prove that $g(x)$ is integrable, and $int_(0,1) g=int_(0,1) f$
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Let $f:(0,1)rightarrow mathbbR$ be Lebesgue integrable. Prove that $g(x)=int_(x,1) fracf(y)y dlambda$ is measurable, integrable and that $int_(0,1)g dlambda=int_(0,1)f dlambda$
I know that since f is a Lebesgue integrable function it needs to be measurable, the function $f(y)/y$ for $y$ in $(x,1)$ is perfectly well defined and does not come into trouble since $x>0$, but besides that, I don't see how may we engage the fact of f being lebesgue integrable in order to continue with the problem.
I also have that:
$int_(0,1)g(x)dx=int_(0,1)int_(x,1)fracf(y)ydydx$, but don't feel certain of whether a limit here would be of any use in order to get to the right hand side of the equality.
Thanks in advance for any useful tip on how this problem may be approached.
measure-theory lebesgue-measure
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up vote
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Let $f:(0,1)rightarrow mathbbR$ be Lebesgue integrable. Prove that $g(x)=int_(x,1) fracf(y)y dlambda$ is measurable, integrable and that $int_(0,1)g dlambda=int_(0,1)f dlambda$
I know that since f is a Lebesgue integrable function it needs to be measurable, the function $f(y)/y$ for $y$ in $(x,1)$ is perfectly well defined and does not come into trouble since $x>0$, but besides that, I don't see how may we engage the fact of f being lebesgue integrable in order to continue with the problem.
I also have that:
$int_(0,1)g(x)dx=int_(0,1)int_(x,1)fracf(y)ydydx$, but don't feel certain of whether a limit here would be of any use in order to get to the right hand side of the equality.
Thanks in advance for any useful tip on how this problem may be approached.
measure-theory lebesgue-measure
Can we apply Fubini's theorem here?
â Berci
Aug 9 at 21:34
You can write $f$ as $f^+-f^-$ so the proof actually reduces to the case $f$ non-negative. So Tonelli's Theorem can be applied.
â Kavi Rama Murthy
Aug 9 at 23:44
add a comment |Â
up vote
2
down vote
favorite
up vote
2
down vote
favorite
Let $f:(0,1)rightarrow mathbbR$ be Lebesgue integrable. Prove that $g(x)=int_(x,1) fracf(y)y dlambda$ is measurable, integrable and that $int_(0,1)g dlambda=int_(0,1)f dlambda$
I know that since f is a Lebesgue integrable function it needs to be measurable, the function $f(y)/y$ for $y$ in $(x,1)$ is perfectly well defined and does not come into trouble since $x>0$, but besides that, I don't see how may we engage the fact of f being lebesgue integrable in order to continue with the problem.
I also have that:
$int_(0,1)g(x)dx=int_(0,1)int_(x,1)fracf(y)ydydx$, but don't feel certain of whether a limit here would be of any use in order to get to the right hand side of the equality.
Thanks in advance for any useful tip on how this problem may be approached.
measure-theory lebesgue-measure
Let $f:(0,1)rightarrow mathbbR$ be Lebesgue integrable. Prove that $g(x)=int_(x,1) fracf(y)y dlambda$ is measurable, integrable and that $int_(0,1)g dlambda=int_(0,1)f dlambda$
I know that since f is a Lebesgue integrable function it needs to be measurable, the function $f(y)/y$ for $y$ in $(x,1)$ is perfectly well defined and does not come into trouble since $x>0$, but besides that, I don't see how may we engage the fact of f being lebesgue integrable in order to continue with the problem.
I also have that:
$int_(0,1)g(x)dx=int_(0,1)int_(x,1)fracf(y)ydydx$, but don't feel certain of whether a limit here would be of any use in order to get to the right hand side of the equality.
Thanks in advance for any useful tip on how this problem may be approached.
measure-theory lebesgue-measure
asked Aug 9 at 21:18
Stiven G
899
899
Can we apply Fubini's theorem here?
â Berci
Aug 9 at 21:34
You can write $f$ as $f^+-f^-$ so the proof actually reduces to the case $f$ non-negative. So Tonelli's Theorem can be applied.
â Kavi Rama Murthy
Aug 9 at 23:44
add a comment |Â
Can we apply Fubini's theorem here?
â Berci
Aug 9 at 21:34
You can write $f$ as $f^+-f^-$ so the proof actually reduces to the case $f$ non-negative. So Tonelli's Theorem can be applied.
â Kavi Rama Murthy
Aug 9 at 23:44
Can we apply Fubini's theorem here?
â Berci
Aug 9 at 21:34
Can we apply Fubini's theorem here?
â Berci
Aug 9 at 21:34
You can write $f$ as $f^+-f^-$ so the proof actually reduces to the case $f$ non-negative. So Tonelli's Theorem can be applied.
â Kavi Rama Murthy
Aug 9 at 23:44
You can write $f$ as $f^+-f^-$ so the proof actually reduces to the case $f$ non-negative. So Tonelli's Theorem can be applied.
â Kavi Rama Murthy
Aug 9 at 23:44
add a comment |Â
1 Answer
1
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oldest
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up vote
2
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Define $h: [0,1]times [0,1]rightarrow mathbbR$, $h(x,y)= casesfracf(y)y ,, textif,, y>x\ 0 ,, textotherwise$.
Then $intlimits_[0,1] g , dlambda = intlimits_0^1 intlimits_x^1 fracf(y)y , dy , dx = intlimits_0^1 intlimits_0^1 h(x,y) , dy , dx $, which by Fubini's theorem is
$intlimits_0^1 intlimits_0^1 h(x,y) , dx , dy = intlimits_0^1 intlimits_0^y fracf(y)y , dx , dy = intlimits_0^1 ycdot fracf(y)y , dy = intlimits_0^1 f(y) , dy = intlimits_[0,1] f , dlambda$.
1
The question is: why can you use Fubini here?
â amsmath
Aug 9 at 21:51
1
I don't think that is a serious problem. As $f$ is Lebesgue integrable and both measures are finite, there shouldn't be any trouble. (The horizontal segments are step functions, and the vertical segments are clearly integrable, so everything is nice and the calculation makes sense.)
â A. Pongrácz
Aug 9 at 22:01
2
Of course, the calculation makes sense, and it is correct. But "shouldn't be any trouble" is not a rigorous reasoning. I propose the following: First show that $|h|$ is integrable. Here, you can use Fubini since $|h|ge 0$. Hence, you can use Fubini on $h$ itself.
â amsmath
Aug 9 at 22:14
1
Sure, this is the rigorous argument. But this is fairly straightforward, I think. That is what I meant by "shouldn't be any trouble": simple. Anyway, you are right, this is how it is done. So good point.
â A. Pongrácz
Aug 9 at 22:18
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
2
down vote
accepted
Define $h: [0,1]times [0,1]rightarrow mathbbR$, $h(x,y)= casesfracf(y)y ,, textif,, y>x\ 0 ,, textotherwise$.
Then $intlimits_[0,1] g , dlambda = intlimits_0^1 intlimits_x^1 fracf(y)y , dy , dx = intlimits_0^1 intlimits_0^1 h(x,y) , dy , dx $, which by Fubini's theorem is
$intlimits_0^1 intlimits_0^1 h(x,y) , dx , dy = intlimits_0^1 intlimits_0^y fracf(y)y , dx , dy = intlimits_0^1 ycdot fracf(y)y , dy = intlimits_0^1 f(y) , dy = intlimits_[0,1] f , dlambda$.
1
The question is: why can you use Fubini here?
â amsmath
Aug 9 at 21:51
1
I don't think that is a serious problem. As $f$ is Lebesgue integrable and both measures are finite, there shouldn't be any trouble. (The horizontal segments are step functions, and the vertical segments are clearly integrable, so everything is nice and the calculation makes sense.)
â A. Pongrácz
Aug 9 at 22:01
2
Of course, the calculation makes sense, and it is correct. But "shouldn't be any trouble" is not a rigorous reasoning. I propose the following: First show that $|h|$ is integrable. Here, you can use Fubini since $|h|ge 0$. Hence, you can use Fubini on $h$ itself.
â amsmath
Aug 9 at 22:14
1
Sure, this is the rigorous argument. But this is fairly straightforward, I think. That is what I meant by "shouldn't be any trouble": simple. Anyway, you are right, this is how it is done. So good point.
â A. Pongrácz
Aug 9 at 22:18
add a comment |Â
up vote
2
down vote
accepted
Define $h: [0,1]times [0,1]rightarrow mathbbR$, $h(x,y)= casesfracf(y)y ,, textif,, y>x\ 0 ,, textotherwise$.
Then $intlimits_[0,1] g , dlambda = intlimits_0^1 intlimits_x^1 fracf(y)y , dy , dx = intlimits_0^1 intlimits_0^1 h(x,y) , dy , dx $, which by Fubini's theorem is
$intlimits_0^1 intlimits_0^1 h(x,y) , dx , dy = intlimits_0^1 intlimits_0^y fracf(y)y , dx , dy = intlimits_0^1 ycdot fracf(y)y , dy = intlimits_0^1 f(y) , dy = intlimits_[0,1] f , dlambda$.
1
The question is: why can you use Fubini here?
â amsmath
Aug 9 at 21:51
1
I don't think that is a serious problem. As $f$ is Lebesgue integrable and both measures are finite, there shouldn't be any trouble. (The horizontal segments are step functions, and the vertical segments are clearly integrable, so everything is nice and the calculation makes sense.)
â A. Pongrácz
Aug 9 at 22:01
2
Of course, the calculation makes sense, and it is correct. But "shouldn't be any trouble" is not a rigorous reasoning. I propose the following: First show that $|h|$ is integrable. Here, you can use Fubini since $|h|ge 0$. Hence, you can use Fubini on $h$ itself.
â amsmath
Aug 9 at 22:14
1
Sure, this is the rigorous argument. But this is fairly straightforward, I think. That is what I meant by "shouldn't be any trouble": simple. Anyway, you are right, this is how it is done. So good point.
â A. Pongrácz
Aug 9 at 22:18
add a comment |Â
up vote
2
down vote
accepted
up vote
2
down vote
accepted
Define $h: [0,1]times [0,1]rightarrow mathbbR$, $h(x,y)= casesfracf(y)y ,, textif,, y>x\ 0 ,, textotherwise$.
Then $intlimits_[0,1] g , dlambda = intlimits_0^1 intlimits_x^1 fracf(y)y , dy , dx = intlimits_0^1 intlimits_0^1 h(x,y) , dy , dx $, which by Fubini's theorem is
$intlimits_0^1 intlimits_0^1 h(x,y) , dx , dy = intlimits_0^1 intlimits_0^y fracf(y)y , dx , dy = intlimits_0^1 ycdot fracf(y)y , dy = intlimits_0^1 f(y) , dy = intlimits_[0,1] f , dlambda$.
Define $h: [0,1]times [0,1]rightarrow mathbbR$, $h(x,y)= casesfracf(y)y ,, textif,, y>x\ 0 ,, textotherwise$.
Then $intlimits_[0,1] g , dlambda = intlimits_0^1 intlimits_x^1 fracf(y)y , dy , dx = intlimits_0^1 intlimits_0^1 h(x,y) , dy , dx $, which by Fubini's theorem is
$intlimits_0^1 intlimits_0^1 h(x,y) , dx , dy = intlimits_0^1 intlimits_0^y fracf(y)y , dx , dy = intlimits_0^1 ycdot fracf(y)y , dy = intlimits_0^1 f(y) , dy = intlimits_[0,1] f , dlambda$.
answered Aug 9 at 21:46
A. Pongrácz
3,617624
3,617624
1
The question is: why can you use Fubini here?
â amsmath
Aug 9 at 21:51
1
I don't think that is a serious problem. As $f$ is Lebesgue integrable and both measures are finite, there shouldn't be any trouble. (The horizontal segments are step functions, and the vertical segments are clearly integrable, so everything is nice and the calculation makes sense.)
â A. Pongrácz
Aug 9 at 22:01
2
Of course, the calculation makes sense, and it is correct. But "shouldn't be any trouble" is not a rigorous reasoning. I propose the following: First show that $|h|$ is integrable. Here, you can use Fubini since $|h|ge 0$. Hence, you can use Fubini on $h$ itself.
â amsmath
Aug 9 at 22:14
1
Sure, this is the rigorous argument. But this is fairly straightforward, I think. That is what I meant by "shouldn't be any trouble": simple. Anyway, you are right, this is how it is done. So good point.
â A. Pongrácz
Aug 9 at 22:18
add a comment |Â
1
The question is: why can you use Fubini here?
â amsmath
Aug 9 at 21:51
1
I don't think that is a serious problem. As $f$ is Lebesgue integrable and both measures are finite, there shouldn't be any trouble. (The horizontal segments are step functions, and the vertical segments are clearly integrable, so everything is nice and the calculation makes sense.)
â A. Pongrácz
Aug 9 at 22:01
2
Of course, the calculation makes sense, and it is correct. But "shouldn't be any trouble" is not a rigorous reasoning. I propose the following: First show that $|h|$ is integrable. Here, you can use Fubini since $|h|ge 0$. Hence, you can use Fubini on $h$ itself.
â amsmath
Aug 9 at 22:14
1
Sure, this is the rigorous argument. But this is fairly straightforward, I think. That is what I meant by "shouldn't be any trouble": simple. Anyway, you are right, this is how it is done. So good point.
â A. Pongrácz
Aug 9 at 22:18
1
1
The question is: why can you use Fubini here?
â amsmath
Aug 9 at 21:51
The question is: why can you use Fubini here?
â amsmath
Aug 9 at 21:51
1
1
I don't think that is a serious problem. As $f$ is Lebesgue integrable and both measures are finite, there shouldn't be any trouble. (The horizontal segments are step functions, and the vertical segments are clearly integrable, so everything is nice and the calculation makes sense.)
â A. Pongrácz
Aug 9 at 22:01
I don't think that is a serious problem. As $f$ is Lebesgue integrable and both measures are finite, there shouldn't be any trouble. (The horizontal segments are step functions, and the vertical segments are clearly integrable, so everything is nice and the calculation makes sense.)
â A. Pongrácz
Aug 9 at 22:01
2
2
Of course, the calculation makes sense, and it is correct. But "shouldn't be any trouble" is not a rigorous reasoning. I propose the following: First show that $|h|$ is integrable. Here, you can use Fubini since $|h|ge 0$. Hence, you can use Fubini on $h$ itself.
â amsmath
Aug 9 at 22:14
Of course, the calculation makes sense, and it is correct. But "shouldn't be any trouble" is not a rigorous reasoning. I propose the following: First show that $|h|$ is integrable. Here, you can use Fubini since $|h|ge 0$. Hence, you can use Fubini on $h$ itself.
â amsmath
Aug 9 at 22:14
1
1
Sure, this is the rigorous argument. But this is fairly straightforward, I think. That is what I meant by "shouldn't be any trouble": simple. Anyway, you are right, this is how it is done. So good point.
â A. Pongrácz
Aug 9 at 22:18
Sure, this is the rigorous argument. But this is fairly straightforward, I think. That is what I meant by "shouldn't be any trouble": simple. Anyway, you are right, this is how it is done. So good point.
â A. Pongrácz
Aug 9 at 22:18
add a comment |Â
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Can we apply Fubini's theorem here?
â Berci
Aug 9 at 21:34
You can write $f$ as $f^+-f^-$ so the proof actually reduces to the case $f$ non-negative. So Tonelli's Theorem can be applied.
â Kavi Rama Murthy
Aug 9 at 23:44