A subset is a Lebesgue measurable set when it satisfies Carathéodory's criterion: for every ,
Suppose and let , allowing . The monotonicity of Lebesgue outer measure follows directly from covers: every cover of a larger set covers a smaller set. Thus , while . Consequently
The reverse inequality is countable subadditivity of Lebesgue outer measure applied to . Equality follows, even if . Therefore and every subset are Lebesgue measurable sets of measure zero. This is the completeness of Lebesgue measure, obtained without presupposing measurability of the outer-null set.
Define the one-dimensional convolution kernel
It is a Borel measurable function, and . The function is Borel measurable by composition with the continuous difference map. Lifting the Lebesgue measurable function to the second coordinate preserves measurability for the product sigma-algebra, hence also for Lebesgue measure on . Products of measurable functions are measurable, so is Lebesgue measurable.
Near zero, ; away from zero, . Consequently
Both bounds are integrable on their respective regions by power singularity integrability. In particular,
We use the following forms of the two product-integration theorems. On the product of measure spaces equipped with sigma-finite measures, Tonelli's theorem says that a nonnegative measurable function has equal product and iterated integrals, with infinity allowed. Fubini's theorem says that for an absolutely integrable measurable function, its sections are integrable for almost every fixed coordinate, and both orders of iterated integration equal the finite product integral. The Lebesgue measure on each factor is a sigma-finite measure, because the real line is a countable union of finite-length intervals.
Apply Tonelli's theorem first to , before presuming finiteness. By translation invariance of Lebesgue measure,
Thus is Lebesgue integrable on . The triangle inequality for an integral now gives the requested estimate:
This is the L1 norm identity for a translated kernel product followed by a simple bound on the convolution kernel.
There is also a stronger signed conclusion. The integrable convolution kernel is an odd function, so . Having established absolute integrability, we may apply Fubini's theorem to itself:
Unlike part (a), the signed cancellation is justified by a finite integral of the absolute value. The constant eight is useful as an L1 norm bound even though this particular signed total vanishes.
Fix . The function is continuous on , because its denominator is bounded away from zero, and it is an odd function of . Its integral over this symmetric interval is therefore zero. At the entire section is zero, including the specified value at the origin. Thus the inner integral exists for every and is identically zero. The same reasoning with and exchanged gives
To test Lebesgue integrability in two dimensions, examine the absolute value near the origin. For , the annulus lies inside the square. In polar coordinates,
The change of variables formula on this annulus, where the integrand has no singularity, gives
The lower bound tends to infinity as . Hence
Moreover reflection in either coordinate axis exchanges the positive part and negative part while preserving Lebesgue measure. Both parts therefore have infinite integral, so a signed double Lebesgue integral would involve the undefined expression .
There is no contradiction with Fubini's theorem: its absolute integrability hypothesis is missing. This is an example of finite iterated integrals without joint integrability, with every individual one-dimensional section integrable despite the two-dimensional singularity.
For every fixed , , so . To exchange the limit with the Lebesgue integral, we need a common integrable bound over the whole half-line.
For , , so
Together with , this gives
For , , hence , which is integrable because . For ,
Both terms are integrable because :
The second equality follows from integration by parts, or the substitution . Consequently is a Lebesgue integrable function, and every is Lebesgue integrable.
The dominated convergence theorem states that almost everywhere convergence of measurable functions under one integrable absolute-value bound implies L1 convergence, and in particular convergence of their integrals. Here the pointwise limit is zero and the dominator is , so
In fact we obtain the stronger conclusion . A quantitative version follows by retaining the factors in the bound:
The preceding endpoint estimates show , so the L1 norm is as , with denoting Big O notation. This is logarithmic reweighting under dominated convergence.
Define
This is a Lebesgue integrable function: on it is bounded by , whose integral is two, while on it is bounded by , whose integral is . Since ,
Thus is Lebesgue integrable for every , including ; the same argument actually works for all real .
The mean value theorem for the sine gives . Hence
and the triangle inequality for an integral gives
Thus is a globally Lipschitz function, in particular continuous on , including the endpoint zero.
For the derivative, fix and take nonzero sufficiently small that . The difference quotient has the integrand
For every , as . The same mean value theorem gives the uniform-in- bound .
The dominated convergence theorem states that if measurable functions converge almost everywhere to and for a single Lebesgue integrable function , then is Lebesgue integrable and , hence . Apply it to the difference quotients along every sequence , using the common dominator . The resulting limit is independent of the sequence, so
The right-hand integral is absolutely convergent because its integrand has absolute value at most . This is dominated differentiation under the integral sign, justified by an explicit integrable bound rather than a formal interchange.

Pinned article: Introduction to the OurBigBook Project

Welcome to the OurBigBook Project! Our goal is to create the perfect publishing platform for STEM subjects, and get university-level students to write the best free STEM tutorials ever.
Everyone is welcome to create an account and play with the site: ourbigbook.com/go/register. We belive that students themselves can write amazing tutorials, but teachers are welcome too. You can write about anything you want, it doesn't have to be STEM or even educational. Silly test content is very welcome and you won't be penalized in any way. Just keep it legal!
We have two killer features:
  1. topics: topics group articles by different users with the same title, e.g. here is the topic for the "Fundamental Theorem of Calculus" ourbigbook.com/go/topic/fundamental-theorem-of-calculus
    Articles of different users are sorted by upvote within each article page. This feature is a bit like:
    • a Wikipedia where each user can have their own version of each article
    • a Q&A website like Stack Overflow, where multiple people can give their views on a given topic, and the best ones are sorted by upvote. Except you don't need to wait for someone to ask first, and any topic goes, no matter how narrow or broad
    This feature makes it possible for readers to find better explanations of any topic created by other writers. And it allows writers to create an explanation in a place that readers might actually find it.
    Figure 1.
    Screenshot of the "Derivative" topic page
    . View it live at: ourbigbook.com/go/topic/derivative
  2. local editing: you can store all your personal knowledge base content locally in a plaintext markup format that can be edited locally and published either:
    This way you can be sure that even if OurBigBook.com were to go down one day (which we have no plans to do as it is quite cheap to host!), your content will still be perfectly readable as a static site.
    Figure 5. . You can also edit articles on the Web editor without installing anything locally.
    Video 3.
    Edit locally and publish demo
    . Source. This shows editing OurBigBook Markup and publishing it using the Visual Studio Code extension.
  3. https://raw.githubusercontent.com/ourbigbook/ourbigbook-media/master/feature/x/hilbert-space-arrow.png
  4. Infinitely deep tables of contents:
    Figure 6.
    Dynamic article tree with infinitely deep table of contents
    .
    Descendant pages can also show up as toplevel e.g.: ourbigbook.com/cirosantilli/chordate-subclade
All our software is open source and hosted at: github.com/ourbigbook/ourbigbook
Further documentation can be found at: docs.ourbigbook.com
Feel free to reach our to us for any help or suggestions: docs.ourbigbook.com/#contact