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Locally dominated parameter-dependent improper multiple integrals are continuous
Statement
A locally dominated parameter-dependent improper multiple integral is continuous in the parameter.
More precisely, let be continuous and suppose it is locally dominated near each parameter in the sense of Parameter-dependent improper multiple integrals. Then is continuous on in the relative topology.
Facts & Assumptions
Given: The continuous integrand , parameter interval , and local domination in the Statement; fix .
If locally integrable slices on an open satisfy on a compact parameter set, where and , then for every one compact Jordan satisfies for every such (An integrable dominator gives uniform tail control on every compact parameter set).
A continuous map from a compact metric space is uniformly continuous (Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous).
Proper multidimensional Riemann integrals are monotone and satisfy the absolute-value estimate (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
The integral of the indicator of a Jordan set equals its content (A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content).
An integrable nonnegative dominator makes every locally integrable dominated slice absolutely improperly integrable (Comparison and absolute comparison tests for improper multiple integrals).
Every continuous real function on a compact Jordan set is Riemann integrable there (A continuous real function on a compact Jordan measurable set is Riemann integrable over that set).
Proof
Choose a compact relative parameter neighborhood of and an integrable dominating there. Continuity gives local integrability and [L5] gives absolute improper integrability of the slices. Given , [L1] supplies a compact Jordan core on which both tail errors are below .
The restriction of to the compact set is uniformly continuous by [L2], while [L6] supplies all proper core integrals. Hence, for sufficiently close to , for every , and [L3] with [L4] makes the compact-core integral difference smaller than .
Split into the two tail errors and the core-integral difference. Steps 1.1 and 1.2 make its absolute value smaller than , proving relative continuity at , including a one-sided parameter endpoint.
Depends on
- Parameter-dependent improper multiple integrals
- An integrable dominator gives uniform tail control on every compact parameter set
- Comparison and absolute comparison tests for improper multiple integrals
- Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous
- A continuous real function on a compact Jordan measurable set is Riemann integrable over that set
- Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in $\mathbb{R}^m$
- A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content
Used by
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Sources
- W. F. Trench, Functions Defined by Improper Integrals, Theorem 10 (standard reference, not scraped)