Tuesday, August 22, 2017

real analysis - Question regarding Lebesgue Integrability in sigma -finite spaces

I'm taking a course in measure theory and we defined integrability in a σ -finite space as follows: Suppose (X,F,μ) is a σ-finite measure space, a measurable function f:XR is said to be integrable on X (denoted fL1(X,F,μ)) if for every collection {Xm}m=1 such that XmX , XmF and μ(Xm)< the following apply:



  1. f is integrable on every set AX such that μ(A)< .




  2. The limit lim exists and does not depend on the choice of \left\{ X_{m}\right\} _{m=1}^{\infty} .




  3. The limit \lim\limits _{m\to\infty}\int_{X_{m}}fd\mu does not depend on the choice of \left\{ X_{m}\right\} _{m=1}^{\infty} .




If said conditions apply then we define \int_{X}fd\mu=\lim\limits _{m\to\infty}\int_{X_{m}}\left|f\right|d\mu


Now suppose \mathcal{G}\subseteq\mathcal{F} is a \sigma -algebra on X . Let f:X\to\mathbb{R} be a \mathcal{G} -measurable function such that f\in L^{1}\left(X,\mathcal{G},\mu\right) , is f necessarily in L^{1}\left(X,\mathcal{F},\mu\right) ? Obviously \mathcal{G} -measurability implies \mathcal{F} -measurability but what about integrability?


EDIT: It seems the construction of the integral we did is quite unorthodox, I'll elaborate further on the definitions: Suppose \left(X,\mathcal{F},\mu\right) is a measure space and let A\subseteq X be a subset of finite measure. We define a simple function f:X\to\mathbb{R} to be any function taking a countable collection of real values \left\{ y_{n}\right\} _{n=1}^{\infty}. Denote A_{n}=\left\{ x\in A\,|\, f\left(x\right)=y_{n}\right\}. Assuming f is measurable we say that f is integrable on A if the series {\sum_{n=1}^{\infty}{\displaystyle y_{n}\mu\left(A_{n}\right)}} is absolutely convergent in which case we define: \int_{A}fd\mu={\displaystyle \sum_{n=1}^{\infty}}y_{n}\mu\left(A_{n}\right) Furthermore, given any measurable function f:X\to\mathbb{R} we say f is integrable on A if there is a sequence of simple functions (as defined) which are integrable on A and converging uniformly to f on A. In which case we define: \int_{A}fd\mu=\lim_{n\to\infty}\int_{A}f_{n}d\mu


Thanks in advance.

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