A4.3

Functional Analysis
Part II, 2002

Define the distribution function Φf\Phi_{f} of a non-negative measurable function ff on the interval I=[0,1]I=[0,1]. Show that Φf\Phi_{f} is a decreasing non-negative function on [0,][0, \infty] which is continuous on the right.

Define the Lebesgue integral Ifdm\int_{I} f d m. Show that Ifdm=0\int_{I} f d m=0 if and only if f=0f=0 almost everywhere.

Suppose that ff is a non-negative Riemann integrable function on [0,1][0,1]. Show that there are an increasing sequence (gn)\left(g_{n}\right) and a decreasing sequence (hn)\left(h_{n}\right) of non-negative step functions with gnfhng_{n} \leqslant f \leqslant h_{n} such that 01(hn(x)gn(x))dx0\int_{0}^{1}\left(h_{n}(x)-g_{n}(x)\right) d x \rightarrow 0.

Show that the functions g=limngng=\lim _{n} g_{n} and h=limnhnh=\lim _{n} h_{n} are equal almost everywhere, that ff is measurable and that the Lebesgue integral Ifdm\int_{I} f d m is equal to the Riemann integral 01f(x)dx\int_{0}^{1} f(x) d x.

Suppose that jj is a Riemann integrable function on [0,1][0,1] and that j(x)>0j(x)>0 for all xx. Show that 01j(x)dx>0\int_{0}^{1} j(x) d x>0.