MATH 501: REAL ANALYSIS Homework 12 Due to 12/10/14 Student’s name: (1) Let X = Y be the set of positive integers and µ = ν the counting measure. State the Fubini and Tonelli theorems explicitly for this case. Solution: When µ = ν is the counting measure, the integral with respect to these two measure is equivalent to the sum of series. Fubini Theorem (discrete case): If the series {xm,n } is summable, i.e., m,n xm,n < ∞, then for every m, n xm,n < ∞ and m,n xm,n = m n xm,n . Tonelli Theorem (discrete case): If for a series {xm,n }, for every m, n xm,n < ∞ and m,n xm,n = m n xm,n < ∞, Then {xm,n } is summable, i.e., m,n xm,n < ∞. Where m,n xm,n < ∞ is defined as supF { (m,n)∈F xm,n , F is the finite subset of N × N}. (2) Let X = Y be the set of positive integers and µ = ν the counting measure. Let also −x if x = y 2 − 2 −x f (x, y) = −2 + 2 if x = y + 1 0 otherwise Show that the Fubini theorem fails for f and explain why. Solution: Assuming the Fubini theorem doesn’t fail. Calculating h(x) = f (x, ·)dν, h(1) = 2− 12 and h(x) = 0 otherwise where x ∈ N. Calculating g(y) = f (·, y)µ = 2−y − 2−y+1 = −2−y . Obviously h(x)dµ = 32 , g(y)dν < 0 contradicts. 1 2 MATH 501: REAL ANALYSIS (3) Let h and g be integrable functions on (X, A, µ) and (X, B, ν) respectively. Define f (x, y) = h(x)g(y). Show that f is integrable on (X × Y, A × B, µ × ν) and that f d(µ × ν) = X×Y h dµ X g dν. Y Solution: First suppose h, g are nonnegative almost everywhere. Using Tonelli theorem, we could prove that f is integrable (X × Y, A × B, µ × ν) and that X×Y f d(µ × ν) = h dµ Y g dν.. In the general case, we could write f = (h+ − X − h )(g + −g − ) = h+ g + +h− g − −(h+ g − +h− g + ). Applying Tonelli theorem again, we get X×Y h+ g + d(µ×ν) = X h+ dµ Y g + dν, h− g − d(µ×ν) = X h− dµ Y g − dν, X×Y h+ g − d(µ×ν) = X×Y h+ dµ Y g − dν, X×Y h− g + d(µ × ν) = X h− dµ Y g + dν. X Therefore X×Y f d(µ × ν) = X h dµ Y g dν. (4) Let f (r, α) = r2 sin α be a function defined on the unit disk D = {(r, α) : r ≤ 1, 0 ≤ α < 2π} in R2 . Show that f is integrable with respect to area and compute its integral. Solution: f is bounded in D hence integrable. Observing the fact in calculus dxdy = rdrdα, D f dxdy = D f (r, α)rdrdα = r3 sin αdrdα. As is showed in (3), D f drdα = [0,1] r3 dr [0,2π] sin αdα = D 1 ∗ 0 = 0. 4 (5) Let a function x+y x2 + y 2 be defined on the unit square S = [0, 1] × [0, 1] in R2 . Is this function integrable with respect to area? Justify your answer. Solution: Considering a bigger area D which is the 41 part of the disk with radius 2, obviously S ⊂ D. S f dxdy ≤ f dxdy. Under the polar coordinate system, f can be written D θ into f (r, θ) = sin θ+cos and D = {(γ, θ) : 0 ≤ γ ≤ 2, 0 ≤ θ ≤ π2 }. γ Then D f (x, y)dxdy = D f (γ, θ)γdγdθ = D sin θ + cos θdγdθ is bounded. f is integrable with respect to area. f (x, y) =
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