Monotone Convergence Theorem Homework: Integrals & Increasing Sequences

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SUMMARY

The discussion centers on the application of the Monotone Convergence Theorem (MCT) in the context of integrals and increasing sequences of functions. The participant seeks to construct a sequence of functions \( f_n \) that is increasing and converges to a function \( f \) to satisfy the theorem's hypotheses. They propose defining \( f_n(x) \) as \( f(x) \) for \( x \in I_n \) and 0 otherwise, while questioning the integrability of \( f_n \) in \( \mathcal{L}^{1}(\mathbb{R}^{k}) \). This approach aligns with the requirements of the MCT, confirming its applicability in this scenario.

PREREQUISITES
  • Understanding of the Monotone Convergence Theorem (MCT)
  • Knowledge of Lebesgue integrability in \( \mathcal{L}^{1}(\mathbb{R}^{k}) \)
  • Familiarity with sequences of functions and pointwise convergence
  • Basic concepts of measure theory and integration
NEXT STEPS
  • Study the formal proof of the Monotone Convergence Theorem
  • Explore Lebesgue integration and its properties in \( \mathcal{L}^{1} \)
  • Investigate examples of increasing sequences of functions converging to a limit
  • Learn about the implications of the MCT in real analysis and its applications
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Students of real analysis, mathematicians focusing on measure theory, and anyone studying the properties of integrals and convergence of functions.

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Homework Statement



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Homework Equations



Monotone Convergence Theorem:

http://img696.imageshack.us/img696/5469/mct.png

The Attempt at a Solution



I know this almost follows from the theorem. But I first need to write \displaystyle \int_{I_n} f = \int_S f_n for some f_n in such a way that (f_n) is an increasing sequence tending to f. (Then we have something that satisfies the hypotheses of the theorem.) What f_n could I use?

Then in the case of any function g can I consider positive and negative parts?
 
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Hmm, what if you let f_{n} \left( x \right) = \left\{ \begin{array}{rl} f \left( x \right) &, x \in I_{n} \\ 0 &, x \not \in I_{n} \end{array} \right.. I'm not sure if f_{n} \in \mathcal{L}^{1} \left( \mathbb{R}^{k} \right) but it is an increasing sequence of functions which converges point-wise to f.
 

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