Paper 1, Section II, H

Analysis of Functions | Part II, 2019

(a) Consider the topology T\mathcal{T} on the natural numbers N⊂R\mathbb{N} \subset \mathbb{R} induced by the standard topology on R\mathbb{R}. Prove it is the discrete topology; i.e. T=P(N)\mathcal{T}=\mathcal{P}(\mathbb{N}) is the power set of N\mathbb{N}.

(b) Describe the corresponding Borel sets on N\mathbb{N} and prove that any function f:N→Rf: \mathbb{N} \rightarrow \mathbb{R} or f:N→[0,+∞]f: \mathbb{N} \rightarrow[0,+\infty] is measurable.

(c) Using Lebesgue integration theory, define ∑n⩾1f(n)∈[0,+∞]\sum_{n \geqslant 1} f(n) \in[0,+\infty] for a function f:N→[0,+∞]f: \mathbb{N} \rightarrow[0,+\infty] and then ∑n⩾1f(n)∈C\sum_{n \geqslant 1} f(n) \in \mathbb{C} for f:N→Cf: \mathbb{N} \rightarrow \mathbb{C}. State any condition needed for the sum of the latter series to be defined. What is a simple function in this setting, and which simple functions have finite sum?

(d) State and prove the Beppo Levi theorem (also known as the monotone convergence theorem).

(e) Consider f:R×N→[0,+∞]f: \mathbb{R} \times \mathbb{N} \rightarrow[0,+\infty] such that for any n∈Nn \in \mathbb{N}, the function t↦f(t,n)t \mapsto f(t, n) is non-decreasing. Prove that

lim⁡t→∞∑n⩾1f(t,n)=∑n⩾1lim⁡t→∞f(t,n).\lim _{t \rightarrow \infty} \sum_{n \geqslant 1} f(t, n)=\sum_{n \geqslant 1} \lim _{t \rightarrow \infty} f(t, n) .

Show that this need not be the case if we drop the hypothesis that t↦f(t,n)t \mapsto f(t, n) is nondecreasing, even if all the relevant limits exist.

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