Upper function and lebesgue integrals

In summary, the conversation is discussing the definitions of upper functions and Lebesgue integrable functions in Apostol's Mathematical Analysis. The question is whether constant functions can be considered as upper functions and if this implies that theorem 10.14(a) implies theorem 10.6(b) for all real values of c. The conclusion is that there is a mistake in the logic and the negative must be on the outside of the integral sign for u, showing that theorem 10.14(a) does not necessarily imply theorem 10.6(b) for all c.
  • #1
travis0868
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I am comparing theorem 10.6(c) and 10.14(a) in Apostol's Mathematical Analysis.

My question is this:

Are constant functions considered upper functions? They certainly seem to fit the definition 10.4 for upper functions:

A real-valued function f defined on an interval I is called an upper function on I, and we write [itex] f \in U(I) [/itex], if there exists an increasing sequence of step functions [itex] {s_n} [/itex] such that:
[tex]
a)\ s_n \nearrow\ f\ a.e.\ on\ I,
[/tex]
and
[tex]
b)\ \lim_{x\rightarrow \infty} \int_\textrm{I} s_n \is\ finite.
[/tex]

There there's definition 10.12 for Lebesgue integrable functions:

We denote by L(I) the set of all functions f of the form f = u - v where [itex]u\in U(I) [/itex] and [itex] v\in U(I) [/itex]. Each function f in L(I) is said to be Lebesgue-integrable on I and its integral is defined by the equation [itex] \int_\textrm{I} f = \int_\textrm{I} u - \int_\textrm{I} v [/itex]

Here's thm 10.14(a):

[tex] Assume\ f \in L(I)\ and\ g \in L(I).\ Then\ we\ have\ (af + bg) \in L(I)\ for\ every\ real\ a\ and\ b\ \int_\textrm{I} (af + bg) = a \int_\textrm{I} f + b \int_\textrm{I} g.
[/tex]

Assuming that a constant function is an upper function, let v = 0. Choose some arbitrary upper function u. Let f = u - 0 and thus f is a member of L(I). Then [itex]\int_\textrm{I} f = \int_\textrm{I} u[/itex]. By thm 10.14, [itex]\int_\textrm{I} -f = - \int_\textrm{I} f[/itex]. Thus [itex]\int_\textrm{I} -f = - \int_\textrm{I} u. [/itex]

But it is not always true that

integral -u = - integral u

when u is an upper function according to Thm 10.6(b):

[tex]Assume\ f \in U(I)\ and\ g \in U(I).\ Then:\ cf \in U(I)\ for\ ever\ constant\ c \geq 0\ and \int_\textrm{I} cf = c \int_\textrm{I} f [/tex]

Notice that c must be >= 0. There's even a problem in the text that shows that thm 10.6(b) isn't always true if that assumption is violated.

My point is that if constant functions are allowed as upper functions, then thm 10.14(a) implies thm 10.6(b) should be true for all real c, not just non-negative c. Any thoughts on where my logic is wrong?
 
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  • #2
I see my mistake. A constant is an upper function, but:

if u [itex]\in U(I)[/itex] and f = u. Then f [itex] \in L(I)[/itex]. But [itex]\int -f = - \int u[/itex]. The negative must be on the outside of the integral sign for u.
 
  • #3


Your analysis is correct. The issue here is that while constant functions can be considered upper functions, they do not satisfy the definition of an increasing sequence of step functions. This is because a constant function is not strictly increasing, as it has the same value for all values of x. Therefore, it cannot be included in the set of step functions used in the definition of an upper function.

In theorem 10.6(b), the assumption that c must be non-negative is necessary because it ensures that the function cf is still an upper function. If c is negative, then cf is not an upper function and the theorem does not hold.

In theorem 10.14(a), the functions f and g are already assumed to be Lebesgue integrable, which means they are both upper functions. Therefore, the addition of a constant function does not change their properties as upper functions. This is why the theorem holds for all real values of a and b.

In summary, while constant functions can be considered upper functions, they do not fit the definition of an increasing sequence of step functions and therefore cannot be used in theorems that rely on this definition.
 

FAQ: Upper function and lebesgue integrals

What is the difference between upper and lower functions?

The upper and lower functions refer to the upper and lower sums used in the Riemann integral. The upper function is the maximum value of a function on a given interval, while the lower function is the minimum value of the function on that interval. These values are used to approximate the area under a curve in the Riemann integral.

How is the upper function used in the Lebesgue integral?

In the Lebesgue integral, the upper function is used as part of the definition of the integral. It is used to determine the upper bound of a function, which is then used to calculate the integral. The Lebesgue integral is more flexible than the Riemann integral and allows for a wider range of functions to be integrated.

What is the significance of the Lebesgue measure in the Lebesgue integral?

The Lebesgue integral is based on the concept of the Lebesgue measure, which is a way of measuring the size of sets of real numbers. This measure is used to define the Lebesgue integral and allows for the integration of more complex functions that cannot be integrated using the Riemann integral.

Can the Lebesgue integral be used to solve real-world problems?

Yes, the Lebesgue integral has many practical applications in fields such as physics, economics, and engineering. It allows for the integration of more complex functions, which can accurately model real-world phenomena. It is also more efficient and easier to work with than the Riemann integral in many cases.

How does the Lebesgue integral handle discontinuities?

The Lebesgue integral is able to handle discontinuities in a function by considering the size of the discontinuity rather than its location. This allows for the integration of functions with discontinuities, which would not be possible with the Riemann integral. The Lebesgue integral also assigns more weight to points where the function is larger, resulting in a more accurate estimation of the integral.

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