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Absolutely integrable function

From Wikipedia, the free encyclopedia
Function whose absolute value has a finite integral

Inmathematics, anabsolutely integrable function is afunction whoseabsolute value isintegrable, meaning that the integral of the absolute value over the wholedomain is finite.

For areal-valued function, since|f(x)|dx=f+(x)dx+f(x)dx{\displaystyle \int |f(x)|\,dx=\int f^{+}(x)\,dx+\int f^{-}(x)\,dx}wheref+(x)=max(f(x),0),   f(x)=max(f(x),0),{\displaystyle f^{+}(x)=\max(f(x),0),\ \ \ f^{-}(x)=\max(-f(x),0),}

bothf+(x)dx{\textstyle \int f^{+}(x)\,dx} andf(x)dx{\textstyle \int f^{-}(x)\,dx} must be finite. InLebesgue integration, this is exactly the requirement for anymeasurable functionf to be considered integrable, with the integral then equalingf+(x)dxf(x)dx{\textstyle \int f^{+}(x)\,dx-\int f^{-}(x)\,dx}, so that in fact "absolutely integrable" means the same thing as "Lebesgue integrable" for measurable functions.

The same thing goes for acomplex-valued function. Let us definef+(x)=max(f(x),0){\displaystyle f^{+}(x)=\max(\Re f(x),0)}f(x)=max(f(x),0){\displaystyle f^{-}(x)=\max(-\Re f(x),0)}f+i(x)=max(f(x),0){\displaystyle f^{+i}(x)=\max(\Im f(x),0)}fi(x)=max(f(x),0){\displaystyle f^{-i}(x)=\max(-\Im f(x),0)}wheref(x){\displaystyle \Re f(x)} andf(x){\displaystyle \Im f(x)} are thereal and imaginary parts off(x){\displaystyle f(x)}. Then|f(x)|f+(x)+f(x)+f+i(x)+fi(x)2|f(x)|{\displaystyle |f(x)|\leq f^{+}(x)+f^{-}(x)+f^{+i}(x)+f^{-i}(x)\leq {\sqrt {2}}\,|f(x)|}so|f(x)|dxf+(x)dx+f(x)dx+f+i(x)dx+fi(x)dx2|f(x)|dx{\displaystyle \int |f(x)|\,dx\leq \int f^{+}(x)\,dx+\int f^{-}(x)\,dx+\int f^{+i}(x)\,dx+\int f^{-i}(x)\,dx\leq {\sqrt {2}}\int |f(x)|\,dx}This shows that the sum of the four integrals (in the middle) is finite if and only if the integral of the absolute value is finite, and the function is Lebesgue integrable only if all the four integrals are finite. So having a finite integral of the absolute value is equivalent to the conditions for the function to be "Lebesgue integrable".

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References

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  • Tao, Terence,Analysis 2, 3rd ed., Texts and Readings in Mathematics, Hindustan Book Agency, New Delhi.
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