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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 ()). Let be open and let be a diffeomorphism. For every nonnegative Lebesgue measurable ,
Facts & Assumptions
Given: The Axiom of Countable Choice, open sets , a diffeomorphism , and a nonnegative Lebesgue measurable function .
The formula already holds for continuous compactly supported integrands. (The published Riemann change-of-variables theorem already gives the Lebesgue formula for continuous compactly supported integrands)
Monotone convergence passes increasing limits through the integral. (Monotone convergence for the integral)
Every nonnegative measurable function admits increasing simple approximations. (Every nonnegative measurable function admits an explicit increasing sequence of simple approximations)
Assuming countable choice, Lebesgue measurable sets are Borel up to null sets, and preserves both null sets and Lebesgue measurability. ( is exactly the completion of the restriction of to the Borel sets, A C^1 diffeomorphism maps Lebesgue null sets to Lebesgue null sets, A C^1 diffeomorphism maps Lebesgue measurable sets to Lebesgue measurable sets)
The class of Borel sets for which is a monotone class containing the open rectangles of .
Proof
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 .
Let be a nonnegative simple Lebesgue measurable function. By [L4], replace each 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 .
Choose simple functions by [L3]. Step 2.1 applies to each , and [L2] lets on both sides. This yields the formula for .
Depends on
- The published Riemann change-of-variables theorem already gives the Lebesgue formula for continuous compactly supported integrands
- A C^1 diffeomorphism maps Lebesgue null sets to Lebesgue null sets
- A C^1 diffeomorphism maps Lebesgue measurable sets to Lebesgue measurable sets
- Monotone convergence for the integral
- Every nonnegative measurable function admits an explicit increasing sequence of simple approximations
- The monotone class generated by an algebra equals the sigma-algebra it generates
- $\mathcal{L}(\mathbb{R}^n)$ is exactly the completion of the restriction of $\lambda_n$ to the Borel sets
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
Dependency tree · two levels
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Sources
- Gerald B. Folland, Real Analysis, 2nd ed., Theorem 2.47 (standard reference, not scraped)