A question regarding uniform integrability
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We know that if $(h_n)$ is a sequence of nonnegative integrable functions on a measurable subset $E$ of $mathbb R$ with finite measure such that $h_nto 0$ pointwise a.e., then $limlimits_nto inftyintlimits_E h_n dm=0$ iff $(h_n)$ is uniformly integrable.
I want to have an example of non-uniformly integrable $(h_n)$, where $h_n$'s are not nonnegative and $h_nto 0$, $limlimits_nto inftyintlimits_E h_n dm=0$. This question is from Royden's Real Analysis. Any hint will be appreciated.
real-analysis integration lebesgue-integral lebesgue-measure
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up vote
1
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We know that if $(h_n)$ is a sequence of nonnegative integrable functions on a measurable subset $E$ of $mathbb R$ with finite measure such that $h_nto 0$ pointwise a.e., then $limlimits_nto inftyintlimits_E h_n dm=0$ iff $(h_n)$ is uniformly integrable.
I want to have an example of non-uniformly integrable $(h_n)$, where $h_n$'s are not nonnegative and $h_nto 0$, $limlimits_nto inftyintlimits_E h_n dm=0$. This question is from Royden's Real Analysis. Any hint will be appreciated.
real-analysis integration lebesgue-integral lebesgue-measure
1
You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
â Michael
Aug 12 at 4:20
add a comment |Â
up vote
1
down vote
favorite
up vote
1
down vote
favorite
We know that if $(h_n)$ is a sequence of nonnegative integrable functions on a measurable subset $E$ of $mathbb R$ with finite measure such that $h_nto 0$ pointwise a.e., then $limlimits_nto inftyintlimits_E h_n dm=0$ iff $(h_n)$ is uniformly integrable.
I want to have an example of non-uniformly integrable $(h_n)$, where $h_n$'s are not nonnegative and $h_nto 0$, $limlimits_nto inftyintlimits_E h_n dm=0$. This question is from Royden's Real Analysis. Any hint will be appreciated.
real-analysis integration lebesgue-integral lebesgue-measure
We know that if $(h_n)$ is a sequence of nonnegative integrable functions on a measurable subset $E$ of $mathbb R$ with finite measure such that $h_nto 0$ pointwise a.e., then $limlimits_nto inftyintlimits_E h_n dm=0$ iff $(h_n)$ is uniformly integrable.
I want to have an example of non-uniformly integrable $(h_n)$, where $h_n$'s are not nonnegative and $h_nto 0$, $limlimits_nto inftyintlimits_E h_n dm=0$. This question is from Royden's Real Analysis. Any hint will be appreciated.
real-analysis integration lebesgue-integral lebesgue-measure
edited Aug 12 at 7:14
Matt A Pelto
1,719519
1,719519
asked Aug 12 at 3:50
Anupam
2,2021822
2,2021822
1
You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
â Michael
Aug 12 at 4:20
add a comment |Â
1
You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
â Michael
Aug 12 at 4:20
1
1
You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
â Michael
Aug 12 at 4:20
You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
â Michael
Aug 12 at 4:20
add a comment |Â
1 Answer
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accepted
Consider $E=(-3,3)$, and for $n=1,2, ldots$ define the functions
beginalignh_n(x) :=
begincases
-2n - n^2x, ; text if x in left[-frac2n, ,-frac1n right] , \
n^2x , ; text if x in left[-frac1n , , ,frac1nright] , \
2n - n^2x , ; text if x in left[frac1n , ,frac2nright], \
0, ; text if x in left(-3, -frac2nright) cup left(frac2n, 3 right). endcases
endalign
Notice $limlimits_nto infty h_n(x)=0$ and $limlimits_nto inftyintlimits_E h_n dm=0$. Let $delta>0$ be given. By the Archimedean Property, we may find a positive integer $N$ such that $N delta > 4$. So we have that $mleft( left[-frac2N, frac2N right]right)< delta$ but notice $int_-frac2N^frac2N left| h_n right| dm=2$ whenever $n geq N$*. Hence the sequence of functions $h_n_n=1^infty$ is not uniformly integrable.
*Note: Technically it suffices to observe that $int_-frac2N^frac2N left| h_N right| dm=2$ since
$neg left(forall varepsilonleft(varepsilon>0 implies exists delta
left( delta>0 land forall n forall A left(m(A)<delta implies int_A |,h_n| dm < varepsilon right)right) right) right)$
$iff exists varepsilon left( varepsilon>0 land forall delta left( delta>0 implies exists N exists A left(m(A)<delta land int_A |,h_N| dm geq varepsilonright)right) right)$.
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
Consider $E=(-3,3)$, and for $n=1,2, ldots$ define the functions
beginalignh_n(x) :=
begincases
-2n - n^2x, ; text if x in left[-frac2n, ,-frac1n right] , \
n^2x , ; text if x in left[-frac1n , , ,frac1nright] , \
2n - n^2x , ; text if x in left[frac1n , ,frac2nright], \
0, ; text if x in left(-3, -frac2nright) cup left(frac2n, 3 right). endcases
endalign
Notice $limlimits_nto infty h_n(x)=0$ and $limlimits_nto inftyintlimits_E h_n dm=0$. Let $delta>0$ be given. By the Archimedean Property, we may find a positive integer $N$ such that $N delta > 4$. So we have that $mleft( left[-frac2N, frac2N right]right)< delta$ but notice $int_-frac2N^frac2N left| h_n right| dm=2$ whenever $n geq N$*. Hence the sequence of functions $h_n_n=1^infty$ is not uniformly integrable.
*Note: Technically it suffices to observe that $int_-frac2N^frac2N left| h_N right| dm=2$ since
$neg left(forall varepsilonleft(varepsilon>0 implies exists delta
left( delta>0 land forall n forall A left(m(A)<delta implies int_A |,h_n| dm < varepsilon right)right) right) right)$
$iff exists varepsilon left( varepsilon>0 land forall delta left( delta>0 implies exists N exists A left(m(A)<delta land int_A |,h_N| dm geq varepsilonright)right) right)$.
add a comment |Â
up vote
1
down vote
accepted
Consider $E=(-3,3)$, and for $n=1,2, ldots$ define the functions
beginalignh_n(x) :=
begincases
-2n - n^2x, ; text if x in left[-frac2n, ,-frac1n right] , \
n^2x , ; text if x in left[-frac1n , , ,frac1nright] , \
2n - n^2x , ; text if x in left[frac1n , ,frac2nright], \
0, ; text if x in left(-3, -frac2nright) cup left(frac2n, 3 right). endcases
endalign
Notice $limlimits_nto infty h_n(x)=0$ and $limlimits_nto inftyintlimits_E h_n dm=0$. Let $delta>0$ be given. By the Archimedean Property, we may find a positive integer $N$ such that $N delta > 4$. So we have that $mleft( left[-frac2N, frac2N right]right)< delta$ but notice $int_-frac2N^frac2N left| h_n right| dm=2$ whenever $n geq N$*. Hence the sequence of functions $h_n_n=1^infty$ is not uniformly integrable.
*Note: Technically it suffices to observe that $int_-frac2N^frac2N left| h_N right| dm=2$ since
$neg left(forall varepsilonleft(varepsilon>0 implies exists delta
left( delta>0 land forall n forall A left(m(A)<delta implies int_A |,h_n| dm < varepsilon right)right) right) right)$
$iff exists varepsilon left( varepsilon>0 land forall delta left( delta>0 implies exists N exists A left(m(A)<delta land int_A |,h_N| dm geq varepsilonright)right) right)$.
add a comment |Â
up vote
1
down vote
accepted
up vote
1
down vote
accepted
Consider $E=(-3,3)$, and for $n=1,2, ldots$ define the functions
beginalignh_n(x) :=
begincases
-2n - n^2x, ; text if x in left[-frac2n, ,-frac1n right] , \
n^2x , ; text if x in left[-frac1n , , ,frac1nright] , \
2n - n^2x , ; text if x in left[frac1n , ,frac2nright], \
0, ; text if x in left(-3, -frac2nright) cup left(frac2n, 3 right). endcases
endalign
Notice $limlimits_nto infty h_n(x)=0$ and $limlimits_nto inftyintlimits_E h_n dm=0$. Let $delta>0$ be given. By the Archimedean Property, we may find a positive integer $N$ such that $N delta > 4$. So we have that $mleft( left[-frac2N, frac2N right]right)< delta$ but notice $int_-frac2N^frac2N left| h_n right| dm=2$ whenever $n geq N$*. Hence the sequence of functions $h_n_n=1^infty$ is not uniformly integrable.
*Note: Technically it suffices to observe that $int_-frac2N^frac2N left| h_N right| dm=2$ since
$neg left(forall varepsilonleft(varepsilon>0 implies exists delta
left( delta>0 land forall n forall A left(m(A)<delta implies int_A |,h_n| dm < varepsilon right)right) right) right)$
$iff exists varepsilon left( varepsilon>0 land forall delta left( delta>0 implies exists N exists A left(m(A)<delta land int_A |,h_N| dm geq varepsilonright)right) right)$.
Consider $E=(-3,3)$, and for $n=1,2, ldots$ define the functions
beginalignh_n(x) :=
begincases
-2n - n^2x, ; text if x in left[-frac2n, ,-frac1n right] , \
n^2x , ; text if x in left[-frac1n , , ,frac1nright] , \
2n - n^2x , ; text if x in left[frac1n , ,frac2nright], \
0, ; text if x in left(-3, -frac2nright) cup left(frac2n, 3 right). endcases
endalign
Notice $limlimits_nto infty h_n(x)=0$ and $limlimits_nto inftyintlimits_E h_n dm=0$. Let $delta>0$ be given. By the Archimedean Property, we may find a positive integer $N$ such that $N delta > 4$. So we have that $mleft( left[-frac2N, frac2N right]right)< delta$ but notice $int_-frac2N^frac2N left| h_n right| dm=2$ whenever $n geq N$*. Hence the sequence of functions $h_n_n=1^infty$ is not uniformly integrable.
*Note: Technically it suffices to observe that $int_-frac2N^frac2N left| h_N right| dm=2$ since
$neg left(forall varepsilonleft(varepsilon>0 implies exists delta
left( delta>0 land forall n forall A left(m(A)<delta implies int_A |,h_n| dm < varepsilon right)right) right) right)$
$iff exists varepsilon left( varepsilon>0 land forall delta left( delta>0 implies exists N exists A left(m(A)<delta land int_A |,h_N| dm geq varepsilonright)right) right)$.
edited Aug 12 at 7:13
answered Aug 12 at 5:25
Matt A Pelto
1,719519
1,719519
add a comment |Â
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1
You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
â Michael
Aug 12 at 4:20