Lebesgue integral question











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Let $f:mathbb{R}rightarrowmathbb{R}$ be a measurable function. Show that if $f$ is continuous and fix $x_0in mathbb{R}$, then $lim_{nrightarrowinfty}nint_{x_0}^{x_0+1/n}fdm=f(x_0)$.



Hint: Use the max-min theorem which says: For any continuous function $f$ on a compact set $[a,b]$, there are points $x_{max},x_{min}in[a,b]$ such that $f(x_{max})geq f(x)geq f(x_{min})$ for all $xin[a,b]$.










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  • Try something more elementary. No Theorem from measure theory used to interchange limits and integrals is required.
    – Kavi Rama Murthy
    Nov 14 at 6:13












  • I suggest you look at the definition of a Riemann integral. Try showing this result for a very simple partition.
    – Jabbath
    Nov 14 at 6:14










  • Think of applying mean value theorem on the function given by the indefinite integral of $f$, which is differentiable with derivative $f$.
    – астон вілла олоф мэллбэрг
    Nov 14 at 6:18















up vote
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Let $f:mathbb{R}rightarrowmathbb{R}$ be a measurable function. Show that if $f$ is continuous and fix $x_0in mathbb{R}$, then $lim_{nrightarrowinfty}nint_{x_0}^{x_0+1/n}fdm=f(x_0)$.



Hint: Use the max-min theorem which says: For any continuous function $f$ on a compact set $[a,b]$, there are points $x_{max},x_{min}in[a,b]$ such that $f(x_{max})geq f(x)geq f(x_{min})$ for all $xin[a,b]$.










share|cite|improve this question
























  • Try something more elementary. No Theorem from measure theory used to interchange limits and integrals is required.
    – Kavi Rama Murthy
    Nov 14 at 6:13












  • I suggest you look at the definition of a Riemann integral. Try showing this result for a very simple partition.
    – Jabbath
    Nov 14 at 6:14










  • Think of applying mean value theorem on the function given by the indefinite integral of $f$, which is differentiable with derivative $f$.
    – астон вілла олоф мэллбэрг
    Nov 14 at 6:18













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Let $f:mathbb{R}rightarrowmathbb{R}$ be a measurable function. Show that if $f$ is continuous and fix $x_0in mathbb{R}$, then $lim_{nrightarrowinfty}nint_{x_0}^{x_0+1/n}fdm=f(x_0)$.



Hint: Use the max-min theorem which says: For any continuous function $f$ on a compact set $[a,b]$, there are points $x_{max},x_{min}in[a,b]$ such that $f(x_{max})geq f(x)geq f(x_{min})$ for all $xin[a,b]$.










share|cite|improve this question















Let $f:mathbb{R}rightarrowmathbb{R}$ be a measurable function. Show that if $f$ is continuous and fix $x_0in mathbb{R}$, then $lim_{nrightarrowinfty}nint_{x_0}^{x_0+1/n}fdm=f(x_0)$.



Hint: Use the max-min theorem which says: For any continuous function $f$ on a compact set $[a,b]$, there are points $x_{max},x_{min}in[a,b]$ such that $f(x_{max})geq f(x)geq f(x_{min})$ for all $xin[a,b]$.







real-analysis






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edited Nov 14 at 6:31









KCd

16.5k3874




16.5k3874










asked Nov 14 at 6:04









TNT

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293












  • Try something more elementary. No Theorem from measure theory used to interchange limits and integrals is required.
    – Kavi Rama Murthy
    Nov 14 at 6:13












  • I suggest you look at the definition of a Riemann integral. Try showing this result for a very simple partition.
    – Jabbath
    Nov 14 at 6:14










  • Think of applying mean value theorem on the function given by the indefinite integral of $f$, which is differentiable with derivative $f$.
    – астон вілла олоф мэллбэрг
    Nov 14 at 6:18


















  • Try something more elementary. No Theorem from measure theory used to interchange limits and integrals is required.
    – Kavi Rama Murthy
    Nov 14 at 6:13












  • I suggest you look at the definition of a Riemann integral. Try showing this result for a very simple partition.
    – Jabbath
    Nov 14 at 6:14










  • Think of applying mean value theorem on the function given by the indefinite integral of $f$, which is differentiable with derivative $f$.
    – астон вілла олоф мэллбэрг
    Nov 14 at 6:18
















Try something more elementary. No Theorem from measure theory used to interchange limits and integrals is required.
– Kavi Rama Murthy
Nov 14 at 6:13






Try something more elementary. No Theorem from measure theory used to interchange limits and integrals is required.
– Kavi Rama Murthy
Nov 14 at 6:13














I suggest you look at the definition of a Riemann integral. Try showing this result for a very simple partition.
– Jabbath
Nov 14 at 6:14




I suggest you look at the definition of a Riemann integral. Try showing this result for a very simple partition.
– Jabbath
Nov 14 at 6:14












Think of applying mean value theorem on the function given by the indefinite integral of $f$, which is differentiable with derivative $f$.
– астон вілла олоф мэллбэрг
Nov 14 at 6:18




Think of applying mean value theorem on the function given by the indefinite integral of $f$, which is differentiable with derivative $f$.
– астон вілла олоф мэллбэрг
Nov 14 at 6:18










2 Answers
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The function is continuous, so we may just use the fundamental theorem of calculus for the Riemann integral, which of course agrees with the Lebesgue one.



By the FTC,
$$
lim_{hto 0}frac{1}{h}int_{x_0}^{x_0+h}f(x)mathrm dx=f(x_0)
$$

This will certainly hold along your particular sequence $h=1/n$.



If you want to work harder, for a given $epsilon>0$, find $delta>0$ with
$$
x_0-delta<x<x_0+deltaimplies f(x_0)-epsilon<f(x)<f(x_0)+epsilon
$$

then for $n>1/delta$, and with monotonicity of integration
$$
nint_{x_0}^{x_0+1/n}f(x_0)-epsilon<nint_{x_0}^{x_0+1/n}f(x)dx<nint_{x_0}^{x_0+1/n}f(x_0)+epsilon\
implies f(x_0)-epsilon<nint_{x_0}^{x_0+1/n}f(x)dx<f(x_0)+epsilon
$$






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    Unnecessarily sophisticated proof that uses only continuity at $x_0$: start with the change of variable $x = x_0 + s/n$,
    $$nint_{x_0}^{x_0+1/n}f(x),dx = int_0^1 f(x_0 + s/n),ds$$
    and apply the dominated convergence theorem (the continuity of $f$ in $x_0$ implies that the functions $smapsto f(x_0 + s/n)$ are uniformly bounded for $n$ large enough).



    Less sophisticated variant: the functions $smapsto f(x_0 + s/n)$ converge uniformly to the constant $f(x_0)$.






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      2 Answers
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      active

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      2 Answers
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      active

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      up vote
      1
      down vote













      The function is continuous, so we may just use the fundamental theorem of calculus for the Riemann integral, which of course agrees with the Lebesgue one.



      By the FTC,
      $$
      lim_{hto 0}frac{1}{h}int_{x_0}^{x_0+h}f(x)mathrm dx=f(x_0)
      $$

      This will certainly hold along your particular sequence $h=1/n$.



      If you want to work harder, for a given $epsilon>0$, find $delta>0$ with
      $$
      x_0-delta<x<x_0+deltaimplies f(x_0)-epsilon<f(x)<f(x_0)+epsilon
      $$

      then for $n>1/delta$, and with monotonicity of integration
      $$
      nint_{x_0}^{x_0+1/n}f(x_0)-epsilon<nint_{x_0}^{x_0+1/n}f(x)dx<nint_{x_0}^{x_0+1/n}f(x_0)+epsilon\
      implies f(x_0)-epsilon<nint_{x_0}^{x_0+1/n}f(x)dx<f(x_0)+epsilon
      $$






      share|cite|improve this answer

























        up vote
        1
        down vote













        The function is continuous, so we may just use the fundamental theorem of calculus for the Riemann integral, which of course agrees with the Lebesgue one.



        By the FTC,
        $$
        lim_{hto 0}frac{1}{h}int_{x_0}^{x_0+h}f(x)mathrm dx=f(x_0)
        $$

        This will certainly hold along your particular sequence $h=1/n$.



        If you want to work harder, for a given $epsilon>0$, find $delta>0$ with
        $$
        x_0-delta<x<x_0+deltaimplies f(x_0)-epsilon<f(x)<f(x_0)+epsilon
        $$

        then for $n>1/delta$, and with monotonicity of integration
        $$
        nint_{x_0}^{x_0+1/n}f(x_0)-epsilon<nint_{x_0}^{x_0+1/n}f(x)dx<nint_{x_0}^{x_0+1/n}f(x_0)+epsilon\
        implies f(x_0)-epsilon<nint_{x_0}^{x_0+1/n}f(x)dx<f(x_0)+epsilon
        $$






        share|cite|improve this answer























          up vote
          1
          down vote










          up vote
          1
          down vote









          The function is continuous, so we may just use the fundamental theorem of calculus for the Riemann integral, which of course agrees with the Lebesgue one.



          By the FTC,
          $$
          lim_{hto 0}frac{1}{h}int_{x_0}^{x_0+h}f(x)mathrm dx=f(x_0)
          $$

          This will certainly hold along your particular sequence $h=1/n$.



          If you want to work harder, for a given $epsilon>0$, find $delta>0$ with
          $$
          x_0-delta<x<x_0+deltaimplies f(x_0)-epsilon<f(x)<f(x_0)+epsilon
          $$

          then for $n>1/delta$, and with monotonicity of integration
          $$
          nint_{x_0}^{x_0+1/n}f(x_0)-epsilon<nint_{x_0}^{x_0+1/n}f(x)dx<nint_{x_0}^{x_0+1/n}f(x_0)+epsilon\
          implies f(x_0)-epsilon<nint_{x_0}^{x_0+1/n}f(x)dx<f(x_0)+epsilon
          $$






          share|cite|improve this answer












          The function is continuous, so we may just use the fundamental theorem of calculus for the Riemann integral, which of course agrees with the Lebesgue one.



          By the FTC,
          $$
          lim_{hto 0}frac{1}{h}int_{x_0}^{x_0+h}f(x)mathrm dx=f(x_0)
          $$

          This will certainly hold along your particular sequence $h=1/n$.



          If you want to work harder, for a given $epsilon>0$, find $delta>0$ with
          $$
          x_0-delta<x<x_0+deltaimplies f(x_0)-epsilon<f(x)<f(x_0)+epsilon
          $$

          then for $n>1/delta$, and with monotonicity of integration
          $$
          nint_{x_0}^{x_0+1/n}f(x_0)-epsilon<nint_{x_0}^{x_0+1/n}f(x)dx<nint_{x_0}^{x_0+1/n}f(x_0)+epsilon\
          implies f(x_0)-epsilon<nint_{x_0}^{x_0+1/n}f(x)dx<f(x_0)+epsilon
          $$







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Nov 14 at 6:25









          qbert

          21.5k32457




          21.5k32457






















              up vote
              1
              down vote













              Unnecessarily sophisticated proof that uses only continuity at $x_0$: start with the change of variable $x = x_0 + s/n$,
              $$nint_{x_0}^{x_0+1/n}f(x),dx = int_0^1 f(x_0 + s/n),ds$$
              and apply the dominated convergence theorem (the continuity of $f$ in $x_0$ implies that the functions $smapsto f(x_0 + s/n)$ are uniformly bounded for $n$ large enough).



              Less sophisticated variant: the functions $smapsto f(x_0 + s/n)$ converge uniformly to the constant $f(x_0)$.






              share|cite|improve this answer



























                up vote
                1
                down vote













                Unnecessarily sophisticated proof that uses only continuity at $x_0$: start with the change of variable $x = x_0 + s/n$,
                $$nint_{x_0}^{x_0+1/n}f(x),dx = int_0^1 f(x_0 + s/n),ds$$
                and apply the dominated convergence theorem (the continuity of $f$ in $x_0$ implies that the functions $smapsto f(x_0 + s/n)$ are uniformly bounded for $n$ large enough).



                Less sophisticated variant: the functions $smapsto f(x_0 + s/n)$ converge uniformly to the constant $f(x_0)$.






                share|cite|improve this answer

























                  up vote
                  1
                  down vote










                  up vote
                  1
                  down vote









                  Unnecessarily sophisticated proof that uses only continuity at $x_0$: start with the change of variable $x = x_0 + s/n$,
                  $$nint_{x_0}^{x_0+1/n}f(x),dx = int_0^1 f(x_0 + s/n),ds$$
                  and apply the dominated convergence theorem (the continuity of $f$ in $x_0$ implies that the functions $smapsto f(x_0 + s/n)$ are uniformly bounded for $n$ large enough).



                  Less sophisticated variant: the functions $smapsto f(x_0 + s/n)$ converge uniformly to the constant $f(x_0)$.






                  share|cite|improve this answer














                  Unnecessarily sophisticated proof that uses only continuity at $x_0$: start with the change of variable $x = x_0 + s/n$,
                  $$nint_{x_0}^{x_0+1/n}f(x),dx = int_0^1 f(x_0 + s/n),ds$$
                  and apply the dominated convergence theorem (the continuity of $f$ in $x_0$ implies that the functions $smapsto f(x_0 + s/n)$ are uniformly bounded for $n$ large enough).



                  Less sophisticated variant: the functions $smapsto f(x_0 + s/n)$ converge uniformly to the constant $f(x_0)$.







                  share|cite|improve this answer














                  share|cite|improve this answer



                  share|cite|improve this answer








                  edited Nov 15 at 7:43

























                  answered Nov 14 at 8:52









                  Martín-Blas Pérez Pinilla

                  33.7k42770




                  33.7k42770






























                       

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