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Let $f\in L^1(\mathbb{R}^n)$. I want to prove that when $m(B-B’)\to 0$ $$\left|\int_{B’}f(x)dx-\int_{B}f(x)dx\right|\to 0.$$

In Riemann integral, if $f$ is absolutely integrable on $[a,b]$, then $|f|$ in bounded, namely $|f(x)|\le M$, on $[a,b]$, and hence we have $$\left|\int_{B’}f(x)dx-\int_{B}f(x)dx\right|= \left|\int_{B’-B}f(x)dx\right|\le \int_{B’-B}|f(x)|dx\le M\cdot m(B’-B),$$ where $B\subset B’$. If $m(B-B’)\to 0$, then we will have $$\left|\int_{B’}f(x)dx-\int_{B}f(x)dx\right|\to 0.$$

But for Lebesgue integral, we know $|f|$ is not necessarily bounded and it’s only finite almost everywhere. In this case we cannot find the supremum; in fact, we even cannot necessarily find the essential supremum. For example, $$f(x):=\left\{\begin{array}{l} \dfrac{1}{\sqrt{|x|}},~~x\in[-1,0)\cup(0,1],\\ +\infty,~~x=0,\\ \dfrac{1}{x^2},~~x\in(-\infty,-1)\cup(1,+\infty). \end{array}\right.$$

We can easily check that $f\in L^1(\mathbb{R})$ and of course $|f|$ is integrable on $[-1,1]$. But now we can see that $|f|$ is not bounded and even the essential supremum is $+\infty$. Now we cannot prove that in the same way.

How to do that? The claim seems to be correct but I don’t know how to prove it. Any help is appreciated. Thanks!

2 Answers2

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Hint:

By continuity of the Lebesgue integral, $$\forall \varepsilon >0, \exists \delta >0: \forall E\text{ measurable}, m(E)<\delta \implies \int_E|f|<\varepsilon .$$

If you don't know this results, prove it.

kola
  • 174
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HINT: for a simple function $s:=\sum_{k=1}^n c_k \mathbf{1}_{A_k}$ you have that

$$ \int_{C}s \mathop{}\!d\lambda =\int_{\mathbb{R}^n}\mathbf{1}_{C}s \mathop{}\!d \lambda = \int_{\mathbb{R}^n}\left(\sum_{k=1}^n c_k \mathbf{1}_{C}\mathbf{1}_{A_k}\right)\mathop{}\!d \lambda \\ =\int_{\mathbb{R}^n}\left(\sum_{k=1}^nc_k \mathbf{1}_{C \cap A_k}\right)=\sum_{k=1}^n c_k \lambda (A_k\cap C) $$

Masacroso
  • 30,417