TheoremBase

Norm Bound for a Vector-Valued Lebesgue Integral over a Compact Interval

Statement

Let nn be a natural number, let a≤ba\le b be real numbers, and let g=(g1,…,gn):[a,b]→Rng=(g^1,\dots,g^n):[a,b]\to\mathbb{R}^n be a map into Euclidean space whose components are bounded and measurable with respect to the trace Borel σ\sigma-algebra on [a,b][a,b] and the Borel σ\sigma-algebra on the real line. Write ∣x∣|x| for the Euclidean norm and set

I=(∫[a,b]g1(s) ds, …, ∫[a,b]gn(s) ds)∈Rn,I=\Big(\int_{[a,b]}g^1(s)\,ds,\ \dots,\ \int_{[a,b]}g^n(s)\,ds\Big)\in\mathbb{R}^n,

the components being Lebesgue integrals over the compact interval [a,b][a,b].

Then the map s↦∣g(s)∣s\mapsto|g(s)| is bounded and measurable, and

∣I∣≤∫[a,b]∣g(s)∣ ds.|I|\le\int_{[a,b]}|g(s)|\,ds .

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