Yes. Fubini's theorem and the triangle inequality give
Thus is Lipschitz continuous with respect to as well.
Since is centered Gaussian with variance ,
Fubini's theorem therefore shows that the defining integral for is absolutely finite almost surely.
Because , is locally integrable at the origin and has only polynomial growth at infinity, so it defines a tempered distribution. It is a homogeneous distribution of degree and is radial. Its Fourier transform is therefore radial and homogeneous of degree , so it must have the form . In particular, .
To determine the constant, use the stated Gamma integral representation, Fubini's theorem, and the Fourier transform of a Gaussian:
The change of variables formula then gives
This is precisely the Fourier transform of the Riesz kernel.
Let and be independent. The displayed Bernstein polynomial is
Given , uniform continuity of supplies such that changing both coordinates by less than changes by less than . If , then Chebyshev inequality and
give, uniformly in ,
Thus uniformly.
Each is a polynomial, whose iterated integrals may be interchanged term by term. Uniform convergence permits passage to the limit in both iterated integrals, proving the asserted continuous-function form of Fubini's theorem.
Now suppose every monomial moment of vanishes. By linearity,
for every two-variable polynomial . The just-proved Bernstein approximation gives polynomials uniformly. Therefore
so . Statement (i) is true.
Because the centered normal distribution density is nonnegative and has integral one, Fubini's theorem and translation invariance give
Thus .
Use the angular-frequency convention
The convolution theorem and the Gaussian transform give
Since , this product is integrable. Moreover, absolute integrability justifies exchanging the integrals:
This proves the Fourier inversion theorem for the convolution directly.
Now additionally suppose . For every , the dominated convergence theorem gives
Fourier inversion identifies the right-hand side with for Lebesgue almost everywhere . Therefore the Gaussian approximate identity satisfies
By the Fourier inversion theorem and Fubini's theorem,
Thus multiplication of Fourier transforms corresponds to the convolution , which is the convolution theorem in the convention used here.
Compact support and the fundamental theorem of calculus give, for every ,
where
Applying the same argument in the other coordinate gives
Multiplication and Fubini's theorem now yield
Finally, the Cauchy-Schwarz inequality gives
Thus the required estimate holds with ; it is the Ladyzhenskaya inequality in two dimensions.
Use the convention
The Fourier inversion theorem says that, when ,
for almost every .
Since
the Fubini's theorem and Fourier inversion give
Thus the Plancherel theorem identity in this convention is
The inverse integral is a continuous function of , since permits dominated convergence. If is continuous, it and the inverse integral are continuous and agree almost everywhere. They must agree everywhere: otherwise their continuous difference would be nonzero on an open set of positive measure. This is the continuous version of Fourier inversion.
Define on the bilinear form
and the linear functional
The Hardy inequality on an interval, Cauchy-Schwarz inequality, and the one-sided Poincaré inequality show that is a bounded bilinear form and that
For , , so Cauchy--Schwarz and Fubini's theorem give
Hence
Thus is a coercive bilinear form. The Lax-Milgram theorem supplies a unique satisfying for every . This is precisely the unique weak solution described by the weak boundary value problem with an inverse-square potential.
Let
The integral is absolutely convergent. For a Schwartz function , Fubini's theorem and integration by parts in give
Equivalently, as a distributional derivative, and hence
With densities ,
By Cauchy-Schwarz inequality,
Also , so .
The Hellinger affinity is . Product densities and Fubini's theorem give , hence
Le Cam two-point lemma states, for squared-error estimation at parameter points , that
Take , . The one-observation uniform densities overlap on length , so . Therefore
The first distance inequality gives . Le Cam's lemma now yields
This proves the claim with the displayed universal positive constant.
The kernel is real and symmetric. For , Fubini's theorem gives
so is self-adjoint. It is linear, and because it is a Hilbert-Schmidt operator, hence bounded, with
The variable is the limit of Riemann sums of the Gaussian process , so it is a Gaussian random variable. Its mean is zero, and Fubini's theorem with gives
Therefore .
The original double integral covers the triangle . By Fubini's theorem, after reversing the order, runs from to and from to . Since a continuous function is integrable on this bounded region,
For the square pyramid, a horizontal section at height is a square of side : each vertex moves linearly from the base towards . Hence its cross-sectional area is , and its volume is . To use the identity just proved, choose :
The positive integrand factors into three one-variable functions on a rectangular domain. Fubini's theorem therefore gives
Differentiate the rewritten expression. Its new kernel vanishes at the moving upper endpoint, and its partial derivative is an integrable inverse square root. The derivative of an Abel integral is
For a rigorous route, rewrite as using Fubini's theorem, and apply the fundamental theorem of calculus to the continuous inner integral. The assumption implies , so the extension has no finite right derivative at zero.
The region is , . Reversing the order describes the same triangle as , . Since the integrand is continuous on this compact region, Fubini's theorem permits
The new inner integral introduces the factor needed for the change of variables .
The integrand is continuous on the compact rectangle, so Fubini's theorem allows integrating in first. For , ; the same formula holds by continuity at . Hence
Translate the variables by , , . The numerator becomes . The part odd in integrates to zero, while the constant part factors into three Gaussian integrals. Thus
The absolute integrability of a polynomial times a Gaussian justifies this separation by Fubini's theorem. Neither nor affects the result; when , odd symmetry makes the integral zero.
For a vertical slice through the triangle, and . Reversing the order by Fubini's theorem gives
The agreement checks that both orders describe the same region.