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The real-line exponential tail is Lebesgue integrable
Statement
Assume Countable Choice and let on . Then is nonnegative and Lebesgue measurable, and
Facts & Assumptions
Given: Countable Choice, the natural numbers , and the function .
Countable Choice is the set-theoretic assumption used by the continuous-to-Borel and box-measure results. The Axiom of Countable Choice ()
The exponential is continuous, positive and strictly increasing, and satisfies for every real . Continuous real functions on are Borel measurable under Countable Choice. The exponential is positive and satisfies , The exponential function is strictly increasing, Continuous functions on Euclidean spaces are Borel measurable
Every half-open interval is Lebesgue measurable with measure . A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included
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
If , then . For , , and for the series diverges
Arithmetic combinations of measurable real functions are measurable. Arithmetic and lattice operations preserve measurability whenever they are defined
The exponential addition formula, induction, and recursive integer-power definition give for every natural . The exponential addition formula , The principle of mathematical induction, Integer powers
The nonnegative Lebesgue integral of a nonnegative measurable function is the supremum of the integrals of its nonnegative simple minorants. The nonnegative Lebesgue integral
The natural numbers start at and are closed under successor. The natural numbers (von Neumann)
A natural index used as a real endpoint is read through its canonical embedding into . The canonical natural of a field
For a nonnegative measurable function and a measurable set , means . Integral over a measurable subset
Under Countable Choice, every Borel subset of is Lebesgue measurable. Assuming countable choice, every Borel subset of is Lebesgue measurable
The canonical naturals are cofinal in . Every complete ordered field is Archimedean
A nonnegative simple function has the same nonnegative Lebesgue and simple integrals; in particular, for and measurable of finite measure. The integral of a nonnegative simple function, The nonnegative integral agrees with the simple integral on simple functions
Proof
The elementary inequalities and give , so is continuous. Together with exponential continuity [F1], this makes continuous, hence Borel measurable by [F1] and Lebesgue measurable by [F11]; also . Set . The reciprocal identity at zero gives , hence and . Put . Strict increase gives , so [F4] gives .
For each with , read as real endpoints via [F9], set and . These intervals are pairwise disjoint and, by [F12], partition ; each has measure one by [F2]. On either interval , so monotonicity of the exponential and [F6] give . For each such , the union of over is , and the integral notation is that of [F10]; [F3] and [F13] yield
The measurable functions increase pointwise to by [F12]; their measurability follows from [F1], [F2], and [F5]. By [F7] and [F10], their nonnegative integrals are defined, and monotone convergence [F3] gives This proves the claimed integrability.
Depends on
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The canonical natural $\iota(n) = n \cdot 1_F$ of a field
- Integral over a measurable subset
- The natural numbers $\mathbb{N}$ (von Neumann)
- The nonnegative Lebesgue integral
- Continuous functions on Euclidean spaces are Borel measurable
- The exponential is positive and satisfies $\exp(-x)=1/\exp(x)$
- Additivity of the nonnegative Lebesgue integral
- Arithmetic and lattice operations preserve measurability whenever they are defined
- The exponential addition formula $\exp(x+y)=\exp(x)\exp(y)$
- The exponential function is strictly increasing
- For $|r| < 1$, $\sum_{k \ge 0} r^k = 1/(1-r)$, and for $|r| \ge 1$ the series diverges
- The principle of mathematical induction
- 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
- Monotone convergence for the integral
- Monotonicity and nonnegative homogeneity of the nonnegative integral
- Integer powers $a^m$
- Assuming countable choice, every Borel subset of $\mathbb{R}^n$ is Lebesgue measurable
- Every complete ordered field is Archimedean
- The integral of a nonnegative simple function
- The nonnegative integral agrees with the simple integral on simple functions
Used by
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Sources
- OpenStax, Calculus Volume 2, §3.7 Improper Integrals, Example 3.55 (standard reference, not scraped)