 1 tx
= te
= 0 ( 1t ) = 1t .
0
F (t) + F (t) =
R xe
xt
f (x) dx at
Note: xetx f (x) may not be in L1! We would like to compute F 0 (t)
by
Z tn x
e e t0 x
0
F (t0) = lim
f (x) dx,
(V.2)
n
tn t 0
where {tn } is a sequence in I with tn t0 .
To use DCT, we need to find g L1 such that
tx
e n e t0 x
tn t0 g(x) n.
Choose t0 I such that tn < t0 , n. This is possible, since otherwise
there would be a subsequence of {tn } converging to sup{t I}.
<
. I is open and tn t0 I.
By MVT,
tx
e n et0 x |xesx | |tn t0 | for some s [tn , t0].
43
Since s < t0 ,
tx
tx
e n e t0 x
t0 x
e n et0 x t0 x
tn t0 xe = tn t0 f (x) xe f (x) ,
(V.3)
0
To see that g(x) = xet x f (x) is integrable, split the integral: pick
> 0 such that t0 + I and choose M be such that
xM
x ex .
Now
Z M
Z M
t0 x
t0 x
xe f (x) dx M
e f (x) dx <
Z0
Z 0
t0 x
(t0 +)x
f (x) dx <
xe f (x) dx
e
M
t0 I, and
t0 + I.
R 0
R0
Thus we have 0 xet x f (x) dx < . For g(x) dx, pick > 0 such
that t0 I and let M be such that
xM
=
x ex ,
R
and proceed as for 0 g(x) dx.
Together, this gives g L1 . By (V.3), we can use the DCT in (V.2) to
obtain the result.
F (t) =
dx, t > 0
x
0
is continuously differentiable on (0, ).
Let us denote the integrand by (x, t) := f (x)extx1/2.
We would like to find F 0 (t) by choosing any sequence {tn } such that
44
tn t0 and computing
Z
f (x)extn f (x)ext0
0
dx
F (t0) = lim
n 0
tn x
t0 x
Z
extn ext0 1/2
= lim
f (x)
x
dx
n 0
tn t 0
Since f is bounded, |f (x)| M . Then
xt
xt0
xtn
xt0
n
e
e
e
e
1/2
1/2
f (x)
x
M
x
tn t 0
.
tn t 0
dv = ex dx
2du = x1/2dx
v = ex
gives
Z
ex x1/2 = ex x1/2
= (0 0) + 4
= 4 2
= 2 .
+2
ex x1/2dx
2
eu du
put u =
45
Further,
R
0
ex x1/2dx = 2 =
Z
R
0
e x x1/2dx = 2
Thus
by DCT
f (x)extx1/2 dx.
2t
2
u du
t
= dx
f (x)xex dx.
xex dx < .
46
1
2
sin(x2t)
5. [2000] Show F (t) =
dx is continuous on R.
2
1 + x
First, note that | sin x| 1 gives
sin(x2t)
1 L1 ,
1 + x2 1 + x2
Z
sin(x2 limn tn )
=
dx
1 + x2
Z
sin(x2t0 )
=
dx
2
1 + x
= F (t0).
2 = .
def of F
DCT
contin of sin x, mult by x2
tn t0
Since this is true for all sequences tn t0 , we have limtt0 F (t) = F (t0 ).
47
R1
0
m
X
i=0
ai x i = a 0 + a 1 x + a 2 x 2 + + a m x m ,
P (x)f (x) dx = a0
0
dx + a1
0
1
0
R1
0
xn f (x) dx = 0 give
x dx + + am
1
0
= a0 0 + a 1 0 + a 2 0 + + a m 0
=0
So
Pk (x)f (x)dx = 0 k
Z
f 2dx = 0
f2 0
f2 0
f 0
7. Compute the limits
n
R
a) lim 0 1 + nx
sin
n
Note that
sin
x
n
x
n
1 and
dx
1+
x n
n
ex .
xm dx
48
2
x n
Then 1 + n
n 2, so the DCT gives
1 + x2
Z
Z
x
x
x n
x n
lim
1+
sin
dx =
lim 1 +
sin
dx
n 0
n
n
n
n
0 n
Z
=
ex sin(0) dx
0
= 0.
b) lim
n a
n(1 + n2x2 )1 dx
= lim
2
arctan na = 0
a=0
a>0.
a<0
1+et
et
< ec .
Note that
t
lim 1+e
et = 2 and
t0
Since
1+et
et
1+et
t
t e
lim
= 1.
49
b) Does lim n1
n
f > 0?
R1
0
1+enf (x)
enf (x)
nf (x)
50
51
2. Use Hausdorff maximality Principle (or Zorn) to get a maximal linearly ordered subset {g } G which contains f . Define F on the union
of the domains of the {g } by F (x) = g (x) for x Dom(g ).
3. Show that this makes F into a well-defined linear functional which
extends f , and that F is maximal in that F G = F = G.
4. Show F is defined on all of X using the fact that F is maximal. Do
this by showing that a linear functional defined on a proper subspace
has a proper extension. (Hence F must be defined on all of X or it
wouldnt be maximal.)
Proposition VI.2. (Hausdorff Maximality Principle)
(A, ) is a poset = B A such that B is a maximal linearly ordered
subset. I.e., if C is linearly ordered, then B C A = C = B or C = A.
Of course, the HBT is also readily extendable to the complex case:
Theorem VI.3. Let X be a complex vector space and p a real-valued function defined on X satisfying
p(x + y) ||p(x) + ||p(y) x, y X, , C with || + || = 1.
52
1. M is a closed
subspace of X and x X\M = f X such that
f (x) 6= 0, f M = 0. In fact, if = inf yM kx yk, f can be taken to
satisfy kf k = 1 and f (x) = .
Define f on M + Cx by f (y + x) = for y M, C. Then
but for m M ,
f (x) = f (0 + x) = 1 =
f (m) = f (m + 0) = 0 = 0.
For 6= 0, we have
|f (y + x)| = || || k1y + xk = ky + xk
53
by = a
so (ax+by) = ax +
x+b
y = a(x)+b(y) shows that : x 7 x
is linear. Finally,
|
x(f )| = |f (x)| kf k kxk
shows that
|
x(f )|
|f (x)|
kf k kxk
= sup
sup
= kxk.
kf k
kf k1 kf k
kf k1 kf k
kf k1
k
xk = sup
To get the reverse inequality, note that (2) provides a function f 0 for
which |
x(f0)| = |f0 (x)| = kxk and kf k = 1. Then
k
xk = sup |
x(f )| |
x(f0)| = kxk.
kf k=1
54
55
Theorem VII.4. Let (X, d) be a complete metric space. (Note: can substitute LCH for complete, using f.i.p. def of compactness). Then
T
a) If {On }
n=1 are open dense subsets of X, then
n=1 On is dense in X.
b) No nonempty open subset of X is a countable union of nowhere dense
sets. In particular, X is not.
56
n=1 On ,
On = Q On , n, so Q dense in R = On dense
Let {qk }
k=1 be an enumeration of Q.
Consider the singleton set (not the sequence!) {qn }.
Then {qn } closed = {qn } open. Also, {qn } is dense in R. (It
contains all but 1 of the rationals, so, e.g. the sequence {qn m1 }
m=1
Then
\
\
\
(On {qn} ) = ( On )
{qn } = Q (R Q) = ,
<
.
length 3n+1
from each of the remaining 2n pieces, where 0 < < 1.
T
n
Then C =
n=0 C is closed as an intersection of closed sets and
C = C . To show C is nowhere dense, it suffices to show that C
contains no nonempty open set.11 If O 6= is open, then it contains
11If a closed set F contains no open set, then it is nowhere dense: we use contrapositive. Suppose (F )
is not dense. Then x F which is not a limit point of Fe. If no sequence in Fe converges to x, every point
of Fe must be at least > 0 away from x. Thus F contains B (x). The conditions are actually equivalent.
57
C0
C1
C2
C3
C4
X
n=0
2n
3n+1
=1
X
n=0
2 n
3
=1
1
12/3
= 1 .
Ak = .
58
However, to complete
S this in the manner suggested by Royden, we
now consider P = k=1 C1/k .
!
[
P =
C1/k = lim (1 k1 ) = 1.
k=1
T 1 is continuous
T is open
59
.
(T ) = {(x, y) X Y .. y = T x}
to X and Y respectively:
1 (x, T x) = x
and
2 (x, T x) = T x.
T
-1
1
60
\
..
.
En = {x X . sup kT xk n} =
{x X .. kT xk n}.
T A
T A
Thus the En are closed as intersections of preimages of closed sets under continuous maps. Since supT A kT xk N, x D by hypothesis, EN contains
a nontrivial closed ball
B(x0, r), r > 0.
But then
kxk < R = (x x0) EN
= kT xk kT (x x0)k + kT x0k 2N,
so kxk r = kT xk 2N T A, which implies that
kT k
2N
r
< .
61
=
x
0
= 2 = kk1.
However,
knk2 =
Z
1
0
dx
x + 1/n
1/2
= (log[1 + n])1/2
62