Change of Variables in the Linear Case
[5/0%]For general elements , define . Then
.
iff -a.e.
for every real .
[where as well].
Parts (a)-(c) are nearly trivial. Use the triangle inequality in (d).
For elements write iff -a.e. Then is an equivalence relation.
We can't formally say that is a norm on because it is not the case that forces to be the zero element --- the function identically zero --- of . However, if we agree by fiat to identify elements of that are equal -a.e., and if we view as being defined on the collection of equivalence classes of induced by , then is a norm on , where the "zero element" is the equivalence class of functions that are equal to zero -a.e. We ignore this distinction, and instead talk about "the norm defined on " or "the -norm ," applying to functions instead of equivalence classes. That is, we write [which is slightly incorrect] in place of the much more cumbersome [but completely correct] .
For , define the -distance between and to be . Show that this distance function is a metric if we agree to identify functions that are equal almost everywhere.
Here we will show that the collection of continuous functions with compact support is dense in , where the notion of distance is as given in the previous exercise. That is, given and , there is such that . Work in the following stages.
, where is a bounded Lebesgue subset of . [Find compact and bounded open with and ; use the approximation theorem in Section 4.2. Use Urysohn's Lemma in Section 5.7 to find on that is continuous with , on , and on . Argue that for all and on . Show that this gives .]
is a nonnegative finite-valued Lebesgue measurable simple function that is zero outside a bounded set, say , where and are disjoint bounded -sets. [This follows from (a); approximate each by some . Show that approximates .]
is a nonnegative measurable function that is zero outside a bounded set. [Find a nonnegative finite-valued nondecreasing sequence of Lebesgue measurable simple functions as in (b) that are zero outside of some bounded set with . Show that by using DCT. Therefore, may be approximated by the types of functions given in (b).]
is a measurable function that is zero outside a bounded set. [Write as ; use (c). This part shows that may be approximated by functions as given in (c).]
a completely general element of . [Use DCT to show the limit relation . Thus may be approximated by functions of the type given in (d). Here is the open ball centered at the origin with radius .]
Work backward from (e) to (a) to prove the claim given at the beginning of this problem.
Approximation theorem for Lebesgue measure (Section 4.2), the part needed here: given and , there exist a closed set and open set with and ; combined with the analogous statement for , this yields compact and bounded open with and whenever is itself bounded. Urysohn's Lemma (Section 5.7): let , where is closed and is open. Then there exists a continuous function such that (i) for each , (ii) for each , (iii) for each , and (iv) for each . The support of a function is the set ; if this closed set is bounded, and hence compact, we say that has compact support.
We know that if , then for every . [ is the translation operator given in Claim 2.] Show that .
Claim 2 (of this section): let be Lebesgue measurable, and let denote translation by some : for every . Then: (a) is Lebesgue measurable; (b) if is nonnegative, then ; (c) if , then , and again .