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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20
votes
2answers
5k views

$L^p$ and $L^q$ space inclusion

Let $(X, \mathcal B, m)$ be a measure space. For $1 \leq p < q \leq \infty$, under what condition is it true that $L^q(X, \mathcal B, m) \subset L^p(X, \mathcal B, m)$ and what is a counterexample ...
18
votes
3answers
488 views

If $\int_{\mathbb R^2} \frac{\vert f(x)-f(y)\vert}{\vert x-y\vert^2}dxdy<+\infty$ then $f$ is a.e. constant

Let $f \in L^1(\mathbb R)$. If $$ \int_\mathbb R \int_\mathbb R \frac{\vert f(x)-f(y)\vert}{\vert x-y\vert^2}dxdy<+\infty $$ then $f$ is a.e. constant. I do not know how to begin. I ...
16
votes
6answers
472 views

Is there a fundamental reason that $\int_b^a = -\int_a^b$

Is there a fundamental reason that switching the order of the limits in an integral results in the negative, i.e., $$\int_b^af(x)\,dx = -\int_a^bf(x)\,dx?$$ As far as I can tell, this is just chosen ...
16
votes
2answers
265 views

Category Theory and Lebesgue Integration.

I'm wondering if there's any Category Theory floating around in the theory of Lebesgue Integration. To avoid things becoming too broad, let's keep this focused on the basics. Here's how I see the ...
12
votes
1answer
123 views

Does $f_n \to 0$ in $L^1(\mathbb R^2)$ imply that $f_{n_k}(x,\cdot)\to 0$ in $L^1(\mathbb R)$ for almost every $x \in \mathbb R$?

I would like to know what you think about this question. It is a "self-posed" question: I formulated it while I was doing an exercise. Suppose you have $(f_n)_{n\ \in \mathbb N}\subset ...
11
votes
1answer
3k views

Limit of $L^p$ norm

Could someone help me prove that given a measure space $(X, \mathcal{M}, \sigma)$ and a measurable function $f:X\to\mathbb{R}$ in $L^{\infty}$ and some $L^{q}$, ...
11
votes
3answers
149 views

$\int_{\mathbb{R}^n}\mathrm{e}^{-\langle Ax,x\rangle}=\left|\det\left({\pi}^{-1}A\right)\right|^{-1/2}$ for every positive definite matrix $A$

Let $A$ be a positive definite real $n\times n$ matrix. How can I prove that $$ \int_{\mathbb{R}^n}e^{-\langle Ax,x\rangle}\text{d}x=\left|\,\det\left(\pi^{-1}{A}\right)\right|^{-1/2}\!, $$ where ...
9
votes
3answers
1k views

Can a function that has uncountable many points of discontinuity be integrable?

First of all, I would like to show you how we defined Riemann-integrals and Lebesgue-integrals to make sure that we are talking about the same: Riemann-intregrability Let $f:\mathbb{R} \rightarrow ...
9
votes
1answer
80 views

If $f$ is Lebesgue integrable on $[0,2]$ and $\int_E fdx=0$ for all measurable set E such that $m(E)=\pi/2$. Prove or disprove that $f=0$ a.e.

Let $f$ be a Lebesgue integrable function on $[0,2]$. If $\int_E fdx=0$ for all measurable set $E$, such that $m(E)=\pi/2$. Is $f=0$ a.e. Prove or disprove I could not figure out anything. Can a ...
9
votes
0answers
126 views

Topology of convergence in measure

Currently I am doing some measure theory(on $X=[0,1]$ with the Borel-Sigma algebra and the Lebesgue measure) and I am looking at sets$A \subset L^p$, such that for all $q \in (0,p)$, the topologies ...
8
votes
1answer
123 views

$\int_X |f_n - f| \,dm \leq \frac{1}{n^2}$ for all $n \geq 1$ $\implies$ $f_n \rightarrow f$ a.e.

Let $(X, M, m)$ be an arbitrary measure space. Let $f_n, f \in L^1_m(X)$. Assume that $$\int_X |f_n - f| \, dm \leq \frac{1}{n^2} \text{ for all }n \geq 1. $$ Then I want to show that $f_n ...
8
votes
6answers
208 views

give an example of a function that is integrable in $\mathbb R $ and $\lim_{ x\to \infty}f(x)\neq0$

i did a search for such function but didn't found anything useful/complete ! , like this : Integrable function $f$ on $\mathbb R$ does not imply that limit $f(x)$ is zero is there any function that ...
8
votes
3answers
389 views

How do I prove $f=0$ almost everywhere?

During one of the problems in Rudin I was asked to show $f=0$ a.e. Here $f$ satisfies this condition: $$f(x)=\frac{1}{x}\int^{x}_{0}f(t)dt$$ almost everywhere and is in $L^{p}(0,\infty)$. So constant ...
8
votes
1answer
207 views

Holder's inequality for infinite products

In analysis, Holder's inequality says that if we have a sequence $p_1, p_2, \ldots, p_n$ of real numbers in $[1,\infty]$ such that $\sum_{i=1}^n \frac{1}{p_i} = \frac{1}{r}$, and a sequence of ...
8
votes
1answer
767 views

I want to understand uniform integrability in terms of Lebesgue integration

According to my Real Analysis textbook, a family $\scr{F}$ of measurable functions on $E$ is said to be uniformly integrable over $E$ provided for each $\epsilon$ $>$ $0$, there is a $\delta$ ...
8
votes
1answer
110 views

A dominated convergence theorem applied to $e$ number definition

I want to show that: $$\lim_{n\to\infty}\left(1+\frac{1}{n}\right)^n=\sum_{k=0}^\infty \frac{1}{k!}.$$ By the binomial theorem $$\lim_{n\to\infty}\left(1+\frac{1}{n}\right)^n = ...
8
votes
1answer
238 views

Limit of measurable functions in finite measure space

Let $(X,\mathcal{M},\mu)$ be a measure space with $\mu(X)<\infty$. Let $f_n$ be a sequence of measurable real-valued functions such that $f_n$ converges pointwise a.e. to a real-valued function ...
8
votes
1answer
451 views

How to find a measurable but not integrable function or a positive integrable function?

For an arbitrary interval $I$, how can we find a positive on $I$ integrable function? And how does one construct a measurable but not integrable function. If not all measurable functions are ...
8
votes
1answer
99 views

Evaluating $\sum_{n=0}^{\infty}\ \int_{\pi/4}^{\pi/3}\sin^{n}x (1-\sin x)^2 dx$ using a convergence theorem

$$\sum_{n=0}^{\infty}\ \int_{\pi/4}^{\pi/3}\sin^{n}x (1-\sin x)^2 dx$$ Let $g_n = \sin^{n}x (1-\sin x)^2$ $g_n$ is a sequence of measurable functions and $g_n \ge 0$ so applying the Beppo Levi ...
8
votes
0answers
425 views

Difference of differentiation under integral sign between Lebesgue and Riemann

Here is a consequence of Lebesgue dominated convergence theorem on differentiation under integral sign. Function $f(x, t)$ is differentiable at $x_0$ for almost all $t \in A$, and $t \to f(x, t)$ ...
7
votes
2answers
189 views

Measure theory questions

i. If $1 < p < \infty$ and $E = \{f_a, a \in A\}$ set of measurable functions of $\mathbb{R}$ and $\sup_{a \in A} ||f_a||_p < \infty$, I want to show that for $ 0 < q < p$, $\lim ...
7
votes
3answers
210 views

Convergence of functions in $L^p$

Let $\{f_k\} \subset L^2(\Omega)$, where $\Omega \subset \mathbb{R}^n$ is a bounded domain and suppose that $f_k \to f$ in $L^2(\Omega)$. Now if $a \geq 1$ is some constant, is it possible to say ...
7
votes
1answer
188 views

$L^{p}$ functions from Rudin Exercises 3.5

I am attempting a question from Rudin's "Real and Complex Analysis" Chapter 3 question 5. I shall summarise the question as below: Suppose that $f$ is a complex measurable function on $X$, $\mu$ a ...
7
votes
0answers
242 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
3answers
350 views

Prove that $f=0$ almost everywhere.

Let $f$ be a Lebesgue integrable function on $[0,1]$ such that, for any $0 \leq a < b \leq 1$, $$\biggl|\int^b_a f(x)\,dx\,\biggr| \leq (b-a)^2\,.$$ Prove that $f=0$ almost everywhere. I would ...
6
votes
2answers
142 views

Invariance of the Lebesgue integral.

Problem Let $f\in L^1(\mathbb{R})$. Show that $\int_{\mathbb{R}}f(x)dx=\int_{\mathbb{R}}f(x-\frac{1}{x})dx$. Discussion I know the Lebesgue integral is translation invariant (as the Lebesgue measure ...
6
votes
2answers
132 views

Evaluating $\displaystyle\int_{0}^{\pi/2}\log\left(a^2\cos^2\left(x\right)+b^2\sin^2\left(x\right)\right)$

I am trying to evaluate the integral below by differentiating through the integral. Let $ F(a,b) :=\displaystyle\int_{0}^{\pi/2}\log\left(a^2\cos^2\left(x\right)+b^2\sin^2\left(x\right)\right)$ For ...
6
votes
1answer
93 views

Dense subspace of $L^{2}[0,1]$

I know that $C[0,1]$ is dense in $L^{2}[0,1]$ but is $\{f\in C^{2}[0,1]:f(0)=f(1)=0\}$ dense in $L^{2}[0,1]$?
6
votes
1answer
60 views

Consequence of Cauchy Schwarz in $\mathscr{L}^2$?

If $f,g\in \mathscr{L}^2$, then $\|fg\|_1\leq\|f\|_2\|g\|_2$. My textbook says that this is a consequence of Cauchy-Schwarz inequality. How so? Cauchy-Schwarz says that $|\langle ...
6
votes
1answer
220 views

Motivation behind introduction of measure theory

Is the motivation behind the introduction of measure theory the Lebesgue integral? In order to evaluate such an integral we need the length of each of the horizontal strip of width $h$. I have a ...
6
votes
1answer
138 views

Homogenous measure on the positive real halfline

Define a measure $\mu\not=0$ on positive real number $\Bbb R_{>0}$ such that for any measurable set $E\subset\Bbb R_{>0}$ and $a\in \Bbb R_{>0} $, we have $\mu(aE)= \mu(E)$, where ...
6
votes
1answer
237 views

How to apply Borel-Cantelli Lemma?

Assume that we are given a sequence of continuous functions $f_n(x)$ on $[0,1]$. How to show the existence of a sequence $a_n$ and a set $A$ with $\mu(A^c)=0$ so that $$ \lim_{ n\to \infty} ...
6
votes
0answers
61 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
votes
3answers
359 views

Prove that function is not Lebesgue integrable

Prove that function $f(x,y)=\dfrac{1}{x^2+y^2}$ is not Lebesgue integrable on $A=(0,1]\times(0,1]$. To my knowledge the fastest way to do it is to use Fubini's theorem. From what I would get: ...
5
votes
2answers
2k views

Generalisation of Dominated Convergence Theorem

Wikipedia claims, if $\sigma$-finite the Dominated convergence theorem is still true when pointwise convergence is replaced by convergence in measure, does anyone know where to find a proof of this? ...
5
votes
2answers
172 views

How to prove $\int_0^\infty e^{-x}\frac{\sin^2 x}{x}\text{ dx}=\frac{\text{log }5}{4}$

I'm asked to prove $$\displaystyle\int_0^\infty e^{-x}\frac{\sin^2 x}{x}\text{ dx}=\frac{\text{log }5}{4}\tag{$\ast$}$$ by integration of $e^{-x}\text{sin}(2xy)$ over an suitable measurable ...
5
votes
2answers
1k views

Is Dirichlet function Riemann integrable?

"Dirichlet function" is meant to be the characteristic function of rational numbers on $[a,b]\subset\mathbb{R}$. On one hand, a function on $[a,b]$ is Riemann integrable if and only if it is bounded ...
5
votes
3answers
187 views

$ \int^{\infty}_0 |\frac{1}{(1+x)\sqrt x}|^p ~ \mathrm dx < \infty \implies p=?$

If $ f(x) = \frac{1}{(1+x)\sqrt x} $ how to find all $ p > 0 $ such that $$ \int^{\infty}_0 |f(x)|^p dx < \infty $$ The integral is with respect to lebesgue measure. Any solution or hints would ...
5
votes
1answer
148 views

Norm of Fredholm integral operator equals norm of its kernel?

Let $T_k(f)(s):=\int_0^1 k(s,t) f(t) dt $, where $k \in L^2([0,1]^2)$ and $f \in L^2([0,1])$. Then it was fairly easy to see that $||T_k|| \le ||k||_{L^2}$, but now I was wondering how to show that ...
5
votes
2answers
101 views

Which integration theory to use?

As far as I know the Lebesgue integral generalises the Riemann integral. One key ingredient to this generalisation is that the Lebesgue integral partitions the range, not the domain as in the Riemann ...
5
votes
1answer
77 views

If $0\leq f_n$ and $f_n\rightarrow f$ a.e and $\lim\int_Xf_n=\int_X f$, is it true that $\lim\int_Ef_n=\int_E f$ for all $E\in\mathcal{M}$.

If $0\leq f_n$ and $f_n\rightarrow f$ a.e and $\lim\int_Xf_n=\int_X f$, p,rove or disprove that $\lim\int_Ef_n=\int_E f$ for all $E\in\mathcal{M}$. I think it is true. It is easy to see ...
5
votes
2answers
158 views

Lebesgue integral of absolute value as difference goes to zero

Suppose $f\in L^1(\mathbb{R},\mu)$. Prove that $$\lim_{t\rightarrow 0}\int_\mathbb{R}|f(x)-f(x+t)|d\mu=0$$ When I see a limit like this, I want to move the limit inside the integral sign. Usually ...
5
votes
1answer
158 views

Showing a Lebesgue integral exists, while another doesn't.

Consider $$f_p(x)=x^p \exp\left(-x^8\sin^2x\right)$$ I have to show that $f_2\in\mathscr L(0,+\infty)$ whilst $f_3\notin \mathscr L(0,+\infty)$. Now, I am looking at the case $p=2$. The problematic ...
5
votes
1answer
2k views

Bounded convergence theorem

Suppose that $f_n$ is a sequence of measurable functions that are all bounded by M, supported on a set E of finite measure, and $f_n(x)\to f(x)$ a.e. x as $n\to \infty$. Then f is measurable, bounded, ...
5
votes
2answers
129 views

Derivative of $t \mapsto \Vert f+tg \Vert_p^p$

Suppose $(X,\mathcal A, \mu)$ is a measure space and let $f,g\in L^p(X)$ be real-valued functions, $p\in(1,+\infty)$. Let us define $$ F:\mathbb{R} \ni t \mapsto \int_X \vert f(x)+tg(x) \vert^p ...
5
votes
3answers
80 views

Prove that $g$ is equal to a constant from a given integral.

Suppose $g : [0,1] \rightarrow \mathbb{R}$ is bounded and measurable and $$ \int_{0}^{1}f(x)g(x)dx = 0 $$ whenever $f$ is continuous and $\int_{0}^{1}f(x)dx = 0$. Prove that $g$ is equal to a ...
5
votes
2answers
145 views

For $f$ periodic, $g\to 0$ the integral of $fg$ converges (under some more conditions)

Let $f,g:\mathbb{R}\to\mathbb{R}$ be continuous functions such that: $f$ is periodic, with finitely many zeros in a period The average value of $f$ on a period is $0$ $g$ is monotonic decreasing and ...
5
votes
1answer
190 views

Equi-integrability of a single function: is it the same as summability?

Let $(\Omega, \mathcal{M}, \mu)$ be a measure space and let $f\ge 0$ be a measurable function on $\Omega$. Suppose that $f$ satisfies the following properties: For all $\varepsilon > 0$ there ...
5
votes
1answer
217 views

Yet another definition of Lebesgue integral

Let $[a, b]$ be a finite interval of the real line. A partition $P$ of $[a, b]$ is a finite sequence of numbers of the form $a = t_0 < t_1 <\cdots < t_{k-1} < t_k = b$ Let $(X, \mu)$ be ...
5
votes
1answer
133 views

Proving a few things about $ L^{p} $-spaces

I am new to $ L^{p} $-spaces and am trying to prove a few things about them. Therefore, I would like to ask you whether I have gotten the following right. Prove that $ {L^{\infty}}(I) \subseteq ...