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- I have some elementary doubts about two functions specified in an exercise in Folland's book. This exercise is supposed to establish the Lebesgue criterion for Riemann integrability.
23. Given a bounded function ##f:[a,b]\to\mathbb R##, let $$H(x)=\lim_{\delta\to0}\sup_{|y-x|\leq\delta}f(y),\quad h(x)=\lim_{\delta\to0}\inf_{|y-x|\leq\delta}f(y).$$Prove Theorem 2.28b by establishing the following lemmas:
a) ##H(x)=h(x)## iff ##f## is continuous at ##x##.
b) In the notation of the proof of Theorem 2.28a, ##H=G## a.e. and ##h=g## a.e. Hence ##H## and ##h## are Lebesgue measurable, and ##\int_{[a,b]}H\,dm=\overline{I}_a^b(f)## and ##\int_{[a,b]}h\,dm=\underline{I}_a^b(f)##.
I'm working the above exercise on the Lebesgue criterion for Riemann integrability in Folland's real analysis text, i.e. a function is Riemann integrable on ##[a,b]## iff it is continuous a.e. on ##[a,b]##. I think I know a solution, but I'm more concerned about elementary things. Are ##h,H## both functions from ##[a,b]##? How can I reason that their domains really is ##[a,b]##? Are they well-defined, i.e. how can we know the limits always exist?
Attempt: Note that if ##x\notin[a,b]## one would have to consider taking the supremum or infimum of the empty set at some point, with values ##-\infty## or ##\infty## respectively. Thus if the domain of ##h,H## wasn't ##[a,b]##, both functions would be infinite on a set of nonzero measure, hence not integrable. Let us fix ##x\in [a,b]##. Let us show the functions are well-defined, that is, that the limits exist. But note that e.g. ##\sup_{|y-x|\leq\delta}f(y)## is an increasing function of ##\delta##, i.e. ##\sup_{|y-x|\leq\delta}f(y)## decreases with decreasing ##\delta##. Since ##f## is bounded, we have for any ##\delta## that ##|\sup_{|y-x|\leq\delta}f(y)|\leq |\sup_{y\in[a,b]}f(y)|<\infty##, which shows that ##\sup_{|y-x|\leq\delta}f(y)## is bounded. Hence the limit as ##\delta\to 0^+## exists and this is just the infimum of the range of ##\sup_{|y-x|\leq\delta}f(y)##.