Let (X,M,μ) be a measure space with completion (X,ˉM,ˉμ). If f∈L1(X,M,μ), show that f∈L1(X,ˉM,ˉμ) and ∫fdμ=∫fdˉμ
My attempt: firstly to show that f is ˉM measurable, let E∈BC, then f−1(E)∈M, by the definition of completion, ˉM:={F∪G:F∈M,G⊆N,N∈M,μ(N)=0}, if we set G=∅, then we can have f−1(E)∈ˉM, hence f is ˉM measurable.
Furthermore, f∈L1(X,ˉM,ˉμ) will directly follow from ∫fdμ=∫fdˉμ, but how to show this? I appreciate your help!
Answer
It is enough to prove it for nonnegative f.
Let S be the set of finite sums ∑nk=1anμ(Ak) where the sets Ak are M-measurable, the ak are nonnegative, and finally ∑nk=1an1Ak≤f.
Let ˉS be the set of finite sums ∑nk=1anμ(Ak) where the sets Ak are ˉM-measurable, the ak are nonnegative, and finally ∑nk=1an1Ak≤f.
Then ∫fdμ=supS and ∫fdˉμ=supˉS.
It is evident that S⊆ˉS so ∫fdμ≤∫fdˉμ.
For every s=∑nk=1anμ(Ak)∈ˉS we can find sets Bk∈M such that Bk⊆Ak and μBk=ˉμAk. Then s=∑nk=1anμ(Ak)=∑nk=1anμ(Bk)∈S.
So we also have ˉS⊆S so that ∫fdˉμ≤∫fdμ.
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