diff --git a/pages/CSE559A/CSE559A_L24.md b/pages/CSE559A/CSE559A_L24.md index e69de29..8b13789 100644 --- a/pages/CSE559A/CSE559A_L24.md +++ b/pages/CSE559A/CSE559A_L24.md @@ -0,0 +1 @@ + diff --git a/pages/CSE559A/CSE559A_L26.md b/pages/CSE559A/CSE559A_L26.md index e69de29..8b13789 100644 --- a/pages/CSE559A/CSE559A_L26.md +++ b/pages/CSE559A/CSE559A_L26.md @@ -0,0 +1 @@ + diff --git a/pages/Math4121/Math4121_L37.md b/pages/Math4121/Math4121_L37.md index bd309ce..e954946 100644 --- a/pages/Math4121/Math4121_L37.md +++ b/pages/Math4121/Math4121_L37.md @@ -4,7 +4,7 @@ ### Density of continuous functions -#### Lemma: +#### Lemma for density of continuous functions Let $K\subseteq U$ be bounded sets in $\mathbb{R}$, $K$ is closed and $U$ is open. Then there is a continuous function $g$ such that $\chi_K\leq g\leq \chi_U$. @@ -119,7 +119,3 @@ $$ $$ If we can control all the averages, we can control the function. - - - - diff --git a/pages/Math4121/Math4121_L38.md b/pages/Math4121/Math4121_L38.md index e69de29..153a025 100644 --- a/pages/Math4121/Math4121_L38.md +++ b/pages/Math4121/Math4121_L38.md @@ -0,0 +1,140 @@ +# Math4121 Lecture 38 + +## Extended fundamental theorem of calculus with Lebesgue integration + +### Hardy-Littlewood maximal function + +Given integrable $f$m and an interval $I$, look at the averaging operator $A_I f(x)=\frac{\chi_I(x)}{m(I)}\int_I f(y)dy$. + +The maximal function is defined as + +$$ +f^*(x)=\sup_{I \text{ is an open interval}} A_I f(x) +$$ + +#### Theorem Hardy-Littlewood Maximal Function Theorem + +Fix $f$ integrable. For each $\lambda>0$, we define + +$$ +E_\lambda^*=\{x\in\mathbb{R}: |f^*(x)|>\lambda\} +$$ + +Then + +$$ +m(E_\lambda^*)\leq \frac{2}{\lambda}\int_\mathbb{R} |f| dm +$$ + +To give context for the maximal estimate, for any $f$ integrable, $\lambda>0$, + +$$ +E_\lambda=\{x\in\mathbb{R}: |f(x)|>\lambda\} +$$ + +Then we have Marknov's inequality, $m(E_\lambda)\leq \frac{1}{\lambda}\int_\mathbb{R} |f| dm$. We know $|f(x)|>\lambda \chi_{E_\lambda}(x)$ so Markov's inequality follows by integrating. + +Proof: + +Let $f^*(x)=\sup_{I \text{ is an open interval such that } x\in I} \frac{1}{m(I)}\int_I f \, dm$. + +If $x\in E_\lambda^*$, then $\exists I$ open interval such that $x\in I$ and $\frac{1}{m(I(x))}\left|\int_{I(x)} f \, dm\right|>\lambda$. + +Take $K\subset E_\lambda^*$ compact. Then $K\subset \bigcup_{x\in K} I(x)$. Taking the finite subcover, we have $I_1, \ldots, I_n$ open intervals such that $K\subset \bigcup_{i=1}^n I_i$. + +If three intervals, $I,J,K$ have non-empty intersection, then one is contained in the union of the other two. + +In particular, we can find another subcover for $K$, $J_1, \ldots, J_N$ such that they have overlap of at most 2 (otherwise, we can remove the cover). We can state this as + +$$ +\sum_{j=1}^N \chi_{J_j}(x)\leq 2 +$$ + +$$ +\begin{aligned} +m(K)&\leq \sum_{j=1}^N m(J_j)\\ +&\leq \sum_{j=1}^N \frac{1}{\lambda}\left|\int_{J_j} f \, dm\right|\\ +&\leq \frac{1}{\lambda}\int_\mathbb{R} \sum_{j=1}^N \chi_{J_j}(x) |f(x)| \, dx\\ +&\leq \frac{2}{\lambda}\int_\mathbb{R} |f(x)| \, dx +\end{aligned} +$$ + +Since $A_I f(x)$ is measurable, $f^*$ is measurable function and $E_\lambda$ is measurable, we have + +$$ +m(E_\lambda^*)\leq \frac{2}{\lambda}\int_\mathbb{R} |f(x)| \, dx +$$ + +QED + +## 3 Big Convergence Theorems + +### Theorem L.1 (Monotone Convergence Theorem) + +[Monotone convergence theorem](https://notenextra.trance-0.com/Math4121/Math4121_L36#theorem-614-monotone-convergence-theorem) + +### Theorem L.2 (Fatou's Lemma) + +Let $\{f_n\}_{n=1}^\infty$ be a sequence of non-negative measurable functions on $E$. Then + +$$ +\int_E \liminf_{n\to\infty} f_n \, dm\leq \liminf_{n\to\infty} \int_E f_n \, dm +$$ + +Proof: + +Let $g_n=\inf_{k\geq n} f_k$ is a monotone increasing nonnegative, and the following properties holds: + +$$ +\lim_{n\to\infty} g_n(x)=\sup_{n\geq 1} \inf_{k\geq n} f_k(x)=\liminf_{n\to\infty} f_n(x) +$$ + +$$ +\int_E g_n \, dm\leq \inf_{k\geq n} \int_E f_k\, dm +$$ + +So, + +$$ + \int_E g_n \, dm\leq \inf_{k\geq n} \int_E f_k \, dm +$$ + +Apply the monotone convergence theorem to $g_n$, we have + +$$ +\lim_{n\to\infty} \int_E g_n \, dm\leq \liminf_{n\to\infty} \int_E f_n \, dm +$$ + +QED + +### Theorem L.3 (Dominated Convergence Theorem) + +Let $\{f_n\}_{n=1}^\infty$ be a sequence of measurable functions on $\mathbb{R}$ converging to $f$ almost everywhere. If there exists integrable $g$ such that $|f_n|\leq |g|$ for all $n$, then + +$$ +\int_E f \, dm=\lim_{n\to\infty} \int_E f_n \, dm +$$ + +Proof: + +Consider the function $g+f_n$ and $g-f_n$, these are non-negative sequences of measurable functions. By Fatou's lemma, we have + +$$ +\int g\,dm+\int f\,dm=\int_E \liminf_{n\to\infty} (g+f_n) \, dm\leq \liminf_{n\to\infty} \int_E (g+f_n) \, dm=\int_E g\,dm+\liminf_{n\to\infty} \int_E f_n\,dm +$$ + +So, $\int_E f\,dm\leq \liminf_{n\to\infty} \int_E f_n\,dm$. + +Similarly, we have + +$$ +\int g\,dm-\int f\,dm=\int_E \liminf_{n\to\infty} (g-f_n) \, dm\leq \liminf_{n\to\infty} \int_E (g-f_n) \, dm=\int_E g\,dm-\limsup_{n\to\infty} \int_E f_n\,dm +$$ + +So, $\limsup_{n\to\infty} \int_E f_n\,dm\leq \int_E f\,dm$. + +So $\limsup_{n\to\infty} \int_E f_n\,dm\leq \int_E f\,dm\leq \liminf_{n\to\infty} \int_E f_n\,dm$. + +Since $\limsup_{n\to\infty} \int_E f_n\,dm\geq \liminf_{n\to\infty} \int_E f_n\,dm$, we have $\int_E f\,dm=\lim_{n\to\infty} \int_E f_n\,dm$. + +QED