Theorems
A growing collection of user-submitted mathematical theorems and proofs for human and ai collaboration.
Sum and Product Rules for One-Dimensional Derivatives and Continuity
lemmalem:derivative-continuity-rules-1d-2026aAnalysisLet be an interval, let , and let be a real number. Here , , and denote the pointwise sum, scalar multiple, and product. 1. (Differentiability implies continuity) If is an interior point of and is differentiable at…Translation Invariance of Lebesgue Measure and the Lebesgue Integral
lemmalem:lebesgue-translation-invariance-2026aAnalysisProbabilityFor a subset of the real line and a real number , write . Let be the Lebesgue outer measure, Lebesgue measure, and the Borel -algebra. Then for every real : 1. (Sets) For every…Reflection Invariance of Lebesgue Measure and Symmetry of the Standard Normal Distribution
lemmalem:standard-normal-symmetry-2026aAnalysisProbabilityFor a subset of the real line write . Let be the Lebesgue outer measure, Lebesgue measure, the Borel -algebra, and the standard normal distribution. Then:…Agreement of the Riemann and Lebesgue Integrals for Continuous Functions on a Closed Interval
lemmalem:riemann-lebesgue-integral-agree-2026bAnalysisLet be real numbers, let be the closed interval determined by and , and let be the real line, that is, equipped with the absolute value metric. Let be continuous on , as a map from the s…Smooth Test Function Criterion for Convergence in Distribution
theoremthm:smooth-test-convergence-distribution-2026aAnalysisProbabilityLet and be random variables, not necessarily on a common probability space, and let denote the real numbers. Call a function an admissible test function if is bounded, is a map on…Taylor Expansion with Third-Order Remainder Bound
lemmalem:taylor-third-order-remainder-2026aAnalysisLet denote the real numbers and let be a map on , and suppose its third derivative is bounded: there is with for all , where , , denote the iterat…The Gaussian Weight Defines a Probability Distribution
theoremthm:gaussian-integral-2026bAnalysisProbabilityLet with the exponential function, let be Lebesgue measure, and for a Borel set let the integral of Lebesgue Integral of a Nonnegative Measurable Function of the measurable function…- By claim 5 of Basic Properties of the Exponential Function, the exponential function is a bijection from onto the interval . The natural logarithm is its inverse function…
- Let be the exponential function. Then: 1. and for all ; 2. for every , and ; 3. is differentiable at every point with , where the derivative is the…
- The exponential function is defined by with factorials and the convention . The series converges for every : for indices the terms are dominated in absolute valu…
- Let and be -finite measure spaces and let be the product measure on the product -algebra. Sections. For measurable with respect to (in the sense…
- Let and be measure spaces, and suppose that both and are -finite. Then there exists exactly one measure on the product -algebra such that…
- Let be a set. A family of subsets of is a -system if it is nonempty and closed under finite intersections: implies . A family of subsets of is a -system if: (1) ; (2…
- Let and be measurable spaces. A measurable rectangle is a subset of the Cartesian product of the form with and . The product -algebra on…
Linearity and Monotonicity of the Lebesgue Integral
theoremthm:linearity-monotonicity-integral-2026bAnalysisProbabilityThe Lebesgue integral is additive, positively homogeneous and monotone on nonnegative measurable functions, and linear, monotone and dominated in absolute value by the integral of the absolute value on integrable functions.- Let be a measure space, and let be a sequence of measurable functions such that for every the sequence converges to , for a function . Suppose there is an integrable…
- Let be a measure space and let be a sequence of measurable functions . For define where the infimum and supremum are taken i…
- Let be a measure space and let be a sequence of measurable functions such that for every and every . Define pointwise by , the…
Integrable Function and the Lebesgue Integral
definitiondef:lebesgue-integral-integrable-2026aAnalysisProbabilityLet be a measure space and let be measurable. Define the positive part and negative part by so that and . Both and…Lebesgue Integral of a Nonnegative Measurable Function
definitiondef:lebesgue-integral-nonnegative-2026bAnalysisProbabilityLet be a measure space. A function (values in the extended half-line of Measure, Measure Space, and Probability Measure) is called measurable if for every ; for real-valued this ag…