Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 1 23H c Solution Created 2026-09-24 Updated 2026-09-29
Equip with counting measure . For a nonnegative function , defineThis lies in and agrees with the series as a Lebesgue integral against counting measure.
For , definewhen is integrable, which here meansThus the complex sum is defined under absolute convergence and can be obtained by integrating the real and imaginary parts.
Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 1 23H d Solution Created 2026-09-24 Updated 2026-09-29
The Beppo Levi theorem, or monotone convergence theorem, states that if is a sequence of nonnegative measurable functions on a measure space andpointwise almost everywhere, then is measurable andwhere either side may be infinite.
Measurability of follows from measurability of countable suprema. Since , monotonicity of the Lebesgue integral givesFor the reverse inequality, let be a nonnegative simple function with , and fix . DefineThen up to the null set on which convergence fails. Since ,by continuity from below of a measure, applied to the finitely many level sets of . Hence . Letting and taking the supremum over all simple , as in the definition of the Lebesgue integral, gives the reverse inequality and proves the theorem.