Sequence of measurable functions converging a.e. to a measurable function?












4














I understand if $(X, Sigma, mu)$ is a measure space, and we have a sequence of measurable functions $f_{n}$ such that $lim limits_{n to infty} f_{n}$ exists almost everywhere d$mu$ (a.e. d$mu$), then it's equal to a measurable function almost everywhere. The way this is constructed is to first call the set where the limit doesn't exist $N$ (and this clearly has measure $0$). Then, we:



Define a new sequence
$$tilde{f_{n}} = begin{cases} f_{n}(x) & x not in N \
0 & x in N end{cases}$$



and we can think of $tilde{f_{n}}$ as $f_{n} - f_{n}chi_{N}$, where $chi_{N}$ is the characteristic function of the set $N$. Clearly, $tilde{f_{n}}$ is measurable since it is the sum of measurable functions. And so the limit of the sequence ${ tilde{f_{n}} }$ is defined everywhere and measurable. Specifically,
$$lim limits_{n to infty} tilde{f_{n}} = begin{cases} lim limits_{n to infty} f_{n} & x not in N \ 0 & x in N. end{cases} $$



So we have a measurable function which is equal to $lim limits_{n to infty} f_{n}$ except on $N$. But my question is:



$lim limits_{n to infty} f_{n}$ is only defined on $X setminus N$, which means its domain is $X setminus N$. Why do we say this is equal to $lim limits_{n to infty} tilde{f_{n}}$ almost everywhere if they have different domains? Does it make sense to talk about them not being equal on $N$ if one of them isn't even defined on $N$?



I guess my question is: If $X subseteq X'$, and $f : X to Y$ and $g : X' to Y$, suppose $f = g$ on $X$ (with $X' setminus X$ having measure $0$). Does the statement $f = g$ a.e. even make sense? We can't compare then on $X' setminus X$ to say they aren't equal on it because one of the functions isn't even defined on that set.



Another question that has been spawned from this question is whether it makes sense to integrate a function over a set that is not in its domain.










share|cite|improve this question




















  • 2




    A lot of notation gets abused in measure theory. That said, $f=g$ a.e. does make sense, as you can expand it to: $(exists N in Sigma) , [ mu(N) = 0 land (forall x in X' setminus N) , f(x) = g(x)]$. This definition never "calls $f$ with an invalid argument".
    – Ian
    Jul 26 '14 at 22:22












  • So it is not correct to state "$f$ does not equal $g$ on a set of measure 0"? And we can say that two functions with different domains are equal almost everywhere?
    – layman
    Jul 26 '14 at 22:22






  • 1




    As for the first point, I think technically yes, but analysts don't really care about distinctions that fine. As for the second point, yes, I think so, because I think the expansion I wrote above is a valid definition for "$f=g$ a.e.".
    – Ian
    Jul 26 '14 at 22:24










  • Ian is right on the money.
    – Sergio Parreiras
    Jul 26 '14 at 22:27






  • 2




    You might like Royden/Fitzpatrick. In the general measure theory portion of that book, they make explicit that in a complete measure space, if $f$ is measurable and $mu(N)=0$, every function of the form $f+g chi_N$ is measurable. They also point out that completeness is essential; for example, if the convergence hypothesis in LDCT is merely a.e. convergence and the space is not complete, then the integral of the pointwise limit may not even make sense. They use this discussion to justify the slightly informal language that is conventional in measure theory.
    – Ian
    Jul 26 '14 at 23:02
















4














I understand if $(X, Sigma, mu)$ is a measure space, and we have a sequence of measurable functions $f_{n}$ such that $lim limits_{n to infty} f_{n}$ exists almost everywhere d$mu$ (a.e. d$mu$), then it's equal to a measurable function almost everywhere. The way this is constructed is to first call the set where the limit doesn't exist $N$ (and this clearly has measure $0$). Then, we:



Define a new sequence
$$tilde{f_{n}} = begin{cases} f_{n}(x) & x not in N \
0 & x in N end{cases}$$



and we can think of $tilde{f_{n}}$ as $f_{n} - f_{n}chi_{N}$, where $chi_{N}$ is the characteristic function of the set $N$. Clearly, $tilde{f_{n}}$ is measurable since it is the sum of measurable functions. And so the limit of the sequence ${ tilde{f_{n}} }$ is defined everywhere and measurable. Specifically,
$$lim limits_{n to infty} tilde{f_{n}} = begin{cases} lim limits_{n to infty} f_{n} & x not in N \ 0 & x in N. end{cases} $$



So we have a measurable function which is equal to $lim limits_{n to infty} f_{n}$ except on $N$. But my question is:



$lim limits_{n to infty} f_{n}$ is only defined on $X setminus N$, which means its domain is $X setminus N$. Why do we say this is equal to $lim limits_{n to infty} tilde{f_{n}}$ almost everywhere if they have different domains? Does it make sense to talk about them not being equal on $N$ if one of them isn't even defined on $N$?



I guess my question is: If $X subseteq X'$, and $f : X to Y$ and $g : X' to Y$, suppose $f = g$ on $X$ (with $X' setminus X$ having measure $0$). Does the statement $f = g$ a.e. even make sense? We can't compare then on $X' setminus X$ to say they aren't equal on it because one of the functions isn't even defined on that set.



Another question that has been spawned from this question is whether it makes sense to integrate a function over a set that is not in its domain.










share|cite|improve this question




















  • 2




    A lot of notation gets abused in measure theory. That said, $f=g$ a.e. does make sense, as you can expand it to: $(exists N in Sigma) , [ mu(N) = 0 land (forall x in X' setminus N) , f(x) = g(x)]$. This definition never "calls $f$ with an invalid argument".
    – Ian
    Jul 26 '14 at 22:22












  • So it is not correct to state "$f$ does not equal $g$ on a set of measure 0"? And we can say that two functions with different domains are equal almost everywhere?
    – layman
    Jul 26 '14 at 22:22






  • 1




    As for the first point, I think technically yes, but analysts don't really care about distinctions that fine. As for the second point, yes, I think so, because I think the expansion I wrote above is a valid definition for "$f=g$ a.e.".
    – Ian
    Jul 26 '14 at 22:24










  • Ian is right on the money.
    – Sergio Parreiras
    Jul 26 '14 at 22:27






  • 2




    You might like Royden/Fitzpatrick. In the general measure theory portion of that book, they make explicit that in a complete measure space, if $f$ is measurable and $mu(N)=0$, every function of the form $f+g chi_N$ is measurable. They also point out that completeness is essential; for example, if the convergence hypothesis in LDCT is merely a.e. convergence and the space is not complete, then the integral of the pointwise limit may not even make sense. They use this discussion to justify the slightly informal language that is conventional in measure theory.
    – Ian
    Jul 26 '14 at 23:02














4












4








4


4





I understand if $(X, Sigma, mu)$ is a measure space, and we have a sequence of measurable functions $f_{n}$ such that $lim limits_{n to infty} f_{n}$ exists almost everywhere d$mu$ (a.e. d$mu$), then it's equal to a measurable function almost everywhere. The way this is constructed is to first call the set where the limit doesn't exist $N$ (and this clearly has measure $0$). Then, we:



Define a new sequence
$$tilde{f_{n}} = begin{cases} f_{n}(x) & x not in N \
0 & x in N end{cases}$$



and we can think of $tilde{f_{n}}$ as $f_{n} - f_{n}chi_{N}$, where $chi_{N}$ is the characteristic function of the set $N$. Clearly, $tilde{f_{n}}$ is measurable since it is the sum of measurable functions. And so the limit of the sequence ${ tilde{f_{n}} }$ is defined everywhere and measurable. Specifically,
$$lim limits_{n to infty} tilde{f_{n}} = begin{cases} lim limits_{n to infty} f_{n} & x not in N \ 0 & x in N. end{cases} $$



So we have a measurable function which is equal to $lim limits_{n to infty} f_{n}$ except on $N$. But my question is:



$lim limits_{n to infty} f_{n}$ is only defined on $X setminus N$, which means its domain is $X setminus N$. Why do we say this is equal to $lim limits_{n to infty} tilde{f_{n}}$ almost everywhere if they have different domains? Does it make sense to talk about them not being equal on $N$ if one of them isn't even defined on $N$?



I guess my question is: If $X subseteq X'$, and $f : X to Y$ and $g : X' to Y$, suppose $f = g$ on $X$ (with $X' setminus X$ having measure $0$). Does the statement $f = g$ a.e. even make sense? We can't compare then on $X' setminus X$ to say they aren't equal on it because one of the functions isn't even defined on that set.



Another question that has been spawned from this question is whether it makes sense to integrate a function over a set that is not in its domain.










share|cite|improve this question















I understand if $(X, Sigma, mu)$ is a measure space, and we have a sequence of measurable functions $f_{n}$ such that $lim limits_{n to infty} f_{n}$ exists almost everywhere d$mu$ (a.e. d$mu$), then it's equal to a measurable function almost everywhere. The way this is constructed is to first call the set where the limit doesn't exist $N$ (and this clearly has measure $0$). Then, we:



Define a new sequence
$$tilde{f_{n}} = begin{cases} f_{n}(x) & x not in N \
0 & x in N end{cases}$$



and we can think of $tilde{f_{n}}$ as $f_{n} - f_{n}chi_{N}$, where $chi_{N}$ is the characteristic function of the set $N$. Clearly, $tilde{f_{n}}$ is measurable since it is the sum of measurable functions. And so the limit of the sequence ${ tilde{f_{n}} }$ is defined everywhere and measurable. Specifically,
$$lim limits_{n to infty} tilde{f_{n}} = begin{cases} lim limits_{n to infty} f_{n} & x not in N \ 0 & x in N. end{cases} $$



So we have a measurable function which is equal to $lim limits_{n to infty} f_{n}$ except on $N$. But my question is:



$lim limits_{n to infty} f_{n}$ is only defined on $X setminus N$, which means its domain is $X setminus N$. Why do we say this is equal to $lim limits_{n to infty} tilde{f_{n}}$ almost everywhere if they have different domains? Does it make sense to talk about them not being equal on $N$ if one of them isn't even defined on $N$?



I guess my question is: If $X subseteq X'$, and $f : X to Y$ and $g : X' to Y$, suppose $f = g$ on $X$ (with $X' setminus X$ having measure $0$). Does the statement $f = g$ a.e. even make sense? We can't compare then on $X' setminus X$ to say they aren't equal on it because one of the functions isn't even defined on that set.



Another question that has been spawned from this question is whether it makes sense to integrate a function over a set that is not in its domain.







real-analysis functional-analysis measure-theory






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Mar 30 '16 at 0:05







user940

















asked Jul 26 '14 at 22:10









layman

15k22154




15k22154








  • 2




    A lot of notation gets abused in measure theory. That said, $f=g$ a.e. does make sense, as you can expand it to: $(exists N in Sigma) , [ mu(N) = 0 land (forall x in X' setminus N) , f(x) = g(x)]$. This definition never "calls $f$ with an invalid argument".
    – Ian
    Jul 26 '14 at 22:22












  • So it is not correct to state "$f$ does not equal $g$ on a set of measure 0"? And we can say that two functions with different domains are equal almost everywhere?
    – layman
    Jul 26 '14 at 22:22






  • 1




    As for the first point, I think technically yes, but analysts don't really care about distinctions that fine. As for the second point, yes, I think so, because I think the expansion I wrote above is a valid definition for "$f=g$ a.e.".
    – Ian
    Jul 26 '14 at 22:24










  • Ian is right on the money.
    – Sergio Parreiras
    Jul 26 '14 at 22:27






  • 2




    You might like Royden/Fitzpatrick. In the general measure theory portion of that book, they make explicit that in a complete measure space, if $f$ is measurable and $mu(N)=0$, every function of the form $f+g chi_N$ is measurable. They also point out that completeness is essential; for example, if the convergence hypothesis in LDCT is merely a.e. convergence and the space is not complete, then the integral of the pointwise limit may not even make sense. They use this discussion to justify the slightly informal language that is conventional in measure theory.
    – Ian
    Jul 26 '14 at 23:02














  • 2




    A lot of notation gets abused in measure theory. That said, $f=g$ a.e. does make sense, as you can expand it to: $(exists N in Sigma) , [ mu(N) = 0 land (forall x in X' setminus N) , f(x) = g(x)]$. This definition never "calls $f$ with an invalid argument".
    – Ian
    Jul 26 '14 at 22:22












  • So it is not correct to state "$f$ does not equal $g$ on a set of measure 0"? And we can say that two functions with different domains are equal almost everywhere?
    – layman
    Jul 26 '14 at 22:22






  • 1




    As for the first point, I think technically yes, but analysts don't really care about distinctions that fine. As for the second point, yes, I think so, because I think the expansion I wrote above is a valid definition for "$f=g$ a.e.".
    – Ian
    Jul 26 '14 at 22:24










  • Ian is right on the money.
    – Sergio Parreiras
    Jul 26 '14 at 22:27






  • 2




    You might like Royden/Fitzpatrick. In the general measure theory portion of that book, they make explicit that in a complete measure space, if $f$ is measurable and $mu(N)=0$, every function of the form $f+g chi_N$ is measurable. They also point out that completeness is essential; for example, if the convergence hypothesis in LDCT is merely a.e. convergence and the space is not complete, then the integral of the pointwise limit may not even make sense. They use this discussion to justify the slightly informal language that is conventional in measure theory.
    – Ian
    Jul 26 '14 at 23:02








2




2




A lot of notation gets abused in measure theory. That said, $f=g$ a.e. does make sense, as you can expand it to: $(exists N in Sigma) , [ mu(N) = 0 land (forall x in X' setminus N) , f(x) = g(x)]$. This definition never "calls $f$ with an invalid argument".
– Ian
Jul 26 '14 at 22:22






A lot of notation gets abused in measure theory. That said, $f=g$ a.e. does make sense, as you can expand it to: $(exists N in Sigma) , [ mu(N) = 0 land (forall x in X' setminus N) , f(x) = g(x)]$. This definition never "calls $f$ with an invalid argument".
– Ian
Jul 26 '14 at 22:22














So it is not correct to state "$f$ does not equal $g$ on a set of measure 0"? And we can say that two functions with different domains are equal almost everywhere?
– layman
Jul 26 '14 at 22:22




So it is not correct to state "$f$ does not equal $g$ on a set of measure 0"? And we can say that two functions with different domains are equal almost everywhere?
– layman
Jul 26 '14 at 22:22




1




1




As for the first point, I think technically yes, but analysts don't really care about distinctions that fine. As for the second point, yes, I think so, because I think the expansion I wrote above is a valid definition for "$f=g$ a.e.".
– Ian
Jul 26 '14 at 22:24




As for the first point, I think technically yes, but analysts don't really care about distinctions that fine. As for the second point, yes, I think so, because I think the expansion I wrote above is a valid definition for "$f=g$ a.e.".
– Ian
Jul 26 '14 at 22:24












Ian is right on the money.
– Sergio Parreiras
Jul 26 '14 at 22:27




Ian is right on the money.
– Sergio Parreiras
Jul 26 '14 at 22:27




2




2




You might like Royden/Fitzpatrick. In the general measure theory portion of that book, they make explicit that in a complete measure space, if $f$ is measurable and $mu(N)=0$, every function of the form $f+g chi_N$ is measurable. They also point out that completeness is essential; for example, if the convergence hypothesis in LDCT is merely a.e. convergence and the space is not complete, then the integral of the pointwise limit may not even make sense. They use this discussion to justify the slightly informal language that is conventional in measure theory.
– Ian
Jul 26 '14 at 23:02




You might like Royden/Fitzpatrick. In the general measure theory portion of that book, they make explicit that in a complete measure space, if $f$ is measurable and $mu(N)=0$, every function of the form $f+g chi_N$ is measurable. They also point out that completeness is essential; for example, if the convergence hypothesis in LDCT is merely a.e. convergence and the space is not complete, then the integral of the pointwise limit may not even make sense. They use this discussion to justify the slightly informal language that is conventional in measure theory.
– Ian
Jul 26 '14 at 23:02










1 Answer
1






active

oldest

votes


















0














You can define two functions, one on the real numbers and one on the irrational numbers; you can say they are equal (or other properties) a.e with respect to the Lebesgue measure.



Here is my understanding:
The main idea is that when you are doing integration, the Lebesgue integral will not see the difference of these two functions. The reason for this is because how Lebesgue integral is constructed, it looks at the pre-image ${xin mathbb{R} : f(x) = a}$. Note that this makes perfect sense even if $f$ is only defined on the irrational numbers.



Edit: to answer your question, I would suggest you to look at the construction of Lebesgue integral. In your example, the left hand side is perfectly defined. Here is an example, let $f:mathbb{Q}^c cap [0,1] rightarrow mathbb{R}$, $fequiv 1$, and $g: [0,1] rightarrow mathbb{R}$, $gequiv 1$;



$$int_0^1 f dmu = 1mu({xin [0,1] : f(x) = 1}) = 1*mu(mathbb{Q}^c cap [0,1]) = 1 = int_0^1 g dmu.$$



The first equality above is from the definition of Lebesgue integral for characteristic function $chi_A$.



Edit 2: Define $f:mathbb{Q} rightarrow mathbb{R}$ with $fequiv 1$. Now let us integrate over a more absurd space, $mathbb{Q}^c$
$$int_{mathbb{Q}^c} f dmu = 1mu({xin mathbb{Q}^c : f(x) = 1}) = 1mu(emptyset) = 0.$$






share|cite|improve this answer























  • Yes, but can we really say their Lebesgue integrals over a set $X$ are equal of they are not both defined entirely on $X$? If $f$ is defined only on $X setminus N$, but $g$ is defined on $X$, we can't say $int limits_{X} f dmu = int limits_{X} g dmu$ because the integral on the left hand side doesn't make sense.
    – layman
    Jul 26 '14 at 22:33










  • I should add $N$ has measure $0$.
    – layman
    Jul 26 '14 at 22:35










  • And also that $f = g$ if $x not in N$.
    – layman
    Jul 26 '14 at 22:35










  • Edit: I will add this in my answer
    – Xiao
    Jul 26 '14 at 22:38












  • My definition is: If $f geq 0$, $int limits_{X} f text{ d}mu = sup_{0 leq s leq f} { {int limits_{X} s text{ d}mu mid s text{ is a simple function} }}$ and from this definition, we need that $0 leq s leq f$ on all of $X$. So, $int limits_{X} f text{ d}mu$ doesn't make sense to me if the domain of $f$ is strictly contained in $X$.
    – layman
    Jul 26 '14 at 22:40













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1 Answer
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1 Answer
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active

oldest

votes









0














You can define two functions, one on the real numbers and one on the irrational numbers; you can say they are equal (or other properties) a.e with respect to the Lebesgue measure.



Here is my understanding:
The main idea is that when you are doing integration, the Lebesgue integral will not see the difference of these two functions. The reason for this is because how Lebesgue integral is constructed, it looks at the pre-image ${xin mathbb{R} : f(x) = a}$. Note that this makes perfect sense even if $f$ is only defined on the irrational numbers.



Edit: to answer your question, I would suggest you to look at the construction of Lebesgue integral. In your example, the left hand side is perfectly defined. Here is an example, let $f:mathbb{Q}^c cap [0,1] rightarrow mathbb{R}$, $fequiv 1$, and $g: [0,1] rightarrow mathbb{R}$, $gequiv 1$;



$$int_0^1 f dmu = 1mu({xin [0,1] : f(x) = 1}) = 1*mu(mathbb{Q}^c cap [0,1]) = 1 = int_0^1 g dmu.$$



The first equality above is from the definition of Lebesgue integral for characteristic function $chi_A$.



Edit 2: Define $f:mathbb{Q} rightarrow mathbb{R}$ with $fequiv 1$. Now let us integrate over a more absurd space, $mathbb{Q}^c$
$$int_{mathbb{Q}^c} f dmu = 1mu({xin mathbb{Q}^c : f(x) = 1}) = 1mu(emptyset) = 0.$$






share|cite|improve this answer























  • Yes, but can we really say their Lebesgue integrals over a set $X$ are equal of they are not both defined entirely on $X$? If $f$ is defined only on $X setminus N$, but $g$ is defined on $X$, we can't say $int limits_{X} f dmu = int limits_{X} g dmu$ because the integral on the left hand side doesn't make sense.
    – layman
    Jul 26 '14 at 22:33










  • I should add $N$ has measure $0$.
    – layman
    Jul 26 '14 at 22:35










  • And also that $f = g$ if $x not in N$.
    – layman
    Jul 26 '14 at 22:35










  • Edit: I will add this in my answer
    – Xiao
    Jul 26 '14 at 22:38












  • My definition is: If $f geq 0$, $int limits_{X} f text{ d}mu = sup_{0 leq s leq f} { {int limits_{X} s text{ d}mu mid s text{ is a simple function} }}$ and from this definition, we need that $0 leq s leq f$ on all of $X$. So, $int limits_{X} f text{ d}mu$ doesn't make sense to me if the domain of $f$ is strictly contained in $X$.
    – layman
    Jul 26 '14 at 22:40


















0














You can define two functions, one on the real numbers and one on the irrational numbers; you can say they are equal (or other properties) a.e with respect to the Lebesgue measure.



Here is my understanding:
The main idea is that when you are doing integration, the Lebesgue integral will not see the difference of these two functions. The reason for this is because how Lebesgue integral is constructed, it looks at the pre-image ${xin mathbb{R} : f(x) = a}$. Note that this makes perfect sense even if $f$ is only defined on the irrational numbers.



Edit: to answer your question, I would suggest you to look at the construction of Lebesgue integral. In your example, the left hand side is perfectly defined. Here is an example, let $f:mathbb{Q}^c cap [0,1] rightarrow mathbb{R}$, $fequiv 1$, and $g: [0,1] rightarrow mathbb{R}$, $gequiv 1$;



$$int_0^1 f dmu = 1mu({xin [0,1] : f(x) = 1}) = 1*mu(mathbb{Q}^c cap [0,1]) = 1 = int_0^1 g dmu.$$



The first equality above is from the definition of Lebesgue integral for characteristic function $chi_A$.



Edit 2: Define $f:mathbb{Q} rightarrow mathbb{R}$ with $fequiv 1$. Now let us integrate over a more absurd space, $mathbb{Q}^c$
$$int_{mathbb{Q}^c} f dmu = 1mu({xin mathbb{Q}^c : f(x) = 1}) = 1mu(emptyset) = 0.$$






share|cite|improve this answer























  • Yes, but can we really say their Lebesgue integrals over a set $X$ are equal of they are not both defined entirely on $X$? If $f$ is defined only on $X setminus N$, but $g$ is defined on $X$, we can't say $int limits_{X} f dmu = int limits_{X} g dmu$ because the integral on the left hand side doesn't make sense.
    – layman
    Jul 26 '14 at 22:33










  • I should add $N$ has measure $0$.
    – layman
    Jul 26 '14 at 22:35










  • And also that $f = g$ if $x not in N$.
    – layman
    Jul 26 '14 at 22:35










  • Edit: I will add this in my answer
    – Xiao
    Jul 26 '14 at 22:38












  • My definition is: If $f geq 0$, $int limits_{X} f text{ d}mu = sup_{0 leq s leq f} { {int limits_{X} s text{ d}mu mid s text{ is a simple function} }}$ and from this definition, we need that $0 leq s leq f$ on all of $X$. So, $int limits_{X} f text{ d}mu$ doesn't make sense to me if the domain of $f$ is strictly contained in $X$.
    – layman
    Jul 26 '14 at 22:40
















0












0








0






You can define two functions, one on the real numbers and one on the irrational numbers; you can say they are equal (or other properties) a.e with respect to the Lebesgue measure.



Here is my understanding:
The main idea is that when you are doing integration, the Lebesgue integral will not see the difference of these two functions. The reason for this is because how Lebesgue integral is constructed, it looks at the pre-image ${xin mathbb{R} : f(x) = a}$. Note that this makes perfect sense even if $f$ is only defined on the irrational numbers.



Edit: to answer your question, I would suggest you to look at the construction of Lebesgue integral. In your example, the left hand side is perfectly defined. Here is an example, let $f:mathbb{Q}^c cap [0,1] rightarrow mathbb{R}$, $fequiv 1$, and $g: [0,1] rightarrow mathbb{R}$, $gequiv 1$;



$$int_0^1 f dmu = 1mu({xin [0,1] : f(x) = 1}) = 1*mu(mathbb{Q}^c cap [0,1]) = 1 = int_0^1 g dmu.$$



The first equality above is from the definition of Lebesgue integral for characteristic function $chi_A$.



Edit 2: Define $f:mathbb{Q} rightarrow mathbb{R}$ with $fequiv 1$. Now let us integrate over a more absurd space, $mathbb{Q}^c$
$$int_{mathbb{Q}^c} f dmu = 1mu({xin mathbb{Q}^c : f(x) = 1}) = 1mu(emptyset) = 0.$$






share|cite|improve this answer














You can define two functions, one on the real numbers and one on the irrational numbers; you can say they are equal (or other properties) a.e with respect to the Lebesgue measure.



Here is my understanding:
The main idea is that when you are doing integration, the Lebesgue integral will not see the difference of these two functions. The reason for this is because how Lebesgue integral is constructed, it looks at the pre-image ${xin mathbb{R} : f(x) = a}$. Note that this makes perfect sense even if $f$ is only defined on the irrational numbers.



Edit: to answer your question, I would suggest you to look at the construction of Lebesgue integral. In your example, the left hand side is perfectly defined. Here is an example, let $f:mathbb{Q}^c cap [0,1] rightarrow mathbb{R}$, $fequiv 1$, and $g: [0,1] rightarrow mathbb{R}$, $gequiv 1$;



$$int_0^1 f dmu = 1mu({xin [0,1] : f(x) = 1}) = 1*mu(mathbb{Q}^c cap [0,1]) = 1 = int_0^1 g dmu.$$



The first equality above is from the definition of Lebesgue integral for characteristic function $chi_A$.



Edit 2: Define $f:mathbb{Q} rightarrow mathbb{R}$ with $fequiv 1$. Now let us integrate over a more absurd space, $mathbb{Q}^c$
$$int_{mathbb{Q}^c} f dmu = 1mu({xin mathbb{Q}^c : f(x) = 1}) = 1mu(emptyset) = 0.$$







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited Jul 26 '14 at 23:05

























answered Jul 26 '14 at 22:31









Xiao

4,72711434




4,72711434












  • Yes, but can we really say their Lebesgue integrals over a set $X$ are equal of they are not both defined entirely on $X$? If $f$ is defined only on $X setminus N$, but $g$ is defined on $X$, we can't say $int limits_{X} f dmu = int limits_{X} g dmu$ because the integral on the left hand side doesn't make sense.
    – layman
    Jul 26 '14 at 22:33










  • I should add $N$ has measure $0$.
    – layman
    Jul 26 '14 at 22:35










  • And also that $f = g$ if $x not in N$.
    – layman
    Jul 26 '14 at 22:35










  • Edit: I will add this in my answer
    – Xiao
    Jul 26 '14 at 22:38












  • My definition is: If $f geq 0$, $int limits_{X} f text{ d}mu = sup_{0 leq s leq f} { {int limits_{X} s text{ d}mu mid s text{ is a simple function} }}$ and from this definition, we need that $0 leq s leq f$ on all of $X$. So, $int limits_{X} f text{ d}mu$ doesn't make sense to me if the domain of $f$ is strictly contained in $X$.
    – layman
    Jul 26 '14 at 22:40




















  • Yes, but can we really say their Lebesgue integrals over a set $X$ are equal of they are not both defined entirely on $X$? If $f$ is defined only on $X setminus N$, but $g$ is defined on $X$, we can't say $int limits_{X} f dmu = int limits_{X} g dmu$ because the integral on the left hand side doesn't make sense.
    – layman
    Jul 26 '14 at 22:33










  • I should add $N$ has measure $0$.
    – layman
    Jul 26 '14 at 22:35










  • And also that $f = g$ if $x not in N$.
    – layman
    Jul 26 '14 at 22:35










  • Edit: I will add this in my answer
    – Xiao
    Jul 26 '14 at 22:38












  • My definition is: If $f geq 0$, $int limits_{X} f text{ d}mu = sup_{0 leq s leq f} { {int limits_{X} s text{ d}mu mid s text{ is a simple function} }}$ and from this definition, we need that $0 leq s leq f$ on all of $X$. So, $int limits_{X} f text{ d}mu$ doesn't make sense to me if the domain of $f$ is strictly contained in $X$.
    – layman
    Jul 26 '14 at 22:40


















Yes, but can we really say their Lebesgue integrals over a set $X$ are equal of they are not both defined entirely on $X$? If $f$ is defined only on $X setminus N$, but $g$ is defined on $X$, we can't say $int limits_{X} f dmu = int limits_{X} g dmu$ because the integral on the left hand side doesn't make sense.
– layman
Jul 26 '14 at 22:33




Yes, but can we really say their Lebesgue integrals over a set $X$ are equal of they are not both defined entirely on $X$? If $f$ is defined only on $X setminus N$, but $g$ is defined on $X$, we can't say $int limits_{X} f dmu = int limits_{X} g dmu$ because the integral on the left hand side doesn't make sense.
– layman
Jul 26 '14 at 22:33












I should add $N$ has measure $0$.
– layman
Jul 26 '14 at 22:35




I should add $N$ has measure $0$.
– layman
Jul 26 '14 at 22:35












And also that $f = g$ if $x not in N$.
– layman
Jul 26 '14 at 22:35




And also that $f = g$ if $x not in N$.
– layman
Jul 26 '14 at 22:35












Edit: I will add this in my answer
– Xiao
Jul 26 '14 at 22:38






Edit: I will add this in my answer
– Xiao
Jul 26 '14 at 22:38














My definition is: If $f geq 0$, $int limits_{X} f text{ d}mu = sup_{0 leq s leq f} { {int limits_{X} s text{ d}mu mid s text{ is a simple function} }}$ and from this definition, we need that $0 leq s leq f$ on all of $X$. So, $int limits_{X} f text{ d}mu$ doesn't make sense to me if the domain of $f$ is strictly contained in $X$.
– layman
Jul 26 '14 at 22:40






My definition is: If $f geq 0$, $int limits_{X} f text{ d}mu = sup_{0 leq s leq f} { {int limits_{X} s text{ d}mu mid s text{ is a simple function} }}$ and from this definition, we need that $0 leq s leq f$ on all of $X$. So, $int limits_{X} f text{ d}mu$ doesn't make sense to me if the domain of $f$ is strictly contained in $X$.
– layman
Jul 26 '14 at 22:40




















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