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Clearly all of the <math>F_n</math> must have finite measure, else <math> \int_X |f|d\mu </math> would be infinite. Thus, <math>\{f \ne 0\}</math> is <math>\sigma</math>-finite. | Clearly all of the <math>F_n</math> must have finite measure, else <math> \int_X |f|d\mu </math> would be infinite. Thus, <math>\{f \ne 0\}</math> is <math>\sigma</math>-finite. | ||
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+ | --[[User:Damurray|Damurray]] 13:46, 6 July 2009 (UTC) |
Latest revision as of 08:46, 6 July 2009
2. Let $ (X,\mathcal{F},\mu) $ be a measure space and $ f \in L(\mu) $. Show that $ \{f \ne 0\} $ is $ \sigma $-finite.
Since $ f \in L(\mu) $, we know that $ \int_X |f|d\mu < \infty $. Let $ F_{n} \equiv \{|f| > 1/n\} $. Then we have $ \{f \ne 0\} = \cup_{n=1}^\infty F_n. $
Clearly all of the $ F_n $ must have finite measure, else $ \int_X |f|d\mu $ would be infinite. Thus, $ \{f \ne 0\} $ is $ \sigma $-finite.
--Damurray 13:46, 6 July 2009 (UTC)