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Exercise 1.3.15 (Translation invariance of Lebesgue integral)
Let be a Lebesgue measurable function. Show that for , we have .
Answers
If we manage to show that the area under the curve of and the area under the curve of are translates of each other
then the assertion will follow by combining the translation invariance of Lebesgue measure and the fact that Lebesgue integral of and is equal to the Lebesgue measure of the area under their curves.
- Pick an arbitrary from the left hand side. Then, there exists such that and ; in other words . The fact that is contained in the right-hand set then follows by definition.
- Pick some from the right-hand side. Then . In other words, for ; thus, is contained in .
Combining Exercise 1.2.20 and Exercise 1.3.13 yields the desired result.