# Tagged Questions

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### Prove that the function $g(·)$ is twice continuously differentiable and that $g′′(α) ≥ 0$ for all $α ∈ \mathbb{R}$, i.e.

Let $f$ be a real Lebesgue measurable function on the interval $[0, 1]$ such that $∥f∥∞ < ∞.$ For $α ∈ \mathbb{R}$ define a function $g(α)$ by $g(α) = \log \int_0^1\exp[αf(x)] dx .$ (a) Prove that ...
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### Let $(X,μ)$ be a measure space. Find a necessary and sufficient condition on $(X,μ)$ that $L_q(E) ⊂ L_p(E)$ for all $1 ≤ p < q ≤ ∞.$

Let $(X,μ)$ be a measure space. Find a necessary and sufficient condition on $(X,μ)$ that $L_q(E) ⊂ L_p(E)$ for all $1 ≤ p < q ≤ ∞.$ I want to say that the condition is that $E$ is finite. This ...
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### ￼Show that $\int_E f (x, y) dx$ is differentiable with respect to $y$ and $\frac{d}{dy}\int_E f(x,y)dx=\int_E \frac{d}{dy}f(x,y)dx.$

Assume that $f = f(x,y)$ is a function defined on $E × (a,b).$ For each fixed $y ∈ (a,b),$ $f$ is integrable with respect to $x$ on $E$, and for each fixed $x ∈ E$, $f$ is differentiable with respect ...
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### Can we identify Fourier transform of continuous compacltly supported functions with finte complex Borel measure?

It is well-known that, $L^{1}(\mathbb R)$ can be embed into $M(\mathbb R)$ (= The space of complex Borel measure on $\mathbb R$); by identifying $f\in L^{1}(\mathbb R)$ with the measure $d\mu= f dm.$ ...
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### Does the limit $\lim_{k\to\infty}\int|\cos kx |f(x) d\lambda(x)$ always exist?

Let $f$ be a Lebesgue integable function. Does the limit $$\lim_{k\to\infty}\int|\cos kx |f(x) d\lambda(x)$$ always exist?
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### Image of Cantor set under Cantor-Lebesgue function

Let $m^{\ast}$ be the Lebesgue outer measure and $m$ the Lebesgue measure. Let $\phi$ be the Cantor Lebesgue function and let $\psi(x) := x + \phi(x)$. Let $C$ be the standard Cantor set, why does ...
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### Show that $\lim_{x→0+ } x^{−1/2}f(x)$ exists and determine the value of this limit.

Let $f : [0,1] → \mathbb{R}$ be absolutely continuous, satisfy $f(0) = 0$ and $f′ ∈ L_2([0,1]).$ Show that $\lim_{x→0+ } x^{−1/2}f(x)$ exists and determine the value of this limit. From absolute ...
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### Prove that $\lim_{x\to y} \frac{d(x, F )}{|x−y|} = 0$ for a.e. $y \in F$.

Let $F \subset \mathbb{R}$ be a closed set and define the distance from $x \in \mathbb{R}$ to $F$ by $d(x,F)= \inf_{y \in F} |x−y|.$ Prove that $$\lim_{x\to y} \frac{d(x, F )}{|x−y|} = 0$$ for a.e. ...
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### Let $\{f_n\}^∞_{n=1} ⊂ L_2(μ)$ be a sequence of functions such that $∥f_n∥_2 ≤ 1.$

Let $(X,A,μ)$ be a finite measure space. Let $\{f_n\}^∞_{n=1} ⊂ L_2(μ)$ be a sequence of functions such that $∥f_n∥_2 ≤ 1.$ a.) Prove that if $f_n → 0$ in measure, then $f_n → 0$ in $L_1(μ).$ b.) If ...
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### Show $\lim_{n_\rightarrow \infty}\int_0^\infty ne^{-\frac{2n^2x^2}{x + 1}}dx = \infty$

As part of an analysis qual problem, I am having a hard time showing that $\lim_{n_\rightarrow \infty}\int_0^\infty ne^{-\frac{2n^2x^2}{x + 1}}dx = \infty$. Any suggestions? Thanks in advance. I ...
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### example concerning Lusin's theorem

Is there any example satisfying the following: $f$ is a measurable function on $\mathbb{R}^n$ with lebesgue measure $\lambda$. For any subset $N\subseteq\mathbb{R}^N$ with $\lambda(N)=0$, ...
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### Prove that the set $A$ is measurable and find its Lebesgue measure.

Let $A ⊂ [0, 1] × [0, 1]$ be the set of points $(x, y)$ with decimal representations $x = 0.x_1x_2 ..., y = 0.y_1y_2 ...$ such that $x_ny_n = 5$ for all $n ∈ \mathbb{N}.$ Prove that the set $A$ is ...
A relative of a theorem of Peyriere (found in a 1997 paper of Klemes and Reinhold, "Rank One Transformations with Singular Spectral Type") says that if $\mu$ is a Borel probability measure on $S^1$ ...
### Let $E⊂\{(x,y)|0≤x≤1, 0≤y≤x\}, E_x =\{y|(x,y)∈E\}, E^y =\{x|(x,y)∈E\}$ and assume that $m(E_x) ≥ x^3$ for any $x ∈ [0, 1].$
Let $E⊂\{(x,y)|0≤x≤1, 0≤y≤x\}, E_x =\{y|(x,y)∈E\}, E^y =\{x|(x,y)∈E\}$ and assume that $m(E_x) ≥ x^3$ for any $x ∈ [0, 1].$ (a) Prove that there exists $y ∈ [0,1]$ such that $m(E^y) ≥ \frac{1}{4}.$ ...