For question about integration, where the theory is based on measures. So it's almost always used together with the tag [measure-theory], and its aim is to specify questions about integral, not only properties of the measure.

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1answer
18 views

Does this proof for the MCT hold for the extended real valued functions.

Here is a proof for the MCT, but it says that it is for the real numbers, not the extended real numbers. If we allow the function f to take the value infinity does the proof still hold? I can not see ...
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0answers
18 views

Can simple functions take the value infinity?

I don't think my book is clear about this. It is "a course in real analysis", by weiss. Now I am in the chapter about the general lebesge integral, and we are going to develop the non-negative ...
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1answer
17 views

Adding integrals with different domains

Suppose I have two integrals $$ \int_{\Omega_1} f \, \, d \eta$$ and $$ \int_{\Omega_2} g \, \, d \eta$$ how would I define the sum of these two integrals? Is it possible? I want something of the ...
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1answer
31 views

Can this exercise be solved by DCT, I was only able to use MCT.

How would you solve this exercise? You don't need to give me the details, just the general idea. Let f be a Lebesgue integrable function. Show that $\int f(x+a) d\lambda=f(x) d\lambda$ and ...
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0answers
22 views

Measure of triangular area

Let $\lambda\in[0,1]$, $\Omega=[0,1]^2$, $\vec{m}$ and $\vec{n}$ be two linearly independent vectors, $i\in\mathbb{N}$ and $h(t)$ the periodic extension of $$\tilde{h}(t):=\begin{cases} (1-\lambda)t ...
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2answers
72 views

The limit of $\int_{0}^{1}\frac{\sqrt{n}}{1+n\ln(1+x^2)}dx$ as $n\to\infty$

The task is to calculate $$\lim_{n\to\infty}\int_{0}^{1}\frac{\sqrt{n}}{1+n\ln(1+x^2)}dx$$ I tried various estimates I know to find the dominating integrable function and nothing worked. Does anyone ...
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2answers
56 views

What does $d\mathbb{P}(\omega)$ in integral mean?

What does $d\mathbb{P}(\omega)$ under integral sign mean? Like $$\int_B Xd\mathbb{\mathbb{P}}(\omega)$$ Can somebody explain? How can we integrate $X$ with respect to $\mathbb{P}(\omega)$ where ...
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0answers
10 views

Integration of a continuous function under Lebesgue-Stieltjes measure space using simple functions

I am struggling to prove the following result using an approximating sequence of simple functions. Could anyone give me a clue? Under a Lebesgue-Stieltjes measure space ...
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2answers
238 views

It seems obvious, but how to prove it formally?

Let $f$ be a not decreasing, Lebesgue integrable function with finite integral over $[0,+\infty)$. It seems obvious to me that $\lim_{b\rightarrow\infty}\int_b^{\infty}f(x)\,dx=0$ then. But how can ...
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0answers
29 views

functional analysis: show L^1 integral operator has norm 1

I just started my course in functional analysis and have already stumbled across some things I don't understand, which are quite basic :(. In my lecture notes it says: Let $\mu$ be a measure on a ...
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1answer
35 views

Holder inequality (reverse or equality?)

For bounded $\Omega\in\mathbb{R}^n$, it is easy to see by the Holder inequality that $\int_{\Omega} u\,dx\leq (\int_{\Omega} 1^2\,dx)^{\frac{1}{2}} (\int_{\Omega} ...
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1answer
21 views

Lebesgue's integral and measure

I have got one question, because I see a big black hole in my knowledge about measure theory and Lebesgue's integrals: $$lim \int_A \sqrt [n] {x_1x_2} dl_2(x_1 x_2), A = {x_1^2 + x_2^2 <1, 0 \le ...
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1answer
37 views

lebesgue's integral and theorems [closed]

I have got an exercise from Lebesgue's integral: $$\lim_{n \to \infty} \int_{A} x^n y^{2n} \, dl_2 (x,y), \ A=\{ (x,y) \in \mathbb{R}^2 \mid 4x^2+y^2 \le 1 \}$$ I do not really understand Lebegues's ...
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0answers
32 views

Proof monotone convergence theorem, why do they use this lim sup?

I have a question about the proof of the MCT. First they use a lemma, this is ok, but I'll show it for completeness: Now comes the proof. But I am wondering, why do they use a lim sup here?, why ...
3
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1answer
68 views

Prove that $\int_0^1f'(x)dx \leq f(1) - f(0)$.

Let $f(x)$ be a non-decreasing function on $[0, 1].$ You may assume that $f$ is differentiable almost everywhere. Prove that $\int_0^1f'(x)dx \leq f(1) - f(0)$. I am having a hard time with this ...
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1answer
39 views

Example with almost every convergence where the dominated convergence theorem fails

So I ran into this exercise, and I want someone to check the accuracy of my answer, because I feel pretty sure that I make some mistakes which I can't see. Let $f_n(x) : \mathbb{R} \to \mathbb{R}, ...
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1answer
25 views

(a) Prove that $f_n(x) → f(x)$ uniformly on $E$ as $n → ∞.$

Let $E ⊂ R$ be a compact (i.e., closed bounded) set of real numbers. Suppose $\{f_n\}$ is a sequence of real-valued continuous functions which converges pointwise on $E$ to a function $f$ that is also ...
3
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0answers
46 views

Prove that there exists a continuous increasing function $\sigma(x)$ on $I$ such that $\sigma'(x) = + \infty$ for every $x_0 \in E$.

Let $I = [a, b], E \subset I, m(E) = 0$ (but $E$ not empty). Prove that there exists a continuous increasing function $\sigma(x)$ on $I$ such that $\sigma'(x) = + \infty$ for every $x_0 \in E$. I am ...
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1answer
15 views

Proof of FTC, continuity part, for Lebesgue integrable functions

The part of the FTC I am interested in says: If $f$ is a Lebesgue-integrable function on $[a,b]$, then $F(x)=\int_a^xf(t)\,dt$ is continuous. This is usually considered a lemma or something for ...
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1answer
59 views

Consider the sequence $f_n(x) = (\sin(πnx))^n , n = 1, 2, …,$ on the interval $[0,1].$

Consider the sequence $f_n(x) = (\sin(πnx))^n , n = 1, 2, ...,$ on the interval $[0,1].$ Prove that for any $δ > 0$ there is a set $E ⊂ [0,1]$ with $m(E) > 1−δ,$ and a subsequence $f_{n_k} (x), ...
2
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1answer
36 views

Fubini's theorem for complete $\sigma$-algebras vs. non-complete $\sigma$-algebras

Suppose $(X, \Sigma, \mu)$ and $(Y, \tau, \nu)$ are both complete measure spaces. Consider the following two measure spaces: $(X \times Y, \overline{\Sigma \times \tau}, \mu \times \nu)$ and $(X ...
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2answers
40 views

Does it make sense to talk about the integral of measurable functions that are not absolutely integrable?

Suppose $f$ is a real-valued (possibly infinite-valued) function on some measure space $(X, \Sigma, \mu)$, and suppose that it is measurable. Note that $f$ is not necessarily nonnegative. Does it ...
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1answer
27 views

Show that there exists an $\sum$-measurable simple function $\phi$ such that: $\int |f-\phi| d\mu <\epsilon$

Problem: Let $f \in L(X;\Sigma)$ where $L(X;\sum)$ is the set of integrable functions that can be written as $f=f^{+}-f^{-}$ where $\int f^{+} d\mu < \infty $ and $\int f^{-} d\mu < \infty $ ...
2
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1answer
25 views

$L^{1}$ norm of a horizontally shifted measurable function

Suppose we are in $(\mathbb{R}, \mathcal{B}(\mathbb{R}), m)$, where $m$ is Lebesgue measure and $\mathcal{B}(\mathbb{R})$ is the Borel $\sigma$-algebra on $\mathbb{R}$. Also, suppose $g: \mathbb{R} ...
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1answer
28 views

About a $\sigma$-finite measure

Consider a probability space $(\Omega,\mathcal H,P)$ and a real random variable $X$ such that $E(X)$ is well defined (also infinite values are allowed). Is it true that the measure ...
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0answers
36 views

Prove that $E + F = \{x + y : x \in E, y \in F \}$ contains an open interval [duplicate]

Suppose that $E$ and $F$ are Lebesgue measurable sets of $\mathbb{R}$, and their Lebesgue measures $m(E) > 0, m(F) > 0.$ Prove that $E + F = \{x + y : x \in E, y \in F \}$ contains a nonempty ...
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1answer
17 views

Lebesuge integrable function always bounded?

Assume $f: [0,1] \to \mathbb{R}$ is Lebesgue integrable, does it imply that $f$ is bounded almost surly?
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3answers
93 views

Show that for any $g \in L_{p'}(E)$, where $p'$ is the conjugate of $p$, $\lim_{k \rightarrow \infty}\int_Ef_k(x)g(x)dx = \int_Ef(x)g(x)dx$

Let $1 < p < \infty, f_k \in L_p(E), k = 1, 2, ..., $ and $\lim_{k \rightarrow \infty}f_k(x) = f(x)$ a.e., $\sup_{1 \leq k<\infty}||f_k||_p \leq M$. Show that for any $g \in L_{p'}(E)$, ...
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0answers
32 views

McShane vs. Henstock-Kurzweil: Lebesgue integrable

Put in words, is it right to say that the difference of the McShane integral to the Henstock-Kurzweil integral is that the tags are not required to lie within $x_i\leq t_i\leq x_{i+1}$? If so, is ...
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1answer
21 views

Measurability of product of Borel measurable functions with different domains?

Suppose we are in the measure space $(\mathbb{R}, \Sigma(m), m)$ ($m$ is Lebesgue measure). Also, suppose $f, g \in L^{1}(dm)$. We define the convolution of $f$, $g$, by $(f * g)(y) = \int ...
5
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1answer
145 views

Prove that $\displaystyle \lim_{n \rightarrow \infty} \frac{1}{n}\int^n_0xf(x)dx = 0$

Let $f(x) \geq 0$ be continuous on the interval $[0, \infty)$, and suppose that $\int_0^\infty f(x)dx < \infty$. Prove that $\displaystyle \lim_{n \rightarrow \infty} \frac{1}{n}\int^n_0xf(x)dx = ...
2
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1answer
37 views

Suppose that the infinite series $\displaystyle \sum_{n=1}^\infty \mu\{x \in X : |f_n(x)| \geq \epsilon\}$ converges for each $\epsilon > 0.$

Let $\{f_n\}$ be a sequence of measurable functions on a measure space $(X, \mathcal{M}, \mu)$. Suppose that the infinite series $\displaystyle \sum_{n=1}^\infty \mu\{x \in X : |f_n(x)| \geq ...
2
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1answer
38 views

Is $\frac{\mathrm d}{\mathrm dx} \sin x/x = \cos x/x - \sin x/x^2$ Lebesgue integrable?

Is $$\frac{\mathrm d}{\mathrm dx} \frac{\sin x}{x} = \frac{\cos x}{x} - \frac{\sin x}{x^2}$$ Lebesgue integrable? In other words, is $$ \int_{\mathbb{R}} \left| \frac{\mathrm d}{\mathrm dx} ...
2
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1answer
44 views

Prove that for any $1 < p < ∞$ there exists a function $f ∈ L_p(μ)$ such that $f \notin L_q(μ)$ for any $q > p.$

Let $(X, Ω, μ)$ be a finite measure space. Assume that for any $t > 0$ there exists $E ∈ Ω$ satisfying $0 < μ(E) < t.$ Prove that for any $1 < p < ∞$ there exists a function $f ∈ ...
3
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2answers
146 views

Characterisation of one-dimensional Sobolev space

I've got some doubts proving that $$H^1_0((a,b))=\{u\in AC([a,b]): u'\in L^2 \text{ and } u(a)=u(b)=0\}:=X.$$Let $$\mathcal A=\{v\in C^2([a,b]):v(a)=v(b)=0\}.$$ $H^1_0((a,b))\subseteq X.$ Let ...
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1answer
67 views

If the integral $\int_0^\infty xf(x)\,dx$ converges, so does $\sum_{n=1}^{\infty}\int_0^{\infty}f(x+n)\, dx$

Let be $f:[0, \infty)\rightarrow [0,\infty)$ a measurable function such that $$\int_0^{\infty}x\cdot f(x)\,dx< \infty.$$ Show that $$\sum_{n=1}^{\infty}\int_0^{\infty}f(x+n)\, dx<\infty .$$ ...
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0answers
34 views

Determining the sets of alpha for which some (Riemann, Lebesgue - integrals) exists

$$\int_0^{\infty} \frac{\sin(x)}{x^{\alpha}} \, dx.$$ $$\int_{[0, \infty]} \frac{\sin(x)}{x^{\alpha}} \, d \lambda(x).$$ $$\int_{\Bbb R^2} \frac{\sin(\| x \|)}{\| x \|^{\alpha}} \, d \lambda_2 ...
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0answers
48 views

Lebesgue-integrable and existence of integral

I have given the following function $$ f(x,y) = \begin{cases} 1 &, \ x \in \mathbb{Q} \\ 2y & , \text{ otherwise} \end{cases} $$ This is a measurable function in sense of Lebesgue. Now, I ...
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1answer
35 views

Integral $ \lim_{k \rightarrow \infty} \int_{\mathbb{R}^n} \chi_{B_k} f \mathrm{d}\lambda_n(x) $ (Lebesgue)

I have to compute the following integral: $$ \lim_{k \rightarrow \infty} \int_{\mathbb{R}^n} \chi_{B_k} f \mathrm{d}\lambda_n(x) $$ $\chi_{B_k}(x) =\begin{cases} 1 &, \text{if } x \in B_k \\ 0 ...
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2answers
56 views

Is a $L^1$-function which is linear near the origin in $L^p$?

Suppose you have a function $f$ on $\mathbb{R}$, such that $$\int_{-\infty}^{\infty} | f(x) | \, \mathrm{d} x < \infty$$ and $$\int_{-u}^u |f(x)| \, \mathrm{d} x = \mathcal{O}(u)$$ for $u \to 0$. ...
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1answer
45 views

Series converges but term by term integration not valid?

Give an example of a series $\sum g_n$ of Lebesgue integrable functions on $\mathbb{R}$ that converges but for which term by term integration is not valid. This is last minute exam revision so I do ...
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1answer
23 views

What is the integral of $\int_{\mathbb{N}} s d\mu$ where $\mu$ is the counting measure on $\mathbb{P}(\mathbb{N})$?

What is the integral of $\int_{\mathbb{N}} s d\mu$ where $\mu$ is the counting measure on $\mathbb{P}(\mathbb{N})$? What does it mean for $s$ to be integrable? 1. This is last minute exam revision. ...
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2answers
25 views

Limiting variable in interval: Lebesgue Dominated Convergence

So I am pretty comfortable using the LDCT for definite integrals and summations, but I am looking at a problem that has the interval as a function of the limiting variable, i.e.: $$\lim_{n\to\infty} ...
1
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1answer
57 views

Why define the Lebesgue-Integral just for measurable functions?

Usually, the Lebesgue integral, for example on Wikipedia, is defined for non-negative measureable functions as $$ \int_E f \, d\mu := \sup\left\{ \int_E s \, d\mu : 0 \le s \le f, s \text{ simple } ...
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1answer
29 views

Domain Schrödinger equation

If I have a self-adjoint (TIME INDEPENDENT) operator $H: D(H) \subset L^2([0,x]) \rightarrow L^2([0,x])$ with and I want to define the appropriate domain for $$ (Hf)(x,t) = i \partial_t f(x,t),$$ ...
0
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0answers
6 views

Images of intersections and Lebesgue integrals

How does the image not commuting with intersections, instead being just a subset of it $$f(U \cap V) \subset f(U) \cap f(V),$$ tell us that the Lebesgue integral is better than the Riemann integral? ...
0
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1answer
38 views

Absolute continuity and derivatives of integrals

I am preparing for a comprehensive at the end of the month, so I would appreciate any input I could get on this solution. I am pretty confident if the first part, but I think the second answer could ...
0
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0answers
43 views

Introduction of Lebesgue Theory

While reading Real Analysis- Stein, Shakarchi, I came up with following questions, some of which are in the "Introduction" of the book. The purpose of a series of questions is "to get actual ...
2
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2answers
105 views

Physical interpretation of L1 Norm and L2 Norm

In signal analysis, students have no qualms about associating the L2 norm of a square integrable function f(t) as the energy associated with that signal. A good understanding of whether a function ...
0
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1answer
33 views

Calculate Radon-Nikodym derivative in a point when it is continuous in that point

I can't solve the following exercise, even if I find it quite intuitive. Let $\nu, \mu$ be Radon measures on a metric space $(X,d)$. Suppose that: 1) $w\in L^1(X,\mu), w\geq 0$ $\mu$ a.e.; 2) $w$ is ...