Exercise 3.5 Prove that if µ1, µ2, . .. are measures on a measur- able space and a1, a2,. .. E [0, ∞), then n=1anfln is also a mea- sure.

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Chapter2: Second-order Linear Odes
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Real Analysis dealing with Measures.

 

Exercise 3.5 Prove that if µ1, µ2, ... are measures on a measur-
able space and a1, a2, . .. E [0, ), then E-1 anfln is also a mea-
sure.
For this exercise you may use the fact from undergraduate anal-
ysis that
ΣΣ+ΣΣ
Cij
i=1 j=1
j=1 i=1
provided each of the cij is a non-negative real or equal to +o.
(This will also be a consequence of the Fubini theorem of Chapter
11.)
Transcribed Image Text:Exercise 3.5 Prove that if µ1, µ2, ... are measures on a measur- able space and a1, a2, . .. E [0, ), then E-1 anfln is also a mea- sure. For this exercise you may use the fact from undergraduate anal- ysis that ΣΣ+ΣΣ Cij i=1 j=1 j=1 i=1 provided each of the cij is a non-negative real or equal to +o. (This will also be a consequence of the Fubini theorem of Chapter 11.)
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