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counter-example of Fubini's theorem for the Lebesgue integral
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(Example)
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The following observation demonstrates the necessity of the integrability assumption in Fubini's theorem. Let $$ Q= \{ (x,y)\in \mathbb{R}^2: x\geq0, y\geq 0\ $$ denote the upper, right quadrant. Let $R\subset Q$ be the region in the quadrant bounded by the lines $y=x, y=x-1$ , and let let $S\subset Q$ be a similar region, but this time bounded by the lines $y=x-1,\; y=x-2$ . Let $$ f = \chi_{S}- \chi_R $$ where $\chi$ denotes a characteristic function.
Observe that the Lebesgue measure of $R$ and of $S$ is infinite. Hence, $f$ is not a Lebesgue-integrable function. However for every $x\geq 0$ the function $$ g(x) = \int_0^\infty f(x,y)\, dy $$ is integrable. Indeed,
Similarly, for $y\geq 0$ , the function $$ h(y) = \int_0^\infty f(x,y)\, d $$ is integrable. Indeed, $$ h(y) = 0,\quad y\geq 0 $$ Hence, the values of the iterated integrals $$ \int_0^\infty g(x) \, dx = -1,$$ $$ \int_0^\infty h(y)\, dy = 0,$$ are finite, but do not agree. This does not contradict Fubini's theorem because the value of the planar Lebesgue integral $$ \int_Q f(x,y)\, d\mu(x,y), $$ where $\mu(x,y)$ is
the planar Lebesgue measure, is not defined.
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"counter-example of Fubini's theorem for the Lebesgue integral" is owned by rmilson.
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Cross-references: Lebesgue integral, planar, finite, iterated integrals, integrable, function, infinite, Lebesgue measure, characteristic function, similar, lines, bounded, region, quadrant, right, Fubini's theorem, necessity
This is version 3 of counter-example of Fubini's theorem for the Lebesgue integral, born on 2008-08-07, modified 2008-08-07.
Object id is 10924, canonical name is CounterExampleOfFubinisTheoremForTheLebesgueIntegral.
Accessed 1047 times total.
Classification:
| AMS MSC: | 28A35 (Measure and integration :: Classical measure theory :: Measures and integrals in product spaces) |
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Pending Errata and Addenda
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