Analysis Problem of the Day 89

Today’s problem appeared as Problem 3 on UCLA’s Spring 2019 Analysis Qual:

Problem 3. a) Let f be a continuous positive function on \mathbb{R} with \lim_{|t| \to \infty} f(t)=0. Show that the set \{hf: h \in L^1(\mathbb{R}), \|h\|_1 \leq K\} is a nowhere dense closed subset of L^1(\mathbb{R}) for any positive K.

b) Let \{f_n\} be a sequence positive continuous functions as in (a). Show that there exists g \in L^1(\mathbb{R}) such that \frac{g}{f_n} \not \in L^1(\mathbb{R}) for all n.


Solution: a) Denote the desired set A^f_K. We first show A^f_K is closed. Let h_n f \to g in L^1, h_n f \in A_K. Since f is positive everywhere, note that division by f is allowed. Moreover, notice that

    \[\int_F \left|\frac{g}{f}\right| dx \leq \int_F \left|\frac{g}{f}-h_n\right|+|h_n|dx\]

on any compact set F. Now, on any compact set F, |f| \geq \epsilon for some \epsilon>0, so that \int_F |h_n f-g| = \int_F |f| |h_n - \frac{g}{f}| \geq \epsilon \int_F |h_n - \frac{g}{f}|. By sending n \to \infty, we conclude that h_n \to \frac{g}{f} on F, i.e. h_n \to \frac{g}{f} in L^1_{loc}. Returning to our first use of triangle inequality, we note that on any compact set F, \int |h_n| \leq K and \int_F |h_n - \frac{g}{f}| \to 0 as n \to \infty. Thus, returning to the original inequality, by taking n large enough, we obtain that \int_F |\frac{g}{f}| \leq K+\epsilon for any \epsilon>0 and any compact set F. This immediately implies that \frac{g}{f} \in L^1 and \|\frac{g}{f}\|_1 \leq K, so g = \frac{g}{f} f \in A^f_K. Thus, A^f_K is closed.

We now show that A^f_K is nowhere dense. Since A^f_K is closed, this is equivalent to demonstrating that A^f_K has empty interior. Fix h \in L^1, \|h\|_1 \leq K, and fix \epsilon>0. Define I_n^\epsilon := \{x: \frac{\epsilon}{2^{n+1}} \leq f(x) < \frac{\epsilon}{2^n}\}, and note that |I_n|<\infty for all n since f converges to 0 at infinity. Now, define g(x) = \sum_{n=1}^\infty \frac{\epsilon}{2^n}\frac{\chi_{I_n}(x)}{|I_n|}, and note that \int |g(x)| dx \leq \epsilon. Now, pick a large compact set F so that \|hf\|_{L^1(F^c)} \leq \epsilon, and define G to be hf on F and g on F^c. Then, clearly G \in L^1 and \|G-hf\|_1 < 2\epsilon. However, \frac{G}{f} \geq \frac{1}{|I_n|}\frac{\epsilon}{2^{n}} \frac{2^{n}}{\epsilon} = \frac{1}{|I_n|} on each I_n for sufficiently large n, and so \int_{F^c} \frac{G}{f} \geq \sum_{I_n \cap F = \varnothing} 1 = \infty, as f is continuous and attains a minimum on any compact set. Thus, \frac{G}{f} \not \in L^1, so G \not \in A^f_K, as otherwise G=hf, h \in L^1 \implies h = \frac{G}{f} \in L^1. We thus have shown that no open ball around any hf \in A^f_K is contained in A^f_K, i.e. A^f_K is closed and has empty interior. Thus, A^f_K is a closed nowhere dense set.

b) By the Baire category theorem, since L^1 is complete, a countable union of closed nowhere dense sets in L^1 cannot be all of L^1. Denoting A^f:=\bigcup_{K=1}^\infty A^f_K and A:=\bigcup_{n=1}^\infty A^{f_n}, we note that A \not = L^1, i.e. there exists g \in L^1 such that g \not \in A^{f_n} for all n, i.e. g does not satisfy \|\frac{g}{f_n}\|_1 \leq K for any K>0 and any n, i.e. \frac{g}{f_n} \not \in L^1 for all n, as desired.

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