# A nonnegative function f in M(X,X) is the limit of a monotone increasing sequence in M(X,X)

We will elaborate on a lemma in the book The Elements of Integration and Lebesgue Measure.

Lemma: If f is a nonnegative function in M(X,X), then there exists a sequence ($\phi_n$) in M(X,X) such that:

(a) $0\leq \phi_n (x) \leq \phi_{n+1} (x)$ for $x\in X, n\in\mathbb{N}$.

(b) $f(x) =\lim \phi_n (x)$ for each $x\in X$.

(c) Each $\phi_n$ has only a finite number of real values.

Proof:

Let n be a fixed natural number. If k=0, 1, 2, …, $n 2^n -1$, let $E_{kn}$ be the set

$E_{kn}=\{ x\in X: k2^{-n} \leq f(x)<(k+1)2^{-n}\}$.

If $k=n2^n$, let $E_{kn}=\{x\in X: f(x) \geq n\}$.

We note that the sets $\{E_{kn}: k=0, 1,\ldots, n2^n\}$ are disjoint.

The sets also belong to X, and have union equal to X.

Thus, if we define $\phi_n= k2^{-n}$ on $E_{kn}$, then $\phi_n$ belongs to M(X,X).

We can see that the properties (a), (b), (c) hold.

(a): $0\leq k2^{-n}\leq k2^{-n-1}$ is true.

(I just noticed there is some typo in Bartle’s book, as the above inequality does not hold. I think n is supposed to be fixed, while k is increased instead.)

(b): As n tends to infinity, on $k2^{-n} \leq f(x) <(k+1)2^{-n}$, i.e. $\phi_n (x) \leq f(x) < \phi_n (x)+2^{-n}$, thus $f(x)=\lim \phi_n (x)$ for each $x\in X$.

(c): Clearly true!

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