Can anyone come up with a Lebesgue-integrable function that

  • Thread starter AxiomOfChoice
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In summary, an analytic function that satisfies the OP's criteria does exist, but I cannot think of an example.
  • #1
AxiomOfChoice
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...satisfies the following conditions:

(1) Is continuous on [itex][1,\infty)[/itex], and

(2) Does not have a limit as [itex]x\to \infty[/itex].

Apparently, such a function [itex]f(x)[/itex] exists, but I cannot think of an example for the life of me. Remember: The function must also satisfy

[tex]
\int_1^\infty |f(x)|dx < \infty,
[/tex]

where "[itex]\int[/itex]" is the Lebesgue integral.
 
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  • #2
Can you think of a Riemann-integrable function f such that:
  • Max(f) = 1
  • Min(f) = 0
  • The integral over all of R is a (a is a previously chosen positive real number
 
  • #3
Hurkyl said:
Can you think of a Riemann-integrable function f such that:
  • Max(f) = 1
  • Min(f) = 0
  • The integral over all of R is a (a is a previously chosen positive real number

Of course. How about

[tex]
f(x) = \begin{cases}
1, & x \in [0,a],\\
0, & \text{otherwise}.
\end{cases}
[/tex]
 
  • #4
On the line [tex][1,\infty)[/tex], at each integer point n, draw an isoceles of height [tex]2^n[/tex] and with base width [tex]4^{-n}[/tex]. Let the function be the curve of these isoceles when they occur, and 0 when they don't. This function is obviously continuous, and

[tex]\int^{\infty}_1 |f(x)| dx = \sum_{n=1}^{\infty} \frac{2^{n}4^{-n}}{2}= \frac{1}{2}\sum_{n=1}^{\infty} \frac{1}{2^n} = \frac{1}{2}[/tex]

However, the function has no limit as [tex]x \to \infty[/tex]. As an extra bonus it is not even bounded.
 
  • #5
Jarle, some of your triangles overlap, but the basic principle still works.

Is it possible to find a [itex]C^\infty[/itex] function that satisfies the OP's criteria? Yes, I see it is possible after just writing that...

How about an analytic function that satisfies the criteria? For that, I'm not sure...
 
  • #6
Ben Niehoff said:
Jarle, some of your triangles overlap...

I don't see why this is so. Can you give an example of two overlapping triangles?

Also, what do you mean by "OP's criteria?"
 
Last edited:
  • #7
Jarle said:
On the line [tex][1,\infty)[/tex], at each integer point n, draw an isoceles of height [tex]2^n[/tex] and with base width [tex]4^{-n}[/tex]. Let the function be the curve of these isoceles when they occur, and 0 when they don't. This function is obviously continuous, and

[tex]\int^{\infty}_1 |f(x)| dx = \sum_{n=1}^{\infty} \frac{2^{n}4^{-n}}{2}= \frac{1}{2}\sum_{n=1}^{\infty} \frac{1}{2^n} = \frac{1}{2}[/tex]

However, the function has no limit as [tex]x \to \infty[/tex]. As an extra bonus it is not even bounded.

Perfect. I feel like a fool for not having thought of this myself. Thanks!
 
  • #8
Ben Niehoff said:
How about an analytic function that satisfies the criteria? For that, I'm not sure...
I feel like this is one of those questions that is either "obviously yes" or "obviously no", but I don't know which. :biggrin:

My first inclination is a function like
[tex]f(x) = \exp\left(\frac{x}{2} \log( \sin(x)^2 ) \right)[/tex]​
which, on R, simplifies to
[tex]|\sin x|^{x}[/tex]​
or maybe replace x/2 with something even faster growing.


I haven't ground through the analysis to see if this actually has a finite integral.


However, http://www.wolframalpha.com/input/?i=Integrate[Exp[Exp[x]/2+Log[Sin[x]^2]],+x]


Is that analytic? Well, this one is more obviously so: http://www.wolframalpha.com/input/?i=Integrate[Exp[Exp[x]/2+Log[(1/2)+++(1/2)Sin[x]^2]],+x]
 
Last edited:
  • #9
Hurkyl said:
I feel like this is one of those questions that is either "obviously yes" or "obviously no", but I don't know which. :biggrin:

My first inclination is a function like
[tex]f(x) = \exp\left(\frac{x}{2} \log( \sin(x)^2 ) \right)[/tex]​
which, on R, simplifies to
[tex]|\sin x|^{x}[/tex]​
or maybe replace x/2 with something even faster growing.I haven't ground through the analysis to see if this actually has a finite integral.However, http://www.wolframalpha.com/input/?i=Integrate[Exp[Exp[x]/2+Log[Sin[x]^2]],+x]Is that analytic? Well, this one is more obviously so: http://www.wolframalpha.com/input/?i=Integrate[Exp[Exp[x]/2+Log[(1/2)+++(1/2)Sin[x]^2]],+x]

How about replacing the triangles in the given solution to the original problem with Gaussians?

[tex]f(x) = \sum_{n=1}^\infty \frac{2^n}{\sqrt{2\pi}} \exp\left[-\frac{(x-n)^2}{2\sigma_n^2}\right][/tex]
where [itex]\sigma_n = 4^{-n}[/itex]?

It's possible this isn't analytic since we're summing an infinite number of terms, but it'd be the first thing I'd try (if I felt like trying to prove/disprove things like analyticity). (Of course, even if analyticity is proved doing the resulting integral wouldn't be too fun - at least on the [1,infinity) interval. (-infinity,infinity) wouldn't be so bad. ;))
 

1. Can anyone come up with a Lebesgue-integrable function that is not Riemann-integrable?

Yes, there are many examples of Lebesgue-integrable functions that are not Riemann-integrable. One well-known example is the Dirichlet function, which is defined as 0 for irrational numbers and 1 for rational numbers. This function is not Riemann-integrable because its set of discontinuities has a positive measure.

2. What is the difference between Lebesgue integration and Riemann integration?

The main difference between Lebesgue integration and Riemann integration lies in the way they define and handle discontinuities. Riemann integration uses partitions and limits to approximate the area under a curve, while Lebesgue integration uses a measure-based approach to determine the size of the set of discontinuities.

3. Can a function be both Lebesgue-integrable and Riemann-integrable?

Yes, a function can be both Lebesgue-integrable and Riemann-integrable. In fact, if a function is Riemann-integrable, then it is also Lebesgue-integrable. However, there are many examples of functions that are Lebesgue-integrable but not Riemann-integrable.

4. How do you determine if a function is Lebesgue-integrable?

To determine if a function is Lebesgue-integrable, we need to calculate its Lebesgue integral. This involves finding the measure of the set of discontinuities of the function and integrating over the intervals where the function is continuous. If the integral is finite, then the function is Lebesgue-integrable.

5. What are the applications of Lebesgue integration in real-world problems?

Lebesgue integration has many applications in various fields such as physics, engineering, and economics. It is used to solve problems related to probability, statistics, and optimization. For example, the Lebesgue integral is used to calculate the expected value of a random variable in probability theory and to find the area under a curve in optimization problems.

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