REAL ANALYSIS MATH 607 MIDTERM REVIEW PROBLEMS

Problem 1. You need to know the definitions of:

(1) equivalence relations, partial orderings...
(2) limsup, liminf for sets and functions...
(3) algebras, σ-algebras, π-systems, elementary systems, Dynkin systems...
(4) premeasures, outer measures, measures, σ-finite measures, completness of an algebra...
(5) simple functions, measurable functions...
and the proofs of
(1) Dynkin theorem and the lemmas leading to it,
(2) the fundamental approximation lemma of measurable functions by simple functions,
(3) the basic properties of the integral of nonnegative simple/measurable functions,
(4) the monotone convergence theorem,
(5) Fatou’s lemma.
Problem 2. (1) Let X be a set and E = {{x} : x ∈ X}. Show that
M(E ) = {A ∈ P(X) : A is countable or Ac is countable}.
Problem 3. A family of sets R ⊂ P(X) is called a ring if it is non-empty and closed under finite unions and
differences. A ring that is closed under countable unions is called a σ-ring. Show the following assertions.
(1) Rings (resp. σ-rings) are closed under finite (resp. countable) intersections.
(2) If R is a ring (resp. σ-ring), then R is an algebra (resp. σ-algebra) iff X ∈ R.
(3) If R is a σ-ring, then {E ⊂ X : E ∈ R or E c ∈ R} is a σ-algebra.
(4) If R is a σ-ring, then {E ⊂ X : E ∩ F ∈ R for all F ∈ R} is a σ-algebra.
Problem 4. Show that every σ-algebra has either finite or uncountably many elements.
Problem 5. Assume that the algebra A generates the σ-algebra M and assume that µ is a finite measure
on M. Show that for any ε > 0 and any A ∈ M there is an à ∈ A so that µ(A∆Ã) < ε.
Problem 6. Let X be a nonempty set. A class C ⊂ P(X) is monotone if
(1) (An )n>1 ⊂ C , An ⊆ An+1 for all n > 1 =⇒ ∪∞n=1 An ∈ C .
(2) (An )n>1 ⊂ C , An ⊇ An+1 for all n > 1 =⇒ ∩∞n=1 An ∈ C .
(a) (5 points) Show that for any C ⊂ P(X) there exists a smallest monotone class, denoted mon(C ), that
contains C .
(b) (10 points) Show that a monotone algebra (i.e. an algebra that is monotone) is a σ-algebra.
(c) (15 points) Show that if A is an algebra, then mon(A ) = M(A ).
Problem 7. Let (X, M, µ) be a measure space such that µ(X) = 1.
(1) Show that |µ(A ∩ B) − µ(A)µ(B)| 6 µ(A)(1 − µ(A))µ(B)(1 − µ(B)) 6 14 .
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(2) Show that µ(A ∩ B) − µ(A)µ(B) 6 min{µ(A)(1 − µ(B)), µ(B)(1 − µ(A))}.

(3) Show that µ(A)µ(B) − µ(A ∩ B) 6 min{µ(A)(1 − µ(A)), µ(B)(1 − µ(B))}.
Problem 8. Assume (X, M, µ) is a complete measure space.
(a) (10 points) If f : (X, M, µ) → R is measurable and f = g µ-almost everywhere (i.e. µ({ f , g}) = 0 and
we simply write µ-a.e.), then g is also measurable.
(b) (10 points) If fn : (X, M, µ) → R is measurable for n ∈ N, and limn→∞ fn = f µ-a.e., then f is measurable.
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Problem 9. Throughout this problem let f : X → Y be a function.
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(1) (5 points) If M is a σ-algebra on X, is it true that f (M) = { f (A) : A ∈ M} is a σ-algebra on Y?
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(2) (5 points) (Pushforward or direct-image σ-algebra) If M is a σ-algebra on X, show that Σ = {B ⊂
Y : f −1 (B) ∈ M} is a σ-algebra on Y.
(3) (5 points) (Transport Lemma) Let C ⊂ P(Y). Show that f −1 (M(C )) = M( f −1 (C )).
(4) (5 points) Let MX be a σ-algebra on X and C ⊂ P(Y). Use the transport lemma to show that f is
(MX , M(C ))-mesurable if f −1 (C ) ⊂ MX .
(5) (5 points) (Trace σ-algebra) Show that if X ⊂ Y, M is a σ-algebra on Y, and f is the identity
function, then f −1 (M) = {X ∩ A : A ∈ M}.
(6) (5 points) Show that if X = Y × Z, M is a σ-algebra on Y, and f is the canonical projection from
Y × Z onto Y (i.e., f (y, z) = y), then f −1 (M) = {A × Z : A ∈ M}.
Problem 10. (1) For all i ∈ I, let fi : Y → (Yi , Mi ) where Mi is a σ-algebra. Let MY be the smallest σ-
algebra making every map fi , (MY , Mi )-measurable. Let MX be a σ-algebra on X. Show that a map
f : (X, MX ) → (Y, MY ) is (MX , MY )-measurable if and only if for all i ∈ I, fi ◦ f : (X, MX ) → (Yi , Mi )
is (MX , Mi )-measurable
Problem 11. (1) Show that Σ = {A ∈ P(R) : A = −A} is a σ-algebra.
(2) Characterize the measurable functions from (R, Σ) to (R, B(R)).
Problem 12. Show that a monotone function f : R → R is Borel.
Problem 13. Let f : (X, A, µ) → (Y, B) be measurable. Show that µ f : B → [0, ∞] defined by µ f (B) =
µ( f −1 (B)) is a measure on B.
Problem 14. Let f : (X, M, µ) → (R, B(R)) be measurable.
(1) Show that if µ(X) , 0 then there exists A ∈ M, µ(A) , 0, such that f is bounded on A.
(2) Show that if µ({ f , 0}) , 0 then there exists A ∈ M, µ(A) , 0, and c > 0 such that | f | > c on A.
Problem 15. For all n > 1, let fn : (X, M, µ) → [0, ∞] be measurable.
=
R P P∞ R
(1) Show that X ∞ n=1 fn dµ n=1 X fn dµ.
(2) Let (an,m )n∈N,m∈N ⊂ [0, ∞). Show that ∞ n=1 m=1 an,m = m=1 n=1 an,m .
P P∞ P∞ P∞