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A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions

Statement

Assume the Axiom of Countable Choice (The Axiom of Countable Choice (ACω)). Let U,VRn be open and let T:UV be a C1 diffeomorphism. For every nonnegative Lebesgue measurable f:V[0,],

Vf(y)dλn(y)=Uf(T(x))detDT(x)dλn(x).

Facts & Assumptions

Given: The Axiom of Countable Choice, open sets U,VRn, a C1 diffeomorphism T:UV, and a nonnegative Lebesgue measurable function f:V[0,].

[L2]

Monotone convergence passes increasing limits through the integral. (Monotone convergence for the integral)

[L3]

Every nonnegative measurable function admits increasing simple approximations. (Every nonnegative measurable function admits an explicit increasing sequence of simple approximations)

[A1]

The class of Borel sets EV for which λn(E)=U1E(T(x))detDT(x)dλn(x) is a monotone class containing the open rectangles of V.

Proof

technique · direct
1.1

By [L1], the change-of-variables formula holds for continuous compactly supported functions. Approximating indicators of open rectangles from below by such functions and using [L2] shows that the set formula of [A1] holds for open rectangles. Because the class in [A1] is a monotone class, the monotone class theorem extends the set formula to all Borel sets in V.

L1L2
2.1

Let s=j=1mcj1Ej be a nonnegative simple Lebesgue measurable function. By [L4], replace each Ej by a Borel set differing from it only by a null set. The set formula from step 1.1 and null-set invariance in [L4] then give the change-of-variables formula for s.

L2L4
3.1

Choose simple functions skf by [L3]. Step 2.1 applies to each sk, and [L2] lets k on both sides. This yields the formula for f.

L2L3step 2.1

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