Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/iii/paper-348/2/a/solution
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 348 2 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-05
Write , the absolute Jacobian determinant. Under the usual meaning of a map on domains, the injective area formula gives, for any nonnegative measurable ,This version of the change of variables formula does not require to be nonsingular everywhere. A map is a locally Lipschitz function, and the formula applies by exhaustion if the domains are unbounded. For non-open , one needs the corresponding extension or regularity interpretation of the stated assumption.
First suppose almost everywhere with respect to Lebesgue measure. For each bounded nonnegative measurable ,Taking indicator functions proves .
Conversely, the area formula shows that the measure with probability density function has total mass one and satisfies . The assumed equality then implies , since the measurable bijection has a measurable inverse on these domains. Equivalently, apply both pushforward measure identities to for each Borel set . Uniqueness of the Radon-Nikodym derivative yields
New to topics? Read the docs here!