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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7
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118 views

Is Stokes theorem on $n$-cells equivalent to Stokes theorem with singularities

Could you tell me if Stokes theorem for $n$- cells is equivalent to Stokes theorem for manifolds with singularities (where the set of singularities has measure zero/ is negligible)? I mean, would it ...
7
votes
0answers
324 views

Egorov's theorem for this Lebesgue integral

I want to prove Egorov's theorem using this Lebesgue integral defined by the upper integral $$\int^*f:=\left\{\int h ; h \ge f \text{ and h upper-continuous }\right\}$$ $$\int_*f:=\left\{\int h ; h ...
6
votes
0answers
119 views

Theorem $2.14$ page $40, 41$ in Rudin - Real and Complex Analysis

Can anyone tell me the signification of Theorem $2.14$ (The Riesz Representation Theorem in locally compact Hausdorff spaces), page $40, 41$ in Rudin - Real and Complex Analysis? And some applications ...
6
votes
0answers
274 views

Why is Lebesgue-Stieltjes a generalization of Riemann-Stieltjes? Moreover, is there an example where Lebesgue-Stieltjes is useful

I certainly have a question, but i don't know what the best title should be. Please edit the title if there is a better one :) And I believe, to get a better answer, it would be good to explain ...
6
votes
0answers
70 views

Various integration theories

Could anyone briefly explain, or point me towards a resource explaining, the main differences between the main integration theories, namely: Riemann Integration Riemann-Stieltjes Integration ...
5
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0answers
78 views

Convergence of the solution of Volterra integral equation with convergent kernel.

Consider the following Volterra integral equation $$ g(t) = \int_0^t K_n(t,s)w_n(s) ds $$ where $g(t)$ and $K_n(t,s)$ are known(continuous) and $K_n(t,s)\geq K_{n+1}(t,s)$ for all $t,s$. Moreover, ...
5
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0answers
72 views

Looking for a a measure-theoretic treatment of “differential entropy”

If $X$ is a discrete random variable, its entropy $H(X)$ is usually defined as something along the lines of $-\sum \def\P{\mathbb{P}}\P(x) \log_2( \P(x))$, where the sum ranges over all the possible ...
5
votes
0answers
101 views

$f(y-x)$ integrable implies $f=0$ a.e.

If $f(y-x)$ is in $L^p(\mathbb R^d\times\mathbb R^d)$, then I seem to conclude that $f=0$ a.e. (which seems wrong). My reasoning is that by Fubini and the integral's shift invariance (assume $p=1$ for ...
5
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0answers
2k views

Dunford-Pettis Theorem

The Dunford-Pettis Theorem (see Uniform Integrability Wiki) states that: A class of random variables $X_n \in L^1(\mu)$ is Uniformly Integrable if and only if it is relatively weakly compact. Now ...
4
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125 views

An a.e.-defined derivative which is not Lebesgue integrable on any interval?

If the derivative $f'$ exists everywhere then it is shown here that there exist intervals on which $f'$ is Lebesgue integrable. But perhaps there is a function $f$ such that $f'$ only exists almost ...
4
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0answers
64 views

How is Riemann–Stieltjes Integration insufficient for developing modern probability theory?

If we consider Riemann–Stieltjes integration then it can perfectly account for mixed probability distribution (a continuous R.V with some point mass). So why would we still need Lebesgue Integration ...
4
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0answers
196 views

Three properties of the Lebesgue measure on $\mathbb{R}^n$

I'm writing notes for my upcoming class in Game Theory and I realized some time ago that I only need three properties of the Lebesgue measure $\lambda$ on $\mathbb{R^n}$. It is a non-negative ...
4
votes
0answers
415 views

Lebesgue Integration fundamental questions

My question involves the definition of the Lebesgue integral. Most colloquial definitions I've read follow (2), in that f*(t) is the "length" of one of the horizontal rectangles and dt is the ...
3
votes
0answers
121 views

Dense subset of $L^p[a,b]$

It is true that $C_{0}^{\infty}[a,b]$, (the space of all smooth functions f with the property that f and all its derivatives vanish at a and b) is dense in $L^p[a,b]$ with $1\leq p< \infty$ ? ...
3
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0answers
27 views

Riemannian Volume vs. Euclidean Volume

If $M$ is a Riemannian manifold and $\phi$ is a Borel measurable function into $M$, then what is the relationship between $\int_M \phi \,d\mu$ and $\int_{\mathbb{R}^d} \psi\circ \phi\, d\lambda$; ...
3
votes
0answers
32 views

Did I apply correctly the Lebesgue dominated convergence theorem?

Let's concentrate on $$\int_0^\pi e^{iRe^{i\theta}} i d\theta$$ If $R \to \infty$, this integrand converges pointwise to $0$; plus, the modulus of the function is $= e^{-R\sin\theta} \le ...
3
votes
0answers
37 views

Reversing an “inverse Fourier transform”

Let $g$ be the Fourier transform of an unknown function $y\in L_1(-\infty,\infty)$:$$g(\lambda)=\int_{\mathbb{R}}y(x)e^{-i\lambda x}d\mu_x$$Let $f$ be defined as ...
3
votes
0answers
48 views

Convergence in Measure, Different Definitions

Let $(X, \mu)$ be a measure space, $E \subseteq X$ measurable, and $f_n$ a sequence of measurable functions on $E$. If $f$ is another function on $E$, I have seen two definitions for what it means ...
3
votes
0answers
72 views

Equivalence of Lebesgue integral definitions

I'm currently enrolled in a course in integration and functional analysis following Avner Friedman's Foundations of Modern Analysis. However, I noticed that his definition of the Lebesgue integral is ...
3
votes
0answers
55 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 ...
3
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0answers
81 views

Representation of Stochastic Integrals as Lebesgue/Bochner Integrals

Just as the Riemann–Stieltjes integral can be equivalently defined as a Lebesgue integral with the corresponding Lebesgue–Stieltjes measure, I am looking for the corresponding results for the ...
3
votes
0answers
83 views

Strong Integral

Is there a strong(!) notion of integral that can face all of those issues: Singularities Decay Modes Oscillations Measure Spaces Locally Convex Spaces For example combining decay modes with ...
3
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0answers
153 views

Why do people apply Fubini-Tonelli theorem so easily?

I'm reading a text "Lebesgue Integration - Frank jones" from which i got recommended here, stackexchage. This text seemingly covers various topics on measure theory, but i think that's it. This text ...
3
votes
0answers
37 views

Is this a decomposition of the same function?

Let's say we have some integral, such that for a particular function $f: \mathbb{R}^n \rightarrow \mathbb{R}$ $$\int_{\mathbb{R}^{n-m}} \int_{\mathbb{R}^m}f^+ - ...
3
votes
0answers
80 views

$|f(t) - f(s) |\leq \int_s^t g $ then $f(t) - f(s) = \int_s^t h.$

Let $f : [0,1] \rightarrow [0, + \infty)$. If there exists $g \in L^1([0,1]) $ s.t. for every $t,s \in [0,1]$ holds $$ |f(t) - f(s)| \leq \int_s^t g(u) \, du \quad (t>s),$$ then there ...
3
votes
0answers
87 views

Show: $\int f\, d\mu=\sum\limits_{y\in f(X)}y\cdot\mu(f^{-1}(y)))$

Let $f\colon X\to\overline{\mathbb{R}}_{\geq 0}$ be a measurable function which only takes a countable number of values. Show that $$ \int f\, d\mu=\sum\limits_{y\in ...
3
votes
0answers
79 views

Pseudo norm-exercice

Let $f$ be a measurable function with finite values almost everywhere. We put $$N_0(f) = \displaystyle\int \dfrac{|f|}{1 + |f|} d \mu.$$ We denoted by $L^0$ the set of measurable functions $f$ such ...
3
votes
0answers
103 views

How to prove $\mathcal{L}^2[(0,1)]$ is a Hilbert Space

Let $\mathcal{L}^2[(0,1)]$ denote the set of $\mathbb{C}$-valued square integrable functions on the interval [0,1]. Prove that $\mathcal{L}^2[(0,1)]$ forms a Hilbert Space. I believe that I can ...
3
votes
0answers
228 views

Prove Heisenberg uncertainty principle (measure and integration theory)

Here is a question in measure and integration theory, Let $f$ be a continuously differentiable complex function on $\mathbf{R}$ s.t. the functions $x \mapsto xf(x)$ and $f'$ are in ...
3
votes
0answers
370 views

Riemann integral vs Lebesgue integral

Let $f$ be analytic on a domain $\Omega$ of the complex plane, such that the closed disc $\overline{D(0,R)}$ is contained in $\Omega$. What is the difference between $$ \int_{D(0,R)}|f(w)|dm(w)$$ and ...
2
votes
0answers
24 views

Enigma in applying Lebesgue dominated convergenege theorem

Let $p\in \mathbb{C} \lbrack z],~p=p\left( re^{it}\right) ,n=\deg p$ and we want to compute de limit $$ \lim_{r\rightarrow\infty}\frac{1}{2\pi}\int_{0}^{2\pi}\frac{p^{\prime}\left( re^{it}\right) ...
2
votes
0answers
46 views

Integration over a variety

If $ M $ is a differentiable manifold equipped with an Atlas $ \mathcal{A} = ( U_i , \varphi_i )_{ i \in I} $, we can then calculate the integral of a differential form $ \omega $ over $ M $ with the ...
2
votes
0answers
37 views

What does it mean when $\sigma$ is discriminatory?

I am reviewing this paper on the approximating power of neural networks and I came across a definition that I could not quite understand. The definition reads: where $I_n$ is the $n$-dimensional ...
2
votes
0answers
96 views

upper lebesgue sum with a new partition

Assume we have a $f$ from $R$ to $[0, \infty)$, which is Lebesgue integrable.Show that there exists a sequence of bi-infinite partitions $Y_n$ of the $y$-axis for which the Lebesgue upper sum is ...
2
votes
0answers
40 views

If a simple function is measurable, then is its characteristic function

I am working on a problem looks like this: If a simple function $s$ is measurable, show that its characteristic function $\mathcal X_{X_i}$ is measurable. Here are the ways I have been working ...
2
votes
0answers
40 views

Question about definition of the Lebesgue integral of a non-negative function

I am reading Royden's Real Analysis to learn about Lebesgue integration. Royden first shows that a bounded function on a set of finite measure is Lebesgue integrable if and only if it is measurable. ...
2
votes
0answers
59 views

Convergence of functions in $L^1$ implies convergence of derivatives $ a.e. $?

Update: Someone gives me a good counterexample, which basically answers all the questions I posed. The example is, $$f_n(x)=\frac{sin(nx)}{n}$$ ----------------------------------------- I just came ...
2
votes
0answers
47 views

Use of Fubini's Theorem

Let $f(m,n)$ be a real valued function for all $m,n\in\mathbb{N}$. Suppose that $$ \sum_{m=1}^\infty\lvert f(m,n)\rvert\le\frac{1}{n^2} $$ for each positive integer $n$. Use Fubini's Theorem to prove ...
2
votes
0answers
57 views

Hölder's inequality and log convexity of $L^{p}$ norm

Hölder's inequality of $L^{p}(X,\mu)$ $\left\Vert fg \right\Vert_{r} \leq \left\Vert f \right\Vert_{p} \left\Vert g \right\Vert_{q}$ where $0<p,q,r\leq \infty$ and ...
2
votes
0answers
40 views

Show that $d+1$-dimensional Lebesgue measure of set $G$ equals $0$

Let $D \subset \mathbb{R}^d$ and let $f:D \rightarrow \mathbb{R} $ be measurable function. Let $G=\{(x_1,x_2,\ldots,x_d,f(x_1,x_2,\ldots,x_d))\in \mathbb{R}^{d+1}:(x_1,x_2,\ldots,x_d)\in D \} $ be the ...
2
votes
0answers
48 views

Riemann and Lebesgue improper integral Proof

I've been trying to find some notes on the following statement: Let $f:(a,b] \to \mathbb{R}$, $f\geq 0$, and $f\in\mathcal{R}[a+\epsilon , b]$ for any $\epsilon>0$. Then $\int_a^bf=\lim_{\epsilon ...
2
votes
0answers
30 views

zeros of the dyadic maximal function

Recall the definition of the Hardy-Littlewood maximal function $Mf$ (https://en.wikipedia.org/wiki/Hardy%E2%80%93Littlewood_maximal_function). If we replace the balls in the definition by dyadic cubes ...
2
votes
0answers
48 views

Lebesgue integral over $\mathbb R^2$ of the function $f(x,y)=2(x-y)e^{-(x-y)^2}\chi_{\{x>0\}}$

Let $f:\mathbb R^2\to \mathbb R$ be given by $$f(x,y)=\begin{cases}2(x-y)e^{-(x-y)^2}& \text{ if }x>0 \\0&\text{ otherwise}\end{cases}$$ Given that $\int^\infty_{-\infty} e^{-z^2} dz=\sqrt ...
2
votes
0answers
65 views

Proving translational invariance of Lebesgue integral

I am asked to show that the Lebesgue integral is invariant under translations. Specifically, Let $(\mathbb{R}, \Sigma, \mu)$ be a measure space, and for any $f:\mathbb{R}\rightarrow\mathbb{R}$ ...
2
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0answers
32 views

Integrating a function of measures

I've been reading John Baez's series of posts on Information Geometry. I'm currently on part 6... Midway through the post he discusses Radon-Nikodym derivatives: The formula for information gain ...
2
votes
0answers
40 views

Lebesgue integrability of $x^a \sin(x)$ on $[0,\infty[$

Why is $x^a \sin(x)$ Lebesgue-integrable on $[0,\infty[$? It's obviously measurable, so why $\int |f|<\infty$... You can divide the integral by the period of sine, but I don't know how to cope with ...
2
votes
0answers
19 views

Measurability of $f:X\times Y\to\mathbb{K}$ and $f(-,y):X\to\mathbb{K}$

Let $(X,\mu_x)$ and $(Y,\mu_y)$ be two measure spaces endowed with $\sigma$-additive compete measures $\mu_x$ and $\mu_y$, respectively. Let $\mu:=\mu_x\otimes\mu_y$ be the Lebesgue extension of ...
2
votes
0answers
39 views

Are these functions Lebesgue integrable?

let's consider the function $$f: [0,1] \to \mathbb{R}^+, \quad f(x) = \begin{cases} x^{-a} & x \in \mathbb{Q} \; \text{and} \; x>0\\ 0 & \text{otherwise}. \end{cases}$$ for some $a \geq ...
2
votes
0answers
64 views

Lebesgue-Stieltjes integral w.r.t. measure defined by absoluting continuous $F$

I know that if $F:[a,b]\to\mathbb{R}$ is a non-decreasing absolutely continuous function then$$\int_a^b f(x)dF(x)=\int_a^b f(x)F'(x)d\mu$$where the first integral is the Lebesgue-Stieltjes integral ...
2
votes
0answers
20 views

Risk in density estimation: grasping the definition

When generalizing estimators to an entire function what is the space in which we perform the integral to obtain the expected value (with respect to this function)? For example, when estimating ...