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Rademacher functions on the unit interval
Definition
Assume Countable Choice (The Axiom of Countable Choice ()) for the Lebesgue-measure facts below. Let and let be Lebesgue measure restricted to the Borel subsets of (Lebesgue measurable sets, the family , and the restricted set function ). For integers let be the -th binary digit, with the integer part (Integer part: for every real there is exactly one integer with ); the inclusion follows from for . For integers define the -th Rademacher function by
Then:
- Each is Borel measurable (Borel measurable and Lebesgue measurable functions on ) and ; indeed is the parity of , so is constant on the half-open dyadic intervals of generation , which are measurable (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included), and the arithmetic of Arithmetic and lattice operations preserve measurability whenever they are defined preserves measurability.
- on and on ; more generally, for every the function is constant, with alternating signs, on each half-open dyadic interval , , where it equals : on such an interval , so and gives , hence .
- Consequently, since each half-open dyadic interval of generation has Lebesgue measure (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included) and the intervals partition , with the finite sum evaluated by pairing consecutive terms. Indeed, and are the indicators of the unions of the even and odd indexed intervals respectively, each of measure . Their nonnegative integrals equal (The integral of a nonnegative simple function, The nonnegative integral agrees with the simple integral on simple functions), so is integrable and its signed integral is their difference (Integrable real and complex functions, and their integrals). The displayed identity is the case of the equidistribution proved by the finite-block lemma below.
All integrals of functions of finitely many Rademacher functions on this page are integrals over and are written . The exponent is an integer power in the sense of Integer powers . No choice principle is used to construct the binary digits or sign functions; the measure and integral assertions inherit Countable Choice from the cited Lebesgue-measure suppliers.
Depends on
- Integer part: for every real $x$ there is exactly one integer $m$ with $m \le x < m + 1$
- Lebesgue measurable sets, the family $\mathcal{L}(\mathbb{R}^n)$, and the restricted set function $\lambda_n$
- Integrable real and complex functions, and their integrals
- The integral of a nonnegative simple function
- The nonnegative integral agrees with the simple integral on simple functions
- Integer powers $a^m$
- Borel measurable and Lebesgue measurable functions on $\mathbb{R}^n$
- Arithmetic and lattice operations preserve measurability whenever they are defined
- A box in $\mathbb{R}^n$ with parameters $a_i\le b_i$ is Lebesgue measurable of measure $\prod_{i<n}(b_i-a_i)$, whichever of its faces are included
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
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Sources
- Loukas Grafakos, Classical Fourier Analysis, 3rd ed. (Springer GTM 249) (standard reference, not scraped)
- Terence Tao, Math 247A Lecture Notes 4 (UCLA, Fall 2006) (standard reference, not scraped)