TheoremBase

Zero Extension of a Real-Valued Function, and the Unit-Cell Integral of a Continuous Function

A real-valued function on a measurable subset is measurable and integrable exactly when its zero extension is, with the same integral; consequently the integral over the half-open unit interval of a continuous function is its Riemann integral over the closed one.

Statement

Measurability of a real-valued function is that of Measurable Map, and the Set of Measurable Maps, and integrability and the integral of a real-valued function are those of Integrable Functions and Their Lebesgue Integral. Then the following hold.

1. (Zero extension) Let (X,F,μ)(X,\mathcal{F},\mu) be a measure space, let X0∈FX_{0}\in\mathcal{F}, and let (X0,F∣X0,μ∣X0)(X_{0},\mathcal{F}|_{X_{0}},\mu|_{X_{0}}) be the restriction of (X,F,μ)(X,\mathcal{F},\mu) to X0X_{0} given by claim 1 of that lemma. Let f:X0→Rf:X_{0}\to\mathbb{R} and let f~:X→R\tilde{f}:X\to\mathbb{R} be the map equal to ff on X0X_{0} and to 00 at every point of XX outside X0X_{0}. Then ff is measurable with respect to F∣X0\mathcal{F}|_{X_{0}} if and only if f~\tilde{f} is measurable with respect to F\mathcal{F}. In that case ff is integrable with respect to μ∣X0\mu|_{X_{0}} if and only if f~\tilde{f} is integrable with respect to μ\mu, and then

∫X0f dμ∣X0=∫Xf~ dμ.\int_{X_{0}}f\,d\mu|_{X_{0}}=\int_{X}\tilde{f}\,d\mu .

2. (Continuous integrands over the half-open unit interval) Let J={t∈R:0≤t<1}J=\{t\in\mathbb{R}:0\le t<1\} and let (J,BJ,λJ)(J,\mathcal{B}_{J},\lambda_{J}) be as in The Integral over the Unit Cell of a Product of One-Variable Functions, let [0,1][0,1] be the closed interval determined by 00 and 11, and let h:R→Rh:\mathbb{R}\to\mathbb{R} be continuous on R\mathbb{R}, the domain and the codomain carrying the absolute value metric. Writing h∣Jh|_{J} and h∣[0,1]h|_{[0,1]} for the restrictions of hh, the map h∣Jh|_{J} is measurable with respect to BJ\mathcal{B}_{J} and integrable with respect to λJ\lambda_{J}, the map h∣[0,1]h|_{[0,1]} is Riemann integrable on [0,1][0,1], and

∫Jh∣J dλJ=∫01h(t) dt,\int_{J}h|_{J}\,d\lambda_{J}=\int_{0}^{1}h(t)\,dt ,

the right-hand side being the Riemann integral of h∣[0,1]h|_{[0,1]}.

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