Department of Mathematics

University of the West Indies, Mona Campus

M61B - Theory of Integration

In-course Test 2 (20% of overall grade)
9 16 November, 2011

This is a take-home test, and must be submitted on or before 6pm November 16, 2011
You may refer to course materials and textbooks in order to complete the test. You may discuss
the test only with your classmates, and you must submit your work as an individual. Any evidence
of plagiarism from any source will result in a mark of zero.
Late submissions will not be considered, and will be awarded a mark of zero.
ATTEMPT ALL QUESTIONS
This paper contains three questions on two pages.

1. Let f and g be measurable functions.

(a) Prove that f 2 is a measurable function.
(b) Hence show that f g is also a measurable function.
(5 marks)
2. Provide a detailed proof of Egoroff s Theorem, explaining your understanding of each step.
(5 marks)

3. Describe the role played by the Bounded Convergence Theorem in the theory of Lebesgue
integration of bounded functions over finite-measure sets.
For full marks, your answer should address (though not necessarily be limited to) the following:
(a) Are upper, lower and Riemann sum approximations necessary to the construction of the
Lebesgue integral?
(b) How are simple functions used in the classical approach to Lebesgue integration?
(c) Use an example to illustrate the importance of the distinction between uniform and pointwise convergence.
(10 marks)

(20 marks total)