Real Analysis Ph. D. Comprehensive Exam August 2011 Do all parts of problem 1, and work 3 of the other 4 problems. If not explicitly specified, the measure space is R with the Borel σ-algebra B and Lebesgue measure λ. 1. True or false? Justify your answers. (a) If (fn ) is a sequence of measurable non-negative functions on a measure space Z X ∞ ∞ Z X (X, X, µ), then fn dµ = fn dµ. n=1 n=1 (b) If µ1 and µ2 are σ-finite measures with µ1 µ2 , then there exists a µ2 -integrable R function f with µ1 (A) = A f dµ2 for all measurable sets A. (c) For every f ∈ L2 there exists a sequence of functions φn ∈ L2 , vanishing outside [−n, n], such that φn → f in L2 . (d) For every f ∈ L∞ there exists a sequence of functions φn ∈ L∞ , vanishing outside [−n, n], such that φn → f in L∞ . 2. Let (X, X, µ) be a measure space, and let (Ek )∞ k=1 be a sequence of measurable sets such that µ(Ek ) ≥ 2011 for all k ∈ N. Let E be the set of points in X which belong to Ek for infinitely many indices k. (a) Show that E is measurable. (b) Under the additional assumption that µ(X) < ∞, show that µ(E) ≥ 2011. (c) Give an example to show that the additional assumption in (b) is necessary. 3. Let fn : R → R be a sequence of Borel-measurable functions converging to 0 uniR formly, and satisfying R |fn | dλ ≤ 1 for all n. (a) Show that fn → 0 in Lp for all p > 1. (b) Give an example to show that the assumptions do not imply fn → 0 in L1 . Z 1 α x −1 4. For α ≥ 0 let F (α) = dx. ln x 0 (a) Show that F is differentiable with F 0 (α) = Z (b) Use this result to calculate 0 1 1 . α+1 x−1 dx. ln x 5. Let f beZ a non-negative Z ∞ measurable function on a σ-finite measure space (X, X, µ). Show that f dµ = µ(Ft ) dt, with Ft = {x ∈ X : f (x) > t}. X 0