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Exercise 1.3.15 (Translation invariance of Lebesgue integral)

Let f : d [0,+] be a Lebesgue measurable function. Show that for f(x) := f(x + y), y d we have df =df.

Answers

If we manage to show that the area under the curve of f and the area under the curve of f are translates of each other

(y,0) + {(x,t) d+1 : 0 t f(x)} = {(x,t) d+1 : 0 t f(x + y)}

then the assertion will follow by combining the translation invariance of Lebesgue measure and the fact that Lebesgue integral of f and f is equal to the Lebesgue measure of the area under their curves.

  • Pick an arbitrary (z,t) from the left hand side. Then, there exists x d such that z = x y and t f(x); in other words (z,t) (x y,f(x)). The fact that (z,t) is contained in the right-hand set then follows by definition.
  • Pick some (x,t) from the right-hand side. Then t f(x + y). In other words, t f(z) for z y; thus, (x,t) + (y,0) is contained in {(x + y,t) d+1 : 0 t f(x + y)} = {(x,t) d+1 : 0 t f(x)}.

Combining Exercise 1.2.20 and Exercise 1.3.13 yields the desired result.

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2020-08-30 00:00
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