HW 11
1. Prove that sets of measure zero contain no intervals.
   A has measure zero  inf{                                 
                                   P
                                      i=1 (bi  ai ) : A  i=1 (ai , bi )} = 0 where inf is taken
   over all collections of countable number of intervals which their union contains A.
   Suppose there is some interval (c, d)  A
   Then for any collection of intervals {(ai , bi )}  i=1 containing A,        
   Pi=1 (ai , bi )  A  (c, d)                                                                              
      i=1 (bi  ai ) > (d  c) > 0 for all collection of intervals {(ai , bi )}i=1 containing A,
   then measure of A would be greater than or equal to d  c > 0 which is a contradiction
   to A has measure zero.
   Therefore A contains no open interval, but this also implies that A cannot contain any
   interval.
2. Let f : [a, b]  R be Riemann integrable and nonnegative, with f positive over
                        Rb
   (c, d)  [a, b]. Then a f dx > 0.
   By the Lebesgue theorem, f must be continuous almost everywhere (discontinuous at
   a set of measure zero).
   Since by the previous problem, sets of measure zero contain no intervals,
   p  (c, d) such that f is continuous at p.
   We have f (p) > 0.
   By continuity of f , , 0 <  < min{b  p, p  a}, such that if |x  p| 6 , then
   |f (x)  f (p)| < f (p)
                        2
                           ,
   which implies that if |x  p| 6 , then f (x) > f (p) 2
   R p+      R p+ f (p)
    p
         f >   p    2
                          =  f (p) > 0 where we use the  monotonicity property of the integral.
                                                                              R p
   Since f (x) > 0 for all x  [a, b], again by monotonicity property, a f > 0 and
   Rb
    p+
         f >0
   combining
   Rb      R pthe three
                       R p+parts,R b
    a
       f = a f + p f + p+ f > f (p) > 0
3. Let G : [a, b]  R be nondecreasing and continuous over [a, b] and differentiable
   over (a, b). Suppose g is an extension of G0 to [a, b] that is Riemann integrable. Let
   f : [G(a), G(b)]  R be Riemann integrable and have a primitive F , where F :
   [G(a), G(b)]  R is continuous over [G(a), G(b)] and differentiable over (G(a), G(b)).
   Then                      Z      G(b)     Z             b
                                           f (y)dy =           f (G(x))g(x)dx
                                  G(a)                 a
   Let P = [p0 ,    , pl ] be the partition of [G(a), G(b)] associated with the primitive F .
   Let Q = [q0 ,    , qm ] be the partition of [a, b] associated with the primitive G.
   Since G is not strictly increasing, the inverse of G may not be well defined.
   Still, we can choose any of the points that maps to p1 ,    , pl1 to be G1 (p1 ),    , G1 (pl1 ),
   and let G1 (p0 ) = a and G1 (pl ) = b.
   Then since G is nondecreasing, G1 (p0 ) 6 G1 (p1 ) 6    6 G1 (pl ).
   Let G1 (P ) = [G1 (p0 ),    , G1 (pl )] and R = Q  G1 (P ) = [r0 ,    , rn ].
   Then we have that F (G) is differentiable over (ri1 , ri ) (i = 1,    , n).
                                                  1
   By the Chain Rule we have
   F (G)0 (x) = F 0 (G(x))G0 (x) = f (G(x))g(x) for every x  (ri1 , ri )
   So F (G) is a primitive of f (G)g over [a, b]
   The rest of the proof is the same as the increasing case. (Proposition 3.1 in the notes).
                                 R G(b)          Rb
4. Find an example such that G(a) f (y)dy = a f (G(x))g(x)dx fails.
   Let                                     
                                                   x    for x > 0
                                f (x) =
                                                   0    for  x<0
   and G(x) = x2 then g(x) = 2x
   R G(b)a = 1 andR b1 = 1
   Let
                                       1
                                               R1              R0         Rb
    G(a)
          f (y)dy = 1 f (x)dx = 0 6=   2
                                           =   0
                                                    2x3 dx +   1
                                                                  0dx =   a
                                                                               f (G(x))g(x)dx