Notes on Integration Theory: A second Course by Martin Vath

Daniel Conn May 28, 2010

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The Inverse Triangle Inequality states the following: |d(x, y) d(v, w)| d(x, v) + d(y, w). Why is this true? The following inequalities are true by the triangle inequality: d(x, y) d(x, v) + d(v, w) + d(w, y), d(v, w) d(x, v) + d(x, y) + d(y, w). From these inequalities we get: d(x, y) d(v, w) d(x, v) + d(w, y) d(v, w) d(x, y) d(x, v) + d(y, w) = d(x, v) + d(w, y). |d(x, y) d(v, w)| is dened as d(x, y) d(v, w) if d(x, y) d(v, w) 0. |d(x, y) d(v, w)| is dened as d(v, w) d(x, y) if d(x, y) d(v, w) 0. In either case, |d(x, y) d(v, w)| d(x, v) + d(y, w).

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The inverse triangle inequality now reads: | ||x|| ||y|| | ||x y||. Why? Translating backwards: | ||x|| ||y|| | ||x y|| is equal to |d(x, 0) d(y, 0)| d(x, y) = d(x, y) + d(0, 0). the partial sums of the series yn are a Cauchy sequence Why?

n k k Let xk = i=1 |yi | i=1 |yi |. d(xn , xm ) = | i=1 yi . Let xk = m i=1 |yi | |. Without loss of generality, assume n > m. Thus, d(xn , xm ) = n n n i=m+1 yi | i=m+1 yi |. Because | i=m+1 |yi |. Likewise, d(xn , xm ) = | n i=m+1 |yi |, it must be the case that d(xn , xm ) d(xn , xm ).

Let 0. To prove yn is Cauchy we have to prove that an N such that for m, n N d(xn , xm ) . The partial sums of |yn | are certainly a Cauchy sequence. Thus, we can choose N such that n, m N d(xn , xm ) . So were nished, because d(xn , xm ) d(xn , xm ). Conversely, if Y is not complete, there is some non-convergent Cauchy sequence zk . Why does the author start the converse in this manner? yn are Cauchy, we When we proved the sequence of partial sums of 1

immediately proved that yn converges because Y is Banach Space (A Normed Complete Vector Space). Going the other way, we are assuming that yn converges and we have to prove that the normed space Y is a Banach space. Since a Banach space is just a complete normed space, the only thing left to prove is that Y is complete. We are proving this by contradiction.

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En E (En ) (E). What does this mean? If E = En with E1 E2 . . . , then limx (En ) = (E). En E (En ) (E). What does this mean? If E = E1 E2 . . . , then limx (En ) = (E). En with

These last two properties of a -additive function are analogous to continuity. E = En with E1 E2 . . . is analogous to saying limx En = E. In light of this, limx (En ) = (E) can be rewritten as limx (En ) = (limx En ).

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Proof of the First Property from Big Rudin (page 18)

We prove the statement in the rst bullet. Bi Bj = for i = j Why? Just to be concrete, say i < j. Well, Bi = Ai Ai1 and Bj = Aj Aj1 . If x Aj1 , then x Ai because A1 A2 . . . . Therefore / / x Bj x Bj . Or, Bi Bj = . Draw diagrams. Bi represents the / ith ring going from the center. We prove the statement in the second bullet. Again, draw diagrams. Cn represents the rst n rings going the edge. A1 A = Cn . Why?

x A1 A some m such that x Am . Thus, x Cm (look / 2

at the diagram). So, A1 A Cn . If x Cn , x Cm for some m. x Cm x Am+1 Of course, x is in A1 . Thus, x A1 A and / A1 A Cn . We are done.