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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.
In calculus, integration by substitution, also known as u-substitution, reverse chain rule or change of variables, [1] is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation , and can loosely be thought of as using the chain rule "backwards."
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 ...
The substitution is described in most integral calculus textbooks since the late 19th century, usually without any special name. [5] It is known in Russia as the universal trigonometric substitution , [ 6 ] and also known by variant names such as half-tangent substitution or half-angle substitution .
Lebesgue measure is both locally finite and inner regular, and so it is a Radon measure. Lebesgue measure is strictly positive on non-empty open sets, and so its support is the whole of R n. If A is a Lebesgue-measurable set with λ(A) = 0 (a null set), then every subset of A is also a null set. A fortiori, every subset of A is measurable.
A natural "Lebesgue measure" on the unit circle S 1 (here thought of as a subset of the complex plane C) may be defined using a push-forward construction and Lebesgue measure λ on the real line R. Let λ also denote the restriction of Lebesgue measure to the interval [0, 2 π ) and let f : [0, 2 π ) → S 1 be the natural bijection defined by ...
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.
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) KÅmura's theorem (measure theory)