Monday, June 17, 2013

2.16

First, recall from the invariance properties of $L^1(\mathbb{R})$ functions that for any $f$ that's non-negative and $L^1(\mathbb{R})$: $$ \int_\mathbb{R} f(-x)dx = \int_\mathbb{R} f(x)dx$$ In addition, for any $\delta > 0$, $$ \int_\mathbb{R} f(\delta x)dx = \frac{1}{\delta} \int_\mathbb{R} f(x)dx$$ Now, let's combine these conditions. Assume $f$ is still non-negative and $L^1(\mathbb{R})$, and $\delta > 0$, then observe: $$ \int_\mathbb{R} f(-\delta x)dx = \int_\mathbb{R} f(\delta x)dx = \frac{1}{\delta} \int_\mathbb{R} f(x)dx $$ Thus, it should be clear that for any non-negative $f \in L^1(\mathbb{R})$, and $\delta \neq 0$: $$\int_\mathbb{R} f(\delta x) dx = \frac{1}{|\delta|} \int_\mathbb{R} f(x) dx$$ ...which can clearly be extended to any $f \in L^1(\mathbb{R})$ by linearity. ($\dagger$)

Now, suppose $f$ is integrable on $\mathbb{R}^d$, and $\delta = (\delta_1, \ldots, \delta_d)$ is a $d-$tuple of non-zero real numbers such that: $$f^\delta (x) = f(\delta x) = f(\delta_1 x_1, \delta_2 x_2, \ldots, \delta_d x_d)$$ We need to show $f^\delta (x)$ is integrable such that: $$ \int_{\mathbb{R}^d} f^\delta (x) dx = |\delta_1|^{-1} \cdot \cdot \cdot |\delta_d|^{-1} \int_{\mathbb{R}^d} f(x) dx $$ Proceed by first noting that since $f \in L^1(\mathbb{R}^d)$, it follows directly from Fubini's Theorem and $\dagger$ that given $\delta = (\delta_1, 1, \ldots, 1)$ that: $$ |\delta_1|^{-1} \int_{\mathbb{R}^d} f(x) \hspace{0.1cm} dx \hspace{.25cm} =\hspace{.25cm} |\delta_1|^{-1} \int_\mathbb{{R}^{d-1}} \int_{\mathbb{R}} f(x_1,y) \hspace{0.1cm} dx \hspace{0.1cm} dy = \ldots$$ $$ \ldots = \int_{\mathbb{R}^{d-1}} \int_{\mathbb{R}} f(\delta_1 x_1, y) \hspace{0.1cm} dx \hspace{0.1cm} dy \hspace{.25cm}=\hspace{.25cm} \int_{\mathbb{R}^d} f(\delta x) dx$$ ...and since we can simply continue in this fashion for any $n \leq d$ (by a simple induction argument) we observe for $f \in L^1(\mathbb{R}^d)$, and any fixed, nowhere-zero, $d$-tuple $\delta$: $$\int_{\mathbb{R}^d} |f^\delta (x)|dx = \int_{\mathbb{R}^d} |f(\delta_1 x_1, \ldots, \delta_d x_d)| dx = \ldots $$ $$\ldots = |\delta_1|^{-1} \cdot \cdot \cdot |\delta_d|^{-1} \int_{\mathbb{R}^d} |f(x)| dx < \infty$$ We see that $f^\delta$ must be $L^1(\mathbb{R}^d)$.

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