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Shape Analysis, Lebesgue Integration and Absolute Continuity Connections

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Shape Analysis, Lebesgue Integration and Absolute Continuity Connections NISTIR 8217 Shape Analysis, Lebesgue Integration and Absolute Continuity Connections Javier Bernal This publication is available free of charge from: https://doi.org/10.6028/NIST.IR.8217 NISTIR 8217 Shape Analysis, Lebesgue Integration and Absolute Continuity Connections Javier Bernal Applied and Computational Mathematics Division Information Technology Laboratory This publication is available free of charge from: https://doi.org/10.6028/NIST.IR.8217 July 2018 INCLUDES UPDATES AS OF 07-18-2018; SEE APPENDIX U.S. Department of Commerce Wilbur L. Ross, Jr., Secretary National Institute of Standards and Technology Walter Copan, NIST Director and Undersecretary of Commerce for Standards and Technology ______________________________________________________________________________________________________ This Shape Analysis, Lebesgue Integration and publication Absolute Continuity Connections Javier Bernal is National Institute of Standards and Technology, available Gaithersburg, MD 20899, USA free of Abstract charge As shape analysis of the form presented in Srivastava and Klassen’s textbook “Functional and Shape Data Analysis” is intricately related to Lebesgue integration and absolute continuity, it is advantageous from: to have a good grasp of the latter two notions. Accordingly, in these notes we review basic concepts and results about Lebesgue integration https://doi.org/10.6028/NIST.IR.8217 and absolute continuity. In particular, we review fundamental results connecting them to each other and to the kind of shape analysis, or more generally, functional data analysis presented in the aforeme- tioned textbook, in the process shedding light on important aspects of all three notions. Many well-known results, especially most results about Lebesgue integration and some results about absolute conti- nuity, are presented without proofs. However, a good number of re- sults about absolute continuity and most results about functional data and shape analysis are presented with proofs. Actually, most missing proofs can be found in Royden’s “Real Analysis” and Rudin’s “Prin- ciples of Mathematical Analysis” as it is on these classic textbooks and Srivastava and Klassen’s textbook that a good portion of these notes are based. However, if the proof of a result does not appear in the aforementioned textbooks, nor in some other known publication, or if all by itself it could be of value to the reader, an effort has been made to present it accordingly. 1 ______________________________________________________________________________________________________ 1 Introduction The concepts of Lebesgue integration and absolute continuity play a major This role in the theory of shape analysis or more generally in the theory of func- publication tional data analysis of the form presented in [23]. In fact, well-known con- nections between Lebesgue integration and absolute continuity are of great importance in the development of functional data and shape analysis of the kind in [23]. Accordingly, understanding functional data and shape analysis as presented in [23] requires understanding the basics of Lebesgue integration is and absolute continuity, and the connections between them. It is the purpose available of these notes to provide a way to do exactly that. In Section 2, we review fundamental concepts and results about Lebesgue integration. Then, in Section 3, we review fundamental concepts and results free about absolute continuity, some results connecting it to Lebesgue integration. Finally, in Section 4, we shed light on some important aspects of functional of data and shape analysis of the type in Srivastava and Klassen’s textbook [23], charge in the process illustrating its dependence on Lesbesgue integration, absolute continuity and the connections between them. Accordingly, without page from: numbers, a table of contents for these notes would be roughly as follows: 1. Introduction https://doi.org/10.6028/NIST.IR.8217 2. Lebesgue Integration Algebras of sets, Borel sets, Cantor set Outer measure Measurable sets, Lebesgue measure Measurable functions, Step functions, Simple functions The Riemann integral The Lebesgue integral The Lp Spaces 3. Absolute Continuity and its Connections to Lebesgue Integration 4. Functional Data and Shape Analysis and its Connections to Lebesgue Integration and Absolute Continuity Summary Acknowledgements References Index of Terms The material in these notes about Lebesgue integration and absolute con- tinuity is mostly based on Royden’s “Real Analysis” [16] and Rudin’s “Prin- ciples of Mathematical Analysis” [18]. The fundamental ideas on functional 2 ______________________________________________________________________________________________________ data and shape analysis are mostly from Srivastava and Klassen’s “Func- tional and Shape Data Analysis” [23]. An index of terms has been included This at the end of the notes. publication 2 Lebesgue Integration Algebras of sets, Borel sets, Cantor set is Definition 2.1: A collection of subsets of a set X is called an algebra available on X if for A, B in , A B isA in , and for A in , A˜ = X A is in . A ∪ A A \ A Observation 2.1: From De Morgan’s laws if is an algebra, then for A, B A free in , A B is in . A ∩ A of σ charge Definition 2.2: An algebra is called a -algebra if the union of every countable collection of sets inA is in . A A from: Observation 2.2: From De Morgan’s laws if is a σ-algebra, then the A intersection of a countable collection of sets in is in . A A https://doi.org/10.6028/NIST.IR.8217 Definition 2.3: A set of real numbers O is said to be open if for each x O ∈ there is δ > 0 such that each number y with x y < δ belongs to O. A set of real numbers F is said to be closed if its| complement− | in R is open, i.e., R F is open, where R is the set of real numbers. The collection of Borel \ sets is the smallest σ-algebra on the set R of real numbers which contains all open sets of real numbers. Observation 2.3: The collection of Borel sets contains in particular all closed sets, all open intervals, all countable unions of closed sets, all countable intersections of open sets, etc. Proposition 2.1: Every open set of real numbers is the union of a countable collection of disjoint open intervals. Proof in [16]. Proposition 2.2 (Lindel¨of): Given a collection of open sets of real C 3 ______________________________________________________________________________________________________ numbers, then there is a countable subcollection O of with { i} C ∞ O∈C O = i=1 Oi. This ∪ ∪ Proof in [16]. publication Definition 2.4: A set of real numbers F is said to be compact if every open cover of F contains a finite subcover, i.e., if is a collection of open C sets of real numbers such that F O∈C O, then there is a finite subcollection is ⊆ ∪n Oi, i = 1, . , n of with F i=1 Oi. available { } C ⊆ ∪ Proposition 2.3 (Heine-Borel): A set of real numbers F is compact if and only if it is closed and bounded. Proof in [16] and [18]. free of Proposition 2.4: Given a collection of closed sets of real numbers such K charge that at least one of the sets is bounded and the intersection of every finite subcollection of is nonempty, then F = . Proof in [16] and [18]. K ∩F ∈K 6 ∅ from: Definition 2.5: A number x is said to be a limit point of a set of real numbers E if every open set that contains x contains y = x, y in E. https://doi.org/10.6028/NIST.IR.8217 6 Definition 2.6: A set of real numbers E is said to be perfect if it is closed and if every number in E is a limit point of E. Proposition 2.5: A set is closed if and only if every limit point of the set is a point of the set. A nonempty perfect set is uncountable. Proofs in [18]. Corollary 2.1: Every interval is uncountable, thus the set of real numbers is uncountable. 1 2 Observation 2.4: Let E1 be the union of the intervals [0, 3 ], [ 3 , 1] that are obtained by removing the open middle third of the interval [0, 1]. Let E2 1 2 3 6 7 8 be the union of the intervals [0, 9 ], [ 9 , 9 ], [ 9 , 9 ], [ 9 , 1] that are obtained by 1 2 removing the open middle thirds of the intervals [0, 3 ] and [ 3 , 1]. Continuing this way, a sequence of compact sets En is obtained with En En+1 for ∞ ⊃ every positive integer n. The set n=1 En, called the Cantor set, is compact, nonempty, perfect thus uncountable,∩ and contains no interval. Proofs in [18]. 4 ______________________________________________________________________________________________________ Definition 2.7: The extended real numbers consist of the real numbers This together with the two symbols and + . The definition of < is extended −∞ ∞ by declaring that if x is a real number, then < x < . The operation publication is left undefined, the operation 0 ( −∞) is defined∞ to be 0, while other∞ − ∞ definitions are extended: If x is a real· number,±∞ then x + = , x = , x/ + = x/ = 0, x ∞= ∞, x − ∞= −∞ if x > ∞0, − ∞ · ∞ ∞ · −∞ −∞ is x = , x = if x < 0. · ∞ −∞ · −∞ ∞ available Finally + = , = , ( ) = , ( ) = . ∞ ∞ ∞ −∞−∞ −∞ ∞· ±∞ ±∞ −∞· ±∞ ∓∞ free Outer measure of Definition 2.8: Given a set A of real numbers, the outer measure m∗A charge of A is the extended real number defined by ∗ m A = inf l(In), from: A⊆∪In X where the I are countable collections of open intervals that cover A, and https://doi.org/10.6028/NIST.IR.8217 { n} l(In) is the length of the interval In. Observation 2.5: m∗ is a set function, m∗ = 0, m∗A m∗B if A B, ∅ ≤ ⊆ and the outer measure of a set consisting of a single point is zero. Proposition 2.6: m∗(I) = l(I) if I is an interval.
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