16

ELEMENTARY THEORIES

EXERCISES
In the following exercises, we suppose that a, b R satisfy a < b. Throughout, we assume that f ,
f1 , f2 and g are real functions defined in [a, b].
1.1

Suppose that f is bounded and g is nondecreasing. Let P P[a,b] and c R.

a) Establish that Ug (cf, P ) = cUg (f, P ) and Lg (cf, P ) = cLg (f, P ) if c 0, and that
Ug (cf, P ) = cLg (f, P ) and Lg (cf, P ) = cUg (f, P ) otherwise.
b) Show that
Z

(cf )dg = c
a

f dg

and

(cf )dg = c
a

f dg
a

if c 0. Otherwise, establish that

Z

(cf )dg = c
a

f dg
a

and

(cf )dg = c
a

f dg.
a

c) Verify that Ug (f, P ) = Ug (f, P ) and Lg (f, P ) = Lg (f, P ). As a consequence,

Ug (f, P ) = Lg (f, P ) and Lg (f, P ) = Ug (f, P ).
1.2 Suppose that f is bounded in [a, b], that g is nondecreasing, and that M is a bound of f . For
every P P[a,b] , establish that Lg (f, P ) m(f )(g(b) g(a)) 2M (g(b) g(a)), and that
M (f )(g(b) g(a)) Ug (f, P ) 2M (g(b) g(a)).
1.3 Assume that f1 and f2 are bounded, and that g is nondecreasing. For each P P[a,b] , prove
that Lg (f1 , P ) + Lg (f2 , P ) Lg (f1 + f2 , P ) and Ug (f1 + f2 , P ) Ug (f1 , P ) + Ug (f2 , P ).
1.4 Provide an example of a bounded function f and a nondecreasing function g on [a, b], such
that both |f | and f 2 are g-integrable but f is not. Provide also examples of bounded functions f1
and f2 such that f1 f2 is integrable with respect to g, but neither f1 nor f2 are.
1.5 Let f be bounded, and let g be nondecreasing. Prove that for every P P[a,b] and every bound
M of f , the inequality Ug (f 2 , P ) Lg (f 2 , P ) 2M (Ug (|f |, P ) Lg (|f |, p)) holds. Conclude
that f 2 Dg ([a, b]) whenever f Dg ([a, b]).
1.6 Let f be a bounded function, let g be nondecreasing, and suppose that P P[a,b] . If f is
g-integrable over [a, b], show that
Z b



1

 1 (Ug (f, P ) Lg (f, P )).
f
dg

(L
(f,
P
)
+
U
(f,
P
))
g
g


2
2
a

1.7 Let (xn )

n=1 be a sequence in [a, b], and let (an )n=1 be a sequence which converges to zero.
Let f : [a, b] R be defined as f (xn ) = an for every n Z+ , and let f (x) = 0 otherwise.
a) Prove that f is Darboux integrable, and that its integral is equal to zero.
b) Moreover, show that for every c [a, b], limxc f (x) = 0. Conclude that the discontinuities of f may occur only at the points xn .

1.8

1.9

Let f be bounded in [a, b], and let g be nondecreasing.

a) Prove that f Dg ([a, b]) if and only if for every > 0, there exists P P[a,b] such that
Ug (f, Q) Lg (f, Q) < , for every refinement Q P[a,b] of P .
b) (Cauchy criterion) Show that f Dg ([a, b]) if and only if for every > 0, there exist
P, Q P[a,b] such that Ug (f, P ) Lg (f, Q) < .
Z c
Z b
f dg.
f dg = lim
Suppose that f Dg ([a, b]) and that g is nondecreasing. Prove that
a

cb

EXERCISES

17

Let a = c0 < c2 < . . . < cn = b be a partition of [a, b], and let f Dg ([ci1 , ci ]) for each
Z b
n Z ci
X
f dg =
f dg.
i {1, . . . , n}. Prove that f Dg ([a, b]), and that

1.10

1.11

i=1

ci1

Let f1 and f2 be bounded in [a, b], and let g be nondecreasing.

a) If f1 (x) = 0 for every x [a, b] except in a finite number of points, prove that f1 is
Z b
f1 dg = 0.
g-integrable, and that
a

b) Suppose that f2 is integrable, and that f1 = f2 in all [a, b] except in a finite number of
Z b
Z b
f2 dg.
f1 dg =
points. Prove that f2 is g-integrable, and that
a

c) Let f be a nonnegative, continuous function on [a, b]. If g is increasing and if there exists
Z b
f dg > 0.
x [a, b] such that f (x) 6= 0, prove that
a

1.12 Suppose that f is differentiable in [a, b], and that g is nondecreasing. Let K R+ be such
that |f (x)| K, for every x [a, b].
a) Prove that Ug (f, P ) Lg (f, P ) < KkP k(g(b) g(a)), for every P P[a,b] .
b) Show that f Dg ([a, b]) and that, for every P P[a,b] ,

Z b


1
 1 KkP k(g(b) g(a)).

(U
(f,
P
)

L
(f,
P
))
f
dg

g
g


2
2
a
1.13 Let f : [a, b] R be Holder continuous of order , and let g be nondecreasing. Prove that
there exists M R+ such that Ug (f, P )Lg (f, P ) < M kP k (g(b)g(a)), for every P P[a,b] .
Conclude that every Holder continuous (and thus, also every Lipschitz continuous) function belongs
to Dg ([a, b]).
1.14 Let g be a nondecreasing function on [a, b], and suppose that f1 , f2 Dg ([a, b]). Prove that
max{f1 , f2 } and min{f1 , f2 } are Darboux-Stieltjes g-integrable.
In the following exercises, the functions f, f1 , f2 , g will be defined on the interval [a, b], for
a < b.
1.15

Let (P, ) P[a,b]

. Establish that Sg (f1 + f2 , P, ) = Sg (f1 , P, ) + Sg (f2 , P, ).

1.16 Prove that the integral of a function f which is g-integrable in the sense of Riemann-Stieltjes
on [a, b], is unique.
1.17 The function f is weakly Riemann-Stieltjes integrable with respect to g on [a, b] if there

exists L R such that for any sequence ((Pn , n ))

n=1 in P[a,b] for which kPn k 0, then the
sequence Sg (f, Pn , Xin ) converges to zero. Show that f is weakly Riemann-Stieltjes g-integrable
if and only if it is Riemann-Stieltjes g-integrable.
1.18 Establish that every finite subset of R is measurable and has meaure equal to zero. Show that
every segment of straight line in R2 is also a null set.
1.19

Let A and B be bounded and measurable sets. Prove that (A \ B) = (A) (A B).

1.20

Suppose that A, B and C are bounded and measurable sets. Show that
(A B C)

(A) + (B) + (C) (A B) (A C)

(B C) + (A B C).

1.21 Let A1 , . . . , An be measurable sets. Establish that (

identity holds when the sets are mutually disjoint.

Sn

i=1

Ai )

Pn

i=1

(Ai ), and that the

18

ELEMENTARY THEORIES

1.22 Show that every subset B of a null set is measurable, and that (B) = 0. Prove then that if
A and B are bounded and measurable sets with (B) = 0, then (A B) = (A \ B) = (A).
1.23 Let E be a measurable set, and let > 0. Show that there exists a measurable compact set
K E and a measurable open set G E, such that (G \ K) < . Prove this by showing first that
both (G \ E) and (E \ K) are less than /2.