PlanetMath (more info)
 Math for the people, by the people. Sponsor PlanetMath
Encyclopedia | Requests | Forums | Docs | Wiki | Random | RSS  
Login
create new user
name:
pass:
forget your password?
Main Menu
Owner confidence rating: High Entry average rating: No information on entry rating
[parent] counter-example of Fubini's theorem for the Lebesgue integral (Example)

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,

\begin{displaymath}g(x) = \left\{ \begin{array}{cl} -x & \mbox{ for } 0 \leq x \... ...leq x \leq 2,\ 0 & \mbox{ for } x\geq 2. \end{array} \right. \end{displaymath}
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.




Anyone with an account can edit this entry. Please help improve it!

"counter-example of Fubini's theorem for the Lebesgue integral" is owned by rmilson.
(view preamble | get metadata)

View style:


This object's parent.
Log in to rate this entry.
(view current ratings)

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 MSC28A35 (Measure and integration :: Classical measure theory :: Measures and integrals in product spaces)

Pending Errata and Addenda
None.
Discussion
Style: Expand: Order:
forum policy

No messages.

Interact
post | correct | update request | add example | add (any)