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The substitutions of Euler can be generalized by allowing the use of imaginary numbers. For example, in the integral +, the substitution + = + can be used. Extensions to the complex numbers allows us to use every type of Euler substitution regardless of the coefficients on the quadratic.
The Lebesgue integral describes better how and when it is possible to take limits under the integral sign (via the monotone convergence theorem and dominated convergence theorem). While the Riemann integral considers the area under a curve as made out of vertical rectangles, the Lebesgue definition considers horizontal slabs that are not ...
For Lebesgue measurable functions, the theorem can be stated in the following form: [6] Theorem — Let U be a measurable subset of R n and φ : U → R n an injective function , and suppose for every x in U there exists φ ′( x ) in R n , n such that φ ( y ) = φ ( x ) + φ′ ( x )( y − x ) + o (‖ y − x ‖) as y → x (here o is ...
The theorem also holds if balls are replaced, in the definition of the derivative, by families of sets with diameter tending to zero satisfying the Lebesgue's regularity condition, defined above as family of sets with bounded eccentricity. This follows since the same substitution can be made in the statement of the Vitali covering lemma.
Two other well-known examples are when integration by parts is applied to a function expressed as a product of 1 and itself. This works if the derivative of the function is known, and the integral of this derivative times is also known. The first example is (). We write this as:
In mathematics, Fatou's lemma establishes an inequality relating the Lebesgue integral of the limit inferior of a sequence of functions to the limit inferior of integrals of these functions. The lemma is named after Pierre Fatou. Fatou's lemma can be used to prove the Fatou–Lebesgue theorem and Lebesgue's dominated convergence theorem.
This formula is the general form of the Leibniz integral rule and can be derived using the fundamental theorem of calculus. The (first) fundamental theorem of calculus is just the particular case of the above formula where a ( x ) = a ∈ R {\displaystyle a(x)=a\in \mathbb {R} } is constant, b ( x ) = x , {\displaystyle b(x)=x,} and f ( x , t ...
Dominated convergence theorem (Lebesgue integration) Egorov's theorem (measure theory) Fatou–Lebesgue theorem (real analysis) Fubini's theorem (integration) Hahn decomposition theorem (measure theory) Hahn–Kolmogorov theorem (measure theory) Ham sandwich theorem ; Hobby–Rice theorem (mathematical analysis) Kōmura's theorem (measure theory)