Let Rn be equipped with the σ-algebra of Lebesgue measurable sets, and Lebesgue measure.
(a) Given f∈L∞(Rn),g∈L1(Rn), define the convolution f⋆g, and show that it is a bounded, continuous function. [You may use without proof continuity of translation on Lp(Rn) for 1⩽p<∞.]
Suppose A⊂Rn is a measurable set with 0<∣A∣<∞ where ∣A∣ denotes the Lebesgue measure of A. By considering the convolution of f(x)=1A(x) and g(x)=1A(−x), or otherwise, show that the set A−A={x−y:x,y∈A} contains an open neighbourhood of 0 . Does this still hold if ∣A∣=∞ ?
(b) Suppose that f:Rn→Rm is a measurable function satisfying
f(x+y)=f(x)+f(y), for all x,y∈Rn
Let Br={y∈Rm:∣y∣<r}. Show that for any ϵ>0 :
(i) f−1(Bϵ)−f−1(Bϵ)⊂f−1(B2ϵ),
(ii) f−1(Bkϵ)=kf−1(Bϵ) for all k∈N, where for λ>0 and A⊂Rn,λA denotes the set {λx:x∈A}.
Show that f is continuous at 0 and hence deduce that f is continuous everywhere.