How statement and proof provenance work
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Sections, lower and upper section integrals, and iterated Riemann integrals on product rectangles and Jordan sets
Definition
Let , let and be nondegenerate closed rectangles, and let be bounded. For and , the sections of are Their lower and upper section integrals are the everywhere-defined bounded functions using The lower and upper Darboux integrals over a nondegenerate rectangle in . They are defined even when the corresponding section is not Riemann integrable, and always satisfy and .
If every is integrable and the function is integrable on , define the ordinary iterated integral in the -then- order by The other order is defined symmetrically. More generally, if the sections are integrable outside a content-zero set , any bounded function satisfying for is an exceptionally completed section-integral function. Its integral, when it exists, is independent of its values on .
Let now be a bounded Jordan set and be bounded. Its section at is Empty sections have integral . For a nonempty Jordan section, means the Jordan-set integral of The Riemann integral of a bounded function over a bounded Jordan measurable set. Section integrals over a Jordan set and their iterated integrals are defined by first choosing factor rectangles with and applying the preceding conventions to the zero extension of . Independence of those rectangles is proved in Fubini over a bounded Jordan set when all but a content-zero family of sections are integrable.
Depends on
Used by
- A product grid bounds the Darboux sums of the lower and upper section-integral functions Lemma
- Fubini over a bounded Jordan set when all but a content-zero family of sections are integrable Theorem
- Riemann--Fubini on product rectangles, with lower and upper section integrals and content-zero exceptional sections Theorem
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Sources
- J. Lebl, Basic Analysis II, §10.2 (standard reference, not scraped)
- A. Leibman, Multidimensional Real Analysis, §5.4 (standard reference, not scraped)