2015 Spring Real Analysis
Problem 1.
Show that if
Problem 2.
Let
for some constant
Proof.
Equation (1) is equivalent to, after change of variable,
Thus for any
Let
Since on
On the other hand, by the Fatou's lemma,
It follows that
and the theorem is proved.
Problem 3.
Assume that
Show that
Problem 4.
Suppose that
Show that if
Problem 5.
Let
converges for a.e.
Proof.
We assume that
Since
By Young's inequality, we have
By assumption on
We thus conclude that
is integrable. The theorem thus follows.
Problem 6.
Suppose
Proof.
Let
Inductively we define
for any
If not, then
In order to prove the claim, we notice that by construction of
Since the harmonic series
and
Thus
By the claim, we have