Functions are integrable with respect to a measure











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Let $delta_x$ be a measure on $mathcal{P}(mathbb{R^n})$.



Define $delta_x(E)=begin{cases}1,&text{if }x in Etext{ }\0,&text{if }xnotin Eend{cases}quad$



How can it be shown that every map $f: mathbb{R} to mathbb{R}$ is integrable with respect to $delta_x$?



I tried to use:



If $f: [a,b] to mathbb{R}$ is a Riemann integral, then $f in mathcal{L}(E,delta_x)$.



So: $int f delta_x= int_{a}^{b}f$



Here I don't know how to continue.



Or is there another way to prove that all $f: mathbb{R} to mathbb{R}$ are integrable with respect to $delta_x$?










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  • "Since $delta_x$ seems to be a step function", no, it is not; it is a "measure".
    – user587192
    Nov 21 at 18:57












  • Do you know the definition of $f$ being integrable with respect to $delta_x$? That should be the first step of doing this problem.
    – user587192
    Nov 21 at 18:58















up vote
0
down vote

favorite












Let $delta_x$ be a measure on $mathcal{P}(mathbb{R^n})$.



Define $delta_x(E)=begin{cases}1,&text{if }x in Etext{ }\0,&text{if }xnotin Eend{cases}quad$



How can it be shown that every map $f: mathbb{R} to mathbb{R}$ is integrable with respect to $delta_x$?



I tried to use:



If $f: [a,b] to mathbb{R}$ is a Riemann integral, then $f in mathcal{L}(E,delta_x)$.



So: $int f delta_x= int_{a}^{b}f$



Here I don't know how to continue.



Or is there another way to prove that all $f: mathbb{R} to mathbb{R}$ are integrable with respect to $delta_x$?










share|cite|improve this question
























  • "Since $delta_x$ seems to be a step function", no, it is not; it is a "measure".
    – user587192
    Nov 21 at 18:57












  • Do you know the definition of $f$ being integrable with respect to $delta_x$? That should be the first step of doing this problem.
    – user587192
    Nov 21 at 18:58













up vote
0
down vote

favorite









up vote
0
down vote

favorite











Let $delta_x$ be a measure on $mathcal{P}(mathbb{R^n})$.



Define $delta_x(E)=begin{cases}1,&text{if }x in Etext{ }\0,&text{if }xnotin Eend{cases}quad$



How can it be shown that every map $f: mathbb{R} to mathbb{R}$ is integrable with respect to $delta_x$?



I tried to use:



If $f: [a,b] to mathbb{R}$ is a Riemann integral, then $f in mathcal{L}(E,delta_x)$.



So: $int f delta_x= int_{a}^{b}f$



Here I don't know how to continue.



Or is there another way to prove that all $f: mathbb{R} to mathbb{R}$ are integrable with respect to $delta_x$?










share|cite|improve this question















Let $delta_x$ be a measure on $mathcal{P}(mathbb{R^n})$.



Define $delta_x(E)=begin{cases}1,&text{if }x in Etext{ }\0,&text{if }xnotin Eend{cases}quad$



How can it be shown that every map $f: mathbb{R} to mathbb{R}$ is integrable with respect to $delta_x$?



I tried to use:



If $f: [a,b] to mathbb{R}$ is a Riemann integral, then $f in mathcal{L}(E,delta_x)$.



So: $int f delta_x= int_{a}^{b}f$



Here I don't know how to continue.



Or is there another way to prove that all $f: mathbb{R} to mathbb{R}$ are integrable with respect to $delta_x$?







measure-theory lebesgue-integral






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edited Nov 21 at 19:08

























asked Nov 21 at 18:40









Olsgur

444




444












  • "Since $delta_x$ seems to be a step function", no, it is not; it is a "measure".
    – user587192
    Nov 21 at 18:57












  • Do you know the definition of $f$ being integrable with respect to $delta_x$? That should be the first step of doing this problem.
    – user587192
    Nov 21 at 18:58


















  • "Since $delta_x$ seems to be a step function", no, it is not; it is a "measure".
    – user587192
    Nov 21 at 18:57












  • Do you know the definition of $f$ being integrable with respect to $delta_x$? That should be the first step of doing this problem.
    – user587192
    Nov 21 at 18:58
















"Since $delta_x$ seems to be a step function", no, it is not; it is a "measure".
– user587192
Nov 21 at 18:57






"Since $delta_x$ seems to be a step function", no, it is not; it is a "measure".
– user587192
Nov 21 at 18:57














Do you know the definition of $f$ being integrable with respect to $delta_x$? That should be the first step of doing this problem.
– user587192
Nov 21 at 18:58




Do you know the definition of $f$ being integrable with respect to $delta_x$? That should be the first step of doing this problem.
– user587192
Nov 21 at 18:58










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One can directly check the definition of Lebesgue integrability. For any simple function $f$, one can directly verify that the integral is equal to $f(x)$. Then it extends to non-negative measurable $f$ by the definition of Lebesgue integral. If $f$ takes real values, then $int|f| ddelta_x= |f(x)|<infty$, so integrability holds.






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    accepted










    One can directly check the definition of Lebesgue integrability. For any simple function $f$, one can directly verify that the integral is equal to $f(x)$. Then it extends to non-negative measurable $f$ by the definition of Lebesgue integral. If $f$ takes real values, then $int|f| ddelta_x= |f(x)|<infty$, so integrability holds.






    share|cite|improve this answer

























      up vote
      0
      down vote



      accepted










      One can directly check the definition of Lebesgue integrability. For any simple function $f$, one can directly verify that the integral is equal to $f(x)$. Then it extends to non-negative measurable $f$ by the definition of Lebesgue integral. If $f$ takes real values, then $int|f| ddelta_x= |f(x)|<infty$, so integrability holds.






      share|cite|improve this answer























        up vote
        0
        down vote



        accepted







        up vote
        0
        down vote



        accepted






        One can directly check the definition of Lebesgue integrability. For any simple function $f$, one can directly verify that the integral is equal to $f(x)$. Then it extends to non-negative measurable $f$ by the definition of Lebesgue integral. If $f$ takes real values, then $int|f| ddelta_x= |f(x)|<infty$, so integrability holds.






        share|cite|improve this answer












        One can directly check the definition of Lebesgue integrability. For any simple function $f$, one can directly verify that the integral is equal to $f(x)$. Then it extends to non-negative measurable $f$ by the definition of Lebesgue integral. If $f$ takes real values, then $int|f| ddelta_x= |f(x)|<infty$, so integrability holds.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Nov 21 at 18:46









        Uchiha

        9310




        9310






























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