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A theorem in Royden and Fitzpatrick's "Real Analysis" relies on taking limits of both sides.

First the theorem: Let $E$ be a measurable set of finite outer measure. Then for each $\varepsilon > 0$, there is a finite disjoint collection of open intervals $(I_k)$ for which if $O = \cup_{k=1}^{n} I_k$, then $m^*(E\setminus O) + m^*(O\setminus E) < \varepsilon$ where $m^*$ denotes the set function outer measure.

So in the proof, there's this part:

$\sum_{i=1}^{n} l(I_k) = m^*(\cup_{k=1}^{n} I_k) \leq m^*(\cup_{k=1}^{\infty} I_k) < \infty$, where l denotes length.

Since "the right-hand side of this inequality is independent of $n$," R and F have concluded that

$\sum_{i=1}^{\infty} l(I_k) < \infty$.

But what about

$H_n < \infty$, yet $\lim_{n \to \infty} H_n = \infty$

where $H_n$ is the nth Harmonic number $= \sum_{i=1}^{n} \frac{1}{i}$ ?

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    $\begingroup$ What the book meant was if $H_n \leq C < \infty$ then $\lim_n H_n < \infty$. $\endgroup$ – Xiao Apr 4 '14 at 13:02
  • $\begingroup$ The intervals are disjoint, and open intervals are measurable. Then, restricting $m^*$ to the collection of measurable sets (as in Caratheodory's criterion) gives a measure. Then the given conclusion follows from countable additivity of measures. $\endgroup$ – Nicholas Stull Apr 4 '14 at 13:02
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    $\begingroup$ $m^*(\bigcup_1^\infty I_k)$ is the bound of your sums. $\endgroup$ – user42761 Apr 4 '14 at 13:19
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What the book meant was if Hn≤C<∞ then limnHn<∞. – Xiao Apr 4 at 13:02

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