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A power above exponent minus one is Lebesgue integrable at zero

Statement

Assume the Axiom of Countable Choice. For γ>−1, define gγ(0)=0 and gγ(x)=xγ for 0<x≤1. Then gγ is Lebesgue measurable and integrable on [0,1], with ∫[0,1]gγ dλ=1γ+1.

Facts & Assumptions

Given: Countable Choice and a real exponent γ>−1.

[A1]

The Axiom of Countable Choice (ACω): every sequence of nonempty sets has a choice function; this is the assumption used by the construction of Lebesgue measure.

[F2]

Assuming countable choice, every Borel subset of Rn 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).

[F3]

The improper integral of a power at zero: for every γ>−1, lim⁡ε↓0∫ε1xγ dx=1/(γ+1).

[F4]

Continuity and derivatives of positive-base real powers: xγ is continuous on (0,∞) and has derivative γxγ−1 there.

[F5]

The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a): on a compact interval bounded away from zero, the integral of the derivative of a primitive equals its endpoint increment.

[F7]

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.

[F8]

Monotone convergence for the integral: nonnegative measurable functions increasing pointwise to g have integrals increasing to ∫g dλ.

Proof

1.1givenA1F2F4F6F9construct

For each integer n≥2, define gn(x)=xγ on [1/n,1] and gn(x)=0 on [0,1/n). For every real c, its strict superlevel is all of [0,1] if c<0, and [1/n,1]∩{x>0:xγ>c} if c≥0. The latter is Borel because the power is continuous on (0,∞) by [F4]; hence [F2] makes gn measurable, and gn≥0. By [F9], xγ is bounded on [1/n,1], so gn is bounded and continuous on each side of its only possible jump at 1/n; 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.

2.1F1F4F5F7step 1.1algebra

The equality of Riemann and Lebesgue integrals in [F7], followed by [F4] and [F5] on [1/n,1], gives ∫gn dλ=∫1/n1xγ dx=(1−n−(γ+1))/(γ+1). The sequence gn is nondecreasing and converges pointwise to gγ.

3.1A1F1F2F3F8step 2.1∎

The increasing-limit clause of [F2] makes gγ measurable. Apply monotone convergence [F8] to the sequence (gk+1)k≥1 from step 2.1. Its integral limit is 1/(γ+1) by [F3], so gγ is integrable and the displayed value follows. The only choice assumption used is [A1], which supplies the underlying Lebesgue measure in [F1].

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