Week 4 Worksheet

  1. Check that μ(BC)=|1B1C|dμ and give an (unnecessarily complicated) proof of the triangle inequality for the quantity ρ(B,C)=μ(BC) from Worksheet 2.
  2. Let ν be the counting measure on {1,2}. Interpret Hölder's inequality and Minkowski's inequality in this context. Draw Euclidean pictures to explain the inequalities.
  3. Let μ be counting measure on (X,P(X)). The Lebesgue space Lp(X,P(X),μ) is often denoted simply p(X).
    1. Fix NN. Verify that p({1,,N})=q({1,,N}) for all p,q>0.
    2. Produce for every q>p1 a non-negative function f:N[0,) such that f belongs to q but does not belong to p.
    3. Prove that p is a subset of q whenever 1p<q.
  4. Fix a measure space (X,B,μ) with μ(X)<. Fix p1. Verify that if f belongs to Lp(X,B,μ) then f belongs to Lq(X,B,μ) for all 1qp.
  5. Compare the two previous questions. In one situation Lebesgue spaces with p small embed in Lebesgue spaces with p larger, and in another Lebesgue spaces with p large embed in Lebesgue spaces with p smaller. Why is there a difference?
  6. Given b:NR define T(b):NR by (Tb)(n)=b(n+1).
    1. Fix p1. Check that if b belongs to p(N) then T(b) belongs to p(N).
    2. Is T an isometry of the normed vector space p(N)?
  7. Fix nZ and let In=[n,n+1]. Use the Riemann integral on In to define a functional on C(In). Verify it is bounded and linear. Apply the Riesz representation theorem to get a Borel measure μn on In. Prove that nZμn is equal to Lebesgue measure.