1. (a) Let f be a bounded real-valued function on the interval [a, b].

In the context of Riemann

integration, define
i. a partition P of [a, b];
ii. the upper sum U (f, P ) of f over P ;
iii. the lower sum L(f, P ) of f over P .
Explain briefly how these definitions change when considered in the context of Lebesgue
integration.
(4 marks)
(b) Prove that a real-valued function f is Riemann integrable on [a, b] if, for each > 0,
there is a partition P of [a, b] such that
U (f, P ) L(f, P ) < .
(4 marks)
(c) Define f on [0, 1] as follows:

f (x) =

0, x 6= 1/2,
1, x = 1/2.

Use the result in part (b) to show that

Z 1
f (x) dx = 0.
0

(4 marks)
2. (a) Let E be a subset of (0, 1). In terms of the Lebesgue outer and inner measures, explain
what it means for E to be measurable, and define the Lebesgue measure m.
(3 marks)
(b) Let E (0, 1). State Caratheodorys Criterion for the measurability of E.
(3 marks)
(c) Let {Ei } be a countable family of disjoint measurable sets on (0, 1). Use Caratheodorys
Criterion to prove that the Lebesgue measure is countably additive over {Ei }.
(6 marks)

3. (a) What does it mean for a bounded function f to be Lebesgue integrable over a finitemeasure set S? Does your answer change if f is unbounded or if S has infinite measure?
Explain.
(6 marks)
(b) Define the Dirichlet function as follows:

f : [0, 1] {0, 1} : f (x) =

0, x irrational;
1, x rational.

Show that f is Lebesgue integrable, and evaluate

Z
f.
[0,1]

(6 marks)
4. (a) State
i. the Dominated Convergence Theorem;
ii. the Monotone Convergence Theorem;
iii. Fatous Lemma.
(6 marks)
(b) Use the Dominated Convergence Theorem to show that
Z
lim

[0,1]

n2 x
dx = 0.
1 + n2 x2
(6 marks)

(c) Use the Monotone Convergence Theorem to prove Fatous Lemma.

(4 marks)

5. (a) Describe the elementary approach to Probability Theory and explain why it fails for
general sample spaces.
(4 marks)
(b) Explain how the Lebesgue measure may be used to construct a probability space
(, F, P). You may use an illustrative example.
(4 marks)

(60 marks total)

END OF PAPER