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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