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The published Riemann change-of-variables theorem already gives the Lebesgue formula for continuous compactly supported integrands
Statement
Let be open and let be a diffeomorphism. If is continuous and compactly supported, then
Facts & Assumptions
Given: Open sets , a diffeomorphism , and a continuous compactly supported function .
The published Riemann change-of-variables theorem holds for compactly supported integrands. (A compactly supported Riemann integrand admits the global change-of-variables formula from a diffeomorphism near the relevant compact preimage)
On Jordan measurable compact sets, the Riemann and Lebesgue integrals agree. (Lebesgue outer measure is at most Jordan outer content, and a bounded Jordan measurable set is Lebesgue measurable with Lebesgue measure equal to its Jordan content)
Proof
Because has compact support inside , there is a compact Jordan set containing . Then vanishes on , so both integrals in the statement reduce to integrals over and .
The Riemann theorem [L1] applies on these compact sets, and [L2] identifies those Riemann integrals with the corresponding Lebesgue integrals. Therefore the displayed Lebesgue change-of-variables formula holds.
Depends on
- A compactly supported Riemann integrand admits the global change-of-variables formula from a diffeomorphism near the relevant compact preimage
- Lebesgue outer measure is at most Jordan outer content, and a bounded Jordan measurable set is Lebesgue measurable with Lebesgue measure equal to its Jordan content
- The support of a function on $\mathbb{R}^n$ and its compactly supported Riemann integral
Used by
Dependency tree · two levels
31 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Gerald B. Folland, Real Analysis, 2nd ed., Theorem 2.47 (standard reference, not scraped)