How Does the Upper Envelope Function Relate to the Riemann-Stieltjes Integral?

  • Thread starter mathmonkey
  • Start date
  • Tags
    Proof
In summary, the problem discusses the relationship between a bounded function f on [a,b] and its upper envelope h. It states that the integral of h over [a,b] is less than or equal to the Riemann upper integral of f, and provides a proof using a sequence of step functions converging to h. However, there may be a case where h is not greater than or equal to a step function phi, contradicting the statement. This is due to a misunderstanding of the definition of a step function.
  • #1
mathmonkey
34
0

Homework Statement



Let ##f## be a bounded function on [a,b] and let ##h## be the upper envelope of ##f##. Then ##R \overline{\int}_a^b f = \int _a^b h. ## (if ##\phi \geq f ## is a step function, then ##\phi \geq h## except at a finite number of points, and so ##\int _a^b h \leq R \overline{\int}_a^b f##. But there is a sequence ##\phi _n## of step functions such that ##\phi _n \rightarrow h## so that ##\int _a^b h = lim \int _a^b \phi _n \geq R \overline{\int}_a^b f##).

Homework Equations



Given ##f##, the upper envelope ##h## is defined as

##h(y) = \inf _{\delta > 0} \sup_{|x-y|< \delta} f(x) ##

The Attempt at a Solution



My question with the problem is with this statement:

"if ##\phi \geq f ## is a step function, then ##\phi \geq h## except at a finite number of points, and so ##\int _a^b h \leq R \overline{\int}_a^b f##."

I may be misunderstanding the definition of upper envelope, but suppose ##f## is defined as:

##f(x) = 0## for ##x \in \mathbb{R} - \mathbb{Q}## and ##f(x) = 1## for ##x \in \mathbb{Q}##. Then the upper envelope should be ##h(x) = 1## everywhere? Since every open set around each point in [a,b] will contain a rational number. On the other hand, ##f## itself is a step function, so if we set ##\phi = f##, we have a step function such that ##\phi \geq f##, but there are uncountably many points where ##h \geq \phi## which is in contradiction with the statement in the problem. Am I misunderstanding anything here?

Thanks for any help, it is greatly appreciated!
 
Last edited:
Physics news on Phys.org
  • #2
A step function is defined piecewise on finitely many intervals - the indicator function of the rationals is NOT a step function
 
  • #3
Aha! Thank you! My boneheaded self kept reading "step function" but thinking "simple function" :redface:
 

Related to How Does the Upper Envelope Function Relate to the Riemann-Stieltjes Integral?

1. What is the purpose of Upper envelope proof?

The purpose of Upper envelope proof (also known as Royden's proof) is to prove the existence of a measurable function on a measure space. This proof is commonly used in measure theory to show that a given function is measurable, or to show that a set of functions is a measurable space.

2. How does Upper envelope proof work?

Upper envelope proof involves constructing a sequence of simple functions that converge pointwise to the function in question. This sequence is then used to define the upper envelope of the function, which is a measurable function that is greater than or equal to the original function at every point. By showing that the upper envelope is measurable, it is proven that the original function is also measurable.

3. What is the significance of Upper envelope proof in mathematics?

Upper envelope proof is an important tool in measure theory and functional analysis. It allows for the study of measurable functions and their properties, which are essential in many areas of mathematics such as probability theory, harmonic analysis, and differential equations.

4. Are there any limitations to Upper envelope proof?

One limitation of Upper envelope proof is that it can only be used for functions on a measure space. It cannot be used for functions on more general spaces, such as topological spaces. Additionally, the proof can be quite technical and may require advanced mathematical knowledge to understand and apply.

5. Can Upper envelope proof be used to prove other theorems in mathematics?

Yes, Upper envelope proof can be used to prove other theorems in mathematics, such as the Lebesgue differentiation theorem and the Radon-Nikodym theorem. It is a powerful tool in measure theory and can be applied to a variety of problems involving measurable functions.

Similar threads

  • Calculus and Beyond Homework Help
Replies
3
Views
584
  • Calculus and Beyond Homework Help
Replies
1
Views
526
  • Special and General Relativity
Replies
9
Views
732
  • Calculus and Beyond Homework Help
Replies
3
Views
831
Replies
1
Views
221
Replies
1
Views
645
  • Calculus and Beyond Homework Help
Replies
6
Views
1K
  • Calculus and Beyond Homework Help
Replies
15
Views
1K
  • Calculus and Beyond Homework Help
Replies
5
Views
1K
  • Calculus and Beyond Homework Help
Replies
10
Views
1K
Back
Top