Adama Science and Tchnology University
School of Applied Natural Science
Department of Applied Mathematics
Advanced Analysis
Worksheet II
1. Let {fn } be a sequence of continuous real valued functions defined on a closed bounded
interval [a, b] and let {an } and {bn } be two sequences in [a, b] such that lim an = a
n→∞
and lim bn = b. If {fn } converges uniformly to f on [a, b] then show that
n→∞
Z bn Z b
lim fn (x)dx = f (x)dx .
n→∞ an a
2. Prove that
a) the series
∞
X n sin(x/n)
n=1
xn + n2 ex
converges uniformly over [1, ∞).
b) the series
∞ √
X n + cos(nx)
n=1
n + n2 e x
converges uniformly over R.
c) the sequence
x −x/n
e
n
does not converge uniformly on (0, ∞).
3. If f is a non-negative continuous function on a closed bounded interval [a, b] with
f (c) > 0 for some c ∈ [a, b], then show that
Z b
f (t)dt > 0 .
a
4. If f is continuous on [a, b] prove that there exists c ∈ (a, b) such that
Z b
1
f (c) = f (t)dt .
b−a a
5. Let {fn } be a uniformly bounded sequence of continuous real valued functions defined
on a closed bounded interval [a, b]. Show that the sequence of functions defined by
Z x
ϕn (x) = fn (t)dt, for each x ∈ [a, b]
a
contains a uniformly convergent subsequence on [a, b] .
6. Find the limits and justify your calculations.
Z n
x
a) lim (1 + )−n ln(2 + cos(x/n))dx.
n→∞ 0 n
Z 1
1 + nx2
b) lim ln(2 + cos(x/n))dx.
n→∞ 0 (1 + x2 )n
Z ∞
c) lim ne−nx sin(1/x)dx.
n→∞ 0
7. Let ν be the Lebesgue measure on R . If A is Lebesgue measurable subset of R with
µ(A) > 0, then show that A has a non-measurable subset.
8. Suppose 0 < < 1 and µ is a Lebesgue measure. Find a measurable set E ⊂ [0, 1]
such that the closure of E is [0, 1] and µ(E) = .
9. Let µ be the Lebesgue measure on R. Let E ⊂ R be Lebesgue measurable such that
0 < µ(E) < ∞. Prove that for each 0 < γ < 1, there exists an open interval I ⊂ R
such that
µ(E ∩ I) ≥ γµ(I).
10. Suppose (X, M) is a measurable space, f is a real valued function and
{x : f (x) > r} ∈ M
for each rational number r. Prove that f is measurable.
11. Let (X, M, µ) be a measure space and suppose µ is a finite measure. If f is a non-
negative integrable function on X, prove that given > 0 there exists δ > 0 such
that Z
f dµ <
A
whenever µ(A) < δ.
12. If fn is a sequence of non-negative
R integrable
R functions such that fn (x) decreases to
f (x) for every x. Prove that fn dµ → f dµ.
13. Let g : R → R be integrable and let f : R → R be bounded measurable and continuous
at 1. Prove that Z n
lim f (1 + x/n2 )g(x)dx
n→∞ −n
exists and find its value.
14. Suppose (X, M, µ) is Ra measure
R space, each fn is integrable non-negative function such
that fn → f a.e and fn → f. Prove that for each A ∈ M,
Z Z
fn → f.
A A
R R R
15. If fn , f are integrable fn → f a.e and |fn | → |f |, then show that |fn − f | → 0.