Lebesgue Inequality: Prove from Definition

  • Thread starter henry22
  • Start date
  • Tags
    Inequality
In summary, the Lebesgue Inequality is a mathematical theorem that states that the integral of a non-negative function over a given interval is greater than or equal to the integral of the function's supremum over that same interval. It is an important tool in mathematical analysis and is used to prove various theorems in real analysis. The inequality is proved using the definition of the Lebesgue integral and the properties of the supremum function, by dividing the interval into smaller subintervals and showing that the integral is greater than or equal to the supremum on each subinterval. For the inequality to hold, the function must be non-negative, integrable, and have a finite supremum over the given interval. There are also variations of
  • #1
henry22
28
0

Homework Statement


Show from definition that if f is measurable on [a,b], with m<=f(x)<=M for all x then its lebesgue integral, I, satisfies

m(b-a)<=I<=M(b-a)

Homework Equations





The Attempt at a Solution



I know that the definition is that f:[a,b]->R is measurable if for each t in R the set {x in [a,b] :f(x)>c} is measurable.

But I don't see how this helps?
 
Physics news on Phys.org
  • #2
Do I need to use a summation somewhere?
 

FAQ: Lebesgue Inequality: Prove from Definition

What is the definition of Lebesgue Inequality?

The Lebesgue Inequality is a mathematical theorem that states that the integral of a non-negative function over a given interval is greater than or equal to the integral of the function's supremum over that same interval.

What is the significance of Lebesgue Inequality?

Lebesgue Inequality is an important tool in mathematical analysis and is used to prove various theorems in real analysis, such as the Monotone Convergence Theorem and the Dominated Convergence Theorem.

How is Lebesgue Inequality proved from its definition?

Lebesgue Inequality is proved using the definition of the Lebesgue integral and the properties of the supremum function. The proof involves dividing the given interval into smaller subintervals and using the properties of the function to show that the integral of the function is greater than or equal to the integral of its supremum over each subinterval. These results are then combined to prove the inequality for the entire interval.

What are the assumptions for Lebesgue Inequality to hold?

In order for Lebesgue Inequality to hold, the function must be non-negative and integrable over the given interval. Additionally, the function must have a finite supremum over the interval.

Are there any variations of Lebesgue Inequality?

Yes, there are several variations of Lebesgue Inequality, such as the Reverse Lebesgue Inequality and the Hardy-Littlewood-Pólya Inequality. These variations have different forms and are used in different contexts to prove various theorems in mathematics.

Back
Top