Integrals of Nonnegative Measurable Functions that Equal Zero

Integrals of Nonnegative Measurable Functions that Equal Zero

Theorem 1: Let $(X, \mathcal A, \mu)$ be a complete measure space. If $f$ is a nonnegative measurable function defined on a measurable set $E$ and $\displaystyle{\int_E f(x) \: d \mu = 0}$ then $f(x) = 0$ $mu$-almost everywhere on $E$.
(1)
\begin{align} \quad 0 \leq \int_E \varphi_n(x) \: d \mu \leq \int_E f(x) \: d \mu = 0 \end{align}
  • So for all $n \in \mathbb{N}$ we have that:
(2)
\begin{align} \quad \int_E \varphi_n(x) \: d \mu = 0 \end{align}
  • Let $a_1, a_2, ..., a_m > 0$ be the positive real numbers in the range of $\varphi_n(x)$ such that $\varphi_n(x) = a_k$ if and only if $x \in E_k \subseteq E$ and:
(3)
\begin{align} \quad \int_E \varphi_n(x) \: d \mu = \sum_{k=1}^{m} a_k \mu (E_k) = 0 \end{align}
  • So $a_k \mu (E_k) = 0$ for all $k \in \{ 1, 2, ..., m \}$. So $\mu (E_k) = 0$ for all $k \in \{ 1, 2, ..., m \}$. So $\mu (E_1 \cup E_2 \cup ... \cup E_m) = 0$ and $\varphi_n(x) > 0$ if and only if $x \in E_1 \cup E_2 \cup ... \cup E_m$.
  • So $\varphi_n(x) = 0$ $mu$-almost everywhere on $E$.
  • Let $E_0 = \bigcup_{n=1}^{\infty} \{ x \in E : \varphi_n(x) > 0 \}$. Then from the above argument we have that $\mu (E_0) = 0$ and $f(x) > 0$ if and only if $x \in E_0$. So $f(x) = 0$ $\mu$-almost everywhere on $E$. $\blacksquare$
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