Proving that a measurable function is integrable

In summary: Meanwhile, I_k = \{ 2^{k} \} which has measure 0.In summary, the conversation discusses the integrability of a measurable function f:ℝ\rightarrowℝ. It is proven that f is integrable only if the sum of the measure of the sets A_k = \left\{x\inℝ:2^{k-1}<\left|f(x)\right|≤2^{k}\right\}, k\in \mathbb{Z}, is finite. This is shown by using definitions and properties of integrable functions and measurable sets. The attempt at a solution provided in the conversation is flawed as it makes incorrect assertions and does not define all necessary variables.
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1. Homework Statement [/b]

Let [itex]f:ℝ\rightarrowℝ[/itex] be measureable and [itex]A_{k}=\left\{x\inℝ:2^{k-1}<\left|f(x)\right|≤2^{k}\right\}[/itex], [itex]k\in[/itex] [itex]\mathbb{Z}[/itex].

Show that [itex]f[/itex] is integrable only if [itex]\sum^{∞}_{k=-∞}2^{k}m(A_{k}) < ∞ [/itex].

Homework Equations


By the definition [itex]f[/itex] is integrable in ℝ if and only if [itex]f[/itex] is measurable and [itex]∫_{ℝ}\left|f\right|<∞[/itex].

Now we know that [itex]f[/itex] is measureable, thus we should show that [itex]∫_{E}\left|f\right|≤ \sum^{∞}_{k=-∞}2^{k}m(A_{k}) < ∞ [/itex].


The Attempt at a Solution



Let [itex]f = \sum^{∞}_{k=-∞}f_{k}[/itex], we get [itex] \left|f \right| = \left| \sum^{∞}_{k=-∞} f_{k} \right| \Rightarrow \int_{ℝ}\left|f\right| = \int_{ℝ}\left|\sum^{∞}_{k=-∞}f_{k}\right| [/itex]

(?)We also notice that [itex]\int_{ℝ}\left|\sum^{∞}_{k=-∞}f_{k}\right| = \sum^{∞}_{k=-∞}\int_{ℝ}\left|f_{k}\right| = 2 \sum^{∞}_{k=0}\int_{ℝ}\left|f_{k}\right| [/itex] (Beppo Levi's lemma?) (?)

Let [itex]I_{k} = [2^{k-1}, 2^{k}][/itex]. The length of this interval is [itex]\ell(I_{k}) = 2^{k}-2^{k-1}=2^{k}(1-2^{-1}) = (1/2)2^{k}[/itex]

We get [itex]m(A_{k})≤\ell(I_{k}) \Rightarrow \sum^{∞}_{k=-∞}m(A_{k})≤\sum^{∞}_{k=-∞}\ell(I_{k}) = \frac{1}{2}\sum^{∞}_{k=-∞}2^{k}[/itex].

And thereby [itex]2\sum^{∞}_{k=-∞}m(A_{k}) = \sum^{∞}_{k=-∞}2m(A_{k}) ≤ \sum^{∞}_{k=-∞}2^{k}[/itex].

Does my inference make any sense?
 
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  • #2
What is [itex]f_k[/itex]? You didn't define it.

Also, your assertion that

[tex]m(A_{k})≤\ell(I_{k})[/tex]

is nonsense. [itex]A_k[/itex] is a subset of the domain of the function, whereas [itex]I_k[/itex] is a subset of the range. You certainly do not have [itex]A_k \subset I_k[/itex], which I suspect is the unstated assertion leading you to claim that [itex]m(A_{k})≤\ell(I_{k})[/itex]. E.g. if I put [itex]f(x) = 2^{k}[/itex] for all x, then [itex]A_k = \mathbb{R}[/itex] and thus [itex]m(A_k) = \infty[/itex].
 
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FAQ: Proving that a measurable function is integrable

1. What is the definition of integrability for a measurable function?

The definition of integrability for a measurable function is that it can be divided into smaller intervals on which the function is bounded, and the sum of the areas under these intervals approaches a finite limit as the intervals become smaller and smaller.

2. How do you prove that a measurable function is integrable?

To prove that a measurable function is integrable, one can use the Riemann integral, which involves dividing the function into smaller intervals and taking the limit of the sums of the areas under these intervals. If the limit exists and is finite, then the function is considered integrable.

3. Can a non-measurable function be integrable?

No, a non-measurable function cannot be integrable. This is because the definition of integrability requires that the function is measurable, meaning it can be divided into smaller intervals and the sum of the areas under these intervals approaches a finite limit.

4. What are some properties of an integrable function?

Some properties of an integrable function include that it is bounded, meaning it does not take on infinite values, and that it has a finite limit as the intervals used to measure it become smaller and smaller. Additionally, integrable functions are closed under addition, subtraction, and multiplication, and the integral of a constant times a function is equal to the constant times the integral of the function.

5. Are there any alternative methods for proving that a measurable function is integrable?

Yes, there are alternative methods for proving integrability, such as the Lebesgue integral. This method involves dividing the function into smaller intervals, but instead of taking the limit of the sums of the areas, it takes the limit of the sums of the heights of the intervals multiplied by their widths. If this limit exists and is finite, then the function is considered integrable.

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