Timeline for Notation for calculus with measures?
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3 events
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Nov 7, 2018 at 14:54 | comment | added | Alex Shpilkin | People sometimes write $\int_X f\mu$ instead of $\int_X f\,d\mu$. This yields a good notation for Radon-Nikodym: $\mu = (\mu/\nu)\nu$. To include a coordinate, it would make sense to write $\int_{x\in X} f(x)\mu(x)$ (but people don’t do that). In your example this would give $\int_{x\in X} (f\circ g)(x)\mu(x) = \int_{y\in g(X)} f(y)\mu[g^{-1}(x)]$, properly representing the pushforward measure $g_*\mu(A) = \mu[g^{-1}(A)]$. (People do write $\int_x f(x)\phi(x)\equiv (f,\phi)$ for a distribution $f$ and test function $\phi$, though, so it’s not like the argument $x$ is always taken literally.) | |
Dec 23, 2016 at 3:14 | comment | added | Nate Eldredge | I would probably write the change-of-variables formula as $\int_X f \circ g\,d\mu = \int_Y f\,d(g_*\mu)$. | |
Dec 23, 2016 at 2:33 | history | asked | user13113 | CC BY-SA 3.0 |