Lebesgue Integral, an example












3












$begingroup$


I have been trying to studying the construction of Lebesgue integral for a while now. I am following the Princeton Lectures on Analysis and I am stuck at the part where it defines the integral of non-negative functions. I find the definition to be quite clear but I cannot understand the examples given here.




With the above definition of the integral, there are only two possible cases; the supremum is either finite, or infinite. In the first case, when $int f(x)dx<+infty$, we shall say that $f$ is Lebesgue integrable or simply integrable.



Clearly, if $E$ is any measurable subset of $mathbb R^d$, and $fge0$, then $f_{chi_E}$ is also positive, and we define
$$int f(x)dx=int f(x)chi_E(x)dx.$$
Simple examples of functions on $mathbb R^d$ that are integrable (or non-integrable) are given by
$$f_a(x)=begin{cases}|x|^{-a}&text{ if }|x|le1,\0&text{ if }|x|>1.end{cases}$$
$$F_a(x)=frac1{1+|x|^a}, text{ all }xinmathbb R^d.$$
Then $f_a$ is integrable exactly when $a<d$, while $F_a$ is integrable exactly when $a>d$.




How are the values of "a" here in these two examples making the function integrable or not !? and what does the value of "a" has to do with "d" ?










share|cite|improve this question











$endgroup$












  • $begingroup$
    The point discussed in the article is not about measurability. All the maps under discussion are measurable. It is about integrability. And it seems that the integrability of those maps is discussed later on in the article.
    $endgroup$
    – mathcounterexamples.net
    Jan 13 at 9:45












  • $begingroup$
    Im sorry thats what i meant. How does it make the function integrable or not. I am changing the orginal question. And it doesnt discuss anything about these further down.
    $endgroup$
    – Rpdp_s
    Jan 13 at 9:48






  • 1




    $begingroup$
    It is written see the discussion following Corollary 1.10 and Exercise 10. What are those about?
    $endgroup$
    – mathcounterexamples.net
    Jan 13 at 9:50










  • $begingroup$
    Those are a bit further down after discussing a few more theorems, However, I was worried if I missed something on the way making the example seem hard. Looks like I will have to skip them for now and come back. Thank you for pointing it out.
    $endgroup$
    – Rpdp_s
    Jan 13 at 9:54
















3












$begingroup$


I have been trying to studying the construction of Lebesgue integral for a while now. I am following the Princeton Lectures on Analysis and I am stuck at the part where it defines the integral of non-negative functions. I find the definition to be quite clear but I cannot understand the examples given here.




With the above definition of the integral, there are only two possible cases; the supremum is either finite, or infinite. In the first case, when $int f(x)dx<+infty$, we shall say that $f$ is Lebesgue integrable or simply integrable.



Clearly, if $E$ is any measurable subset of $mathbb R^d$, and $fge0$, then $f_{chi_E}$ is also positive, and we define
$$int f(x)dx=int f(x)chi_E(x)dx.$$
Simple examples of functions on $mathbb R^d$ that are integrable (or non-integrable) are given by
$$f_a(x)=begin{cases}|x|^{-a}&text{ if }|x|le1,\0&text{ if }|x|>1.end{cases}$$
$$F_a(x)=frac1{1+|x|^a}, text{ all }xinmathbb R^d.$$
Then $f_a$ is integrable exactly when $a<d$, while $F_a$ is integrable exactly when $a>d$.




How are the values of "a" here in these two examples making the function integrable or not !? and what does the value of "a" has to do with "d" ?










share|cite|improve this question











$endgroup$












  • $begingroup$
    The point discussed in the article is not about measurability. All the maps under discussion are measurable. It is about integrability. And it seems that the integrability of those maps is discussed later on in the article.
    $endgroup$
    – mathcounterexamples.net
    Jan 13 at 9:45












  • $begingroup$
    Im sorry thats what i meant. How does it make the function integrable or not. I am changing the orginal question. And it doesnt discuss anything about these further down.
    $endgroup$
    – Rpdp_s
    Jan 13 at 9:48






  • 1




    $begingroup$
    It is written see the discussion following Corollary 1.10 and Exercise 10. What are those about?
    $endgroup$
    – mathcounterexamples.net
    Jan 13 at 9:50










  • $begingroup$
    Those are a bit further down after discussing a few more theorems, However, I was worried if I missed something on the way making the example seem hard. Looks like I will have to skip them for now and come back. Thank you for pointing it out.
    $endgroup$
    – Rpdp_s
    Jan 13 at 9:54














3












3








3





$begingroup$


I have been trying to studying the construction of Lebesgue integral for a while now. I am following the Princeton Lectures on Analysis and I am stuck at the part where it defines the integral of non-negative functions. I find the definition to be quite clear but I cannot understand the examples given here.




With the above definition of the integral, there are only two possible cases; the supremum is either finite, or infinite. In the first case, when $int f(x)dx<+infty$, we shall say that $f$ is Lebesgue integrable or simply integrable.



Clearly, if $E$ is any measurable subset of $mathbb R^d$, and $fge0$, then $f_{chi_E}$ is also positive, and we define
$$int f(x)dx=int f(x)chi_E(x)dx.$$
Simple examples of functions on $mathbb R^d$ that are integrable (or non-integrable) are given by
$$f_a(x)=begin{cases}|x|^{-a}&text{ if }|x|le1,\0&text{ if }|x|>1.end{cases}$$
$$F_a(x)=frac1{1+|x|^a}, text{ all }xinmathbb R^d.$$
Then $f_a$ is integrable exactly when $a<d$, while $F_a$ is integrable exactly when $a>d$.




How are the values of "a" here in these two examples making the function integrable or not !? and what does the value of "a" has to do with "d" ?










share|cite|improve this question











$endgroup$




I have been trying to studying the construction of Lebesgue integral for a while now. I am following the Princeton Lectures on Analysis and I am stuck at the part where it defines the integral of non-negative functions. I find the definition to be quite clear but I cannot understand the examples given here.




With the above definition of the integral, there are only two possible cases; the supremum is either finite, or infinite. In the first case, when $int f(x)dx<+infty$, we shall say that $f$ is Lebesgue integrable or simply integrable.



Clearly, if $E$ is any measurable subset of $mathbb R^d$, and $fge0$, then $f_{chi_E}$ is also positive, and we define
$$int f(x)dx=int f(x)chi_E(x)dx.$$
Simple examples of functions on $mathbb R^d$ that are integrable (or non-integrable) are given by
$$f_a(x)=begin{cases}|x|^{-a}&text{ if }|x|le1,\0&text{ if }|x|>1.end{cases}$$
$$F_a(x)=frac1{1+|x|^a}, text{ all }xinmathbb R^d.$$
Then $f_a$ is integrable exactly when $a<d$, while $F_a$ is integrable exactly when $a>d$.




How are the values of "a" here in these two examples making the function integrable or not !? and what does the value of "a" has to do with "d" ?







measure-theory lebesgue-integral lebesgue-measure






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Jan 13 at 14:15









Lorenzo B.

1,8402520




1,8402520










asked Jan 13 at 9:42









Rpdp_sRpdp_s

234




234












  • $begingroup$
    The point discussed in the article is not about measurability. All the maps under discussion are measurable. It is about integrability. And it seems that the integrability of those maps is discussed later on in the article.
    $endgroup$
    – mathcounterexamples.net
    Jan 13 at 9:45












  • $begingroup$
    Im sorry thats what i meant. How does it make the function integrable or not. I am changing the orginal question. And it doesnt discuss anything about these further down.
    $endgroup$
    – Rpdp_s
    Jan 13 at 9:48






  • 1




    $begingroup$
    It is written see the discussion following Corollary 1.10 and Exercise 10. What are those about?
    $endgroup$
    – mathcounterexamples.net
    Jan 13 at 9:50










  • $begingroup$
    Those are a bit further down after discussing a few more theorems, However, I was worried if I missed something on the way making the example seem hard. Looks like I will have to skip them for now and come back. Thank you for pointing it out.
    $endgroup$
    – Rpdp_s
    Jan 13 at 9:54


















  • $begingroup$
    The point discussed in the article is not about measurability. All the maps under discussion are measurable. It is about integrability. And it seems that the integrability of those maps is discussed later on in the article.
    $endgroup$
    – mathcounterexamples.net
    Jan 13 at 9:45












  • $begingroup$
    Im sorry thats what i meant. How does it make the function integrable or not. I am changing the orginal question. And it doesnt discuss anything about these further down.
    $endgroup$
    – Rpdp_s
    Jan 13 at 9:48






  • 1




    $begingroup$
    It is written see the discussion following Corollary 1.10 and Exercise 10. What are those about?
    $endgroup$
    – mathcounterexamples.net
    Jan 13 at 9:50










  • $begingroup$
    Those are a bit further down after discussing a few more theorems, However, I was worried if I missed something on the way making the example seem hard. Looks like I will have to skip them for now and come back. Thank you for pointing it out.
    $endgroup$
    – Rpdp_s
    Jan 13 at 9:54
















$begingroup$
The point discussed in the article is not about measurability. All the maps under discussion are measurable. It is about integrability. And it seems that the integrability of those maps is discussed later on in the article.
$endgroup$
– mathcounterexamples.net
Jan 13 at 9:45






$begingroup$
The point discussed in the article is not about measurability. All the maps under discussion are measurable. It is about integrability. And it seems that the integrability of those maps is discussed later on in the article.
$endgroup$
– mathcounterexamples.net
Jan 13 at 9:45














$begingroup$
Im sorry thats what i meant. How does it make the function integrable or not. I am changing the orginal question. And it doesnt discuss anything about these further down.
$endgroup$
– Rpdp_s
Jan 13 at 9:48




$begingroup$
Im sorry thats what i meant. How does it make the function integrable or not. I am changing the orginal question. And it doesnt discuss anything about these further down.
$endgroup$
– Rpdp_s
Jan 13 at 9:48




1




1




$begingroup$
It is written see the discussion following Corollary 1.10 and Exercise 10. What are those about?
$endgroup$
– mathcounterexamples.net
Jan 13 at 9:50




$begingroup$
It is written see the discussion following Corollary 1.10 and Exercise 10. What are those about?
$endgroup$
– mathcounterexamples.net
Jan 13 at 9:50












$begingroup$
Those are a bit further down after discussing a few more theorems, However, I was worried if I missed something on the way making the example seem hard. Looks like I will have to skip them for now and come back. Thank you for pointing it out.
$endgroup$
– Rpdp_s
Jan 13 at 9:54




$begingroup$
Those are a bit further down after discussing a few more theorems, However, I was worried if I missed something on the way making the example seem hard. Looks like I will have to skip them for now and come back. Thank you for pointing it out.
$endgroup$
– Rpdp_s
Jan 13 at 9:54










2 Answers
2






active

oldest

votes


















3












$begingroup$

Consider a map $f : mathbb R^d to mathbb R$ which is only dependent on the radius $R$ in the $n$-sphere Spherical coordinates. I.e. $f(x)=g(vert xvert)$ where $g$ is a real map.



You then have



$$int_{mathbb R^d} f(x) dx = K_d int_0^infty g(R) R^{d-1} dR$$ where $K_d$ is a constant that only depends on $d$. This uses an integral by substitution in dimension $d$.



You can use that to look at the integrability of the maps of your original question.






share|cite|improve this answer











$endgroup$





















    1












    $begingroup$

    Likely this is explained further down in your text. Anyway...



    The Lebesgue integral of $f_a$ over $mathbb R^d$ is:
    $$int_{mathbb R^d} f_a,dmu = int_0^infty mubig({xin B_d(1):f_a(x)>y}big),dy
    = int_0^infty mubig({xin B_d(1):|x|^{-a}>y}big),dy$$

    where $B_d(r)$ is the unit ball in $d$ dimensions with radius $r$.



    If $ale 0$ there is no singularity nor infinity involved, and the result is finite.



    If $a>0$ then the measure at $y$ is the volume of the $d$-ball $B_d(r)$ with radius $r=y^{-frac 1a}le 1$. That also means that $yge 1$. The volume of $B_d(r)$ is $C_d r^d$ for some constant $C_d$ that depends only on $d$ (for instance $C_2=pi$ and $C_3=frac 43pi$). So the integral becomes:
    $$int_{mathbb R^d} f_a,dmu
    = int_1^infty C_dcdot(y^{-frac 1a})^d,dy
    = frac{C_d}{-frac da+1} y^{-frac da+1}Bigg|_1^infty
    $$

    This is finite iff $-frac da+1<0 iff a<dquad$ (for the case $a>0$).



    Therefore $f_a$ is Lebesgue integrable over $mathbb R^d$ iff $a<d$.






    share|cite|improve this answer









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      2 Answers
      2






      active

      oldest

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      2 Answers
      2






      active

      oldest

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      active

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      active

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      3












      $begingroup$

      Consider a map $f : mathbb R^d to mathbb R$ which is only dependent on the radius $R$ in the $n$-sphere Spherical coordinates. I.e. $f(x)=g(vert xvert)$ where $g$ is a real map.



      You then have



      $$int_{mathbb R^d} f(x) dx = K_d int_0^infty g(R) R^{d-1} dR$$ where $K_d$ is a constant that only depends on $d$. This uses an integral by substitution in dimension $d$.



      You can use that to look at the integrability of the maps of your original question.






      share|cite|improve this answer











      $endgroup$


















        3












        $begingroup$

        Consider a map $f : mathbb R^d to mathbb R$ which is only dependent on the radius $R$ in the $n$-sphere Spherical coordinates. I.e. $f(x)=g(vert xvert)$ where $g$ is a real map.



        You then have



        $$int_{mathbb R^d} f(x) dx = K_d int_0^infty g(R) R^{d-1} dR$$ where $K_d$ is a constant that only depends on $d$. This uses an integral by substitution in dimension $d$.



        You can use that to look at the integrability of the maps of your original question.






        share|cite|improve this answer











        $endgroup$
















          3












          3








          3





          $begingroup$

          Consider a map $f : mathbb R^d to mathbb R$ which is only dependent on the radius $R$ in the $n$-sphere Spherical coordinates. I.e. $f(x)=g(vert xvert)$ where $g$ is a real map.



          You then have



          $$int_{mathbb R^d} f(x) dx = K_d int_0^infty g(R) R^{d-1} dR$$ where $K_d$ is a constant that only depends on $d$. This uses an integral by substitution in dimension $d$.



          You can use that to look at the integrability of the maps of your original question.






          share|cite|improve this answer











          $endgroup$



          Consider a map $f : mathbb R^d to mathbb R$ which is only dependent on the radius $R$ in the $n$-sphere Spherical coordinates. I.e. $f(x)=g(vert xvert)$ where $g$ is a real map.



          You then have



          $$int_{mathbb R^d} f(x) dx = K_d int_0^infty g(R) R^{d-1} dR$$ where $K_d$ is a constant that only depends on $d$. This uses an integral by substitution in dimension $d$.



          You can use that to look at the integrability of the maps of your original question.







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Jan 13 at 13:28

























          answered Jan 13 at 10:05









          mathcounterexamples.netmathcounterexamples.net

          26.8k22157




          26.8k22157























              1












              $begingroup$

              Likely this is explained further down in your text. Anyway...



              The Lebesgue integral of $f_a$ over $mathbb R^d$ is:
              $$int_{mathbb R^d} f_a,dmu = int_0^infty mubig({xin B_d(1):f_a(x)>y}big),dy
              = int_0^infty mubig({xin B_d(1):|x|^{-a}>y}big),dy$$

              where $B_d(r)$ is the unit ball in $d$ dimensions with radius $r$.



              If $ale 0$ there is no singularity nor infinity involved, and the result is finite.



              If $a>0$ then the measure at $y$ is the volume of the $d$-ball $B_d(r)$ with radius $r=y^{-frac 1a}le 1$. That also means that $yge 1$. The volume of $B_d(r)$ is $C_d r^d$ for some constant $C_d$ that depends only on $d$ (for instance $C_2=pi$ and $C_3=frac 43pi$). So the integral becomes:
              $$int_{mathbb R^d} f_a,dmu
              = int_1^infty C_dcdot(y^{-frac 1a})^d,dy
              = frac{C_d}{-frac da+1} y^{-frac da+1}Bigg|_1^infty
              $$

              This is finite iff $-frac da+1<0 iff a<dquad$ (for the case $a>0$).



              Therefore $f_a$ is Lebesgue integrable over $mathbb R^d$ iff $a<d$.






              share|cite|improve this answer









              $endgroup$


















                1












                $begingroup$

                Likely this is explained further down in your text. Anyway...



                The Lebesgue integral of $f_a$ over $mathbb R^d$ is:
                $$int_{mathbb R^d} f_a,dmu = int_0^infty mubig({xin B_d(1):f_a(x)>y}big),dy
                = int_0^infty mubig({xin B_d(1):|x|^{-a}>y}big),dy$$

                where $B_d(r)$ is the unit ball in $d$ dimensions with radius $r$.



                If $ale 0$ there is no singularity nor infinity involved, and the result is finite.



                If $a>0$ then the measure at $y$ is the volume of the $d$-ball $B_d(r)$ with radius $r=y^{-frac 1a}le 1$. That also means that $yge 1$. The volume of $B_d(r)$ is $C_d r^d$ for some constant $C_d$ that depends only on $d$ (for instance $C_2=pi$ and $C_3=frac 43pi$). So the integral becomes:
                $$int_{mathbb R^d} f_a,dmu
                = int_1^infty C_dcdot(y^{-frac 1a})^d,dy
                = frac{C_d}{-frac da+1} y^{-frac da+1}Bigg|_1^infty
                $$

                This is finite iff $-frac da+1<0 iff a<dquad$ (for the case $a>0$).



                Therefore $f_a$ is Lebesgue integrable over $mathbb R^d$ iff $a<d$.






                share|cite|improve this answer









                $endgroup$
















                  1












                  1








                  1





                  $begingroup$

                  Likely this is explained further down in your text. Anyway...



                  The Lebesgue integral of $f_a$ over $mathbb R^d$ is:
                  $$int_{mathbb R^d} f_a,dmu = int_0^infty mubig({xin B_d(1):f_a(x)>y}big),dy
                  = int_0^infty mubig({xin B_d(1):|x|^{-a}>y}big),dy$$

                  where $B_d(r)$ is the unit ball in $d$ dimensions with radius $r$.



                  If $ale 0$ there is no singularity nor infinity involved, and the result is finite.



                  If $a>0$ then the measure at $y$ is the volume of the $d$-ball $B_d(r)$ with radius $r=y^{-frac 1a}le 1$. That also means that $yge 1$. The volume of $B_d(r)$ is $C_d r^d$ for some constant $C_d$ that depends only on $d$ (for instance $C_2=pi$ and $C_3=frac 43pi$). So the integral becomes:
                  $$int_{mathbb R^d} f_a,dmu
                  = int_1^infty C_dcdot(y^{-frac 1a})^d,dy
                  = frac{C_d}{-frac da+1} y^{-frac da+1}Bigg|_1^infty
                  $$

                  This is finite iff $-frac da+1<0 iff a<dquad$ (for the case $a>0$).



                  Therefore $f_a$ is Lebesgue integrable over $mathbb R^d$ iff $a<d$.






                  share|cite|improve this answer









                  $endgroup$



                  Likely this is explained further down in your text. Anyway...



                  The Lebesgue integral of $f_a$ over $mathbb R^d$ is:
                  $$int_{mathbb R^d} f_a,dmu = int_0^infty mubig({xin B_d(1):f_a(x)>y}big),dy
                  = int_0^infty mubig({xin B_d(1):|x|^{-a}>y}big),dy$$

                  where $B_d(r)$ is the unit ball in $d$ dimensions with radius $r$.



                  If $ale 0$ there is no singularity nor infinity involved, and the result is finite.



                  If $a>0$ then the measure at $y$ is the volume of the $d$-ball $B_d(r)$ with radius $r=y^{-frac 1a}le 1$. That also means that $yge 1$. The volume of $B_d(r)$ is $C_d r^d$ for some constant $C_d$ that depends only on $d$ (for instance $C_2=pi$ and $C_3=frac 43pi$). So the integral becomes:
                  $$int_{mathbb R^d} f_a,dmu
                  = int_1^infty C_dcdot(y^{-frac 1a})^d,dy
                  = frac{C_d}{-frac da+1} y^{-frac da+1}Bigg|_1^infty
                  $$

                  This is finite iff $-frac da+1<0 iff a<dquad$ (for the case $a>0$).



                  Therefore $f_a$ is Lebesgue integrable over $mathbb R^d$ iff $a<d$.







                  share|cite|improve this answer












                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Jan 13 at 11:18









                  I like SerenaI like Serena

                  4,2071722




                  4,2071722






























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