Selected Problems from Chapter 7.

3
Vinh-Kha Le
Problem 23. Provide an example of a Cauchy sequence of real numbers that
is not rapidly Cauchy.
Example. The real-valued sequence defined explicitly by the equation xn = 1/n
is Cauchy but not rapidly Cauchy.
Proof. Elementary calculus shows us that {xn } converges to 0. Because {xn } is
a convergent sequence, it is also Cauchy. Now suppose that there is a sequence
of positive numbers {k } such that
|xk+1 xk | 2k for all k.
Explicit substitution gives us the following relationship for all k.


 1
1
1
1 


= |xk+1 xk | 2k
(k + 1)2
k(k + 1)  k + 1 k 
Taking the square root of the left-most and right-most expressions shows us
that
1
k for all k.
k+1
Taking the sum of the above for k goes from 1 to shows us that the series

X
n=1

k

1
= .
k
+
1
n=1

In other words, this series diverges. Therefore, {xn } is not rapidly Cauchy.
Problem 25. Assume that E has finite measure and 1 p1 < p2 . Show
that if {fn } f in Lp2 (E), then {fn } f in Lp1 (E).
Proof. Corollary 3 guarantees the existence of a number c for which
kfn f kp1 c kfn f kp2 for all n.
Taking the limit of both sides as n and applying the convergence condition
for {fn } f in Lp2 (E) gives us
lim kfn f kp1 lim c kfn f kp2 = 0

by monotonicity of the limit. It follows that {fn } f in Lp1 (E).

1

Problem 26. (The Lp Dominated Convergence Theorem) Let {fn } be a sequence of measurable functions that converges pointwise a.e. on E to f . For
1 p < , suppose there is a function g in Lp (E) such that for all n, |fn | g
a.e. on E. Prove that {fn } f in Lp (E).
Proof. From the given information, we know that
|fn f | |fn | + |f | 2g a.e. on E
by monotonicity of the limit. Taking the pth power of the left-most and rightmost sides yields
p
|fn f | 2p g p a.e. on E.
Note that the right-hand expression is integrable because
Z

Z
p
p
p
p
2 g 2
|g| is finite as g Lp (E).
E

We also know from the given information that {fn f } 0 a.e. on E, so

p

lim |fn f | = 0 a.e. on E

n
p

by the continuity of x 7 |x| . Applying the Lebesgue Dominated Convergence

Theorem to the above expression yields
Z
p
lim
|fn f | = 0.
n

This was what was to be proven.

Problem 27. For E a measurable set and 1 p < , assume {fn } f in
Lp (E). Show that there is a subsequence {fnk } and a function g Lp (E) for
which |fnk | g a.e. on E for all k.
Proof. Because {fn } converges, it is Cauchy. Therefore, it has a subsequence
{fnk } that is rapidly Cauchy. This is to say that

X


fn
fnk p 2k where
k < .
k+1
k=1

Let the sequence {gk } be defined by the following explicit definition.

  k
gk = max fnj  j=1


Consider the difference |gk+1 gk |. For fnk+1  gk , we have




|fnk | gk fnk+1  = gk+1 , so |gk+1 gk | fnk+1 fnk  .


For fnk+1  gk , we have a similar result:


gk = gk+1 , so |gk+1 gk | = 0 fnk+1 fnk  .
2

We can conclude that



|gk+1 gk | fnk+1 fnk  everywhere on E.
By monotonicity of the Lebesgue integral,


kgk+1 gk kp fnk+1 fnk p 2k .
In other words, {gk } is rapidly Cauchy with respect to Lp (E). Theorem 6 tells
us that {gk } converges pointwise to a function g Lp (E) a.e. on E. Trivially,
|fnk | g a.e. on E for all k.