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A power above exponent minus one is Lebesgue integrable at zero
Statement
Assume the Axiom of Countable Choice. For , define and for . Then is Lebesgue measurable and integrable on , with
Facts & Assumptions
Given: Countable Choice and a real exponent .
The Axiom of Countable Choice (): every sequence of nonempty sets has a choice function; this is the assumption used by the construction of Lebesgue measure.
Assuming countable choice, is a sigma-algebra containing every elementary set and is a complete measure extending elementary volume: under [A1], Lebesgue measure is a measure and gives each interval its length.
Assuming countable choice, every Borel subset of is Lebesgue measurable: under [A1], Borel sets are Lebesgue measurable. A nonnegative measurable function multiplied by the indicator of a measurable set remains measurable, and increasing limits of measurable functions are measurable (Closure properties of measurable functions used by the integral).
The improper integral of a power at zero: for every , .
Continuity and derivatives of positive-base real powers: is continuous on and has derivative there.
The second fundamental theorem: if is differentiable on with and is integrable, then : on a compact interval bounded away from zero, the integral of the derivative of a primitive equals its endpoint increment.
Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with : a bounded function is Riemann integrable if Darboux upper and lower sums can be made arbitrarily close.
A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral: a bounded Riemann-integrable function is Lebesgue measurable and its Lebesgue integral equals its Riemann integral.
Monotone convergence for the integral: nonnegative measurable functions increasing pointwise to have integrals increasing to .
For a nonempty subset of with , compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent: is closed and bounded, hence compact, and the continuous power attains a finite maximum there.
Proof
For each integer , define on and on . For every real , its strict superlevel is all of if , and if . The latter is Borel because the power is continuous on by [F4]; hence [F2] makes measurable, and . By [F9], is bounded on , so is bounded and continuous on each side of its only possible jump at ; isolating that point in an interval of arbitrarily small length and using uniform continuity on the two remaining compact pieces makes its Darboux gap arbitrarily small, so [F6] gives Riemann integrability.
The equality of Riemann and Lebesgue integrals in [F7], followed by [F4] and [F5] on , gives . The sequence is nondecreasing and converges pointwise to .
The increasing-limit clause of [F2] makes measurable. Apply monotone convergence [F8] to the sequence from step 2.1. Its integral limit is by [F3], so is integrable and the displayed value follows. The only choice assumption used is [A1], which supplies the underlying Lebesgue measure in [F1].
Depends on
- The improper integral of a power at zero
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Lebesgue measurable sets, the family $\mathcal{L}(\mathbb{R}^n)$, and the restricted set function $\lambda_n$
- Assuming countable choice, $\mathcal{L}(\mathbb{R}^n)$ is a sigma-algebra containing every elementary set and $\lambda_n$ is a complete measure extending elementary volume
- Monotone convergence for the integral
- A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral
- Closure properties of measurable functions used by the integral
- Riemann's criterion: a bounded $f$ on $[a,b]$ is Darboux integrable if and only if for every real $\varepsilon > 0$ there is a partition $P$ with $U(f,P) - L(f,P) < \varepsilon$
- Continuity and derivatives of positive-base real powers
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- Assuming countable choice, every Borel subset of $\mathbb{R}^n$ is Lebesgue measurable
- For a nonempty subset of $\mathbb{R}^n$ with $n\ge1$, compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent
Used by
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Sources
- J. Lebl, Basic Analysis I, §5.4.1–5.4.2, The logarithm and the exponential (standard reference, not scraped)