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This is one of the problem in my final exam. The following integral is talked in the sense of Lebesgue's. Suppose $f$ is integrable on the real line.

If for any open set $G\subset R$, $$\int_Gfdx=\int_{\overline{G}}fdx$$

Then $f = 0,a.e.$

I managed to prove the proposition when $f$ is nonnegative. Let any $\epsilon>0$ be given. Suppose $f$ is nonnegative and let the ordering of all rational numbers on real line be $\{q_n\}_{n\geq 1} $. Let $q_n \subset E_n $, where $E_n$ is an open interval and $m(E_n)\leq\frac{\epsilon}{2^n}$. Set $E$ be the union of all $E_n$'s, it follows that $E$ is open and $m(E)\leq\epsilon$. It holds for all $\epsilon$.

Now $E$ is a covering of all rational numbers, it follows that $\overline{E}=R$. By the assumption, $\int_Rfdx=\int_Efdx$. Choose $\epsilon$ so small that the integral on the right hand is smaller than an arbitrarily positive real number, we have that $\int_Rfdx\leq0$. Since $f$ is nonnegative, $f = 0, a.e.$, as desired.

But I have trouble extending to the general case. I think I'm pretty close though, but I'm stuck. Can anyone give me a hint?

Thanks!

I would further specify the problem I encountered during the generalization: As Harmonic Analyst answered, I tried to generalize it by decomposing $f$ into $f^+$ and $f^-$, where $f^+,f^-$ are nonnegative and $f=f^+-f^-$. Let $E^+={f>0}$, then for any set $G$, $$\int_{G}f^+dx = \int_{G\cap E^+}fdx $$

Now if we can prove that $$\int_{G}f^+dx = \int_{\overline{G}}f^+dx $$ We would finish the proof. This is equivalent to $$\int_{G\cap E^+}fdx = \int_{\overline{G}\cap E^+}fdx $$

But how can this be deduced from the given condition? The concerned set ${G\cap E^+}$ is not open, and $\overline{G}\cap E^+$ is not even its closure.

This is the difficulty that stopped me. I'm also beginning to think I'm headed to a wrong direction. Again, thanks in advance!

R. Feng
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2 Answers2

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$\def \R{\mathbb{R}}$ My answer is quite similar to your method. I claim that for any $a<b$, we have $$\int_a^b f(x) dx = 0.$$ In fact, as you did, let $\{q_n\}_{n\geq 1}$ be all the rationals on $(a, b)$ (not on $\R$). For each $\epsilon>0$ there is an open set $V_{\epsilon}$ such that $\{q_n\}_{n\geq1} \subset V_{\epsilon} \subset (a, b)$ and $m(V_{\epsilon}) < \epsilon $. Here $m$ denotes the Lebesgue measure. Since the closures of $\{q_n\}_{n\geq 1}$ and $(a, b)$ are both $[a, b]$, we see the closure of $V_{\epsilon}$ is $[a, b]$ as well. The the given condition yields $$\int_a^b f(x) dx = \int_{V_{\epsilon}} f(x) dx \to 0 \quad(\epsilon \to 0).$$ The limit follows from the fact that $m(V_{\epsilon}) \to 0$ and an application of the Dominated Convergence Theorem. From this observation it is easy to check that $f = 0$ a.e.

  • Thanks, that's much simpler than I imagined! – R. Feng Jul 05 '17 at 12:49
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    A more general result is true: if $\mu$ is a measure such that the measure of any open set coincides with the measure of its closure then the measure vanishes identically. The proof is quite different from the above because it is not assumed that the measure is absolutely continuous. – Kavi Rama Murthy Jul 06 '17 at 06:24
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    The result I just mentioned is also true in higher dimensions, in fact in any normed linear space as long as $\mu$ is a regular Borel measure. – Kavi Rama Murthy Jul 06 '17 at 06:34
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I think you could just use some standard argument, decomposing an arbitrary function $f$ in $f^+$ and $f^-$, and using your proof for each of this functions. I.e.:

$$ f^+(x):=max\{f(x),0\};~~ f^-(x):=max\{-f(x),0\}$$

  • You can write \max to get $\max$ instead of $max$. – md2perpe Jul 05 '17 at 09:55
  • But these are different functions; I think it we need to prove that $f^+$ and $f^-$ also satisfies the given condition, that is, the integral of any open set equals that of the set's closure. I think it is not trivial and I tried to prove it, but failed. – R. Feng Jul 05 '17 at 11:22