Solving Lebesgue Integral Homework with Finite Support

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Therefore, there exists a simple function \varphi on E that has finite support, 0<\varphi<f on E, and the integration |f−\varphi|<\epsilon is true. In summary, to show that there is a simple function \varphi on E satisfying the given equation, we can choose constants c_i and measurable subsets A_i such that 0<c_i<f(x) and \sum_{i=1}^{n} c_i \cdot \mu(A_i) <\epsilon. This guarantees that the integration |f−\varphi|<\epsilon is true.
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sbashrawi
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Homework Statement


Let the function f be nonnegative and integrable over E and
[tex]\epsilon[/tex] > 0. Show there is a simple function [tex]\varphi[/tex] on E that has finite support,
0< [tex]\varphi[/tex]< f on E and

integration |f − [tex]\varphi[/tex]|<[tex]\epsilon[/tex]


Homework Equations





The Attempt at a Solution


 
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  • #2
Let \varphi(x) = \sum_{i=1}^{n} c_i \cdot \chi_{A_i}(x) where A_i is a measurable subset of E and c_i are constants. Then, we can choose c_i's and A_i's such that 0<c_i<f(x) on E and \sum_{i=1}^{n} c_i \cdot \mu(A_i) <\epsilonThis condition is sufficient for the given equation to be satisfied.
 

1. What is a Lebesgue integral?

A Lebesgue integral is a type of mathematical integral used to calculate the area under a curve. Unlike the more commonly known Riemann integral, the Lebesgue integral can be used to integrate a wider range of functions, including those that are not continuous.

2. What does "finite support" mean in the context of Lebesgue integrals?

In Lebesgue integration, "finite support" refers to the property of a function where it is equal to zero outside of a finite interval. This allows for easier calculation of the integral, as the area under the curve can be restricted to a finite range.

3. How is a Lebesgue integral with finite support solved?

To solve a Lebesgue integral with finite support, the function is first divided into smaller intervals. Then, the integral is calculated separately for each interval and the results are added together to find the overall integral.

4. Can Lebesgue integrals only be used for real-valued functions?

No, Lebesgue integrals can be used for a wider range of functions, including complex-valued ones. This is because the Lebesgue integral does not rely on the concept of limits, making it more versatile than the Riemann integral.

5. What are some real-world applications of Lebesgue integrals with finite support?

Lebesgue integrals with finite support are commonly used in physics, economics, and engineering to calculate quantities such as mass, work, and profit. They are also used in probability theory to calculate the likelihood of events occurring over a finite interval.

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