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Lebesgue measure theory applications
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I'm looking for reasonably simple examples of applications of Lebesgue measure theory outside the measure theory setting. I give an example.
Theorem: Let $X$ be a differentiable submanifold of $mathbbR^n$ with codimension $geq 3$. Then $mathbbR^nsetminus X$ is simply conected.
Proof. Let $alpha:S^1to mathbbR^nsetminus X$ be a closed $C^1$ curve. We want to show that there exists a point $p$ outside $X$ s.t. a linear homotopy between $alpha$ and $p$ can be contructed. Well, define $F:mathbbRtimes S^1times Xto mathbbR^n $ by
$$
F(t,s,x)= (1-t)alpha(s)+tx.
$$
Note that, 1) $F$ collects all the bad lines, i.e., the lines connecting $alpha(s)$ and $xin X$. 2) $F$ is $C^1$. 3) $dim(mathbbRtimes S^1times X)leq n-1$. So, by Sard's theorem, the set $F(mathbbR times S^1times X)$ has zero Lebesgue measure, and therefore its complement is non-empty. This easily implies the result.
Also as an example we have the the weak form of the Whitney immersion theorem, for which one can use the same kind of argument in the proof.
I want to know more "simple" applications of the type the above mentioned, in areas other than measure theory. But not too complicated ones!
Sorry if this question is too basic.
reference-request measure-theory big-list lebesgue-measure
edited Aug 10 at 15:37
Vectornaut
1,57511821
asked Aug 9 at 23:47
Eduardo
325113
 |Â
show 2 more comments
up vote
18
down vote
favorite
I'm looking for reasonably simple examples of applications of Lebesgue measure theory outside the measure theory setting. I give an example.
Theorem: Let $X$ be a differentiable submanifold of $mathbbR^n$ with codimension $geq 3$. Then $mathbbR^nsetminus X$ is simply conected.
Proof. Let $alpha:S^1to mathbbR^nsetminus X$ be a closed $C^1$ curve. We want to show that there exists a point $p$ outside $X$ s.t. a linear homotopy between $alpha$ and $p$ can be contructed. Well, define $F:mathbbRtimes S^1times Xto mathbbR^n $ by
$$
F(t,s,x)= (1-t)alpha(s)+tx.
$$
Note that, 1) $F$ collects all the bad lines, i.e., the lines connecting $alpha(s)$ and $xin X$. 2) $F$ is $C^1$. 3) $dim(mathbbRtimes S^1times X)leq n-1$. So, by Sard's theorem, the set $F(mathbbR times S^1times X)$ has zero Lebesgue measure, and therefore its complement is non-empty. This easily implies the result.
Also as an example we have the the weak form of the Whitney immersion theorem, for which one can use the same kind of argument in the proof.
I want to know more "simple" applications of the type the above mentioned, in areas other than measure theory. But not too complicated ones!
Sorry if this question is too basic.
reference-request measure-theory big-list lebesgue-measure
edited Aug 10 at 15:37
Vectornaut
1,57511821
asked Aug 9 at 23:47
Eduardo
325113
Presumably you want to exclude probability and analysis as well?
– Robert Israel
Aug 10 at 0:11
Not necessarily, but I'm looking for unexpected examples, as I think the above examples are to me... However the expression "unexpected" is a kind of personal...
– Eduardo
Aug 10 at 0:15
1
The argument you have given looks more like an application of Sard's lemma than that of "Lebesgue measure theory", but I cannot follow it anyway. What is $M$? What is $f$?
– Kostya_I
Aug 10 at 8:08
2
my apologies, $M=X$ and $f=F$.
– Eduardo
Aug 10 at 13:17
@Kostya_I: Sard's theorem has Lebesgue measure in its very statement!
– Nate Eldredge
Aug 14 at 0:27
 |Â
show 2 more comments
up vote
18
down vote
favorite
up vote
18
down vote
favorite
I'm looking for reasonably simple examples of applications of Lebesgue measure theory outside the measure theory setting. I give an example.
Theorem: Let $X$ be a differentiable submanifold of $mathbbR^n$ with codimension $geq 3$. Then $mathbbR^nsetminus X$ is simply conected.
Proof. Let $alpha:S^1to mathbbR^nsetminus X$ be a closed $C^1$ curve. We want to show that there exists a point $p$ outside $X$ s.t. a linear homotopy between $alpha$ and $p$ can be contructed. Well, define $F:mathbbRtimes S^1times Xto mathbbR^n $ by
$$
F(t,s,x)= (1-t)alpha(s)+tx.
$$
Note that, 1) $F$ collects all the bad lines, i.e., the lines connecting $alpha(s)$ and $xin X$. 2) $F$ is $C^1$. 3) $dim(mathbbRtimes S^1times X)leq n-1$. So, by Sard's theorem, the set $F(mathbbR times S^1times X)$ has zero Lebesgue measure, and therefore its complement is non-empty. This easily implies the result.
Also as an example we have the the weak form of the Whitney immersion theorem, for which one can use the same kind of argument in the proof.
I want to know more "simple" applications of the type the above mentioned, in areas other than measure theory. But not too complicated ones!
Sorry if this question is too basic.
reference-request measure-theory big-list lebesgue-measure
edited Aug 10 at 15:37
Vectornaut
1,57511821
asked Aug 9 at 23:47
Eduardo
325113
I'm looking for reasonably simple examples of applications of Lebesgue measure theory outside the measure theory setting. I give an example.
Theorem: Let $X$ be a differentiable submanifold of $mathbbR^n$ with codimension $geq 3$. Then $mathbbR^nsetminus X$ is simply conected.
Proof. Let $alpha:S^1to mathbbR^nsetminus X$ be a closed $C^1$ curve. We want to show that there exists a point $p$ outside $X$ s.t. a linear homotopy between $alpha$ and $p$ can be contructed. Well, define $F:mathbbRtimes S^1times Xto mathbbR^n $ by
$$
F(t,s,x)= (1-t)alpha(s)+tx.
$$
Note that, 1) $F$ collects all the bad lines, i.e., the lines connecting $alpha(s)$ and $xin X$. 2) $F$ is $C^1$. 3) $dim(mathbbRtimes S^1times X)leq n-1$. So, by Sard's theorem, the set $F(mathbbR times S^1times X)$ has zero Lebesgue measure, and therefore its complement is non-empty. This easily implies the result.
Also as an example we have the the weak form of the Whitney immersion theorem, for which one can use the same kind of argument in the proof.
I want to know more "simple" applications of the type the above mentioned, in areas other than measure theory. But not too complicated ones!
Sorry if this question is too basic.
reference-request measure-theory big-list lebesgue-measure
edited Aug 10 at 15:37
Vectornaut
1,57511821
asked Aug 9 at 23:47
Eduardo
325113
edited Aug 10 at 15:37
Vectornaut
1,57511821
edited Aug 10 at 15:37
Vectornaut
1,57511821
edited Aug 10 at 15:37
Vectornaut
1,57511821
1,57511821
asked Aug 9 at 23:47
Eduardo
325113
asked Aug 9 at 23:47
Eduardo
325113
asked Aug 9 at 23:47
Eduardo
325113
325113
Presumably you want to exclude probability and analysis as well?
– Robert Israel
Aug 10 at 0:11
Not necessarily, but I'm looking for unexpected examples, as I think the above examples are to me... However the expression "unexpected" is a kind of personal...
– Eduardo
Aug 10 at 0:15
1
The argument you have given looks more like an application of Sard's lemma than that of "Lebesgue measure theory", but I cannot follow it anyway. What is $M$? What is $f$?
– Kostya_I
Aug 10 at 8:08
2
my apologies, $M=X$ and $f=F$.
– Eduardo
Aug 10 at 13:17
@Kostya_I: Sard's theorem has Lebesgue measure in its very statement!
– Nate Eldredge
Aug 14 at 0:27
 |Â
show 2 more comments
Presumably you want to exclude probability and analysis as well?
– Robert Israel
Aug 10 at 0:11
Not necessarily, but I'm looking for unexpected examples, as I think the above examples are to me... However the expression "unexpected" is a kind of personal...
– Eduardo
Aug 10 at 0:15
1
The argument you have given looks more like an application of Sard's lemma than that of "Lebesgue measure theory", but I cannot follow it anyway. What is $M$? What is $f$?
– Kostya_I
Aug 10 at 8:08
2
my apologies, $M=X$ and $f=F$.
– Eduardo
Aug 10 at 13:17
@Kostya_I: Sard's theorem has Lebesgue measure in its very statement!
– Nate Eldredge
Aug 14 at 0:27
Presumably you want to exclude probability and analysis as well?
– Robert Israel
Aug 10 at 0:11
Presumably you want to exclude probability and analysis as well?
– Robert Israel
Aug 10 at 0:11
Not necessarily, but I'm looking for unexpected examples, as I think the above examples are to me... However the expression "unexpected" is a kind of personal...
– Eduardo
Aug 10 at 0:15
Not necessarily, but I'm looking for unexpected examples, as I think the above examples are to me... However the expression "unexpected" is a kind of personal...
– Eduardo
Aug 10 at 0:15
1
1
The argument you have given looks more like an application of Sard's lemma than that of "Lebesgue measure theory", but I cannot follow it anyway. What is $M$? What is $f$?
– Kostya_I
Aug 10 at 8:08
The argument you have given looks more like an application of Sard's lemma than that of "Lebesgue measure theory", but I cannot follow it anyway. What is $M$? What is $f$?
– Kostya_I
Aug 10 at 8:08
2
2
my apologies, $M=X$ and $f=F$.
– Eduardo
Aug 10 at 13:17
my apologies, $M=X$ and $f=F$.
– Eduardo
Aug 10 at 13:17
@Kostya_I: Sard's theorem has Lebesgue measure in its very statement!
– Nate Eldredge
Aug 14 at 0:27
@Kostya_I: Sard's theorem has Lebesgue measure in its very statement!
– Nate Eldredge
Aug 14 at 0:27
 |Â
show 2 more comments
6 Answers
6
active
oldest
votes
up vote
22
down vote
This was American Mathematical Monthly Problem #11526, circa 2010:
Proposition. There is no function $f$ from $mathbb R^3$ to $mathbb R^2$ with the
property that $|f(x)-f(y)| ge |x-y|$ for all $x,y in mathbb R^3$.
Proof. (Mouse over below...)
Such $f$ would be injective, and its inverse $f^-1$ would be a surjective Lipschitz map from a subset of $mathbbR^2$ onto $mathbbR^3$. But Lipschitz maps don't increase Hausdorff dimension, so the image of $f^-1$ must have Lebesgue measure zero, contradicting surjectivity.
answered Aug 10 at 13:46
Nate Eldredge
18.8k362108
add a comment |Â
up vote
15
down vote
The existence of normal numbers.
answered Aug 10 at 0:16
Robert Israel
40.1k46110
Much of the field of probabilistic combinatorics has a similar flavor to this: you want to prove the existence of an object with some property X, so you construct an appropriate measure on the space of all objects, and prove that the set of those with property X has positive measure.
– Nate Eldredge
Aug 11 at 14:07
add a comment |Â
up vote
11
down vote
This isn't a direct answer, but it may be on topic, depending on the motivation for the question.
When I teach measure theory, I feel I owe the students an explanation of why they should have to learn about the Lebesgue integral when they already know the Riemann integral. What is the new application that you need Lebesgue for? Perhaps you ask this question because you face the same difficulty.
I guess you can cook up examples of functions that are Lebesgue but not Riemann integrable. But that is going to appear contrived. What I tell the class is that it's similar to asking "Why should I learn about real numbers, when I already know the rationals?" One answer is that you can find examples of infinite series that don't have a sum in $mathbbQ$ but do in $mathbbR$. A more sophisticated way to say this is that $mathbbR$ is complete as a metric space, and this carries so many benefits that it is just obviously worthwhile.
The punchline is then that the passage from Riemann to Lebesgue can be seen as a "completion" in much the same way that $mathbbR$ is a completion of $mathbbQ$. If you define the distance between two functions on $[0,1]$ to be $d(f,g) = int_0^1 |f - g|, dx$ then the set of Riemann integrable functions isn't complete. Completing it yields the space of Lebesgue integrable functions (modulo functions which vanish off a null set, but that is a topic to be discussed later).
answered Aug 10 at 14:11
Nik Weaver
17.9k142114
I like this approach that to get elements of the completion as functions on [0,1], you introduce Lebesgue measurable functions etc. There is also an exercise in Rudin's "Real and Complex Analysis" which says: if $0leq f_n(x)leq 1$ is a sequence of continuous functions on [0,1], tending pointwise to $0$, then the sequence of integrals $int _0 ^1 f_n(x)dx$ tends to zero. This is immediate from the dominated convergence theorem , and Rudin says this illustrates the power of the Lebesgue integral (it is hard to prove this directly).
– Venkataramana
Aug 10 at 17:54
@Nik Weaver I'm not facing this kind of difficulty, yet. However I find your comment of great value, and I intend to use it when the time comes.
– Eduardo
Aug 12 at 17:23
add a comment |Â
up vote
11
down vote
I liked the following example.
Theorem: Let R be a rectangle in the plane with sides parallel to the axes. Suppose R is cut up into countably many smaller rectangles whose sides are also parallel to the axes, such that the length of at least one of the sides of the smaller rectangles is an integer. Then the big rectangle R also has the same property.
Proof: Consider the complex measure $dmu =dxdye^2pi i (x+y)$ on the plane. The hypotheses imply that each of the smaller rectangles has $mu$ measure zero. By summing up, the big rectangle R also has $mu$ measure zero.
answered Aug 10 at 13:44
Venkataramana
8,01412846
Wouldn't it work just equally well with any pre-Lebesgue theory of integration (Jordan measure, Riemann integral)?
– Kostya_I
Aug 10 at 14:37
@Kostya_l: "countable additivity" may be a problem
– Venkataramana
Aug 10 at 14:38
ah, I mistook "countably many" for "finitely many". Nice indeed!
– Kostya_I
Aug 10 at 14:41
@Kostya_l: Thank you!
– Venkataramana
Aug 10 at 14:55
add a comment |Â
up vote
8
down vote
1) Averaging tricks of all kinds, e. g., the entire area of integral geometry. For a specific simple example, see Crofton formula and its consequences listed in the linked article. A version of the formula can be used to prove that if a curve on the sphere is not contained in any hemisphere, then its length is at least $2pi r$, and there are many more serious application too. To answer a possible objection, even for smooth curves the integrand is neither continuous nor bounded; good luck working out the proof with a weaker version of the integral.
Of a similar spirit is e. g. Weyl's unitarian trick.
2) Lebesgue measure gives a lazy way to construct an infinite sequence of independent scalar random variables with prescribed distributions, which is (kind of) important for Probability. Indeed, binary digits on $[0,1]$ give you an infinite sequence of i. i. d. Bernoullis variables. Rearranging them, you get an infinite sequence of independent infinite sequences of i. i. d. Bernoullis, which is the same as and infinite sequence of uniform random variables on $[0,1]$. Post-composing with functions gives arbitrary distributions.
3) A proper integration theory is essential for completeness and duality in $L^p$ spaces, which of course have tons of applications: to prove that some function exists, it is enough to either construct a corresponding functional, or a Cauchy sequence. See this answer for an elementary example, or the $L^2$ projection proof of existence of conditional expectation in Williams' book.
answered Aug 10 at 10:56
Kostya_I
2,4031224
add a comment |Â
up vote
6
down vote
I do not know what the protocol is when you give another answer; this has nothing to do with my previous example. The most spectacular applications of measure theory that I know come from Margulis' work. For example, suppose $Gamma subset SL_3(mathbb R)$ is a discrete subgroup with compact quotient. Then Margulis shows that every non-trivial normal subgroup of $Gamma $ has finite index in $Gamma$. The proof uses measure theory ( and a lot else besides) in a serious way. His proof that such a $Gamma$ is arithmetic also uses ergodic theory (and measure theory). These purely "algebraic" statements were proved by use of measure theory.
answered Aug 10 at 16:02
Venkataramana
8,01412846
I think multiple answers are fine in cases like this. I liked your other answer too.
– Nik Weaver
Aug 11 at 4:18
@Nik Weaver: thank you!
– Venkataramana
Aug 11 at 5:23
add a comment |Â
6 Answers
6
active
oldest
votes
6 Answers
6
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
22
down vote
This was American Mathematical Monthly Problem #11526, circa 2010:
Proposition. There is no function $f$ from $mathbb R^3$ to $mathbb R^2$ with the
property that $|f(x)-f(y)| ge |x-y|$ for all $x,y in mathbb R^3$.
Proof. (Mouse over below...)
Such $f$ would be injective, and its inverse $f^-1$ would be a surjective Lipschitz map from a subset of $mathbbR^2$ onto $mathbbR^3$. But Lipschitz maps don't increase Hausdorff dimension, so the image of $f^-1$ must have Lebesgue measure zero, contradicting surjectivity.
answered Aug 10 at 13:46
Nate Eldredge
18.8k362108
add a comment |Â
up vote
22
down vote
This was American Mathematical Monthly Problem #11526, circa 2010:
Proposition. There is no function $f$ from $mathbb R^3$ to $mathbb R^2$ with the
property that $|f(x)-f(y)| ge |x-y|$ for all $x,y in mathbb R^3$.
Proof. (Mouse over below...)
Such $f$ would be injective, and its inverse $f^-1$ would be a surjective Lipschitz map from a subset of $mathbbR^2$ onto $mathbbR^3$. But Lipschitz maps don't increase Hausdorff dimension, so the image of $f^-1$ must have Lebesgue measure zero, contradicting surjectivity.
answered Aug 10 at 13:46
Nate Eldredge
18.8k362108
add a comment |Â
up vote
22
down vote
up vote
22
down vote
This was American Mathematical Monthly Problem #11526, circa 2010:
Proposition. There is no function $f$ from $mathbb R^3$ to $mathbb R^2$ with the
property that $|f(x)-f(y)| ge |x-y|$ for all $x,y in mathbb R^3$.
Proof. (Mouse over below...)
Such $f$ would be injective, and its inverse $f^-1$ would be a surjective Lipschitz map from a subset of $mathbbR^2$ onto $mathbbR^3$. But Lipschitz maps don't increase Hausdorff dimension, so the image of $f^-1$ must have Lebesgue measure zero, contradicting surjectivity.
answered Aug 10 at 13:46
Nate Eldredge
18.8k362108
This was American Mathematical Monthly Problem #11526, circa 2010:
Proposition. There is no function $f$ from $mathbb R^3$ to $mathbb R^2$ with the
property that $|f(x)-f(y)| ge |x-y|$ for all $x,y in mathbb R^3$.
Proof. (Mouse over below...)
Such $f$ would be injective, and its inverse $f^-1$ would be a surjective Lipschitz map from a subset of $mathbbR^2$ onto $mathbbR^3$. But Lipschitz maps don't increase Hausdorff dimension, so the image of $f^-1$ must have Lebesgue measure zero, contradicting surjectivity.
answered Aug 10 at 13:46
Nate Eldredge
18.8k362108
answered Aug 10 at 13:46
Nate Eldredge
18.8k362108
answered Aug 10 at 13:46
Nate Eldredge
18.8k362108
answered Aug 10 at 13:46
Nate Eldredge
18.8k362108
18.8k362108
add a comment |Â
add a comment |Â
up vote
15
down vote
The existence of normal numbers.
answered Aug 10 at 0:16
Robert Israel
40.1k46110
Much of the field of probabilistic combinatorics has a similar flavor to this: you want to prove the existence of an object with some property X, so you construct an appropriate measure on the space of all objects, and prove that the set of those with property X has positive measure.
– Nate Eldredge
Aug 11 at 14:07
add a comment |Â
up vote
15
down vote
The existence of normal numbers.
answered Aug 10 at 0:16
Robert Israel
40.1k46110
Much of the field of probabilistic combinatorics has a similar flavor to this: you want to prove the existence of an object with some property X, so you construct an appropriate measure on the space of all objects, and prove that the set of those with property X has positive measure.
– Nate Eldredge
Aug 11 at 14:07
add a comment |Â
up vote
15
down vote
up vote
15
down vote
The existence of normal numbers.
answered Aug 10 at 0:16
Robert Israel
40.1k46110
The existence of normal numbers.
answered Aug 10 at 0:16
Robert Israel
40.1k46110
answered Aug 10 at 0:16
Robert Israel
40.1k46110
answered Aug 10 at 0:16
Robert Israel
40.1k46110
answered Aug 10 at 0:16
Robert Israel
40.1k46110
40.1k46110
Much of the field of probabilistic combinatorics has a similar flavor to this: you want to prove the existence of an object with some property X, so you construct an appropriate measure on the space of all objects, and prove that the set of those with property X has positive measure.
– Nate Eldredge
Aug 11 at 14:07
add a comment |Â
Much of the field of probabilistic combinatorics has a similar flavor to this: you want to prove the existence of an object with some property X, so you construct an appropriate measure on the space of all objects, and prove that the set of those with property X has positive measure.
– Nate Eldredge
Aug 11 at 14:07
Much of the field of probabilistic combinatorics has a similar flavor to this: you want to prove the existence of an object with some property X, so you construct an appropriate measure on the space of all objects, and prove that the set of those with property X has positive measure.
– Nate Eldredge
Aug 11 at 14:07
Much of the field of probabilistic combinatorics has a similar flavor to this: you want to prove the existence of an object with some property X, so you construct an appropriate measure on the space of all objects, and prove that the set of those with property X has positive measure.
– Nate Eldredge
Aug 11 at 14:07
add a comment |Â
up vote
11
down vote
This isn't a direct answer, but it may be on topic, depending on the motivation for the question.
When I teach measure theory, I feel I owe the students an explanation of why they should have to learn about the Lebesgue integral when they already know the Riemann integral. What is the new application that you need Lebesgue for? Perhaps you ask this question because you face the same difficulty.
I guess you can cook up examples of functions that are Lebesgue but not Riemann integrable. But that is going to appear contrived. What I tell the class is that it's similar to asking "Why should I learn about real numbers, when I already know the rationals?" One answer is that you can find examples of infinite series that don't have a sum in $mathbbQ$ but do in $mathbbR$. A more sophisticated way to say this is that $mathbbR$ is complete as a metric space, and this carries so many benefits that it is just obviously worthwhile.
The punchline is then that the passage from Riemann to Lebesgue can be seen as a "completion" in much the same way that $mathbbR$ is a completion of $mathbbQ$. If you define the distance between two functions on $[0,1]$ to be $d(f,g) = int_0^1 |f - g|, dx$ then the set of Riemann integrable functions isn't complete. Completing it yields the space of Lebesgue integrable functions (modulo functions which vanish off a null set, but that is a topic to be discussed later).
answered Aug 10 at 14:11
Nik Weaver
17.9k142114
I like this approach that to get elements of the completion as functions on [0,1], you introduce Lebesgue measurable functions etc. There is also an exercise in Rudin's "Real and Complex Analysis" which says: if $0leq f_n(x)leq 1$ is a sequence of continuous functions on [0,1], tending pointwise to $0$, then the sequence of integrals $int _0 ^1 f_n(x)dx$ tends to zero. This is immediate from the dominated convergence theorem , and Rudin says this illustrates the power of the Lebesgue integral (it is hard to prove this directly).
– Venkataramana
Aug 10 at 17:54
@Nik Weaver I'm not facing this kind of difficulty, yet. However I find your comment of great value, and I intend to use it when the time comes.
– Eduardo
Aug 12 at 17:23
add a comment |Â
up vote
11
down vote
This isn't a direct answer, but it may be on topic, depending on the motivation for the question.
When I teach measure theory, I feel I owe the students an explanation of why they should have to learn about the Lebesgue integral when they already know the Riemann integral. What is the new application that you need Lebesgue for? Perhaps you ask this question because you face the same difficulty.
I guess you can cook up examples of functions that are Lebesgue but not Riemann integrable. But that is going to appear contrived. What I tell the class is that it's similar to asking "Why should I learn about real numbers, when I already know the rationals?" One answer is that you can find examples of infinite series that don't have a sum in $mathbbQ$ but do in $mathbbR$. A more sophisticated way to say this is that $mathbbR$ is complete as a metric space, and this carries so many benefits that it is just obviously worthwhile.
The punchline is then that the passage from Riemann to Lebesgue can be seen as a "completion" in much the same way that $mathbbR$ is a completion of $mathbbQ$. If you define the distance between two functions on $[0,1]$ to be $d(f,g) = int_0^1 |f - g|, dx$ then the set of Riemann integrable functions isn't complete. Completing it yields the space of Lebesgue integrable functions (modulo functions which vanish off a null set, but that is a topic to be discussed later).
answered Aug 10 at 14:11
Nik Weaver
17.9k142114
I like this approach that to get elements of the completion as functions on [0,1], you introduce Lebesgue measurable functions etc. There is also an exercise in Rudin's "Real and Complex Analysis" which says: if $0leq f_n(x)leq 1$ is a sequence of continuous functions on [0,1], tending pointwise to $0$, then the sequence of integrals $int _0 ^1 f_n(x)dx$ tends to zero. This is immediate from the dominated convergence theorem , and Rudin says this illustrates the power of the Lebesgue integral (it is hard to prove this directly).
– Venkataramana
Aug 10 at 17:54
@Nik Weaver I'm not facing this kind of difficulty, yet. However I find your comment of great value, and I intend to use it when the time comes.
– Eduardo
Aug 12 at 17:23
add a comment |Â
up vote
11
down vote
up vote
11
down vote
This isn't a direct answer, but it may be on topic, depending on the motivation for the question.
When I teach measure theory, I feel I owe the students an explanation of why they should have to learn about the Lebesgue integral when they already know the Riemann integral. What is the new application that you need Lebesgue for? Perhaps you ask this question because you face the same difficulty.
I guess you can cook up examples of functions that are Lebesgue but not Riemann integrable. But that is going to appear contrived. What I tell the class is that it's similar to asking "Why should I learn about real numbers, when I already know the rationals?" One answer is that you can find examples of infinite series that don't have a sum in $mathbbQ$ but do in $mathbbR$. A more sophisticated way to say this is that $mathbbR$ is complete as a metric space, and this carries so many benefits that it is just obviously worthwhile.
The punchline is then that the passage from Riemann to Lebesgue can be seen as a "completion" in much the same way that $mathbbR$ is a completion of $mathbbQ$. If you define the distance between two functions on $[0,1]$ to be $d(f,g) = int_0^1 |f - g|, dx$ then the set of Riemann integrable functions isn't complete. Completing it yields the space of Lebesgue integrable functions (modulo functions which vanish off a null set, but that is a topic to be discussed later).
answered Aug 10 at 14:11
Nik Weaver
17.9k142114
This isn't a direct answer, but it may be on topic, depending on the motivation for the question.
When I teach measure theory, I feel I owe the students an explanation of why they should have to learn about the Lebesgue integral when they already know the Riemann integral. What is the new application that you need Lebesgue for? Perhaps you ask this question because you face the same difficulty.
I guess you can cook up examples of functions that are Lebesgue but not Riemann integrable. But that is going to appear contrived. What I tell the class is that it's similar to asking "Why should I learn about real numbers, when I already know the rationals?" One answer is that you can find examples of infinite series that don't have a sum in $mathbbQ$ but do in $mathbbR$. A more sophisticated way to say this is that $mathbbR$ is complete as a metric space, and this carries so many benefits that it is just obviously worthwhile.
The punchline is then that the passage from Riemann to Lebesgue can be seen as a "completion" in much the same way that $mathbbR$ is a completion of $mathbbQ$. If you define the distance between two functions on $[0,1]$ to be $d(f,g) = int_0^1 |f - g|, dx$ then the set of Riemann integrable functions isn't complete. Completing it yields the space of Lebesgue integrable functions (modulo functions which vanish off a null set, but that is a topic to be discussed later).
answered Aug 10 at 14:11
Nik Weaver
17.9k142114
answered Aug 10 at 14:11
Nik Weaver
17.9k142114
answered Aug 10 at 14:11
Nik Weaver
17.9k142114
answered Aug 10 at 14:11
Nik Weaver
17.9k142114
17.9k142114
I like this approach that to get elements of the completion as functions on [0,1], you introduce Lebesgue measurable functions etc. There is also an exercise in Rudin's "Real and Complex Analysis" which says: if $0leq f_n(x)leq 1$ is a sequence of continuous functions on [0,1], tending pointwise to $0$, then the sequence of integrals $int _0 ^1 f_n(x)dx$ tends to zero. This is immediate from the dominated convergence theorem , and Rudin says this illustrates the power of the Lebesgue integral (it is hard to prove this directly).
– Venkataramana
Aug 10 at 17:54
@Nik Weaver I'm not facing this kind of difficulty, yet. However I find your comment of great value, and I intend to use it when the time comes.
– Eduardo
Aug 12 at 17:23
add a comment |Â
I like this approach that to get elements of the completion as functions on [0,1], you introduce Lebesgue measurable functions etc. There is also an exercise in Rudin's "Real and Complex Analysis" which says: if $0leq f_n(x)leq 1$ is a sequence of continuous functions on [0,1], tending pointwise to $0$, then the sequence of integrals $int _0 ^1 f_n(x)dx$ tends to zero. This is immediate from the dominated convergence theorem , and Rudin says this illustrates the power of the Lebesgue integral (it is hard to prove this directly).
– Venkataramana
Aug 10 at 17:54
@Nik Weaver I'm not facing this kind of difficulty, yet. However I find your comment of great value, and I intend to use it when the time comes.
– Eduardo
Aug 12 at 17:23
I like this approach that to get elements of the completion as functions on [0,1], you introduce Lebesgue measurable functions etc. There is also an exercise in Rudin's "Real and Complex Analysis" which says: if $0leq f_n(x)leq 1$ is a sequence of continuous functions on [0,1], tending pointwise to $0$, then the sequence of integrals $int _0 ^1 f_n(x)dx$ tends to zero. This is immediate from the dominated convergence theorem , and Rudin says this illustrates the power of the Lebesgue integral (it is hard to prove this directly).
– Venkataramana
Aug 10 at 17:54
I like this approach that to get elements of the completion as functions on [0,1], you introduce Lebesgue measurable functions etc. There is also an exercise in Rudin's "Real and Complex Analysis" which says: if $0leq f_n(x)leq 1$ is a sequence of continuous functions on [0,1], tending pointwise to $0$, then the sequence of integrals $int _0 ^1 f_n(x)dx$ tends to zero. This is immediate from the dominated convergence theorem , and Rudin says this illustrates the power of the Lebesgue integral (it is hard to prove this directly).
– Venkataramana
Aug 10 at 17:54
@Nik Weaver I'm not facing this kind of difficulty, yet. However I find your comment of great value, and I intend to use it when the time comes.
– Eduardo
Aug 12 at 17:23
@Nik Weaver I'm not facing this kind of difficulty, yet. However I find your comment of great value, and I intend to use it when the time comes.
– Eduardo
Aug 12 at 17:23
add a comment |Â
up vote
11
down vote
I liked the following example.
Theorem: Let R be a rectangle in the plane with sides parallel to the axes. Suppose R is cut up into countably many smaller rectangles whose sides are also parallel to the axes, such that the length of at least one of the sides of the smaller rectangles is an integer. Then the big rectangle R also has the same property.
Proof: Consider the complex measure $dmu =dxdye^2pi i (x+y)$ on the plane. The hypotheses imply that each of the smaller rectangles has $mu$ measure zero. By summing up, the big rectangle R also has $mu$ measure zero.
answered Aug 10 at 13:44
Venkataramana
8,01412846
Wouldn't it work just equally well with any pre-Lebesgue theory of integration (Jordan measure, Riemann integral)?
– Kostya_I
Aug 10 at 14:37
@Kostya_l: "countable additivity" may be a problem
– Venkataramana
Aug 10 at 14:38
ah, I mistook "countably many" for "finitely many". Nice indeed!
– Kostya_I
Aug 10 at 14:41
@Kostya_l: Thank you!
– Venkataramana
Aug 10 at 14:55
add a comment |Â
up vote
11
down vote
I liked the following example.
Theorem: Let R be a rectangle in the plane with sides parallel to the axes. Suppose R is cut up into countably many smaller rectangles whose sides are also parallel to the axes, such that the length of at least one of the sides of the smaller rectangles is an integer. Then the big rectangle R also has the same property.
Proof: Consider the complex measure $dmu =dxdye^2pi i (x+y)$ on the plane. The hypotheses imply that each of the smaller rectangles has $mu$ measure zero. By summing up, the big rectangle R also has $mu$ measure zero.
answered Aug 10 at 13:44
Venkataramana
8,01412846
Wouldn't it work just equally well with any pre-Lebesgue theory of integration (Jordan measure, Riemann integral)?
– Kostya_I
Aug 10 at 14:37
@Kostya_l: "countable additivity" may be a problem
– Venkataramana
Aug 10 at 14:38
ah, I mistook "countably many" for "finitely many". Nice indeed!
– Kostya_I
Aug 10 at 14:41
@Kostya_l: Thank you!
– Venkataramana
Aug 10 at 14:55
add a comment |Â
up vote
11
down vote
up vote
11
down vote
I liked the following example.
Theorem: Let R be a rectangle in the plane with sides parallel to the axes. Suppose R is cut up into countably many smaller rectangles whose sides are also parallel to the axes, such that the length of at least one of the sides of the smaller rectangles is an integer. Then the big rectangle R also has the same property.
Proof: Consider the complex measure $dmu =dxdye^2pi i (x+y)$ on the plane. The hypotheses imply that each of the smaller rectangles has $mu$ measure zero. By summing up, the big rectangle R also has $mu$ measure zero.
answered Aug 10 at 13:44
Venkataramana
8,01412846
I liked the following example.
Theorem: Let R be a rectangle in the plane with sides parallel to the axes. Suppose R is cut up into countably many smaller rectangles whose sides are also parallel to the axes, such that the length of at least one of the sides of the smaller rectangles is an integer. Then the big rectangle R also has the same property.
Proof: Consider the complex measure $dmu =dxdye^2pi i (x+y)$ on the plane. The hypotheses imply that each of the smaller rectangles has $mu$ measure zero. By summing up, the big rectangle R also has $mu$ measure zero.
answered Aug 10 at 13:44
Venkataramana
8,01412846
edited Aug 10 at 15:54
answered Aug 10 at 13:44
Venkataramana
8,01412846
answered Aug 10 at 13:44
Venkataramana
8,01412846
answered Aug 10 at 13:44
Venkataramana
8,01412846
8,01412846
Wouldn't it work just equally well with any pre-Lebesgue theory of integration (Jordan measure, Riemann integral)?
– Kostya_I
Aug 10 at 14:37
@Kostya_l: "countable additivity" may be a problem
– Venkataramana
Aug 10 at 14:38
ah, I mistook "countably many" for "finitely many". Nice indeed!
– Kostya_I
Aug 10 at 14:41
@Kostya_l: Thank you!
– Venkataramana
Aug 10 at 14:55
add a comment |Â
Wouldn't it work just equally well with any pre-Lebesgue theory of integration (Jordan measure, Riemann integral)?
– Kostya_I
Aug 10 at 14:37
@Kostya_l: "countable additivity" may be a problem
– Venkataramana
Aug 10 at 14:38
ah, I mistook "countably many" for "finitely many". Nice indeed!
– Kostya_I
Aug 10 at 14:41
@Kostya_l: Thank you!
– Venkataramana
Aug 10 at 14:55
Wouldn't it work just equally well with any pre-Lebesgue theory of integration (Jordan measure, Riemann integral)?
– Kostya_I
Aug 10 at 14:37
Wouldn't it work just equally well with any pre-Lebesgue theory of integration (Jordan measure, Riemann integral)?
– Kostya_I
Aug 10 at 14:37
@Kostya_l: "countable additivity" may be a problem
– Venkataramana
Aug 10 at 14:38
@Kostya_l: "countable additivity" may be a problem
– Venkataramana
Aug 10 at 14:38
ah, I mistook "countably many" for "finitely many". Nice indeed!
– Kostya_I
Aug 10 at 14:41
ah, I mistook "countably many" for "finitely many". Nice indeed!
– Kostya_I
Aug 10 at 14:41
@Kostya_l: Thank you!
– Venkataramana
Aug 10 at 14:55
@Kostya_l: Thank you!
– Venkataramana
Aug 10 at 14:55
add a comment |Â
up vote
8
down vote
1) Averaging tricks of all kinds, e. g., the entire area of integral geometry. For a specific simple example, see Crofton formula and its consequences listed in the linked article. A version of the formula can be used to prove that if a curve on the sphere is not contained in any hemisphere, then its length is at least $2pi r$, and there are many more serious application too. To answer a possible objection, even for smooth curves the integrand is neither continuous nor bounded; good luck working out the proof with a weaker version of the integral.
Of a similar spirit is e. g. Weyl's unitarian trick.
2) Lebesgue measure gives a lazy way to construct an infinite sequence of independent scalar random variables with prescribed distributions, which is (kind of) important for Probability. Indeed, binary digits on $[0,1]$ give you an infinite sequence of i. i. d. Bernoullis variables. Rearranging them, you get an infinite sequence of independent infinite sequences of i. i. d. Bernoullis, which is the same as and infinite sequence of uniform random variables on $[0,1]$. Post-composing with functions gives arbitrary distributions.
3) A proper integration theory is essential for completeness and duality in $L^p$ spaces, which of course have tons of applications: to prove that some function exists, it is enough to either construct a corresponding functional, or a Cauchy sequence. See this answer for an elementary example, or the $L^2$ projection proof of existence of conditional expectation in Williams' book.
answered Aug 10 at 10:56
Kostya_I
2,4031224
add a comment |Â
up vote
8
down vote
1) Averaging tricks of all kinds, e. g., the entire area of integral geometry. For a specific simple example, see Crofton formula and its consequences listed in the linked article. A version of the formula can be used to prove that if a curve on the sphere is not contained in any hemisphere, then its length is at least $2pi r$, and there are many more serious application too. To answer a possible objection, even for smooth curves the integrand is neither continuous nor bounded; good luck working out the proof with a weaker version of the integral.
Of a similar spirit is e. g. Weyl's unitarian trick.
2) Lebesgue measure gives a lazy way to construct an infinite sequence of independent scalar random variables with prescribed distributions, which is (kind of) important for Probability. Indeed, binary digits on $[0,1]$ give you an infinite sequence of i. i. d. Bernoullis variables. Rearranging them, you get an infinite sequence of independent infinite sequences of i. i. d. Bernoullis, which is the same as and infinite sequence of uniform random variables on $[0,1]$. Post-composing with functions gives arbitrary distributions.
3) A proper integration theory is essential for completeness and duality in $L^p$ spaces, which of course have tons of applications: to prove that some function exists, it is enough to either construct a corresponding functional, or a Cauchy sequence. See this answer for an elementary example, or the $L^2$ projection proof of existence of conditional expectation in Williams' book.
answered Aug 10 at 10:56
Kostya_I
2,4031224
add a comment |Â
up vote
8
down vote
up vote
8
down vote
1) Averaging tricks of all kinds, e. g., the entire area of integral geometry. For a specific simple example, see Crofton formula and its consequences listed in the linked article. A version of the formula can be used to prove that if a curve on the sphere is not contained in any hemisphere, then its length is at least $2pi r$, and there are many more serious application too. To answer a possible objection, even for smooth curves the integrand is neither continuous nor bounded; good luck working out the proof with a weaker version of the integral.
Of a similar spirit is e. g. Weyl's unitarian trick.
2) Lebesgue measure gives a lazy way to construct an infinite sequence of independent scalar random variables with prescribed distributions, which is (kind of) important for Probability. Indeed, binary digits on $[0,1]$ give you an infinite sequence of i. i. d. Bernoullis variables. Rearranging them, you get an infinite sequence of independent infinite sequences of i. i. d. Bernoullis, which is the same as and infinite sequence of uniform random variables on $[0,1]$. Post-composing with functions gives arbitrary distributions.
3) A proper integration theory is essential for completeness and duality in $L^p$ spaces, which of course have tons of applications: to prove that some function exists, it is enough to either construct a corresponding functional, or a Cauchy sequence. See this answer for an elementary example, or the $L^2$ projection proof of existence of conditional expectation in Williams' book.
answered Aug 10 at 10:56
Kostya_I
2,4031224
1) Averaging tricks of all kinds, e. g., the entire area of integral geometry. For a specific simple example, see Crofton formula and its consequences listed in the linked article. A version of the formula can be used to prove that if a curve on the sphere is not contained in any hemisphere, then its length is at least $2pi r$, and there are many more serious application too. To answer a possible objection, even for smooth curves the integrand is neither continuous nor bounded; good luck working out the proof with a weaker version of the integral.
Of a similar spirit is e. g. Weyl's unitarian trick.
2) Lebesgue measure gives a lazy way to construct an infinite sequence of independent scalar random variables with prescribed distributions, which is (kind of) important for Probability. Indeed, binary digits on $[0,1]$ give you an infinite sequence of i. i. d. Bernoullis variables. Rearranging them, you get an infinite sequence of independent infinite sequences of i. i. d. Bernoullis, which is the same as and infinite sequence of uniform random variables on $[0,1]$. Post-composing with functions gives arbitrary distributions.
3) A proper integration theory is essential for completeness and duality in $L^p$ spaces, which of course have tons of applications: to prove that some function exists, it is enough to either construct a corresponding functional, or a Cauchy sequence. See this answer for an elementary example, or the $L^2$ projection proof of existence of conditional expectation in Williams' book.
answered Aug 10 at 10:56
Kostya_I
2,4031224
answered Aug 10 at 10:56
Kostya_I
2,4031224
answered Aug 10 at 10:56
Kostya_I
2,4031224
answered Aug 10 at 10:56
Kostya_I
2,4031224
2,4031224
add a comment |Â
add a comment |Â
up vote
6
down vote
I do not know what the protocol is when you give another answer; this has nothing to do with my previous example. The most spectacular applications of measure theory that I know come from Margulis' work. For example, suppose $Gamma subset SL_3(mathbb R)$ is a discrete subgroup with compact quotient. Then Margulis shows that every non-trivial normal subgroup of $Gamma $ has finite index in $Gamma$. The proof uses measure theory ( and a lot else besides) in a serious way. His proof that such a $Gamma$ is arithmetic also uses ergodic theory (and measure theory). These purely "algebraic" statements were proved by use of measure theory.
answered Aug 10 at 16:02
Venkataramana
8,01412846
I think multiple answers are fine in cases like this. I liked your other answer too.
– Nik Weaver
Aug 11 at 4:18
@Nik Weaver: thank you!
– Venkataramana
Aug 11 at 5:23
add a comment |Â
up vote
6
down vote
I do not know what the protocol is when you give another answer; this has nothing to do with my previous example. The most spectacular applications of measure theory that I know come from Margulis' work. For example, suppose $Gamma subset SL_3(mathbb R)$ is a discrete subgroup with compact quotient. Then Margulis shows that every non-trivial normal subgroup of $Gamma $ has finite index in $Gamma$. The proof uses measure theory ( and a lot else besides) in a serious way. His proof that such a $Gamma$ is arithmetic also uses ergodic theory (and measure theory). These purely "algebraic" statements were proved by use of measure theory.
answered Aug 10 at 16:02
Venkataramana
8,01412846
I think multiple answers are fine in cases like this. I liked your other answer too.
– Nik Weaver
Aug 11 at 4:18
@Nik Weaver: thank you!
– Venkataramana
Aug 11 at 5:23
add a comment |Â
up vote
6
down vote
up vote
6
down vote
I do not know what the protocol is when you give another answer; this has nothing to do with my previous example. The most spectacular applications of measure theory that I know come from Margulis' work. For example, suppose $Gamma subset SL_3(mathbb R)$ is a discrete subgroup with compact quotient. Then Margulis shows that every non-trivial normal subgroup of $Gamma $ has finite index in $Gamma$. The proof uses measure theory ( and a lot else besides) in a serious way. His proof that such a $Gamma$ is arithmetic also uses ergodic theory (and measure theory). These purely "algebraic" statements were proved by use of measure theory.
answered Aug 10 at 16:02
Venkataramana
8,01412846
I do not know what the protocol is when you give another answer; this has nothing to do with my previous example. The most spectacular applications of measure theory that I know come from Margulis' work. For example, suppose $Gamma subset SL_3(mathbb R)$ is a discrete subgroup with compact quotient. Then Margulis shows that every non-trivial normal subgroup of $Gamma $ has finite index in $Gamma$. The proof uses measure theory ( and a lot else besides) in a serious way. His proof that such a $Gamma$ is arithmetic also uses ergodic theory (and measure theory). These purely "algebraic" statements were proved by use of measure theory.
answered Aug 10 at 16:02
Venkataramana
8,01412846
answered Aug 10 at 16:02
Venkataramana
8,01412846
answered Aug 10 at 16:02
Venkataramana
8,01412846
answered Aug 10 at 16:02
Venkataramana
8,01412846
8,01412846
I think multiple answers are fine in cases like this. I liked your other answer too.
– Nik Weaver
Aug 11 at 4:18
@Nik Weaver: thank you!
– Venkataramana
Aug 11 at 5:23
add a comment |Â
I think multiple answers are fine in cases like this. I liked your other answer too.
– Nik Weaver
Aug 11 at 4:18
@Nik Weaver: thank you!
– Venkataramana
Aug 11 at 5:23
I think multiple answers are fine in cases like this. I liked your other answer too.
– Nik Weaver
Aug 11 at 4:18
I think multiple answers are fine in cases like this. I liked your other answer too.
– Nik Weaver
Aug 11 at 4:18
@Nik Weaver: thank you!
– Venkataramana
Aug 11 at 5:23
@Nik Weaver: thank you!
– Venkataramana
Aug 11 at 5:23
add a comment |Â
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Presumably you want to exclude probability and analysis as well?
– Robert Israel
Aug 10 at 0:11
Not necessarily, but I'm looking for unexpected examples, as I think the above examples are to me... However the expression "unexpected" is a kind of personal...
– Eduardo
Aug 10 at 0:15
1
The argument you have given looks more like an application of Sard's lemma than that of "Lebesgue measure theory", but I cannot follow it anyway. What is $M$? What is $f$?
– Kostya_I
Aug 10 at 8:08
2
my apologies, $M=X$ and $f=F$.
– Eduardo
Aug 10 at 13:17
@Kostya_I: Sard's theorem has Lebesgue measure in its very statement!
– Nate Eldredge
Aug 14 at 0:27