Wednesday, March 22, 2017

real analysis - Integral on a completion of measure space



Let (X,M,μ) be a measure space with completion (X,ˉM,ˉμ). If fL1(X,M,μ), show that fL1(X,ˉM,ˉμ) and fdμ=fdˉμ



My attempt: firstly to show that f is ˉM measurable, let EBC, then f1(E)M, by the definition of completion, ˉM:={FG:FM,GN,NM,μ(N)=0}, if we set G=, then we can have f1(E)ˉM, hence f is ˉM measurable.



Furthermore, fL1(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=1an1Akf.



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=1an1Akf.



Then fdμ=supS and fdˉμ=supˉS.



It is evident that SˉS so fdμfdˉμ.



For every s=nk=1anμ(Ak)ˉS we can find sets BkM such that BkAk and μBk=ˉμAk. Then s=nk=1anμ(Ak)=nk=1anμ(Bk)S.




So we also have ˉSS so that fdˉμfdμ.


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