Section 4.2

The Integral of a Bounded, Finitely Supported, Measurable Function

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Problem 4.8

Assume that m(E)<∞m(E) < \infty and let {fn:E→R}\left\{ f_{n}: E \rightarrow \mathbb {R}\right\} be a sequence of bounded, measurable functions. Without referring to the Bounded Convergence Theorem or Egoroff's Theorem, give a direct proof that if {fn}→f\left\{ f_{n}\right\} \rightarrow f uniformly on EE, then lim⁡n→∞∫Efndm=∫Efdm\lim_{n \rightarrow \infty } \int_{E} f_{n} d m = \int_{E} f d m.

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Problem 4.9

Let m(E)<∞m(E) < \infty and {En}n=1∞\left\{ E_{n}\right\}_{n = 1}^{\infty } be a measurable partition of EE. Just using the linearity of integration and the Bounded Convergence Theorem, show that m(E)=∑n=1∞m(En)m(E) = \sum_{n = 1}^{\infty } m\left(E_{n}\right).

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Problem 4.10

Let f:E→Rf: E \rightarrow \mathbb {R} be bounded, finitely supported and measurable. For a measurable subset AA of EE, show that ∫Af∣Adm=∫Ef⋅χAdm\left.\int_{A} f\right|_{A} d m = \int_{E} f \cdot \chi_{A} d m.

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Problem 4.11

Does the Bounded Convergence Theorem hold for the Riemann integral?

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Problem 4.12

Let f:E→Rf: E \rightarrow \mathbb {R} and g:E→Rg: E \rightarrow \mathbb {R} be bounded, finitely supported and measurable, and assume that f=gf = g almost everywhere on EE. Show that ∫Efdm=∫Egdm\int_{E} f d m = \int_{E} g d m.

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Problem 4.13

Prove Theorem 2.

Theorem 2: If f:[a,b]→Rf: \left[a, b\right] \rightarrow \mathbb {R} is a bounded, Riemann integrable function, then it is Lebesgue integrable and the two integrals are equal.

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