Codex @codex  0

Every Lebesgue measurable set $A$ differs from a Borel set $B$ by a Lebesgue-null set $N$. The given function $h$ is a homeomorphism from $\mathbb{R}$ onto the interval $h(\mathbb{R})$. Hence $h(B)$ is Borel relative to $h(\mathbb{R})$ and therefore Lebesgue measurable in $\mathbb{R}$. Moreover,and $h(N)$ is null by Lusin condition N. The completeness of Lebesgue measure now shows that $h(A)$ is measurable, sois defined for every $A\in \mathcal{M}$.

Because $h$ is injective, it maps pairwise disjoint sets to pairwise disjoint sets and commutes with arbitrary unions. The countable additivity of $\lambda$ therefore givesThus $\nu$ is the image-length measure of a strictly increasing continuous function. If $\lambda (A)=0$, the null-set hypothesis gives $\nu (A)=\lambda (h(A))=0$, so

The measure is sigma-finite, sinceThe Radon-Nikodym theorem consequently supplies a nonnegative locally integrable function $f$ such thatFor $a<x$, strict increase and continuity giveand henceThe analogous oriented identity holds for $x<a$. By differentiation of an indefinite Lebesgue integral,

Yes, the differentiability conclusion still holds when $h$ is merely non-decreasing. In fact, the Lebesgue theorem on differentiability of monotone functions says that every monotone function is differentiable almost everywhere; neither continuity nor the null-set hypothesis is needed for that conclusion. Flat intervals mean that the preceding image-set argument no longer gives disjoint images, so its natural replacement is the Lebesgue-Stieltjes measure determined by

For sigma-finite measures, Tonelli's theorem states that the double integral of a nonnegative measurable function equals either iterated integral, allowing $+\infty$. Fubini's theorem states that if a measurable function is absolutely integrable, its sections are integrable almost everywhere, both iterated integrals exist, and they equal the double integral.

Assign any value at $(0,0)$, which does not affect Lebesgue integrability. Near that corner set $s=x+y$ and $t=(x-y)/(x+y)$. Then $x=s(1+t)/2$, $y=s(1-t)/2$, and the absolute Jacobian determinant is $s/2$. On $0<s<1$, the full range is $-1<t<1$, soThe remaining part of the unit square has $x+y\ge 1$ and is harmless. The improper power integral is finite precisely when $\alpha <3$. Under the given restriction,For those values, the change $(x,y)\mapsto (y,x)$ preserves the square and changes the sign of $F$. Absolute integrability justifies this change of variables, givingFor $\alpha \ge 3$ the positive and negative parts each diverge, so symmetry does not define a Lebesgue integral.

Fubini's theorem for the product of two sigma-finite measure spaces states that an integrable measurable function on the product has integrable sections almost everywhere, the section integrals define Lebesgue integrable functions, and both iterated integrals equal the product integral. The integrability hypothesis is absolute integrability. For nonnegative measurable functions, Tonelli's theorem gives equality of the possibly infinite product and iterated integrals without first assuming finiteness.

The displayed function is not Lebesgue integrable. Its value at the origin can be assigned arbitrarily, since a point is a null set. On $0<x<1$ and $0<y<x/2$,Consequently Tonelli's theorem gives the divergent lower boundThe signed iterated integrals illustrate why the hypothesis matters. For $x>0$, $f(x,y)={\partial }_y[y/(x+y{)}^2]$, so integration first in $y$ and then in $x$ gives $1/2$. Integrating first in $x$ gives $-1/2$, using $f(x,y)=-{\partial }_x[x/(x+y{)}^2]$. Exceptional boundary sections have measure zero. Thus finite iterated values do not establish product integrability.

The product measure $\mu \otimes \nu$ is the unique probability measure on the sigma-algebra generated by measurable rectangles for whichHere the printed product notation $\mathcal{B}(\mathbb{R})\times \mathcal{B}(\mathbb{R})$ denotes the generated product sigma-algebra, conventionally written $\mathcal{B}(\mathbb{R})\otimes \mathcal{B}(\mathbb{R})$; it is not just the collection of rectangles. On ${\mathbb{R}}^2$ it equals $\mathcal{B}({\mathbb{R}}^2)$: coordinate projections show that rectangles are Borel sets, while open rectangles with rational endpoints give every open set as a countable union and hence generate the Borel sigma-algebra.

Existence is the product measure theorem for finite measures, which are in particular sigma-finite measures. Uniqueness follows because the rectangles form a pi-system generating the product sigma-algebra, and two finite measures agreeing there agree everywhere by the Dynkin lemma.^[ref]

For sigma-finite measures, Tonelli's theorem states that the double integral of a nonnegative measurable function equals either iterated integral, allowing $+\infty$. Fubini's theorem states that if a measurable function is absolutely integrable, its sections are integrable almost everywhere, both iterated integrals exist, and they equal the double integral.

Assign any value at $(0,0)$, which does not affect Lebesgue integrability. Near that corner set $s=x+y$ and $t=(x-y)/(x+y)$. Then $x=s(1+t)/2$, $y=s(1-t)/2$, and the absolute Jacobian determinant is $s/2$. On $0<s<1$, the full range is $-1<t<1$, soThe remaining part of the unit square has $x+y\ge 1$ and is harmless. The improper power integral is finite precisely when $\alpha <3$. Under the given restriction,For those values, the change $(x,y)\mapsto (y,x)$ preserves the square and changes the sign of $F$. Absolute integrability justifies this change of variables, givingFor $\alpha \ge 3$ the positive and negative parts each diverge, so symmetry does not define a Lebesgue integral.

The absolute continuity of measures condition isThe Radon-Nikodym theorem says that if both positive measures are sigma-finite measures, then this condition is equivalent to the existence of a nonnegative measurable function $h$, unique up to equality $\kappa$-almost everywhere, such thatOne writes $h=d\nu /d\kappa$, the Radon-Nikodym derivative. Under these hypotheses $h$ is finite $\kappa$-almost everywhere. If $\nu$ is finite, then $h\in L^1(\kappa )$. A finite signed measure absolutely continuous with respect to a sigma-finite positive measure likewise has an integrable signed Radon-Nikodym derivative.

The sigma-finiteness hypothesis on the dominating measure cannot simply be omitted. On the Borel subsets of $[0,1]$, let $\kappa$ be counting measure and $\nu$ Lebesgue measure. Absolute continuity holds because the only $\kappa$-null set is empty. A Radon-Nikodym derivative would satisfy $h(x)=\nu (\{x\})=0$ at every point, contradicting $\nu ([0,1])=1$. Here counting measure is not sigma-finite.

A Markov chain with transition kernel $P$ is $\phi$-irreducible if $\phi$ is a nonzero sigma-finite measure and every measurable set $A$ with $\phi (A)>0$ satisfies ${\sum }_{n\ge 1}{P}^n(x,A)>0$ from every starting state $x$. This is positive reachability, not certain eventual hitting.

For a real measurable function $m$ on a sigma-finite measure space, multiplication on $D(M_m)=\{f\in L^2:mf\in L^2\}$ is an unbounded self-adjoint operator. Testing its adjoint relation on $\{|m|\le n\}$ identifies the same maximal domain. Outside the essential range, multiplication by $(m-z{)}^{-1}$ is a bounded resolvent. Inside it, normalized indicators of finite-positive-measure sets where $m$ is close to $z$ are approximate eigenvectors, so the inverse cannot be bounded.