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Lebesgue measure on the unit interval supplies Gaussian moment data
Statement
Assume Countable Choice. For every integer , Lebesgue measure on the relative Borel space is Gaussian quadrature moment data of order in the sense of Positive-measure Gaussian quadrature moment data.
Facts & Assumptions
Given: An integer and Lebesgue measure on .
A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included: , and every nonempty relative interval neighborhood in has positive measure equal to its length.
Integrable real and complex functions, and their integrals and Monotonicity and nonnegative homogeneity of the nonnegative integral: if is Borel measurable and on , then is integrable and because .
Positive-measure Gaussian quadrature moment data: order- data require a finite positive measure whose relative support contains at least points and whose absolute moments through degree are finite.
Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function and The Borel sigma-algebra of a topological space: polynomial and absolute-value functions are continuous on . Continuity makes preimages of open subsets of relatively open in , so preimages of Borel sets belong to the relative Borel sigma-algebra generated by those opens.
Countable Choice, required by [F1] for the Lebesgue interval-measure theorem.
Proof
The measure is finite and positive because [F1] under [A1] gives . Every belongs to the relative support: any relative open neighborhood of contains a relative interval of positive length, including when or , so its measure is positive by [F1]. Thus the support contains the distinct points , as required in [F3].
For each integer , [F4] makes continuous and Borel measurable on , and it satisfies there (with ). Thus [F2] applies and its integral is at most one. These finite moments and step 1.1 verify every condition in [F3], proving the assertion.
Depends on
- Positive-measure Gaussian quadrature moment data
- 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
- Integrable real and complex functions, and their integrals
- Monotonicity and nonnegative homogeneity of the nonnegative integral
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The Borel sigma-algebra of a topological space
- Continuity of $f : A \to \mathbb{R}$ at a point of $A$ and on $A$: the $\varepsilon$-$\delta$ condition, its agreement with $\lim_{x \to c} f(x) = f(c)$ at a limit point, and continuity at an isolated point
- Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function
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Sources
- John A. Gubner, Gaussian Quadrature and the Eigenvalue Problem, §§2–5, 2020 (standard reference, not scraped)
- MATH 373 Lecture Notes, Lecture 14: Gaussian Quadrature, §§10.2–10.5 (standard reference, not scraped)