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Monday, July 9, 2018

R&C Analysis-Prop 1.25

Proposition 1.25:
Let s and t be nonnegative measurable simple functions on X. For ER, define
φ(E)=Esdμ
Then φ is a measure. Also,
E(s+t)du=Esdμ+Etdμ
Proof:
Measure should be less than satisfy countable additive property. Using the definition for integral of nonnegative measurable simple functios
Let E1,E2, be disjoint members of E. Then,
φ(E)=i=1αiμ(AiE)
=i=1αir=1μ(AiEr)=r=1i=1αiμ(AiEr)
=r=1φ(Er)
which shows that φ has countable additive property.
Since φ(ϕ)=0, φ is not identically .

Next part of proof assumes considers β1,β2,,βj as distinct values of t and lets
Bj={x:f(x)=βj}. Obviously, for the sum of simple functions, the measure is defined only Eij=AiBj.
Then, Eij(s+t)dμ=i,j=1(αi+βj)μ(Eij)
And
Eijsdμ+Eijtdμ=i=1αiμEij+j=1βjμEij
Couple of observations. Book seem to have missed the sums before RHS for both these equations.
Instructive to see the master stroke, Rudin delivers here.
First observation is that sum of simple functions equation now holds for Eij instead of X. Since X is disjoint union of Eij(1in,1m) and it is already established that the integrals of simple functions yield a measure and from the facts measures can be added,, conclusion follows.



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