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Five problems related to integrability, sub-sigma algebra, and Egorov's theorem. The problems are designed to test the knowledge of students in the field of analysis. The exam was held on May 4, 2022, at 9.00 AM-12.00. The problems require a good understanding of the concepts and theorems related to analysis.
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Department of Mathematics, University of Michigan Analysis Qualifying Exam, May 4, 2022 Morning Session, 9.00 AM-12.
Problem 1: Suppose f : (0, 1) → R is integrable and define a function g : (0, 1) → R by
g(x) =
x
f (t) t
dt , 0 < x < 1.
Prove that g is also integrable.
Problem 2: Let f : [0, 1] → R be a positive function such that f and 1/f are integrable. Prove that log f is integrable and
lim q→∞ q ·
0
f (x)^1 /q^ dx − 1
0
log f (x) dx.
Problem 3: Let (Ω, A, μ) be a finite measure space. Let C ⊂ A be a sub-sigma algebra of A. Prove that for any f ∈ L^1 (μ) there exists a C− measurable integrable function g such that ∫
E
g dμ =
E
f dμ for any E ∈ C.
Problem 4: Let fn : [0, 1] → R, n = 1, 2 ,... , be a sequence of non-negative
Lebesgue measurable functions such that limn→∞ fn(x) = 0 for almost every x ∈ [0, 1]. Prove there exists an infinite subsequence fnk , k = 1, 2 ,... , such that the series (^) ∞ ∑
k=
fnk (x) converges for almost every x ∈ [0, 1].
Hint: Use Egorov’s theorem.
Problem 5: Suppose for n = 1, 2 ,... , the functions Fn : [a, b] → R are increasing and nonnegative, and that the function F with domain [a, b] defined by
F (x) =
n=
Fn(x) ,
is finite for all x ∈ [a, b]. Prove that the derivative F ′(x) exists a.e. and
F ′(x) =
n=
F (^) n′(x) for almost every x ∈ [a, b].