Problem 1: [45 Marks]
1-1. Let f: IR
IR such that
xM
0,
{ 1,
if XE (Ql,
if X (Ql.
Show that f is Borel-measurable.
[10]
(Hint: for any a E IR, consider E = {x E IR: j(x) < a} and show that 1-1(E) E B(IR))
n00
1-2. Let (X, F) be a measurable space. Prove that if An E F, n EN, then An E F.
[5]
1-3. Let n be a non-empty set and Fo. c P(n), a E I an arbitrary
the definition of a o--algebra and prove that
n F := Fo. is a o--algebra.
n=l
collection of o--algebras on n. State
[4+6=10]
o.El
1-4. Let (X, A,µ) be a measure space.
(i) What does it mean that (X, A,µ) be a measure space?
[3]
(ii) Show that for any A, BE A, we have the equality: µ(AU B) +µ(An B) =µ(A)+ µ(B).
[7]
(Hint: Consider two cases: (i) µ(A)= oo or µ(B) = oo; (ii) µ(A), µ(B) < oo and then express A, B, AU B
in terms of A\\ B, B \\ A, An B where necessary.)
1-5. Show that the following Dirichlet function is Lebesgue integrable but not Riemann integrable [10]
X := ].Qn(o,1J : [0,l] ->-IR
X f-r
l,
{ 0,
ifxE(Ql
if X (Ql
Problem 2: [20 Marks]
2-1. Define what is a compact set in a topological space.
[3]
2-2. Show that (0, 1] is not a compact set for usual topology of IR.
[9]
2-3. Let E be a Hausdorff topological space and {an}nEN a sequence of elements of E converging to a.
Show that K = {anln E N} U {n} is compact in E.
[8]
Problem 3: [35 Marks]
3-1. Use the convexity of x H ex to prove the Arithmetic-Geometric Mean inequality:
[5]
Vx, y > 0, and 0 < >-< 1, we have: x>-yl->. :'.S>: -x+ (1 - >-)y.
3-2. Use the inequality in question 2-1 to prove Young's inequality:
[6]
aP $q
a$ :'.S:-p +-,qVa,$>
0, where p,q E (l,oo):
1
-p
+
-q1
=
1.
3-3. Use the result in question 3-2 to prove Holder's inequality:
t t t [x;y;[,S (
[x;[') J/p (
119
[y,[9) , I/ x = (x,), y = (y;)E IRn,p, q as above .
[7]
3-4. Consider (X, II · 1010 ,1), where X = C1[0, l] and llflloo,=1 sup lf(x)I + sup lf'(x)I and also consider
xE[O,l)
xE[O,l)
= (Y, II · !100 ), where Y C[0, l].
3-4-1. Show that T = ,d.!x!:_X: Y is a bounded linear operator.
[7]
3-4-2. Show that T = .d.xE_D: (T)
(Hint: use un(x) = sin(mrx)).
Y is an unbounded linear operator, where D(T) = C1 [0, 1]. [10]
God bless you ! ! !