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J. W. Tanner
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This is a theorem that will work:

Theorem. If $\{f_n\}_n$ is a positive sequence of integrable functions and $f = \sum_n f_n$ then $$\int f = \sum_n \int f_n.$$

Proof. Consider first two functions, $f_1$ and $f_2$. We can now find sequences $\{\phi_j\}_j$ and $\{\psi_j\}_j$ of (nonnegativenon-negative) simple functions by a basic theorem from measure theory that increase to $f_1$ and $f_2$ respectively. Obviously $\phi_j + \psi_j \uparrow f_1 + f_2$. We can do the same for any finite sum.

Note that $\int \sum_1^N f_n = \sum_1^N \int f_n$ for any finite $N$. Now using the monotone convergence theorem we get

$$\sum \int f_n = \int f.$$

Note 1: If you're talking about positive functions, absolute convergence is the same as normal convergence, as $|f_n| = f_n$.

Note 2: Continuous functions will be certainly integrable if they have compact support or tend to $0$ fast enough as $x \to \pm \infty$.

This is a theorem that will work:

Theorem. If $\{f_n\}_n$ is a positive sequence of integrable functions and $f = \sum_n f_n$ then $$\int f = \sum_n \int f_n.$$

Proof. Consider first two functions, $f_1$ and $f_2$. We can now find sequences $\{\phi_j\}_j$ and $\{\psi_j\}_j$ of (nonnegative) simple functions by a basic theorem from measure theory that increase to $f_1$ and $f_2$ respectively. Obviously $\phi_j + \psi_j \uparrow f_1 + f_2$. We can do the same for any finite sum.

Note that $\int \sum_1^N f_n = \sum_1^N \int f_n$ for any finite $N$. Now using the monotone convergence theorem we get

$$\sum \int f_n = \int f.$$

Note 1: If you're talking about positive functions absolute convergence is the same as normal convergence as $|f_n| = f_n$.

Note 2: Continuous functions will be certainly integrable if they have compact support or tend to $0$ fast enough as $x \to \pm \infty$.

This is a theorem that will work:

Theorem. If $\{f_n\}_n$ is a positive sequence of integrable functions and $f = \sum_n f_n$ then $$\int f = \sum_n \int f_n.$$

Proof. Consider first two functions, $f_1$ and $f_2$. We can now find sequences $\{\phi_j\}_j$ and $\{\psi_j\}_j$ of (non-negative) simple functions by a basic theorem from measure theory that increase to $f_1$ and $f_2$ respectively. Obviously $\phi_j + \psi_j \uparrow f_1 + f_2$. We can do the same for any finite sum.

Note that $\int \sum_1^N f_n = \sum_1^N \int f_n$ for any finite $N$. Now using the monotone convergence theorem we get

$$\sum \int f_n = \int f.$$

Note 1: If you're talking about positive functions, absolute convergence is the same as normal convergence, as $|f_n| = f_n$.

Note 2: Continuous functions will be certainly integrable if they have compact support or tend to $0$ fast enough as $x \to \pm \infty$.

added 46 characters in body
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JT_NL
  • 14.7k
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This is a theorem that will work:

Theorem. If $\{f_n\}_n$ is a positive sequence of integrable functions and $f = \sum_n f_n$ then $$\int f = \sum_n \int f_n.$$

Proof. Consider first two functions, $f_1$ and $f_2$. We can now find sequences $\{\phi_j\}_j$ and $\{\psi_j\}_j$ of (nonnegative) simple functions by a basic theorem from measure theory that increase to $f_1$ and $f_2$ respectively. Obviously $\phi_j + \psi_j \uparrow f_1 + f_2$. We can do the same for any finite sum.

Note that $\int \sum_1^N f_n = \sum_1^N \int f_n$ for any finite $N$. Now using the monotone convergence theorem we get

$$\sum \int f_n = \int f.$$

Note 1: If you're talking about positive functions absolute convergence is the same as normal convergence as $|f_n| = f_n$.

Note 2: Continuous functions will be certainly integrable if they have compact support or tend to $0$ fast enough as $x \to \pm \infty$.

This is a theorem that will work:

Theorem. If $\{f_n\}_n$ is a positive sequence of integrable functions and $f = \sum_n f_n$ then $$\int f = \sum_n \int f_n.$$

Proof. Consider first two functions, $f_1$ and $f_2$. We can now find sequences $\{\phi_j\}_j$ and $\{\psi_j\}_j$ of (nonnegative) simple functions by a basic theorem from measure theory. Obviously $\phi_j + \psi_j \uparrow f_1 + f_2$. We can do the same for any finite sum.

Note that $\int \sum_1^N f_n = \sum_1^N \int f_n$ for any finite $N$. Now using the monotone convergence theorem we get

$$\sum \int f_n = \int f.$$

Note 1: If you're talking about positive functions absolute convergence is the same as normal convergence as $|f_n| = f_n$.

Note 2: Continuous functions will be certainly integrable if they have compact support or tend to $0$ fast enough as $x \to \pm \infty$.

This is a theorem that will work:

Theorem. If $\{f_n\}_n$ is a positive sequence of integrable functions and $f = \sum_n f_n$ then $$\int f = \sum_n \int f_n.$$

Proof. Consider first two functions, $f_1$ and $f_2$. We can now find sequences $\{\phi_j\}_j$ and $\{\psi_j\}_j$ of (nonnegative) simple functions by a basic theorem from measure theory that increase to $f_1$ and $f_2$ respectively. Obviously $\phi_j + \psi_j \uparrow f_1 + f_2$. We can do the same for any finite sum.

Note that $\int \sum_1^N f_n = \sum_1^N \int f_n$ for any finite $N$. Now using the monotone convergence theorem we get

$$\sum \int f_n = \int f.$$

Note 1: If you're talking about positive functions absolute convergence is the same as normal convergence as $|f_n| = f_n$.

Note 2: Continuous functions will be certainly integrable if they have compact support or tend to $0$ fast enough as $x \to \pm \infty$.

Source Link
JT_NL
  • 14.7k
  • 4
  • 59
  • 100

This is a theorem that will work:

Theorem. If $\{f_n\}_n$ is a positive sequence of integrable functions and $f = \sum_n f_n$ then $$\int f = \sum_n \int f_n.$$

Proof. Consider first two functions, $f_1$ and $f_2$. We can now find sequences $\{\phi_j\}_j$ and $\{\psi_j\}_j$ of (nonnegative) simple functions by a basic theorem from measure theory. Obviously $\phi_j + \psi_j \uparrow f_1 + f_2$. We can do the same for any finite sum.

Note that $\int \sum_1^N f_n = \sum_1^N \int f_n$ for any finite $N$. Now using the monotone convergence theorem we get

$$\sum \int f_n = \int f.$$

Note 1: If you're talking about positive functions absolute convergence is the same as normal convergence as $|f_n| = f_n$.

Note 2: Continuous functions will be certainly integrable if they have compact support or tend to $0$ fast enough as $x \to \pm \infty$.