Fall 2017 - Problem 5

measure theory

Suppose f ⁣:RR\func{f}{\R}{\R} is a bounded and measurable function satisfying f(x+1)=f(x)f\p{x + 1} = f\p{x} and f(2x)=f(x)f\p{2x} = f\p{x} for almost every xRx \in \R. Show that then there exists a constant cRc \in \R such that f(x)=cf\p{x} = c for almost every xRx \in \R.

Solution.

First, observe that on any dyadic interval [k2n,k+12n][0,1]\br{\frac{k}{2^n}, \frac{k+1}{2^n}} \subseteq \br{0, 1}, i.e., 0k2n10 \leq k \leq 2^n - 1 and n0n \geq 0, we have

k/2n(k+1)/2nfdx=12nkk+1fdx=12n01fdx.\int_{k/2^n}^{\p{k+1}/2^n} f \,\diff{x} = \frac{1}{2^n} \int_k^{k+1} f \,\diff{x} = \frac{1}{2^n} \int_0^1 f \,\diff{x}.

Let c=01fdxc = \int_0^1 f \,\diff{x} and consider fn=2nk/2n(k+1)/2nfdxf_n = 2^{n} \int_{k/2^n}^{\p{k+1}/2^n} f \,\diff{x} on [k2n,k+12n]\br{\frac{k}{2^n}, \frac{k+1}{2^n}} and 00 otherwise. If we show that fnff_n \to f in L1([0,1])L^1\p{\br{0, 1}}, then

fnfL1([0,1])=01fnfdx=01cfdxn0,\norm{f_n - f}_{L^1\p{\br{0,1}}} = \int_0^1 \abs{f_n - f} \,\diff{x} = \int_0^1 \abs{c - f} \,\diff{x} \xrightarrow{n\to\infty} 0,

so 01cfdx=0\int_0^1 \abs{c - f} \,\diff{x} = 0 and so f=cf = c for almost every x[0,1]x \in \br{0, 1}. Thus, by the translation invariance of ff almost everywhere,

kk+1fcdx=01fcdx=0,\int_k^{k+1} \abs{f - c} \,\diff{x} = \int_0^1 \abs{f - c} \,\diff{x} = 0,

so f=cf = c for almost every xRx \in \R. Hence, it remains to prove the L1L^1 convergence.

Let Ak,n(g)=k/2n(k+1)/2ngdxA_{k,n}\p{g} = \int_{k/2^n}^{\p{k+1}/2^n} \abs{g} \,\diff{x}. First, note that

Ak,n(1)=2nk/2n(k+1)/2ndx=1.A_{k,n}\p{1} = 2^n \int_{k/2^n}^{\p{k+1}/2^n} \,\diff{x} = 1.

Let ε>0\epsilon > 0 and let gg be a continuous function on [0,1]\br{0, 1} such that fgL1<ε\norm{f - g}_{L^1} < \epsilon. Then

fnfL1([0,1])=01fnfdx=k=02n1k/2n(k+1)/2n2nk/2n(k+1)/2nf(y)f(x)dydxk=02n1k/2n(k+1)/2n2nk/2n(k+1)/2nf(y)f(x)dydxk=02n1k/2n(k+1)/2nAk,n(fg)+Ak,n(f(x)g(x))+Ak,n(gg(x))dx.\begin{aligned} \norm{f_n - f}_{L^1\p{\br{0,1}}} &= \int_0^1 \abs{f_n - f} \,\diff{x} \\ &= \sum_{k=0}^{2^n-1} \int_{k/2^n}^{\p{k+1}/2^n} \abs{2^n \int_{k/2^n}^{\p{k+1}/2^n} f\p{y} - f\p{x} \,\diff{y}} \,\diff{x} \\ &\leq \sum_{k=0}^{2^n-1} \int_{k/2^n}^{\p{k+1}/2^n} 2^n \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - f\p{x}} \,\diff{y} \,\diff{x} \\ &\leq \sum_{k=0}^{2^n-1} \int_{k/2^n}^{\p{k+1}/2^n} A_{k,n}\p{f - g} + A_{k,n}\p{f\p{x} - g\p{x}} + A_{k,n}\p{g - g\p{x}} \,\diff{x}. \end{aligned}

We estimate separately:

k/2n(k+1)/2nAk,n(fg)dx=k/2n(k+1)/2n2nk/2n(k+1)/2nf(y)g(y)dydx=k/2n(k+1)/2nf(y)g(y)dy.\begin{aligned} \int_{k/2^n}^{\p{k+1}/2^n} A_{k,n}\p{f - g} \,\diff{x} &= \int_{k/2^n}^{\p{k+1}/2^n} 2^n \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y} \,\diff{x} \\ &= \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y}. \end{aligned}

Similarly, by Fubini-Tonelli (everything is non-negative)

Ak,n(f(x)g(x))=k/2n(k+1)/2n2nk/2n(k+1)/2nf(y)g(y)dydx=k/2n(k+1)/2n2nk/2n(k+1)/2nf(y)g(y)dxdy=k/2n(k+1)/2nf(y)g(y)dy.\begin{aligned} A_{k,n}\p{f\p{x} - g\p{x}} &= \int_{k/2^n}^{\p{k+1}/2^n} 2^n \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y} \,\diff{x} \\ &= \int_{k/2^n}^{\p{k+1}/2^n} 2^n \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{x} \,\diff{y} \\ &= \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y}. \end{aligned}

Finally, by absolute continuity of gg on the compact dyadic square, there exists δ>0\delta > 0 so that xy<δ    g(x)g(y)<ε\abs{x - y} < \delta \implies \abs{g\p{x} - g\p{y}} < \epsilon. Choose nn large enough so that 12n<δ\frac{1}{2^n} < \delta and we get

k/2n(k+1)/2nAk,n(gg(x))dx=k/2n(k+1)/2n2nk/2n(k+1)/2ng(x)g(y)dydxk/2n(k+1)/2nεdx=ε2n.\begin{aligned} \int_{k/2^n}^{\p{k+1}/2^n} A_{k,n}\p{g - g\p{x}} \,\diff{x} &= \int_{k/2^n}^{\p{k+1}/2^n} 2^n \int_{k/2^n}^{\p{k+1}/2^n} \abs{g\p{x} - g\p{y}} \,\diff{y} \,\diff{x} \\ &\leq \int_{k/2^n}^{\p{k+1}/2^n} \epsilon \,\diff{x} \\ &= \frac{\epsilon}{2^n}. \end{aligned}

Putting it all together,

fnfL1([0,1])k=02n1k/2n(k+1)/2nAk,n(fg)+Ak,n(f(x)g(x))+Ak,n(gg(x))dxk=02n1(k/2n(k+1)/2nf(y)g(y)dy+k/2n(k+1)/2nf(y)g(y)dy+ε2n)=2fgL1([0,1])+ε3ε.\begin{aligned} \norm{f_n - f}_{L^1\p{\br{0,1}}} &\leq \sum_{k=0}^{2^n-1} \int_{k/2^n}^{\p{k+1}/2^n} A_{k,n}\p{f - g} + A_{k,n}\p{f\p{x} - g\p{x}} + A_{k,n}\p{g - g\p{x}} \,\diff{x} \\ &\leq \sum_{k=0}^{2^n-1} \p{\int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y} + \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y} + \frac{\epsilon}{2^n}} \\ &= 2\norm{f - g}_{L^1\p{\br{0,1}}} + \epsilon \\ &\leq 3\epsilon. \end{aligned}

Sending ε0\epsilon \to 0, we see fnff_n \to f in L1L^1, which completes the proof.