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Thursday, July 19, 2018

R&C Analysis-Integration of Complex functions

Let μ be a positive definite measure on arbitarary measurable space X. Let L1(μ) be collection of all complex measurable functions f on X for which X|f|dμ<
is called space of ``Lesbesgue integral functions''. f measurable implies |f| is measurable, hence above integral is defined. For understanding next definition, recall that a function u can be split into positive u+=max{u,0} and u=max{u,0} parts.  
Definition If f=u+iv for real measurable functions u,v on X and if fL1(μ), we define Efdμ=Eu+dμEudμ+iEv+dμiEvdμ
for every measurable set E.Know that u+,u,v+,v are measurable. Then Efdμ exists. Futhermore u+|u||f| for all 4 parts of above integral. Hence, each one of them is finite. Clearly from above definition, Efdμ is a complex number. Occasionally, it is desirable to define integral of f with range [,] to be Efdμ=Ef+dμEf1dμ
provided atleast one of the integrals on the right is finite. Thus LHS is a number between [,]. Theorem 1.32 Suppose f,gL1(μ) and α,β are complex numbers, then αf+βgL1(μ) and X(αf+βg)=αXfdμ+βXgdμ
\subsection{Proof} First we need to establish that αf+βg is measurable.Then,need to show that the integral is less than infinity - thus establishing that LHS of above belongs to esteemed Legesgue integrable functions set(L1(μ)). If f,g are complex measurable functions, f+g and fg are measurable functions. αf=f.f.(α times) is measurable. Similarly βg is measurable. The sum of measurable funcitons αf+βg is measurable. WLOG assume ofg, then EfdμEgdμ. Know, |αf+βg||α||f|+|β||g|
This implies X|αf+βg|dμX|α||f|+X|β||g|=|α|X|f|dμ+|β|X|g|dμ<
Thus αf+βgL1(μ). To prove (4) we need to establish X(f+g)dμ=Xfdμ+xgdμ
and Xαfdμ=αXfdμ
Assume h=f+g h+h=f+f+g+g implies h++f+g=f++g++h
From Theorem 1.27 know that if f=i=1fn(x) then Xfμ=ni=1Xfndμ. Applying this theorem yields, h++f1+g=f++g++h
Since each of these integrals is finite, we can rearrange terms as we like. h+h=(h+h)=(f+f)+(g+g)
Leading to X(f+g)dμ=Xfdμ+Xgdμ. To establish equation (8), the following was already proved earlier. X(αf)dμ=αXfdμ when α0
All that's left is to show that equation (8) holds for α<0 and α=i. α=0 case: Notice u+=max{u,0}=u
which means X(1)fdμ=X(1)(u+iv)dμ=X(uiv)dμ=(1)Xfdμ
α=i case: (if)=i(u+iv)=(iuv)=v+iu=i(u+iv)=if
Proved for all α less than 0 and for i. This shows, Xαfdμ=αXfdμ

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