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Measure Theory and Integration by Debarra G.

By Debarra G.

Techniques integration through degree, instead of degree through integration.

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Our results on approximation to measurable sets by intervals or by open sets lead to results on approximation to the integral of a measurable function. In the last section we compare the Lebesgue and Riemann integrals. 3 . 1 INTEGRATION OF NON-NEGATIVE FUNCTIONS We consider first the class of non-negative measurable functions, defme the integral of such a function and examine the properties of the integral. For the present we will suppose these functions to be defined for all real x . A non-negative fmite-valutd function �x), taking only a finite number of an are the distinct different values, is called a simple function.

Since 0 1 is countable, each Eo: is a countable set. Since [0, 1 ] is uncountable there are uncountable many sets Ea . Using the Axiom of Choice, p. 1 7 , we consider a set V in [0, 1 ] containing just one element Xo: from each Ea . Let {r;} be an enumeration of 0 1 , and for each n write Vn = V + rn . Ify E Vn n V there exist X a , x13 E V such that y = Xa + rn and y = x13 + r But then x13 X a E 0 1 , so x13 = Xo: by defmition of V and we have n = m . So Vn n V = rv m m . m (/J sec. 2 . 5 J Borel and Lebesgue Measurability 43 00 for n =l= m .

D Exercises 46 . Show that every countable set has Hausdorff dimension zero. 47. Let h(t) = sin t (0 < t < rr / 2) . Show that, for any Borel set A , H(A ) = m(A). 4 8. Let {An } be Borel sets and let an be the Hausdorff dimension of A n . Find 00 the Hausdorff dimension of A = U An . n= l 49. Show that , for 0 < 8 < 1 , n;,6 (A ) is a mono tone decreasing fun cti o n of p . 50. Show that, for 0 < q < 1 , we may construct a set A as in Example 26 , but which is compact ) so that Hp(A) = oo (0 < p � q), Hp(A ) = 0 (p > q).

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