All Questions
11 questions
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66
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Reference request: Integrability condition on measures
Let $(\mathcal{C}, \|\cdot\|)$ be a (non-locally compact) Banach space with Borel $\sigma$-algebra $\mathcal{B}$.
Given a probability measure $\mu : \mathcal{B}\rightarrow[0,1]$, I'm interested in ...
- 463
0
votes
1
answer
171
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How to compute $\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}\int_{[-1,1]^n}\exp[2\pi i(\theta_1 v_1.x+\theta_2v_2.x)]d^nx d\theta_1d\theta_2$
Let $\mathbf{v}_1, \mathbf{v}_2$ be two vectors in $\mathbb{R}^n$. I would like to compute the following singular integral:
$$\int_{-\infty}^{ \infty} \int_{-\infty}^{\infty}
\int_{[-1,1]^n}
e(\...
- 3,625
1
vote
0
answers
129
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Sources for multiple Stieltjes integral
My research involves multiple Stieltjes integral or multiple Lebesgue-Stieltjes integral. But after searching online, I can not find what I need. So I ask this question on which sources (books or ...
- 663
5
votes
1
answer
435
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Integration theory for functions and values with values in topological rings
I am curious whether somebody ever tried to generalize the classical theory of Lebesgue integral to functions and measures with values in Hausdorff topological rings.
The generalization of a measure ...
- 41.9k
1
vote
0
answers
54
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Standard definition: vector-valued essential support
Let $f \in L^p(\mathbb{R}^n,\mathbb{R}^m)$. If $m=1$ then the essential support of $f$ is a mainstream definition; see here for example. However, when $m>1$ is the following definition used?
$$
\...
- 5,405
2
votes
0
answers
200
views
The collection of mean value abscissas in the Mean value theorem
The integral mean value theorem for continuous f on [0,b] and finite positive continuous measure $\mu$ we have
$$\frac{1}{\mu[a,b]}\int_{a}^{b}f(x)d\mu(x)=f(c)(*)$$
for at least one $c\in [a,b]$. We ...
- 5,474
2
votes
0
answers
1k
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Definition of the surface measure in some books
I am studying PDEs and in some books (Folland, Introduction to Partial Differential Equations and Evans, Partial Differential Equations), I found an integral integrated by the surface measure on a $C^...
- 141
0
votes
0
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116
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Generalizing Integration by parts for general bounded continous measure
Consider a probability measure $d\mu = w(t) dt$ with $w(t)\in L^1(I)$, $I =\left[ 0,1\right]$. What are the minimal assumption I can take on two functions $f,g:I\ \to \mathbb{R}$ so that an ...
- 3,574
1
vote
1
answer
206
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A boundary of the second fundamental theorem of calculus
Let's say that a set $X\subseteq [0,1]$ has Property Q if the following holds: For every continuous $f:[0,1]\to\mathbb{R}$ with $f(0)=0$ and derivative existing and bounded by 1 on $[0,1]\setminus X$, ...
- 37.7k
3
votes
1
answer
2k
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From Lebesgue Integral to Stieltjes Integral, and integration by parts
Let $X$ be a real random variable with c.d.f function $F$.
Let $g$ be an increasing measurable real function and assume that $\mathbb{E}\left[g(X)\right]$ exists (and is finite).
What additional ...
- 591
4
votes
1
answer
860
views
Lebesgue's integrability condition in several variables
The well known Lebesgue's condition of Riemann integrability says that a bounded function in one variable
$f\colon [a,b] \to \mathbb{R}$ is Riemann integrable if and only if it is continuous almost ...
- 21.8k