Chapter 3: Problem 4
Let \(f_{n}(x)=\min (f(x), n)\) where \(f \geqslant 0\) is measurable. Show that \(\int f_{n} \mathrm{~d} x \uparrow \int f \mathrm{~d} x\).
Short Answer
Expert verified
Using the Monotone Convergence Theorem, \( \int f_n \, \mathrm{d}x \) converges to \( \int f \, \mathrm{d}x \) as \( n \) increases.
Step by step solution
01
Understand the Definitions
The function \( f_n(x) = \min(f(x), n) \), where \( n \) is a real number, essentially "caps" the values of \( f(x) \) to \( n \). This means if \( f(x) > n \), then \( f_n(x) = n \), otherwise \( f_n(x) = f(x) \). Given that \( f \geq 0 \) and is measurable, \( f_n \) is also measurable.
02
Analyze Monotonicity
Observe that for each \( n \), \( f_n(x) \leq f_{n+1}(x) \leq f(x) \) due to the capping function. Therefore, \( \{ f_n(x) \} \) is a non-decreasing sequence of functions that is bounded above by \( f(x) \).
03
Apply Monotone Convergence Theorem
According to the Monotone Convergence Theorem (MCT), if \( f_n(x) \) increases to \( f(x) \), the integrals \( \int f_n \, \mathrm{d}x \) converge to \( \int f \, \mathrm{d}x \) as \( n \to \infty \). Thus, \( \int f_n \, \mathrm{d}x \uparrow \int f \, \mathrm{d}x \).
04
Confirm Boundedness
Since \( f_n(x) \leq f(x) \), and \( f(x) \) is integrable, it implies that \( \int f_n(x) \, \mathrm{d}x \) is bounded above by \( \int f(x) \, \mathrm{d}x \). Thus, we have \( \int f_n \, \mathrm{d}x \to \int f \, \mathrm{d}x \) as it is a non-decreasing and bounded sequence.
05
Conclude the Proof
Since we have shown that \( f_n \to f \) pointwise, \( 0 \leq f_n \leq f \), and \( f_n \) is non-decreasing, the MCT assures us that \( \int f_n \, \mathrm{d}x \uparrow \int f \, \mathrm{d}x \). We conclude that the integration of \( f_n \) approaches the integration of \( f \) as \( n \) increases.
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Measurable Functions
A measurable function is a type of function that interacts well with the measure of a set, making it possible to apply integrals in the context of measure theory.
For a function to be measurable, the inverse image of every open set should be a measurable set within the domain.
For a function to be measurable, the inverse image of every open set should be a measurable set within the domain.
- This makes it easier to calculate integrals when working with functions on complex domains.
- Essentially, measurable functions help bridge the gap between raw data points and the smooth world of calculus.
Non-decreasing Sequence
A non-decreasing sequence is formed when each term is equal to or greater than the preceding term. In the context of functions, this relates to a sequence of functions where each function is pointwise less than or equal to the next.
For example, if you have a sequence of functions \( \{ f_n(x) \} \), it is non-decreasing if:
For example, if you have a sequence of functions \( \{ f_n(x) \} \), it is non-decreasing if:
- For all \( n \), \( f_n(x) \leq f_{n+1}(x) \) for all values of \( x \).
- This ensures that as \( n \) increases, \( f_n(x) \) moves upward towards a limiting function.
Bounded Functions
Bounded functions are essential in analysis since they prevent values from going beyond a certain limit, making calculations more manageable.
- A function \( g(x) \) is said to be bounded above if there exists a number \( M \) such that for all \( x \), \( g(x) \leq M \).
- In our exercise, the sequence of functions \( \{ f_n(x) \} \) is bounded above by \( f(x) \), meaning no \( f_n(x) \) exceeds \( f(x) \).
Integration
Integration is a mathematical process that determines the accumulation of quantities, which can be represented as areas under curves. It serves as a powerful tool for dealing with functions defined by limits.
- In this scenario, the Monotone Convergence Theorem plays a crucial role in linking the integration of a sequence of non-decreasing functions to the integral of their limit.
- The theorem ensures that if \( f_n(x) \to f(x) \) pointwise, and each \( f_n(x) \) is measurable and non-decreasing, then \( \int f_n \mathrm{~d}x \uparrow \int f \mathrm{~d}x \).