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Let $f\colon\mathbb{R}\to\mathbb{R}$ be $2\pi$-periodic function. For all $a\in\mathbb{R}$ we consider the interval $I_a=[a-\pi, a+\pi]$. If $f\in L^1(I_0)$, then $$\int_{I_0}f\;d\lambda=\int_{I_a}\;f\;d\lambda,$$ where $\lambda$ is the Lebesgue measure.

$\large\text{My attempt}$

Let $k\in\mathbb{Z}$ be an integer such that $$a-\pi \le 2\pi k< a+\pi,$$ then

\begin{align} \Large\int_{I_a}f\;d\lambda=\int_{[a-\pi, a+\pi]} f\;d\lambda= \Large &\int_{[a-\pi,2\pi k]}f\;d\lambda +\int_{[2\pi k,a+\pi]}f\;d\lambda\\ \Large\color{blue}{=}&\int_{[a+\pi, 2\pi k+2\pi]} f\;d\lambda+\int_{[2\pi k, a+\pi]}f\;d\lambda\\ \Large=&\int_{[2\pi k, 2\pi k+2\pi]}f\;d\lambda\\ =&\int_{[0.2\pi]}f\;d\lambda \end{align}

I can't prove equality in blue, ie that $$\Large \int_{[a-\pi,2\pi k]}f\;d\lambda=\int_{[a+\pi,2\pi k+2\pi]}f\;d\lambda$$

Question. The fact that $f$ is $2\pi-$periodic comes into play in this equality, but what role does the invariance under translations of the Lebesgue measure play?

If $f=1$ the equality is evident.

But already if $f$ is a simple function the only thing I can say is that the two intervals have the same Lebesgue measure, but how can this help us to conclude that the integrals are equal?

NatMath
  • 910

1 Answers1

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In general for integrable $g$ and constant $c$:$$\int g(x)dx=\int g(x+c)dx$$This because the Lebesgue measure is invariant for translation.

So we find:

$$\int_{[a-\pi,2\pi k]}f(x)dx=\int1_{[a-\pi,2\pi k]}(x)f(x)dx=\int1_{[a-\pi,2\pi k]}(x+2\pi)f(x+2\pi)dx=$$$$\int_{[a+\pi,2\pi k+2\pi]}f(x+2\pi)dx=\int_{[a+\pi,2\pi k+2\pi]}f(x)dx$$

The second equality is based on the fact that the Lebesgue measure is invariant for translation. The last equality is based on the fact that $f$ has period $2\pi$.

drhab
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