From 242c7ebea1e871c3a81232ead650183d31a25863 Mon Sep 17 00:00:00 2001 From: Bokuan Li Date: Sat, 20 Jun 2026 09:48:01 -0400 Subject: [PATCH] Updated the Lebesgue non-negative integral formula. --- .../lebesgue-integral/non-negative.tex | 35 ++++++++++++++----- src/measure/lebesgue-integral/simple.tex | 4 +-- 2 files changed, 28 insertions(+), 11 deletions(-) diff --git a/src/measure/lebesgue-integral/non-negative.tex b/src/measure/lebesgue-integral/non-negative.tex index aed2bb5..445e1b3 100644 --- a/src/measure/lebesgue-integral/non-negative.tex +++ b/src/measure/lebesgue-integral/non-negative.tex @@ -5,10 +5,10 @@ \label{definition:measurable-non-negative} Let $(X, \cm)$ be a measure space, then \[ - \mathcal{L}^+(X, \cm) = \bracs{f: X \to \real| f \ge 0, f \text{ is } (\cm, \cb_\real) \text{-measurable}} + \mathcal{L}^+(X, \cm) = \bracs{f: X \to [0, \infty]| f \ge 0, f \text{ is } (\cm, \cb_\real) \text{-measurable}} \] - is the space of non-negative $\real$-valued measurable functions on $(X, \cm)$. + is the space of non-negative $\ol \real$-valued measurable functions on $(X, \cm)$. \end{definition} \begin{definition}[Integral of Non-Negative Function] @@ -23,19 +23,36 @@ \begin{lemma} \label{lemma:lebesgue-non-negative-strict} - Let $(X, \cm, \mu)$ be a measure space and $f \in \mathcal{L}^+(X, \cm)$, then - \[ - \int f d\mu = \sup\bracs{\int \phi d\mu \bigg | \phi \in \Sigma^+(X, \cm), \phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}, \phi \le f} - \] + Let $(X, \cm, \mu)$ be a measure space and $f \in \mathcal{L}^+(X, \cm)$. + \begin{enumerate} + \item For each $\phi \in \Sigma^+(X, \cm)$, denote $\phi \le_u f$ if there exists $\delta > 0$ such that $\phi + \delta \ge f$ on $\bracs{\phi > 0}$, then + \[ + \int f d\mu = \sup\bracs{\int \phi d\mu \bigg | \phi \in \Sigma^+(X, \cm), \phi \le_u f} + \] + \item If $\mu$ is semifinite, then + \[ + \int f d\mu = \sup\bracs{\int \phi d\mu \bigg | \phi \in \Sigma^+(X, \cm) \cap L^1(X; \real), \phi \le_u f} + \] + \end{enumerate} \end{lemma} \begin{proof} - Let $\phi \in \Sigma^+(X, \cm)$ with $\phi \le f$, then for any $\alpha \in (0, 1)$, $\alpha \phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}$. Since + (1): Let $\phi \in \Sigma^+(X, \cm)$ with $\phi \le f$ and $\alpha \in (0, 1)$. Since $\phi(X) \setminus \bracs{0} \subset (0, \infty)$ is finite, $\delta = \min_{y \in \phi(X) \setminus \bracs{0}}(1 - \alpha)y > 0$. Thus $\alpha \phi + \delta \le \phi \le f$ on $\bracs{\phi > 0} = \bracs{\alpha \phi > 0}$, and $\alpha \phi \le_u f$. + + By \hyperref[linearity on simple functions]{proposition:lebesgue-simple-properties}, \[ \int \phi d\mu = \sup_{\alpha \in (0, 1)}\alpha \int \phi d\mu = \sup_{\alpha \in (0, 1)}\int \alpha \phi d\mu \] - the two sides are equal. + Thus + \[ + \int \phi d\mu \le \sup\bracs{\int \psi d\mu \bigg | \psi \in \Sigma^+(X, \cm), \psi \le_u f} + \] + + As the above holds for all $\phi \in \Sigma^+(X, \cm)$, + \[ + \int f d\mu = \sup\bracs{\int \psi d\mu \bigg | \psi \in \Sigma^+(X, \cm), \psi \le_u f} + \] \end{proof} \begin{theorem}[Monotone Convergence Theorem] @@ -98,7 +115,7 @@ \begin{proof} (1): By \autoref{lemma:lebesgue-simple-monotone}, there exists $\seq{f_n}, \seq{g_n} \subset \Sigma^+(X, \cm)$ with $0 \le f_n \le f$ and $0 \le g_n \le g$ for each $n \in \natp$, $f_n \upto f$, and $g_n \upto g$. By \autoref{proposition:lebesgue-simple-properties} and the \hyperref[Monotone Convergence Theorem]{theorem:mct}, \begin{align*} - \int \alpha f + g d\mu = \limv{n}\int \alpha f_n + g_n d\mu = \alpha\limv{n}\int f_n d\mu + \limv{n}\int g_n d\mu \\ + \int \alpha f + g d\mu &= \limv{n}\int \alpha f_n + g_n d\mu = \alpha\limv{n}\int f_n d\mu + \limv{n}\int g_n d\mu \\ &= \alpha \int f d\mu + \int g d\mu \end{align*} diff --git a/src/measure/lebesgue-integral/simple.tex b/src/measure/lebesgue-integral/simple.tex index 53c8769..bbae250 100644 --- a/src/measure/lebesgue-integral/simple.tex +++ b/src/measure/lebesgue-integral/simple.tex @@ -16,7 +16,7 @@ is the \textbf{Lebesgue integral} of $f$. \end{definition} -\begin{proposition}[{{\cite[Proposition 2.13]{Folland}}}] +\begin{proposition} \label{proposition:lebesgue-simple-properties} Let $(X, \cm, \mu)$ be a measure space and $f, g \in \Sigma^*(X, \cm)$, then: \begin{enumerate} @@ -26,7 +26,7 @@ \item The mapping $A \mapsto \int \one_A \cdot f d\mu$ is a measure on $(X, \cm)$. \end{enumerate} \end{proposition} -\begin{proof} +\begin{proof}[Proof, {{\cite[Proposition 2.13]{Folland}}}. ] (1): If $\alpha = 0$, then $\int \alpha f d\mu = \int 0 d\mu = 0 = 0 \cdot \int f d\mu$. Otherwise, the mapping $y \mapsto \alpha y$ is a bijection. Hence \[ \alpha f = \sum_{y \in f(X)} (\alpha y) \cdot \one_{\bracs{f = y}}