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Inequality and integral

Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$ Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$ ...
mathex's user avatar
  • 573
31 votes
4 answers
8k views

Counterexamples to differentiation under integral sign?

I'm exploring differentiation under the integral sign (I want to be much faster and more assured in doing this common task). So one thing I'm interested in is good counterexamples, where both ...
bort's user avatar
  • 313
0 votes
1 answer
248 views

Integral with inequality

Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$ Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$ ...
mathex's user avatar
  • 573
87 votes
8 answers
16k views

Why is Lebesgue integration taught using positive and negative parts of functions?

Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...
KConrad's user avatar
  • 50.6k
26 votes
2 answers
12k views

About the definition of Borel and Radon measures

I am trying to understand the notion of Radon measure, but I am a little bit lost with the different conventions used in the litterature. More precisely, I have a doubt about the very definition of ...
Jeremy's user avatar
  • 281
10 votes
2 answers
1k views

Can the integration of integrable sections of a measurable function of two variables ever result in a non-measurable function?

I spent some time searching MathOverflow for a problem that would resemble the one given below, but it turned out to be a rather futile endeavor. I was led to this problem in my attempts to construct ...
Transcendental's user avatar