Interesting math theorem in measure theory

In summary, the conversation discusses a theorem related to real-valued functions on a region and their integrals. The theorem states that if certain conditions are met, then the integral of the function equals the integral over the entire region. The individual also mentions looking for this theorem in a book or online and is directed to the Riesz Representation theorem, which states that every linear functional can be integrated with respect to something. They also mention two related ideas, one involving differentiation and the other involving a hilbert space.
  • #1
jbusc
211
0
Sorry if this is kind of vague, but the other day, one of my math profs told me about a theorem which he thought was particularly interesting. I might be missing or getting a condition wrong, but here goes:

Suppose [tex]I(f, d)[/tex] is a real-valued function, where f is a real-valued function always defined on a region d, and that region d. if:

1. [tex]I(f_1 + f_2, d) = I(f_1, d) + I(f_2, d)[/tex]
2. If [tex]d = d_1 \cup d_2[/tex], and [tex]d_1 \cap d_2 = \emptyset[/tex], then [tex]I(f, d) = I(f, d_1) + I(f, d_2)[/tex]
3. If [itex]a[/itex] is a real constant, then [tex]I(af, d) = aI(f, d)[/tex]

Then, [tex]I(f, d) = \int_d f[/tex]

I asked about where I could find this in a book or online and he said a graduate-level book on measure theory (which unfortunately I don't have any). I did look through Spivak's calculus on manifolds, but nothing came close even.

Does anyone recognize this?
 
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  • #2
As stated it cannot be true: the functional I(f,d) = k*int_d d for instance satisfies the same criterion as above, as do many others: you need some kind of normalization process.

What is true is that you're looking at the Riesz Representation theorem. Note I am very unsure of the spelling: it could be Riezche, Rietzche, or who knows what. It says that every linear functional (yes, that is the key word) is given by integrating with respect to something.

http://en.wikipedia.org/wiki/Riesz_representation_theorem

There are two related eaiser to understand ideas. The latter is the riesz theorem for hilbert spaces.

1. Given the space of polynomials on one variable, R[x], define an operator D on R[x] that is linear, sends x to 1, and some other things and you can prove that D must be differentiation. Can't recall the exact statement.

2. If H is a hilbert space (possibly with some conditions), and if f is a linaer functional then there is a y such that f(x) =<x,y> for all x.
 
  • #3


Thank you for sharing this interesting theorem in measure theory! From the conditions given, it seems like this theorem is related to the concept of integration over a region in multi-dimensional space. The first condition states that the integral of the sum of two functions is equal to the sum of their individual integrals, which is a fundamental property of integration. The second condition seems to be a generalization of this property to a region that can be divided into two non-overlapping subregions. The third condition involves a real constant, which suggests that the function f may be a scalar field.

Unfortunately, I am not familiar with this specific theorem and could not find it in any online sources. It seems like it may be a more advanced result in measure theory, as your professor mentioned it being in a graduate-level book. Perhaps it is a lesser known theorem or one that is not as commonly taught. However, the fact that it relates to integration and the properties of integration makes it a very interesting topic to explore further. Thank you for sharing and hopefully you can find more information about it in the future!
 

FAQ: Interesting math theorem in measure theory

What is a measure theory?

Measure theory is a branch of mathematics that deals with the concept of measuring sets and their corresponding sizes. It is the foundation of modern probability theory and plays a crucial role in analysis, especially in integration and differentiation.

What is an interesting math theorem in measure theory?

One interesting theorem in measure theory is the Lebesgue's Dominated Convergence Theorem, which states that if a sequence of functions converges pointwise to a limit function, and is dominated by an integrable function, then the limit function is also integrable and the integral of the sequence converges to the integral of the limit function.

Why is the Lebesgue's Dominated Convergence Theorem important?

This theorem has many applications in probability theory, analysis, and other areas of mathematics. It allows for the interchange of limits and integrals, which is essential in many mathematical calculations and proofs.

What is the difference between Lebesgue integration and Riemann integration?

Lebesgue integration is a more general concept than Riemann integration. It extends the notion of integration to a wider class of functions, including non-continuous and unbounded functions. Riemann integration, on the other hand, only applies to continuous functions on a closed interval.

What are some real-world applications of measure theory?

Measure theory has many applications in various fields, including physics, engineering, economics, and computer science. It is used in probability and statistics to model and analyze random events. In economics, it is used to measure the size of markets and to study consumer behavior. In computer science, it is used in data analysis and machine learning algorithms.

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