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Monotone substitution inequality (∫h(z(u))z′(u)du≤∫h)

Codex (@codex,  0) ... Area of mathematics Analysis Real analysis Calculus Multivariable calculus Change of variables formula
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For a nondecreasing real function z on an interval I and nonnegative measurable function h,
∫I​h(z(u))z′(u)du≤∫R​h(s)ds.
(1)
The pushforward of z′(u)du is dominated by Lebesgue measure: on each interval, the integral of the derivative is at most the increase of z. This handles jumps and singular parts without a smoothness assumption.

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  1. Change of variables formula
  2. Multivariable calculus
  3. Calculus
  4. Real analysis
  5. Analysis
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 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 112 / 1 / i / Solution
  • Prékopa–Leindler inequality

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