Section 7.5

Change of Variables in the Linear Case

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Problem 7.5.1

For general elements f∈L1f \in L^{1}, define ∥f∥1=∫∣f∣ dλˉk\left\| f\right\|_{1}=\int \left|f\right| \, d\bar{\lambda }_{k}. Then

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(a)

0⩽∥f∥1<+∞0 \leqslant \left\| f\right\|_{1}<+\infty.

(b)

∥f∥1=0\left\| f\right\|_{1}=0 iff f=0f=0 λˉk\bar{\lambda }_{k}-a.e.

(c)

∥cf∥1=∣c∣∥f∥1\left\| cf\right\|_{1}=\left|c\right|\left\| f\right\|_{1} for every real cc.

(d)

∥f+g∥1⩽∥f∥1+∥g∥1\left\| f+g\right\|_{1} \leqslant \left\| f\right\|_{1}+\left\| g\right\|_{1} [where g∈L1g \in L^{1} as well].

Remark.
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Parts (a)-(c) are nearly trivial. Use the triangle inequality in (d).

Problem 7.5.2

For elements f,g∈L1f, g \in L^{1} write f∼gf \sim g iff f=gf=g λˉk\bar{\lambda }_{k}-a.e. Then ∼\sim is an equivalence relation.

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Remark.
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We can't formally say that ∥⋅∥1\left\| \cdot \right\|_{1} is a norm on L1L^{1} because it is not the case that ∥f∥1=0\left\| f\right\|_{1}=0 forces ff to be the zero element --- the function identically zero --- of L1L^{1}. However, if we agree by fiat to identify elements of L1L^{1} that are equal λˉk\bar{\lambda }_{k}-a.e., and if we view ∥⋅∥1\left\| \cdot \right\|_{1} as being defined on the collection of equivalence classes L1/∼L^{1}/\sim of L1L^{1} induced by ∼\sim, then ∥⋅∥1\left\| \cdot \right\|_{1} is a norm on L1/∼L^{1}/\sim, where the "zero element" is the equivalence class of functions that are equal to zero λˉk\bar{\lambda }_{k}-a.e. We ignore this distinction, and instead talk about "the norm ∥⋅∥1\left\| \cdot \right\|_{1} defined on L1L^{1}" or "the L1L^{1}-norm ∥⋅∥1\left\| \cdot \right\|_{1}," applying ∥⋅∥1\left\| \cdot \right\|_{1} to functions instead of equivalence classes. That is, we write ∥f∥1\left\| f\right\|_{1} [which is slightly incorrect] in place of the much more cumbersome [but completely correct] ∥{g∈L1:g∼f}∥1\left\| \left\{ g \in L^{1}: g \sim f\right\} \right\|_{1}.

Problem 7.5.3

For f,g∈L1f, g \in L^{1}, define the L1L^{1}-distance between ff and gg to be ∥f−g∥1\left\| f-g\right\|_{1}. Show that this distance function is a metric if we agree to identify functions that are equal almost everywhere.

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Problem 7.5.4

Here we will show that the collection CcC_{c} of continuous functions with compact support is dense in L1L^{1}, where the notion of distance is as given in the previous exercise. That is, given f∈L1f \in L^{1} and ε>0\varepsilon >0, there is g∈Ccg \in C_{c} such that ∥f−g∥1<ε\left\| f-g\right\|_{1}<\varepsilon. Work in the following stages.

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(a)

f=  1Af=\; \mathbb {1}_{A}, where AA is a bounded Lebesgue subset of Rk\mathbb {R}^{k}. [Find compact KK and bounded open GG with K⊆A⊆GK \subseteq A \subseteq G and λˉk(G−K)<ε\bar{\lambda }_{k}(G-K)<\varepsilon; use the approximation theorem in Section 4.2. Use Urysohn's Lemma in Section 5.7 to find gg on Rk\mathbb {R}^{k} that is continuous with 0⩽g⩽10 \leqslant g \leqslant 1, g=1g=1 on KK, and g=0g=0 on GcG^{c}. Argue that g−  1A=0g-\; \mathbb {1}_{A}=0 for all x∈K∪Gc\boldsymbol {x} \in K \cup G^{c} and ∣g−  1A∣⩽1\left|g-\; \mathbb {1}_{A}\right| \leqslant 1 on G−KG-K. Show that this gives ∥g−  1A∥1<ε\left\| g-\; \mathbb {1}_{A}\right\|_{1}<\varepsilon.]

(b)

ff is a nonnegative finite-valued Lebesgue measurable simple function that is zero outside a bounded set, say f=∑i=1nci  1Aif=\sum_{i=1}^{n} c_{i} \; \mathbb {1}_{A_{i}}, where 0⩽c1,…,cn<+∞0 \leqslant c_{1}, \ldots , c_{n}<+\infty and A1,…,AnA_{1}, \ldots , A_{n} are disjoint bounded Lk\mathcal{L}^{k}-sets. [This follows from (a); approximate each   1Ai\; \mathbb {1}_{A_{i}} by some gi∈Ccg_{i} \in C_{c}. Show that ∑i=1ncigi∈Cc\sum_{i=1}^{n} c_{i} g_{i} \in C_{c} approximates ∑i=1nci  1Ai\sum_{i=1}^{n} c_{i} \; \mathbb {1}_{A_{i}}.]

(c)

ff is a nonnegative measurable function that is zero outside a bounded set. [Find a nonnegative finite-valued nondecreasing sequence {sn}n=1∞\left\{ s_{n}\right\}_{n=1}^{\infty } of Lebesgue measurable simple functions as in (b) that are zero outside of some bounded set with sn→fs_{n} \rightarrow f. Show that lim⁡n∥sn−f∥1=0\lim_{n} \left\| s_{n}-f\right\|_{1}=0 by using DCT. Therefore, ff may be approximated by the types of functions given in (b).]

(d)

ff is a measurable function that is zero outside a bounded set. [Write ff as f+−f−f^{+}-f^{-}; use (c). This part shows that ff may be approximated by functions as given in (c).]

(e)

ff a completely general element of L1L^{1}. [Use DCT to show the limit relation lim⁡n∥f  1B(0,n)−f∥1=0\lim_{n} \left\| f \; \mathbb {1}_{B(\boldsymbol {0}, n)}-f\right\|_{1}=0. Thus ff may be approximated by functions of the type given in (d). Here B(0,n)B(\boldsymbol {0}, n) is the open ball centered at the origin with radius nn.]

(f)

Work backward from (e) to (a) to prove the claim given at the beginning of this problem.

Remark.
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Approximation theorem for Lebesgue measure (Section 4.2), the part needed here: given A∈LkA \in \mathcal{L}^{k} and ε>0\varepsilon >0, there exist a closed set CC and open set G1G_{1} with C⊆A⊆G1C \subseteq A \subseteq G_{1} and λk(G1−C)<ε/2\lambda_{k}\left(G_{1}-C\right)<\varepsilon /2; combined with the analogous statement for AcA^{c}, this yields compact KK and bounded open GG with K⊆A⊆GK \subseteq A \subseteq G and λk(G−K)<ε\lambda_{k}(G-K)<\varepsilon whenever AA is itself bounded. Urysohn's Lemma (Section 5.7): let ∅⊊F⊆G⊆Rk\varnothing \subsetneq F \subseteq G \subseteq \mathbb {R}^{k}, where FF is closed and GG is open. Then there exists a continuous function ϕ:Rk→R\phi : \mathbb {R}^{k} \rightarrow \mathbb {R} such that (i) 0⩽ϕ(x)⩽10 \leqslant \phi (\boldsymbol {x}) \leqslant 1 for each x∈Rk\boldsymbol {x} \in \mathbb {R}^{k}, (ii) ϕ(x)=1\phi (\boldsymbol {x})=1 for each x∈F\boldsymbol {x} \in F, (iii) ϕ(x)=0\phi (\boldsymbol {x})=0 for each x∈Gc\boldsymbol {x} \in G^{c}, and (iv) 0<ϕ(x)<10<\phi (\boldsymbol {x})<1 for each x∈G−F\boldsymbol {x} \in G-F. The support of a function ff is the set supp⁡(f)={ω∈Rk:f(ω)≠0}‾\operatorname {supp}(f)=\overline{\left\{ \boldsymbol {\omega } \in \mathbb {R}^{k}: f(\boldsymbol {\omega }) \neq 0\right\} }; if this closed set is bounded, and hence compact, we say that ff has compact support.

Problem 7.5.5

We know that if f∈L1f \in L^{1}, then τyf∈L1\tau_{\boldsymbol {y}} f \in L^{1} for every y∈Rk\boldsymbol {y} \in \mathbb {R}^{k}. [τy\tau_{\boldsymbol {y}} is the translation operator given in Claim 2.] Show that lim⁡y→0∥τyf−f∥1=0\lim_{\boldsymbol {y} \rightarrow \boldsymbol {0}} \left\| \tau_{\boldsymbol {y}} f-f\right\|_{1}=0.

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Remark.
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Claim 2 (of this section): let f:Rk→R‾f: \mathbb {R}^{k} \rightarrow \overline{\mathbb {R}} be Lebesgue measurable, and let τy\tau_{\boldsymbol {y}} denote translation by some y∈Rk\boldsymbol {y} \in \mathbb {R}^{k}: τyf(x)=f(x+y)\tau_{\boldsymbol {y}} f(\boldsymbol {x})=f(\boldsymbol {x}+\boldsymbol {y}) for every x∈Rk\boldsymbol {x} \in \mathbb {R}^{k}. Then: (a) τyf\tau_{\boldsymbol {y}} f is Lebesgue measurable; (b) if ff is nonnegative, then ∫f dλk=∫τyf dλk\int f \, d\lambda_{k}=\int \tau_{\boldsymbol {y}} f \, d\lambda_{k}; (c) if f∈L1(Rk,Lk,λk)f \in L^{1}\left(\mathbb {R}^{k}, \mathcal{L}^{k}, \lambda_{k}\right), then τyf∈L1(Rk,Lk,λk)\tau_{\boldsymbol {y}} f \in L^{1}\left(\mathbb {R}^{k}, \mathcal{L}^{k}, \lambda_{k}\right), and again ∫f dλk=∫τyf dλk\int f \, d\lambda_{k}=\int \tau_{\boldsymbol {y}} f \, d\lambda_{k}.