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Real Analysis Lecture 4new

This document introduces Lebesgue measure and the Lebesgue integral as a generalization of the Riemann integral. It discusses using approximations of a function based on decompositions of its domain into Lebesgue measurable sets, which provides better approximations than intervals alone. This leads to a larger class of integrable functions and an integral with better properties, such as pointwise limits of integrals being the integral of the limit function. It then discusses establishing Lebesgue measurable sets and Lebesgue measure as the basis for studying Lebesgue measurable functions and integrals.

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John Michael Ochea Natad
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86 views15 pages

Real Analysis Lecture 4new

This document introduces Lebesgue measure and the Lebesgue integral as a generalization of the Riemann integral. It discusses using approximations of a function based on decompositions of its domain into Lebesgue measurable sets, which provides better approximations than intervals alone. This leads to a larger class of integrable functions and an integral with better properties, such as pointwise limits of integrals being the integral of the limit function. It then discusses establishing Lebesgue measurable sets and Lebesgue measure as the basis for studying Lebesgue measurable functions and integrals.

Uploaded by

John Michael Ochea Natad
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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LEBESGUE MEASURE

RIEMANN INTEGRAL
INTRODUCTION
• The Riemann integral of a bounded function over
a closed, bounded interval is defined using
approximations of the function that are
associated with partitions of its domain into finite
collections of subintervals.
• The generalization of the Riemann integral to the
Lebesgue integral will be achieved by using
approximations of the function that are
associated with decompositions of its domain
into finite collections of sets which we call
Lebesgue measurable sets.
• Actually, each interval is Lebesgue measurable.
• The richness of the collection of Lebesgue
measurable sets provides better upper and
lower approximations of a function, and
therefore of its integral, than are possible by
just employing intervals.
• This leads to a larger class of functions that
are Lebesgue integrable over very general
domains and an integral that has better
properties.
• For instance, under quite general
circumstances we will prove that if a sequence
of functions converges pointwise to a limiting
function, then the integral of the limit
function is the limit of the integrals of the
approximating functions.
• Here, we establish the basis for the
forthcoming study of Lebesgue measurable
functions and the Lebesgue integral: the basis
is the concept of measurable set and the
Lebesgue measure of such a set.
LENGTH OF INTERVAL
• The length l(I) of an interval I is defined to be
the difference of the endpoints of I if I is
bounded, and ¥ if I is unbounded.
• Length is an example of a set function, that is,
a function that associates an extended real
number to each set in a collection of sets.
• In the case of length, the domain is the
collection of all intervals.
• So if A = {1, 2, 3, 4}, then l(A) is not defined.
• Here, we extend the set function length to a
large collection of sets of real numbers. For
instance, the "length" of an open set will be
the sum of the lengths of the countable
number of open intervals of which it is
composed.
• However, the collection of sets consisting of
intervals and open sets is still too limited for
our purposes.
• We construct a collection of sets called
Lebesgue measurable sets, and a set function
of this collection called Lebesgue measure
which is denoted by m.
Recall
• A collection of subsets of ℝ is called "-algebra
provided it contains ℝ and is closed with respect
to the formation of complements and countable
unions.
• By De Morgan’s Law, such a collection is also
closed with respect to the formation of countable
intersection.
• For a collection of sets to be disjoint, we mean
what is sometimes called pairwise disjoint, that
is, that each pair of sets in the collection has
empty intersection.
REMARKS
• It is not possible to construct a set function
that possesses the above three properties and
is defined for all sets of real numbers (to be
proved later).
• In fact, there is not even a set function defined
for all sets of real numbers that possesses the
first two properties and is finitely additive (to
be proved later).
IDEAL PROPERTIES OF MEASURES
SOME MEASURES

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