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An integrable dominator gives uniform tail control on every compact parameter set
Statement
An integrable dominator gives one compact Jordan core outside which every dominated slice has uniformly small integral.
Precisely, let be open, let be an interval, and let have locally Riemann-integrable slices . Let be compact and suppose for and , where is locally Riemann integrable and . Then every with , and every difference , is absolutely improperly integrable. For every there is a compact Jordan such that for every ,
Facts & Assumptions
Given: The functions, compact parameter set, dominator, and of the Statement.
Every compact Jordan exhaustion computes the nonnegative improper integral, independently of the exhaustion (Every Jordan exhaustion computes a nonnegative improper multiple integral).
For locally integrable , one has ; if and , then is absolutely improperly integrable (Comparison and absolute comparison tests for improper multiple integrals).
Proper multidimensional integrals are linear, monotone, and satisfy (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
Every open subset of has a compact Jordan exhaustion (Every open subset of admits a compact Jordan exhaustion).
For an absolutely improperly integrable function, proper integrals along every compact Jordan exhaustion converge to its improper integral (Absolute convergence makes signed improper multiple integrals independent of exhaustion).
Proof
Choose a compact Jordan exhaustion by [L4]. Then [L1] gives , so choose with .
For every , [L2] first makes absolutely improperly integrable. For every later exhaustion member , [L3] applied to the zero extensions gives . Passing to the exhaustion limits by [L1] and [L5] gives .
Since , [L2] makes every difference absolutely improperly integrable, and the same [L1], [L3], and [L5] argument gives the second estimate with , uniformly for .
Depends on
- Parameter-dependent improper multiple integrals
- Every open subset of $\mathbb{R}^n$ admits a compact Jordan exhaustion
- Comparison and absolute comparison tests for improper multiple integrals
- Every Jordan exhaustion computes a nonnegative improper multiple integral
- Absolute convergence makes signed improper multiple integrals independent of exhaustion
- Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in $\mathbb{R}^m$
Used by
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Sources
- W. F. Trench, Functions Defined by Improper Integrals, §7 (standard reference, not scraped)