Problem 1: [34 Marks]
1-1. Let X -=/-0. Give the definition of the following concepts:
1-1-1. A a-algebra on X and a a-algebra generated by a family C of subsets of X.
1-1-2. A Borel a-algebra on X.
1-1-3. A measurable space on X.
1-1-4. A measure on X.
1-1-5. A measure space on X.
1-2. Let Ea non-empty set and A E P(E). Determine the a-algebra generated by C = {A}.
1-3. Let£ be a a-algebra on X, and X 0 C X.
1-3-1. Show that £0 = {An X 0 IAE £} is a a-algebra on X 0 .
1-3-2. Show that a(£) = £.
1-4. Let K, K,' c P(X). Show that, if K, c K,' c a(K), then a(K') = a(K).
Problem 2: [31 Marks]
t, 00}, (t, r We recall that /l,2 or /l,2 sometimes denoted /l,2(N0) is the space of sequences defined by
f' = { X = (x.)neo: Ix.I'<
No= N LJ{O}, and llxll,=,
I
Ix.I'
[2+2]
[2]
[l]
[2]
[l]
[6]
[7]
[5]
[6]
2-1. We assume that H = /l,2 is a complete space for the norm associated with (·, ·)H · Show that H = /l,2
is a Hilbert space with respect to
[10]
L00
(x, Y)H = XnYn
n=l
2-2. Show that the following operators are linear and continuous and compute their norms.
2-2-1. T1: R2 -t R2 : T1 ((xn)n~o) = (xn+1)n~O·
[9]
f 2-2-2.
T2:
L2 ([0, l]) -t
<C:T2 (J) =
1
0
x
2
f(x)dx,
where:
[12]
{!: L2 ([0, l]) =
l
[0, l] -t
f IR:
1
0
lf(x)l2dx
< oo} and IIJIIL=2(f01 lf(x)l2dx)
2
.
Problem 3: [29 :tvlarks]
3-1. State the Monotone Convergence Theorem (MCT) and the Dominated Convergent Theorem (DCT)
respectively.
[6]
3-2. Show that the function f: (0, oo) -t IR,f(x) := esXin- x1 ,\\:/x > 0, is Lebesgue integrable on [0,oo]. [6]
00
3-3. Show that for any x > 0, we have f(x) = I::e-nxsinx.
[5]
n=l
l + 3-4.
Deduce that
·oo sinx
--
=
. 0 ex - 1 n=l
-
n
2--
1
•
1
[12]
God bless you !!!