# Tagged Questions

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### Show that $\int_{X}u\, \mathrm{d}\mu\leq 4$ and $\int_{X}u\, \mathrm{d}\mu=1$.

Let $(X,\mathcal{A},\mu)$ be a measureable space. Let $u\in \mathcal{M}_{\mathbb{R}}^{+}(\mathcal{A})$ and $\lbrace u_{j}\rbrace_{j\geq 1}$ be a sequence of functions in ...
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### Determine integrals $\int_{\mathbb{R}}u\, \mathrm{d}\delta_{3}$ and $\int_{\mathbb{R}}u\, \mathrm{d}\delta_{\pi}$.

Consider the function $u:\mathbb{R}\to [0,\infty]$ given by $$u(x)=\sum_{n=1}^{\infty}\frac{1}{n^{2}}1_{[n,n+1]}(x)$$ I have determined that $\int_{\mathbb{R}}u\, \mathbb{d}\lambda=\pi^{2}/6$ where ...
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### Sequence of functions that converges a.e. but not in the $L^1$ norm

How can I construct a sequence of functions that converges a.e. but it does not in the $L^1$ norm?
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### regarding the well definedness of lebesgue integration's definition.

we know that the lebesgue integral for a simple function is defined by $$\int s=\sum_{n=1}^m\alpha_n\mu(s^{-1}\{\alpha\})$$. And we know that the canonical representation for a simple fuction need ...
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### Lebesgue integral of $\chi_{\mathbb{Q}}: \mathbb{R} \rightarrow \mathbb{R}$

Suppose $(X, \mathfrak{A}, \mu)$ is a measure space. Let $\phi$ be a simple function with canonical representation $\sum^{k}_{n=1} a_{n} \chi_{E_{n}}$. I know we define the Lebesgue integral of $\phi$ ...
I can't sleep for so long time as the integral gives me headaches. I was looking for so many approaches. Now another one. Hope this works... Let $\Omega$ be a finite measure space and $E$ a Banach ...
### 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 ...