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Differentiation under an improper multiple integral under an integrable derivative bound
Statement
Let be open and be an open interval. Suppose and are continuous on , one slice is absolutely improperly integrable, and for every compact interval there is a nonnegative improperly integrable with for and . Then every slice is absolutely improperly integrable, the function is continuously differentiable, and
The parameter derivative may be passed through the improper multiple integral under an integrable uniform derivative bound.
Facts & Assumptions
Given: The domain, interval, integrand, derivative, base slice, and dominators of the Statement; fix .
The mean value theorem gives an interior with for a continuous function differentiable inside an interval (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
If locally integrable slices satisfy on a compact parameter set, where and , then their improper-integral tails outside one compact Jordan core are uniformly small (An integrable dominator gives uniform tail control on every compact parameter set).
If is continuous and locally dominated near every parameter by a nonnegative improperly integrable function, then is continuous in the relative topology (Locally dominated parameter-dependent improper multiple integrals are continuous).
If and has finite nonnegative improper integral, then is absolutely improperly integrable (Comparison and absolute comparison tests for improper multiple integrals).
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 integrals are linear and satisfy (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in ).
If is absolutely improperly integrable, its proper integrals along every compact Jordan exhaustion converge to (Absolute convergence makes signed improper multiple integrals independent of exhaustion).
Proof
On the compact parameter interval between and any , [L1] gives pointwise. Fact [L4] makes the difference absolutely improperly integrable. Proper linearity in [L6] along one exhaustion and convergence in [L7] show that a sum of two absolutely improperly integrable functions is again absolutely improperly integrable, so is absolutely improperly integrable.
For nonzero with , [L1] bounds the difference quotient by one integrable dominator. On a compact Jordan core, [L5] and [L1] make uniformly as .
Use [L2] to make the tails of both and uniformly small, then use the uniform convergence from step 1.2 on the core and [L6]. It follows that . On every compact member of one exhaustion, proper linearity in [L6] gives ; applying [L7] to the three absolutely integrable functions passes this identity to . Hence the left side is the difference quotient of , proving the asserted derivative formula.
Apply [L4] to each derivative slice and [L3] to the continuous integrand , using the same local dominators, to see that the derivative integral is continuous in . Thus is on .
Depends on
- Parameter-dependent improper multiple integrals
- An integrable dominator gives uniform tail control on every compact parameter set
- Locally dominated parameter-dependent improper multiple integrals are continuous
- Comparison and absolute comparison tests for improper multiple integrals
- Absolute convergence makes signed improper multiple integrals independent of exhaustion
- The mean value theorem, as the case $g(x) = x$ of Cauchy's: for $f$ continuous on $[a,b]$ with $a < b$ and differentiable on $(a,b)$ there is $c \in (a,b)$ with $f(b) - f(a) = f'(c)(b-a)$
- Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous
- 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, Theorem 11 (standard reference, not scraped)