Rudins Real and Complex Analysis

Jia-Ming Liou (Frank)

Department of Mathematics, University of California, Davis.
E-mail: frankliou@math.ucdavis.edu
Website: http://www.math.ucdavis.edu/frankliou/
February 18, 2008
1 Abstract Integration
1. Suppose is a positive measure on X, f : X [0, ] is measurable,
_
X
fd = c, where 0 < c <
and is a constant. Prove that
lim
n
_
X
nlog
_
1 +
_
f(x)
n
_

_
d =
_
_
_
, if 0 < < 1;
c, if = 1;
0, if 1 < < .
Proof. It is not dicult to see that for each n N
nlog
_
1 +
_
f(x)
n
_

_
0.
If 1, we have by the elementary Calculus technique,
nlog
_
1 +
_
f(x)
n
_

_
f(x), if = 1;
f(x)

n
1
, if > 1.
Since f L
1
(), we nd by Lebesgue dominated convergence theorem,
lim
n
_
X
nlog
_
1 +
_
f(x)
n
_

_
d =
_
X
f(x)d.
Since f L
1
(), then F = {x X : f(x) = } has measure zero. For each x F, and > 1,
0 nlog
_
1 +
_
f(x)
n
_

f(x)

n
1
.
Since lim
n
f(x)

n
1
= 0, then by Sandwich principle, we see that > 1,
lim
n
nlog
_
1 +
_
f(x)
n
_

_
= 0.
Therefore Fatous lemma implies
0 liminf
n
_
X
nlog
_
1 +
_
f(x)
n
_

_
d
limsup
n
_
X
nlog
_
1 +
_
f(x)
n
_

_
d

_
X
limsup
n
nlog
_
1 +
_
f(x)
n
_

_
d
= 0.
1
Therefore
lim
n
_
X
nlog
_
1 +
_
f(x)
n
_

_
d = 0.
If 0 < < 1, then by L Hospital Rule we see that
lim
n
nlog
_
1 +
_
f(x)
n
_

_
= .
Hence Fatous Lemma implies
=
_
X
liminf
n
nlog
_
1 +
_
f(x)
n
_

_
d liminf
n
_
X
nlog
_
1 +
_
f(x)
n
_

_
d
limsup
n
_
X
nlog
_
1 +
_
f(x)
n
_

_
d.
Then
lim
n
_
X
nlog
_
1 +
_
f(x)
n
_

_
d = .
2 Elementary Hilbert Space
1. Compute
min
a,b,c
_
1
1
|x
3
a bx cx
2
|dx
and nd
max
_
1
1
x
3
g(x)dx
where g is subject to the restrictions
_
1
1
g(x)dx =
_
1
1
xg(x)dx =
_
1
1
x
2
g(x)dx = 0;
_
1
1
|g(x)|
2
dx = 1.
Solution. L
2
([1, 1]) is a Hilbert space and the set of polynomials {P
n
(x)}, dened by
P
n
(x) =
1
2
n
n!
d
n
dx
n
(x
2
1)
n
forms an orthogonal basis. To nd the minimum of the integral is to nd the distance of f(x) = x
3
to span{1, x, x
2
}. Since span{1, x, x
2
} = span{P
0
(x), P
1
(x), P
2
(x)}, then the problem is equivalent to
nd
min
a0,a1,a2
_
1
1
|x
3
a
0
P
0
(x) a
1
P
1
(x) a
2
P
2
(x)|
2
dx.
Write f in the linear combination of {P
n
}, assume
x
3
= c
0
P
0
(x) +c
1
P
1
(x) +c
2
P
2
(x) +c
3
P
3
(x),
where
P
0
(x) = 1, P
1
(x) = x, P
2
(x) =
3
2
x
2

1
2
, P
3
(x) =
5
2
x
3

3
2
x.
Hence we nd c
3
= 2/5, c
2
= 0, c
1
= 3/5, c
0
= 1, which implies that applying the Parserval identity
_
1
1
|x
3
a
0
P
0
(x) a
1
P
1
(x) a
2
P
2
(x)|
2
dx = |a
0
|
2
P
0

2
2
+

a
1

3
5

2
P
1

2
2
+|a
2
|
2
P
2

2
2
+
2
5
P
3

2
2

4
25
P
3

2
2
.
2
Since
P
n

2
2
=
2
2n + 1
,
then we nd P
3

2
2
= 2/7. Thus
min
a0,a1,a2
_
1
1
|x
3
a
0
P
0
(x) a
1
P
1
(x) a
2
P
2
(x)|
2
dx
8
175
.
Note that when a
0
= c
0
, a
1
= c
1
, a
2
= c
2
,
_
1
1
|x
3
a
0
P
0
(x) a
1
P
1
(x) a
2
P
2
(x)|
2
dx =
8
175
,
which implies that
min
a0,a1,a2
_
1
1
|x
3
a
0
P
0
(x) a
1
P
1
(x) a
2
P
2
(x)|
2
dx =
8
175
.
Since
_
1
1
g(x)dx =
_
1
1
xg(x)dx =
_
1
1
x
2
g(x)dx = 0,
then g span{1, x, x
2
}

= span{P
0
(x), P
1
(x), P
2
(x)}

, we may assume that

g(x) =

n=3
b
n
P
n
(x).
Hence
_
1
1
x
3
g(x)dx =
2
5
b
3
.
Since
g
2
2
=

n=3
b
2
n
P
n

2
2
= 1,
we nd b
2
n
1/P
n

2
2
for any n 3. Therefore
_
1
1
x
3
g(x)dx
2
5

1
P
3

2
=
2
5

_
7
2
=

14
5
.
Hence
max
_
1
1
x
3
g(x)dx

14
5
.
If we take g(x) =
_
7
2
P
3
(x), then g satises the condition and
_
1
1
x
3
g(x)dx =

14
5
.
This shows that
max
_
1
1
x
3
g(x)dx =

14
5
.
3