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The real-line exponential tail is Lebesgue integrable

Statement

Assume Countable Choice and let f(x)=exp⁡(−∣x∣) on R. Then f is nonnegative and Lebesgue measurable, and ∫Rf(x) dλ1(x)<∞.

Facts & Assumptions

Given: Countable Choice, the natural numbers N, and the function f(x)=exp⁡(−∣x∣).

[A1]

Countable Choice is the set-theoretic assumption used by the continuous-to-Borel and box-measure results. The Axiom of Countable Choice (ACω)

[F1]

The exponential is continuous, positive and strictly increasing, and satisfies exp⁡(−x)=1/exp⁡(x) for every real x. Continuous real functions on R are Borel measurable under Countable Choice. The exponential is positive and satisfies exp⁡(−x)=1/exp⁡(x), The exponential function is strictly increasing, Continuous functions on Euclidean spaces are Borel measurable

[F3]

The nonnegative Lebesgue integral is monotone, additive on nonnegative measurable functions, and satisfies monotone convergence. Monotonicity and nonnegative homogeneity of the nonnegative integral, Additivity of the nonnegative Lebesgue integral, Monotone convergence for the integral

[F5]

Arithmetic combinations of measurable real functions are measurable. Arithmetic and lattice operations preserve measurability whenever they are defined

[F6]

The exponential addition formula, induction, and recursive integer-power definition give exp⁡(−k)=exp⁡(−1)k for every natural k. The exponential addition formula exp⁡(x+y)=exp⁡(x)exp⁡(y), The principle of mathematical induction, Integer powers am

[F7]

The nonnegative Lebesgue integral of a nonnegative measurable function is the supremum of the integrals of its nonnegative simple minorants. The nonnegative Lebesgue integral

[F8]

The natural numbers N start at 0 and are closed under successor. The natural numbers N (von Neumann)

[F9]

A natural index used as a real endpoint is read through its canonical embedding into R. The canonical natural ι(n)=n⋅1F of a field

[F10]

For a nonnegative measurable function and a measurable set E, ∫Ef dλ means ∫f1E dλ. Integral over a measurable subset

[F11]

Under Countable Choice, every Borel subset of R is Lebesgue measurable. Assuming countable choice, every Borel subset of Rn is Lebesgue measurable

[F12]

The canonical naturals are cofinal in R. Every complete ordered field is Archimedean

[F13]

A nonnegative simple function has the same nonnegative Lebesgue and simple integrals; in particular, ∫c1E dλ1=cλ1(E) for c≥0 and measurable E of finite measure. The integral of a nonnegative simple function, The nonnegative integral agrees with the simple integral on simple functions

Proof

technique · compare on a countable partition with a summable geometric envelope
1.1A1F1F4F11givenalgebra

The elementary inequalities ∣x∣≤∣x−y∣+∣y∣ and ∣y∣≤∣x−y∣+∣x∣ give ∣∣x∣−∣y∣∣≤∣x−y∣, so x↦−∣x∣ is continuous. Together with exponential continuity [F1], this makes f continuous, hence Borel measurable by [F1] and Lebesgue measurable by [F11]; also f>0. Set a=exp⁡(0)>0. The reciprocal identity at zero gives a=1/a, hence (a−1)(a+1)=0 and a=1. Put r=exp⁡(−1). Strict increase gives 0<r<exp⁡(0)=1, so [F4] gives ∑k=0∞rk=1/(1−r)<∞.

2.1A1F1F2F3F4F6F8F9F10F12F13step 1.1algebra

For each k,n∈N with n≥1, read as real endpoints via [F9], set Ik=[k,k+1) and Jk=[−k−1,−k). These intervals are pairwise disjoint and, by [F12], partition R; each has measure one by [F2]. On either interval ∣x∣≥k, so monotonicity of the exponential and [F6] give f(x)≤exp⁡(−k)=rk. For each such n, the union of Ik,Jk over k<n is [−n,n), and the integral notation is that of [F10]; [F3] and [F13] yield ∫[−n,n)f dλ1≤2∑k<nrk≤21−r.

3.1F1F2F3F5F7F10F12step 1.1step 2.1algebra∎

The measurable functions fn=f1[−n,n) increase pointwise to f by [F12]; their measurability follows from [F1], [F2], and [F5]. By [F7] and [F10], their nonnegative integrals are defined, and monotone convergence [F3] gives ∫Rf dλ1=lim⁡n→∞∫[−n,n)f dλ1≤21−r<∞. This proves the claimed integrability.

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Sources