REAL ANALYSIS AND MEASURE

THEORY

BY

DR. PRATULANANDA DAS

DEPARTMENT OF MATHEMATICS
JADAVPUR UNIVERSITY
KOLKATA- 700032
WEST BENGAL, INDIA
E-mail : [email protected]
 Chapter 3

(Equivalent to three hours of

teaching/modules)

Lebesgue Measurable functions

1
 3.1. Introduction

In this chapter we deal with some functions, namely Lebesgue measurable

functions which are naturally linked with the notion of measurable sets defined
in the last chapter. One can ask why we need such a function. the best answer
to this question is that we ultimately intend to define an integration process
modeled on Riemann integration which should be stronger than Riemann inte-
gration. Since functions are the objects which we integrate, we need to define a
special class of functions which we will like to integrate. Recall that in Riemann
integration we integrated bounded functions on intervals where the lengths of
intervals were used to define Riemann integrability as also the value of the in-
tegral where it exists. In the last chapter we have seen how the notion of the
length of an interval has been extended to the notion of Lebesgue measure and
measurable sets are precisely those sets whose measures are known. As a natural
extension, in this new process of integration we would like to take measurable
sets as the domain of integration instead of only intervals.

While trying to think which functions will be most suitable in this new inte-
gration process it is quite certain that we need to have those functions such that
sets arising out of those functions should be measurable. Like many other con-
cepts, here the inverse images of functions are more important than the values
taken by the functions. Recall that we already are familiar with such concepts.
For example continuous functions are precisely those functions under which in-
verse images of open sets are open.

In this chapter we define Lebesgue measurable functions and prove its basic
properties. We also define a special type of measurable function called simple
function and mainly show that any measurable function can be expressed as the
limit of a sequence of simple functions.

3.2. Lebesgue measurable functions

We now define the notion of a Lebesgue measurable function as follows.

Definition 3.1. Let f : D → R be an extended real valued function defined

on a measurable subset D of R. Then f is called Lebesgue measurable (more
briefly, measurable) if one of the following conditions hold.

(i) {x ∈ D : f (x) > α} is measurable for any α ∈ R.

(ii) {x ∈ D : f (x) ≤ α} is measurable for any α ∈ R.
(iii) {x ∈ D : f (x) < α} is measurable for any α ∈ R.
(iv) {x ∈ D : f (x) ≥ α} is measurable for any α ∈ R.

In view of the following simple observations

(α, ∞)c = (−∞, α]

2
 (−∞, α)c = [α, ∞)
∞
[ 1
(α, ∞) = [α + , ∞)
n=1
n
∞
\ 1
[α, ∞) = (α − , ∞)
n=1
n
and the fact that measurable sets form a σ-algebra, it readily follows that

(ii) ⇐⇒ (i) ⇐⇒ (iv) ⇐⇒ (iii).

Throughout, by functions we will mean real valued functions. In this con-

text we would like to mention that we could have considered extended real
valued functions f , in which case, f −1 {∞} and f −1 {−∞} must also be mea-
surable. But we restrict our attention to real valued functions only as we do
not lose anything and the treatment is a little simpler. From now on we will
write Lebesgue measurable functions as simply measurable functions. It is easy
to construct measurable as well as non-measurable functions. Obviously every
constant function defined on a measurable set is measurable. Recall that for
A ⊂ R the characteristic function χA is defined as the function which takes the
value 1 for all points of A and takes the value 0 outside A.

Lemma 3.2. The characteristic function χA is measurable if and only if the

set A is measurable.

Proof: Observe that for α ∈ R, we have

{x : χA (x) > α} = R if α < 0

= A if 0 ≤ α < 1
= φ if α ≥ 1.

In each case the set on the right hand side is measurable and hence χA is a
measurable function when A is a measurable set. Conversely let χA be a mea-
surable function. Take the set A = {x : χA (x) > 0} and hence A is measurable.

Theorem 3.3. If f, g are measurable functions defined on the same measurable

set D ⊂ R then

(i) cf is measurable for any c ∈ R.

(ii) f + g is measurable.
(iii) f − g is measurable.
(iv) f 2 is measurable.
(v) f g is measurable. In addition fg is also measurable if g(x) 6= 0 ∀x ∈ D.
(vi) |f | is measurable.
(vii) max{f, g} and min{f, g} are measurable.

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Proof: (i) If c = 0 then the result is obvious. Let α ∈ R be given. Note that if
c > 0 then
α
{x ∈ D : cf (x) > α} = {x ∈ D : f (x) > }
c
and if c < 0 then
α
{x ∈ D : cf (x) > α} = {x ∈ D : f (x) < }.
c
Since f is measurable, so the sets on the right hand side are measurable and so
cf is measurable.

(ii) Let α ∈ R be given. Note that (f + g)(x) = f (x) + g(x) > α if and only
if f (x) > α − g(x) which is possible if and only if we can find a rational number
r between f (x) and α − g(x) as the set of rational numbers is dense in R. This
observation enables us to write
[
{x ∈ D : f (x) + g(x) > α} = [{x ∈ D : f (x) > r} ∩ {x ∈ D : g(x) > α − r}].
r∈Q

Since both f and g are measurable, so each set on the right hand side is mea-
surable and the result now follows from the fact that intersection and countable
union of measurable sets are also measurable.

(iii) By (i) −g = (−1)g is measurable as g is measurable and since f is

measurable so f − g = f + (−g) is also measurable by (ii).

(iv) Let α ∈ R be given. Note that

{x ∈ D : f 2 (x) ≥ α} = D

if α ≤ 0 and
√ √
{x ∈ D : f 2 (x) ≥ α} = {x ∈ D : f (x) ≥ α} ∪ {x ∈ D : f (x) ≤ − α}

if α > 0. This shows that f 2 is also measurable.

(v) That f g is measurable follows from the above results and the fact that
we can write
(f + g)2 − (f − g)2
fg = .
4

f
The measurability of g can be obtained following the same line of arguments
given in (ii).

(vi) Let α ∈ R be given. Now

{x ∈ D : |f (x)| ≥ α} = D

4
if α ≤ 0 and

{x ∈ D : |f (x)| ≥ α} = {x ∈ D : f (x) ≥ α} ∪ {x ∈ D : f (x) ≤ −α}

if α > 0. It now readily follows that |f | is measurable.

(vii) Measurability of max{f, g} follows from the fact that for any α ∈ R we
have

{x ∈ D : max{f, g} > α} = {x ∈ D : f (x) > α} ∪ {x ∈ D : g(x) > α}.

Similar arguments show that min{f, g} is also measurable.

Theorem 3.4. Let {fn }n∈N be a sequence of measurable functions defined on

a measurable set D ⊂ R. Then

(i) sup fn is measurable.

n
(ii) inf fn is measurable.
n
(iii) lim supfn (or inf (sup fi )) is measurable.
n n i≥n
(iv) lim inf fn (or sup(inf fi )) is measurable.
n n i≥n
(v) limfn (if exists) is measurable.
n

Proof: (i) We have

∞
[
{x ∈ D : sup fn (x) > α} = {x ∈ D : fn (x) > α}.
n
n=1

Since {x ∈ D : fn (x) > α} is measurable for each n and countable union of

measurable sets is measurable, so {x ∈ D : sup fn (x) > α} is measurable.
n
Hence sup fn is measurable.
n

(ii) The result follows from the observation that

∞
[
{x ∈ D : inf fn (x) < α} = {x ∈ D : fn (x) < α}.
n
n=1

(iii),(iv) and (v) immediately follows from (i) and (ii).

Lemma 3.5. Every real valued continuous function defined on a measurable

set D is measurable.

Proof: Let α ∈ R. Now {x ∈ D : f (x) > α} = f −1 (α, ∞) being the inverse

image of an open interval (α, ∞) under a continuous function f is an open set

5
and so is measurable.

Before we prove more results we introduce the notion of ”almost every-

where”. A property ”P” is said to be satisfied almost everywhere in R if there is
a measurable set E of Lebesgue measure zero such that the property ”P” holds
everywhere in E c .

Lemma 3.6. Let f and g be two functions defined on a measurable set D ⊂ R.

If f is measurable and f = g almost everywhere then g is also measurable.

Proof; For α ∈ R let us write A = {x ∈ D : f (x) > α} and B = {x ∈ D :

g(x) > α}. Since f is measurable, so the set A is measurable. Also since f = g
almost everywhere, so both the sets A − B and B − A have Lebesgue measure
zero. Now observe that we can write

B = (B − A) ∪ (B ∩ A) = (B − A) ∪ (A − (A − B)).

Clearly both the sets on the right hand side are measurable and so the set B is
measurable which in turn implies that g is measurable.

We can strengthen Lemma 3.5 in the following way.

Theorem 3.7. If a function f defined on a measurable set D ⊂ R is continuous

almost everywhere then f is measurable.

Proof: Since f is continuous almost everywhere, so the set E of discontinuities

of f has Lebesgue measure zero. Now see that, for α ∈ R,

{x ∈ D : f (x) > α} = {x ∈ E : f (x) > α} ∪ {x ∈ D − E : f (x) > α}.

Now the first set on the right hand side being a subset of E has also Lebesgue
measure zero and so is measurable. Writing the second set as C we note that f
is continuous at every point of C. Then for any x ∈ C by the continuity of f at
x we can find a δx > 0 such that f (y) > α whenever y ∈ {u ∈ D : |u − x| < δx }.
Let [
U= {u : |u − x| < δx }.
x∈C

Clearly U is an open set and so is a measurable set and so C = U ∩ (D − E) is

also measurable. This completes the proof of the result.

Corollary 3.8. Monotonic functions defined on measurable sets are measur-

able.

3.3. Simple functions

We now consider a special class of measurable functions, namely simple func-

tions, which will form the building blocks for the new integration process. One

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may recall that step functions form the basic tool to define Riemann integra-
tion. What is a step function ? A step function is a finite valued function taking
constant values on intervals. Replacing intervals by measurable sets we get the
notion of simple functions.

Definition 3.9. A real valued function f defined on a measurable set D ⊂ R

is said to be a simple function if it is measurable and attains finite number of
values on D.

If f is a simple function defined on a measurable set E and f takes the

distinct values α1 , α2 , · · · , αk then
k
X
f= αi χEi
i=1

where Ei = {x ∈ X : f (x) = αi } is measurable (which follows from the defini-

k
[
tion measurability of f ) for each i and we see that E = Ei and Ei ∩ Ej = φ
i=i
if i 6= j. Thus every simple function can be written as a linear combination of
characteristic functions of finite number of pairwise disjoint measurable subsets
of E whose union is E. This representation is called the canonical representa-
tion of a simple function and whenever we will write such a representation of a
simple function we will always mean the canonical representation.

On the other hand if E1 , E2 , · · · , Ek are measurable sets and α1 , α2 , · · · , αk

X k
are k distinct real numbers then αi χEi is a simple function defined on
i=1
k
[
E = Ei because the linear combination of measurable functions is mea-
i=1
surable and it can have at most finitely many values.

Following observations are easy consequences of the definition of simple func-

tions.

Theorem 3.10. If f and g are simple functions defined on the same domain
then so are f + g, f − g, cf for c ∈ R, f 2 , |f |, f g, max{f, g}, min{f, g}.

Before we prove our next result we recall that for a real valued function
f , the positive and negative parts of f are respectively defined by f + (x) =
max{f (x), 0} and f − (x) = max{−f (x), 0} for all x. Clearly both f + and f −
are non-negative and f = f + − f − whereas |f | = f + + f − . Also it is easy to
verify that f is measurable if and only if both f + and f − are measurable.

For bounded real valued functions f, g defined on a set X ⊂ R we define

7
||f || = sup |f (x)| and likewise ||f − g|| = sup |f (x) − g(x)|. Obviously ||f || < ∞
x∈X x∈X
if and only if f is bounded. Further note that for a sequence of functions
{fn }n∈N , ||fn − f || → 0 implies that fn converges to f uniformly.

Lemma 3.11. For any non-negative bounded measurable function f defined

on a measurable set E there exists a simple function g such that 0 ≤ g ≤ f and
||f − g|| ≤ ||f2 || .

Proof: Since f is a bounded function so ||f || < ∞. Let E = {x ∈ D : f (x) ≥

||f || ||f ||
2 }. Since f is measurable, so E is measurable. Let g = 2 χE . Then g is a
simple function. Clearly 0 ≤ g ≤ f and ||f − g|| ≤ ||f2 || .

Theorem 3.12. Let f be a non-negative bounded measurable function defined

on a measurable set E. Then there exists a monotonically increasing sequence
of simple functions {fn }n∈N which converges to f uniformly.

Proof: Since f is a non-negative bounded measurable function, so by Lemma

2.11 we can find a simple function g1 such that 0 ≤ g1 ≤ f and
||f ||
||f − g1 || ≤ .
2
Now f − g1 is again a non-negative bounded measurable function and so we can
find another simple function g2 such that 0 ≤ g2 ≤ f − g1 and
||f − g1 || ||f ||
||f − g1 − g2 || ≤ ≤ 2 .
2 2
Proceeding in this way we get a sequence of simple functions {gn }n such that
0 ≤ gn ≤ f − (g1 + g2 + · · · + gn−1 ) and

||f ||
||f − (g1 + g2 + · · · + gn )|| ≤
2n
for all n ∈ N. If we let fn = g1 + g2 + · · · + gn then each fn is a simple function,
0 ≤ fn ≤ f , the sequence {fn }n∈N is increasing and

||f ||
||f − fn || ≤ →0
2n
as n → ∞ which shows that fn → f uniformly.

Corollary 3.13. If f is a bounded measurable function defined on a measurable

set E then there exists a sequence of simple functions {fn }n∈N which converges
to f uniformly.

Proof: We can write f = f + − f − where as before f + = max{f, 0} and

f − = max{−f, 0}. Then f + and f − are non-negative bounded measurable

8
functions. Hence by Theorem 3.12 there exist two sequences of simple functions
{gn }n∈N and {hn }n∈N which converges to f + and f − uniformly respectively.
Then clearly fn = gn − hn is the required sequence of simple functions.

Theorem 3.14. Let f be a measurable function defined on a measurable set

E. Then there exists a sequence of simple functions {fn }n∈N such that fn → f
pointwise.

Proof: Since we can write f = f + − f − , so it is sufficient to prove the result for

a non-negative measurable function only. Now let gn = min{f, n} for all n ∈ N.
Then {gn }n is a sequence of non-negative bounded measurable functions with
gn → f . For each n ∈ N from the sequence of simple functions converging
uniformly to gn , we can choose a simple function fn such that 0 ≤ fn ≤ gn and
1
||gn − fn || < .
2n
Then for all x ∈ E,
|f (x) − fn (x)| ≤ |f (x) − gn (x)| + |gn (x) − fn (x)|
1
< |f (x) − gn (x)| + n .
2
So {fn }n is the required sequence of simple functions converging to f pointwise.

In the above proof, when f ≥ 0, if we further define hn = max{f1 , f2 , · · · , fn }

then {hn }n∈N is a monotonically increasing sequence of simple functions with
fn ≤ hn ≤ gn ≤ f and consequently {hn }n∈N converges to f pointwise.

3.4. Self-check Exercises

Exercise 3.1. Let f : R → R be such that f −1 ({c}) is Lebesgue measurable

for every c ∈ R. Is it true that f is a Lebesgue measurable function ?

Solution: No. Let E ⊂ (0, 1) be a non-measurable set and define f (x) =

ex (2 χE − 1) on R. Clearly f (x) > 0 on E and f (x) ≤ 0 on R \ E. Also f
is injective and hence f −1 ({c}) = {x ∈ R : f (x) = c} is either empty or a
singleton set for each c ∈ R. In either case it is Lebesgue measurable. But
f −1 ((0, ∞)) = E is a non-measurable set and so f is not a Lebesgue measurable
function.

Exercise 3.2. A function f : D → R is called Borel-measurable if D is a Borel

set and for each α ∈ R, the set {x ∈ D : f (x) > α} is a Borel set. If f : D → R
is measurable and g : R → R is Borel measurable then show that g ◦ f : D → R
is measurable.

Solution: For any real number α,

{x ∈ D : g(f (x)) > α} = (g ◦ f )−1 (α, ∞) = f −1 (g −1 (α, ∞)).

9
Now the measurability of f follows from the fact that inverse image of every
Borel set is measurable.

Exercise 3.3. Let f : D → R be a measurable function and let A = {x ∈ D :

f (x) = 0}. If f1 is defined to be α on A for some α ∈ R then f1 is measurable.
If µ(A) = 0 then f1 is measurable irrespective of what values we assign to it on A.

Solution: First note that the set D − A is measurable and so f : D − A → R

is measurable which in turn implies that f1 is well defined on D − A and is also
measurable. Evidently then for any real number c
1 1
{x ∈ D : > c} = {x ∈ D − A : > c} if c ≥ α,
f (x) f (x)
1
= {x ∈ D − A : > c} ∪ A if c < α.
f (x)
1
Therefore f is measurable.

In the second case defining g : D → R by g(x) = f (x) when f (x) 6= 0 and

g(x) = β for all x ∈ A where β 6= 0 we see that g = f almost everywhere and so
g is measurable. Since g 6= 0 on D, so g1 is also measurable. Finally we observe
that g1 = f1 almost everywhere and so f1 is measurable irrespective of the values
we assign to f1 on A.

Exercise 3.4. If f and g are measurable functions defined on a measurable set

D then prove that the set {x ∈ D : f (x) = g(x)} is measurable.

Solution: Note that {x ∈ D : f (x) = g(x)} = D−{x ∈ D : f (x) 6= g(x)}. Since

difference of two measurable sets is measurable, so it is sufficient to prove that
{x ∈ D : f (x) 6= g(x)} is measurable. Consider the set {x ∈ D : f (x) > g(x)}.
Since we can write
[
{x ∈ D : f (x) > g(x)} = [{x ∈ D : f (x) > r} ∩ {x ∈ D : g(x) < r}]
r∈Q

and each of the sets on the right hand side are measurable so it follows that
the set {x ∈ D : f (x) > g(x)} being countable union of measurable sets is also
measurable. Similarly {x ∈ D : f (x) < g(x)} is also measurable and this proves
the result.

Exercise 3.5. If f : [a, b] → R is a measurable function then prove that there

is a unique real number r satisfying
b−a
µ({x ∈ [a, b] : f (x) ≥ r}) ≥
2
while
b−a
µ({x ∈ [a, b] : f (x) ≥ s}) <
2

10
for all s > r.

Solution: We consider a function F : R → R defined by

F (c) = µ({x ∈ [a, b] : f (x) > c}) ∀c ∈ R.

Obviously F is a non-increasing function on R and also

lim F (c) = b − a and lim F (c) = 0.

c→−∞ c→∞

Consequently the set {c ∈ R : F (c) ≥ b−a 2 } = A (say) should be a non-void

subset of R which is bounded above. Then r = sup A exists and clearly for all
s>r
b−a
µ({x ∈ [a, b] : f (x) ≥ s}) < .
2
Finally choosing an increasing sequence {rn }n∈N converging to r, we get by the
continuity of Lebesgue measure,
∞
[
µ({x ∈ [a, b] : f (x) ≥ r}) = µ( {x ∈ [a, b] : f (x) ≥ rn })
n=1
= lim µ({x ∈ [a, b] : f (x) ≥ rn })
n→∞
b−a
≥ .
2
It is easy to check that r is unique.

Summary: In this chapter we have defined the notion of measurable functions

which will later turn out to be the ideal choice of functions which we want to in-
tegrate by using Lebesgue measure. We have established their basic properties.
finally we have concentrated on a special class of measurable functions called
simple functions whose motivation comes from the notion of step functions and
have primarily shown that any measurable function can be thought of as a limit
function of a sequence of simple functions.

Following are the main definitions and points to be remembered.

• Let f : D → R be a real valued function defined on a measurable subset

D of R. Then f is called Lebesgue measurable (more briefly, measurable) if one
of the following holds.

(i) {x ∈ D : f (x) > α} is measurable for any α ∈ R.

(ii) {x ∈ D : f (x) ≤ α} is measurable for any α ∈ R.
(iii) {x ∈ D : f (x) < α} is measurable for any α ∈ R.
(iv) {x ∈ D : f (x) ≥ α} is measurable for any α ∈ R.

11
 • If f , g are measurable functions then so are cf , where c ∈ R, f + g, f − g,
f 2 , |f |, min{f, g}, max{f, g}. If {fn }n∈N is a sequence of measurable functions
then sup fn , inf fn , lim sup fn , lim inf fn and lim fn (if exists) are all measurable.
n n n n n

• A real valued function f defined on a measurable set D ⊂ R is said to be

a simple function if it is measurable and attains finite number of values on D.

• Let f be a measurable function defined on a measurable set E. Then there

exists a sequence of simple functions {fn }n∈N such that fn → f pointwise. If
f ≥ 0 then the sequence of simple functions can be chosen as monotone increas-
ing. Further if f is bounded then the convergence is uniform.

Acknowledgement: While writing this chapter the author has followed the
excellent books by H.L. Royden et al, R.A. Gordon and also in certain places the
book by S.K. Berberian (in particular the treatment of lemma 3.11 to Theorem
3.14). The full references of these books is given in ”Learn More” section.

12
 SELF ASSESSMENT

Example 3.1. Let S = {f : [0, 1] → R | f is Lebesgue measurable}. Then

images of measurable sets under f are measurable. Is this true or false ?

Example 3.2. Let f : R → R be a function. Which of the following conditions

does not necessarily imply that f is Lebesgue measurable ?

(a) f −1 ([r, ∞)) is Lebesgue measurable for each r ∈ Q.

(b) f −1 ([s, ∞)) is Lebesgue measurable for each s ∈ R \ Q.
(c) f −1 ({a}) is Lebesgue measurable for each a ∈ R.
(d) f −1 (E) is Lebesgue measurable for each Lebesgue measurable subset E of
R.

Example 3.3. Let f : R → R be a function. Which of the following conditions

is not necessarily true ?

(a) If f is Lebesgue measurable then |f | is also Lebesgue measurable.

(b) If |f | is Lebesgue measurable then f is also Lebesgue measurable.
(c) If f is Lebesgue measurable then ef is also Lebesgue measurable.
(d) If ef is Lebesgue measurable then f is also Lebesgue measurable.

Example 3.4. Let f : [0, 1] → R. Then which of the following conditions may
not imply that f is Lebesgue measurable ?

(a) f is a continuous function.

(b) f is a monotonic function.
(c) f is a step function.
(d) f is a characteristic function on some subset E ⊂ [0, 1].

13
Example 3.5. Let S = {f : [0, 1] → R | f is Lebesgue measurable}. Then S
forms a vector space over R under the usual additions and scalar multiplications
of functions. Is this true or false ?

Example 3.6. Let S = {f : [0, 1] → R | f is Lebesgue measurable}. Then S is

a ring and a vector space over R with respect to the following operations.

(f + g)(x) = f (x) + g(x) for all x ∈ R

(f g)(x) = f (x)g(x) for all x ∈ R.

Example 3.7. Which of the following is true ?

(a) Every measurable function is monotonic.

(b) Every measurable function is continuous.
(c) Every continuous function is measurable.
(d) A function which is discontinuous everywhere can be measurable.

Example 3.8. Let T : R → R be a non zero linear transformation over the

field of reals. Then which of the following is false ?

(a) T (E) is Lebesgue measurable for every Lebesgue measurable set E ⊂ R.

(b) T −1 (E) is Lebesgue measurable for every Lebesgue measurable set E ⊂ R.
(c) T is a Lebesgue measurable function.
(d) T is continuous but not absolutely continuous.

Example 3.9. Let f : R → R and g : R → R be two functions. Which of the

following conditions is false ?

(a) If f is continuous and g is Lebesgue measurable then f ◦ g is Lebesgue

measurable.
(b) If f is Lebesgue measurable and g is continuous then f ◦ g is Lebesgue
measurable.
(c) If f is Lebesgue measurable and g is a non zero linear transformation over
the reals then f ◦ g is Lebesgue measurable.
(d) If both f and g are differentiable functions on R then (f ◦ g)0 is Lebesgue
measurable.

14
Example 3.10. Let f : R → R be a measurable function. Which of the follow-
ing conditions is always true?

(a) There is a monotone increasing sequence of simple functions which con-

verges to f pointwise.
(b) There is a sequence of simple functions which converges to f uniformly.
(c) There is a monotone increasing sequence of simple functions which con-
verges to f uniformly.
(d) There is a sequence of simple functions which converges to f pointwise.

SOLUTIONS

• Solution of Example 3.1: False.

• Solution of Example 3.2: Ans: (c).

• Solution of Example 3.3: Ans: (b).

( We know that if g : R → R is continuous then g ◦ f is Lebesgue measurable.
Since g(x) = ex is a continuous function, it follows that g ◦ f = ef is Lebesgue
measurable. Also if h = ef : R → (0, ∞) is Lebesgue measurable then by taking
g : (0, ∞) → R by g(x) = ln x it follows that f = g ◦ h is Lebesgue measurable
as g is continuous. Also if f is Lebesgue measurable then clearly |f | is Lebesgue
measurable but the converse is not true. Consider a function f that takes the
value 1 on a non-measurable set E and −1 outside E.)

• Solution of Example 3.4: Ans: (d)

• Solution of Example 3.5: True.

• Solution of Example 3.6: True.

• Solution of Example 3.7: Ans: (c)

• Solution of Example 3.8: Ans: (d).

( T (x) = ax for some non zero a ∈ R. Hence T (E) = aE or T −1 (E) = a1 E is
measurable if and only if E is measurable. Also T is absolutely continuous as T
satisfies the Lipschitz condition. )

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•Solution of Example 3.9: Ans: (d).

•Solution of Example 3.10: Ans: (d).

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 LEARN MORE

The students are encouraged to consult the following excellent books and
web resources to have more in depth study about the course materials as well
as to know further.

Reference Books:

1. G. De Barra, Measure theory and integration, Reprint, New age interna-

tional (P) Ltd., New Delhi, 1987.

2. S.K. Berberian, Measure and integration, Chelsea Publishing Co., New

York, 1965.

3. C. Caratheodory, Algebraic theory of measure and integration, Chelsea

Publishing house, New York, 1963.

4. R.A. Gordon, The integrals of Lebesgue, Denjoy, Perron and Henstock,

American Mathematical Society, 1994.

5. P.R. Halmos, Measure Theory, Reprint, Springer Verlag, 1974.

6. P.K. Jain, V.P. Gupta, Lebesgue measure and integration, Wiley Eastern
Ltd., New Delhi (New Age international Ltd.), 2011.

7. M.E. Munroe, Introduction to measure and integration, Addison-Wesley,

Cambridge,Mass, 1953.

8. I.K. Rana, An Introduction to Measure and Integration (2nd ed.), Narosa

Publishing House, New Delhi, 2004.

9. H. L. Royden and P.M. Fitzpatrick, Real Analysis Fourth edition, Pren-

tice Hall, New York, 2010.

Web Resources with links:

http://en.wikibooks.org/wiki/UMD Analysis Qualifying Exam/Aug08 Real

http://en.wikibooks.org/wiki/Subject:University level mathematics books

http://www.math.iitb.ac.in/ ars/week7 8.pdf

www.math.tifr.res.in/ publ/ln/tifr12.pdf

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https://www.math.ucdavis.edu/.../measure theory/measure theory.html

www.math.chalmers.se/ borell/MeasureTheory.pdf

https://math.berkeley.edu/ rieffel/measinteg.html

https://www.math.ucdavis.edu/ hunter/measure.../measure theory.html

https://rutherglen.science.mq.edu.au/wchen/lnilifolder/lnili.html

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