# Math 617 HW #4

```Math 617 HW #4
Due 1:00 PM Friday, March 25
1. Recall that, when &micro; is a signed measure, then &micro; = &micro;+ − &micro;− and we defined the absolute value
or total variation of &micro; to be |&micro;| = &micro;+ + &micro;− . Show that:
(a) |&micro;| is the minimal positive measure such that −|&micro;| ≤ &micro; ≤ |&micro;|;
(b) |&micro;|(E) is the maximum of
∞
X
|&micro;(En )|,
n=1
where (En )∞
n=1 ranges over all countable partitions of E into measurable subsets.
2. Let &micro; be a signed measure on (X, M). Prove that the following three statements are all
equivalent:
(a) &micro; is a finite signed measure.
(b) &micro;(E) is finite for all E ∈ M.
(c) &micro;+ and &micro;− are both finite positive measures.
3. Let m be Lebesgue measure on [0, +∞) and let &micro; be a positive measure. Show that &micro; m
if and only if the function x 7→ &micro;([0, x]) is an absolutely continuous function.
4. Let (X, M, &micro;) be a measure space. A collection {fα : α ∈ A} ⊆ L1 (X, M, &micro;) is called
uniformly integrable if, for all &gt; 0 there exists δ &gt; 0 so that
Z
fα d&micro; &lt; whenever &micro;(E) &lt; δ.
E
Show that:
(a) Every finite subset of L1 (X, M, &micro;) is uniformly integrable.
1
(b) If (fn )∞
n=1 is a sequence of absolutely integrable functions converging (in L ) to the
absolutely integrable function f , then {fn } is uniformly integrable.
5. For i = 1, 2, let (Xi , Mi ) be a measurable space and let &micro;i , νi be σ-finite measures with
νi &micro;i . Show that ν1 &times; ν2 &micro;1 &times; &micro;2 and that
d(ν1 &times; ν2 )
dν1
dν2
(x1 , x2 ) =
(x1 )
(x2 ).
d(&micro;1 &times; &micro;2 )
d&micro;1
d&micro;2
1
```
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