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The region under a nonnegative measurable function is product-measurable and has measure equal to the integral
Statement
Let be a sigma-finite measure space, let be Lebesgue measure on , and let be measurable. Then
belongs to and
Facts & Assumptions
Given: A sigma-finite measure space and a measurable function .
Tonelli's theorem holds for the sigma-finite product . (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product)
Arithmetic operations preserve measurability. (Arithmetic and lattice operations preserve measurability whenever they are defined)
Proof
The function is measurable by [L2], so is product-measurable.
For fixed , the section of is whose one-dimensional Lebesgue measure is exactly , including the cases and . Applying [L1] to therefore gives This is the claimed area formula.
Depends on
- Tonelli's theorem for nonnegative measurable functions on a sigma-finite product
- The product measure of two sigma-finite measure spaces
- Arithmetic and lattice operations preserve measurability whenever they are defined
- Lebesgue measurable sets, the family $\mathcal{L}(\mathbb{R}^n)$, and the restricted set function $\lambda_n$
Used by
Dependency tree · two levels
15 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Gerald B. Folland, Real Analysis, 2nd ed., Exercise 50 (standard reference, not scraped)