Use of Tonelli's Theorem to calculate $int_{[0,infty[} (int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (x))...
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Define $f: [0,infty[times [0,infty[ to bar{mathbb R}$, $f(x,y):= xe^{-x^{2}(1+y^{2})}$ it is clear that $f(x,y)geq 0$ $lambda-$a.e. Therefore, Tonelli's theorem holds. This means:
$int_{[0,infty[} (int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (x)) dlambda (y)=int_{[0,infty[} (int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)) dlambda (x)$
Looking exclusively at $int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)$, the only thing that comes to mind is "Riemann Integration", namely:
$int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)=lim_{nto infty}int_{[0,n]}xe^{-x^{2}(1+y^{2})}dy=lim_{nto infty}frac{1}{-xtimes2y}e^{-x^2(1+y^2)}vert_{0}^{n}$
Which gets me stuck as I have a $y$ in the denominator, however, I see no other way of doing it. Any other ideas?
real-analysis integration measure-theory multivariable-calculus
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add a comment |
$begingroup$
Define $f: [0,infty[times [0,infty[ to bar{mathbb R}$, $f(x,y):= xe^{-x^{2}(1+y^{2})}$ it is clear that $f(x,y)geq 0$ $lambda-$a.e. Therefore, Tonelli's theorem holds. This means:
$int_{[0,infty[} (int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (x)) dlambda (y)=int_{[0,infty[} (int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)) dlambda (x)$
Looking exclusively at $int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)$, the only thing that comes to mind is "Riemann Integration", namely:
$int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)=lim_{nto infty}int_{[0,n]}xe^{-x^{2}(1+y^{2})}dy=lim_{nto infty}frac{1}{-xtimes2y}e^{-x^2(1+y^2)}vert_{0}^{n}$
Which gets me stuck as I have a $y$ in the denominator, however, I see no other way of doing it. Any other ideas?
real-analysis integration measure-theory multivariable-calculus
$endgroup$
$begingroup$
If you integrate over $y$ first, then it gives $frac{1}{2x}I$ where $I = int_{-infty}^infty e^{-t^2}dt$ is the Gaussian integral.
$endgroup$
– Song
Dec 17 '18 at 20:51
$begingroup$
Why $int^{infty}_{-infty}e^{-t^{2}}dt$ and not $int^{infty}_{0}e^{-t^{2}}dt$?
$endgroup$
– SABOY
Dec 17 '18 at 21:03
$begingroup$
The factor $1/2$ is in front. Typically Gaussian integral refers to the former.
$endgroup$
– Song
Dec 17 '18 at 21:07
add a comment |
$begingroup$
Define $f: [0,infty[times [0,infty[ to bar{mathbb R}$, $f(x,y):= xe^{-x^{2}(1+y^{2})}$ it is clear that $f(x,y)geq 0$ $lambda-$a.e. Therefore, Tonelli's theorem holds. This means:
$int_{[0,infty[} (int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (x)) dlambda (y)=int_{[0,infty[} (int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)) dlambda (x)$
Looking exclusively at $int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)$, the only thing that comes to mind is "Riemann Integration", namely:
$int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)=lim_{nto infty}int_{[0,n]}xe^{-x^{2}(1+y^{2})}dy=lim_{nto infty}frac{1}{-xtimes2y}e^{-x^2(1+y^2)}vert_{0}^{n}$
Which gets me stuck as I have a $y$ in the denominator, however, I see no other way of doing it. Any other ideas?
real-analysis integration measure-theory multivariable-calculus
$endgroup$
Define $f: [0,infty[times [0,infty[ to bar{mathbb R}$, $f(x,y):= xe^{-x^{2}(1+y^{2})}$ it is clear that $f(x,y)geq 0$ $lambda-$a.e. Therefore, Tonelli's theorem holds. This means:
$int_{[0,infty[} (int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (x)) dlambda (y)=int_{[0,infty[} (int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)) dlambda (x)$
Looking exclusively at $int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)$, the only thing that comes to mind is "Riemann Integration", namely:
$int_{[0,infty[}xe^{-x^{2}(1+y^{2})}dlambda (y)=lim_{nto infty}int_{[0,n]}xe^{-x^{2}(1+y^{2})}dy=lim_{nto infty}frac{1}{-xtimes2y}e^{-x^2(1+y^2)}vert_{0}^{n}$
Which gets me stuck as I have a $y$ in the denominator, however, I see no other way of doing it. Any other ideas?
real-analysis integration measure-theory multivariable-calculus
real-analysis integration measure-theory multivariable-calculus
edited Dec 17 '18 at 20:38
SABOY
asked Dec 17 '18 at 20:21
SABOYSABOY
656311
656311
$begingroup$
If you integrate over $y$ first, then it gives $frac{1}{2x}I$ where $I = int_{-infty}^infty e^{-t^2}dt$ is the Gaussian integral.
$endgroup$
– Song
Dec 17 '18 at 20:51
$begingroup$
Why $int^{infty}_{-infty}e^{-t^{2}}dt$ and not $int^{infty}_{0}e^{-t^{2}}dt$?
$endgroup$
– SABOY
Dec 17 '18 at 21:03
$begingroup$
The factor $1/2$ is in front. Typically Gaussian integral refers to the former.
$endgroup$
– Song
Dec 17 '18 at 21:07
add a comment |
$begingroup$
If you integrate over $y$ first, then it gives $frac{1}{2x}I$ where $I = int_{-infty}^infty e^{-t^2}dt$ is the Gaussian integral.
$endgroup$
– Song
Dec 17 '18 at 20:51
$begingroup$
Why $int^{infty}_{-infty}e^{-t^{2}}dt$ and not $int^{infty}_{0}e^{-t^{2}}dt$?
$endgroup$
– SABOY
Dec 17 '18 at 21:03
$begingroup$
The factor $1/2$ is in front. Typically Gaussian integral refers to the former.
$endgroup$
– Song
Dec 17 '18 at 21:07
$begingroup$
If you integrate over $y$ first, then it gives $frac{1}{2x}I$ where $I = int_{-infty}^infty e^{-t^2}dt$ is the Gaussian integral.
$endgroup$
– Song
Dec 17 '18 at 20:51
$begingroup$
If you integrate over $y$ first, then it gives $frac{1}{2x}I$ where $I = int_{-infty}^infty e^{-t^2}dt$ is the Gaussian integral.
$endgroup$
– Song
Dec 17 '18 at 20:51
$begingroup$
Why $int^{infty}_{-infty}e^{-t^{2}}dt$ and not $int^{infty}_{0}e^{-t^{2}}dt$?
$endgroup$
– SABOY
Dec 17 '18 at 21:03
$begingroup$
Why $int^{infty}_{-infty}e^{-t^{2}}dt$ and not $int^{infty}_{0}e^{-t^{2}}dt$?
$endgroup$
– SABOY
Dec 17 '18 at 21:03
$begingroup$
The factor $1/2$ is in front. Typically Gaussian integral refers to the former.
$endgroup$
– Song
Dec 17 '18 at 21:07
$begingroup$
The factor $1/2$ is in front. Typically Gaussian integral refers to the former.
$endgroup$
– Song
Dec 17 '18 at 21:07
add a comment |
1 Answer
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Since the Lebesgue integral agrees with the Riemann integral if we have absolutely Riemann-integrable functions we can first integrate with respect to $x$ to get:
$$int_{0}^{infty}xe^{-x^2(1+y^2)}dlambda(x) = frac{-1}{2}frac{e^{-x^2(1+y^2)}}{1+y^2}Bigvert_{0}^{infty} = frac{1}{2}frac{1}{1+y^2}.$$
Now integrate
$$frac{1}{2}int_{0}^{infty}frac{1}{1+y^2}dlambda(y)$$
NOTE: A primitive for $xe^{-x^2(1+y^2)}$ with respect to $y$ is not given by $frac{1}{-x^2cdot 2y}e^{-xy^2}$! Rather
$$frac{1}{x}frac{d}{dy}frac{1}{2y}e^{-x^2y^2} = frac{1}{x}cdotfrac{-2yx^2e^{-x^2y^2}(2y)-2e^{-x^2y^2}}{4y^2}=-xe^{-x^2y^2}-frac{e^{-x^2y^2}}{2xy^2}$$
$endgroup$
$begingroup$
How can this help me find $int_{[0,infty[}e^{-t^{2}}d lambda (t)$ ?
$endgroup$
– SABOY
Dec 17 '18 at 20:43
$begingroup$
Is that what you are trying to do?
$endgroup$
– Olof Rubin
Dec 17 '18 at 20:44
$begingroup$
Yes, that is why I needed to use Tonelli, to switch integrals, and integrate with respect to $y$
$endgroup$
– SABOY
Dec 17 '18 at 21:06
add a comment |
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$begingroup$
Since the Lebesgue integral agrees with the Riemann integral if we have absolutely Riemann-integrable functions we can first integrate with respect to $x$ to get:
$$int_{0}^{infty}xe^{-x^2(1+y^2)}dlambda(x) = frac{-1}{2}frac{e^{-x^2(1+y^2)}}{1+y^2}Bigvert_{0}^{infty} = frac{1}{2}frac{1}{1+y^2}.$$
Now integrate
$$frac{1}{2}int_{0}^{infty}frac{1}{1+y^2}dlambda(y)$$
NOTE: A primitive for $xe^{-x^2(1+y^2)}$ with respect to $y$ is not given by $frac{1}{-x^2cdot 2y}e^{-xy^2}$! Rather
$$frac{1}{x}frac{d}{dy}frac{1}{2y}e^{-x^2y^2} = frac{1}{x}cdotfrac{-2yx^2e^{-x^2y^2}(2y)-2e^{-x^2y^2}}{4y^2}=-xe^{-x^2y^2}-frac{e^{-x^2y^2}}{2xy^2}$$
$endgroup$
$begingroup$
How can this help me find $int_{[0,infty[}e^{-t^{2}}d lambda (t)$ ?
$endgroup$
– SABOY
Dec 17 '18 at 20:43
$begingroup$
Is that what you are trying to do?
$endgroup$
– Olof Rubin
Dec 17 '18 at 20:44
$begingroup$
Yes, that is why I needed to use Tonelli, to switch integrals, and integrate with respect to $y$
$endgroup$
– SABOY
Dec 17 '18 at 21:06
add a comment |
$begingroup$
Since the Lebesgue integral agrees with the Riemann integral if we have absolutely Riemann-integrable functions we can first integrate with respect to $x$ to get:
$$int_{0}^{infty}xe^{-x^2(1+y^2)}dlambda(x) = frac{-1}{2}frac{e^{-x^2(1+y^2)}}{1+y^2}Bigvert_{0}^{infty} = frac{1}{2}frac{1}{1+y^2}.$$
Now integrate
$$frac{1}{2}int_{0}^{infty}frac{1}{1+y^2}dlambda(y)$$
NOTE: A primitive for $xe^{-x^2(1+y^2)}$ with respect to $y$ is not given by $frac{1}{-x^2cdot 2y}e^{-xy^2}$! Rather
$$frac{1}{x}frac{d}{dy}frac{1}{2y}e^{-x^2y^2} = frac{1}{x}cdotfrac{-2yx^2e^{-x^2y^2}(2y)-2e^{-x^2y^2}}{4y^2}=-xe^{-x^2y^2}-frac{e^{-x^2y^2}}{2xy^2}$$
$endgroup$
$begingroup$
How can this help me find $int_{[0,infty[}e^{-t^{2}}d lambda (t)$ ?
$endgroup$
– SABOY
Dec 17 '18 at 20:43
$begingroup$
Is that what you are trying to do?
$endgroup$
– Olof Rubin
Dec 17 '18 at 20:44
$begingroup$
Yes, that is why I needed to use Tonelli, to switch integrals, and integrate with respect to $y$
$endgroup$
– SABOY
Dec 17 '18 at 21:06
add a comment |
$begingroup$
Since the Lebesgue integral agrees with the Riemann integral if we have absolutely Riemann-integrable functions we can first integrate with respect to $x$ to get:
$$int_{0}^{infty}xe^{-x^2(1+y^2)}dlambda(x) = frac{-1}{2}frac{e^{-x^2(1+y^2)}}{1+y^2}Bigvert_{0}^{infty} = frac{1}{2}frac{1}{1+y^2}.$$
Now integrate
$$frac{1}{2}int_{0}^{infty}frac{1}{1+y^2}dlambda(y)$$
NOTE: A primitive for $xe^{-x^2(1+y^2)}$ with respect to $y$ is not given by $frac{1}{-x^2cdot 2y}e^{-xy^2}$! Rather
$$frac{1}{x}frac{d}{dy}frac{1}{2y}e^{-x^2y^2} = frac{1}{x}cdotfrac{-2yx^2e^{-x^2y^2}(2y)-2e^{-x^2y^2}}{4y^2}=-xe^{-x^2y^2}-frac{e^{-x^2y^2}}{2xy^2}$$
$endgroup$
Since the Lebesgue integral agrees with the Riemann integral if we have absolutely Riemann-integrable functions we can first integrate with respect to $x$ to get:
$$int_{0}^{infty}xe^{-x^2(1+y^2)}dlambda(x) = frac{-1}{2}frac{e^{-x^2(1+y^2)}}{1+y^2}Bigvert_{0}^{infty} = frac{1}{2}frac{1}{1+y^2}.$$
Now integrate
$$frac{1}{2}int_{0}^{infty}frac{1}{1+y^2}dlambda(y)$$
NOTE: A primitive for $xe^{-x^2(1+y^2)}$ with respect to $y$ is not given by $frac{1}{-x^2cdot 2y}e^{-xy^2}$! Rather
$$frac{1}{x}frac{d}{dy}frac{1}{2y}e^{-x^2y^2} = frac{1}{x}cdotfrac{-2yx^2e^{-x^2y^2}(2y)-2e^{-x^2y^2}}{4y^2}=-xe^{-x^2y^2}-frac{e^{-x^2y^2}}{2xy^2}$$
edited Dec 17 '18 at 20:45
answered Dec 17 '18 at 20:29
Olof RubinOlof Rubin
877317
877317
$begingroup$
How can this help me find $int_{[0,infty[}e^{-t^{2}}d lambda (t)$ ?
$endgroup$
– SABOY
Dec 17 '18 at 20:43
$begingroup$
Is that what you are trying to do?
$endgroup$
– Olof Rubin
Dec 17 '18 at 20:44
$begingroup$
Yes, that is why I needed to use Tonelli, to switch integrals, and integrate with respect to $y$
$endgroup$
– SABOY
Dec 17 '18 at 21:06
add a comment |
$begingroup$
How can this help me find $int_{[0,infty[}e^{-t^{2}}d lambda (t)$ ?
$endgroup$
– SABOY
Dec 17 '18 at 20:43
$begingroup$
Is that what you are trying to do?
$endgroup$
– Olof Rubin
Dec 17 '18 at 20:44
$begingroup$
Yes, that is why I needed to use Tonelli, to switch integrals, and integrate with respect to $y$
$endgroup$
– SABOY
Dec 17 '18 at 21:06
$begingroup$
How can this help me find $int_{[0,infty[}e^{-t^{2}}d lambda (t)$ ?
$endgroup$
– SABOY
Dec 17 '18 at 20:43
$begingroup$
How can this help me find $int_{[0,infty[}e^{-t^{2}}d lambda (t)$ ?
$endgroup$
– SABOY
Dec 17 '18 at 20:43
$begingroup$
Is that what you are trying to do?
$endgroup$
– Olof Rubin
Dec 17 '18 at 20:44
$begingroup$
Is that what you are trying to do?
$endgroup$
– Olof Rubin
Dec 17 '18 at 20:44
$begingroup$
Yes, that is why I needed to use Tonelli, to switch integrals, and integrate with respect to $y$
$endgroup$
– SABOY
Dec 17 '18 at 21:06
$begingroup$
Yes, that is why I needed to use Tonelli, to switch integrals, and integrate with respect to $y$
$endgroup$
– SABOY
Dec 17 '18 at 21:06
add a comment |
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$begingroup$
If you integrate over $y$ first, then it gives $frac{1}{2x}I$ where $I = int_{-infty}^infty e^{-t^2}dt$ is the Gaussian integral.
$endgroup$
– Song
Dec 17 '18 at 20:51
$begingroup$
Why $int^{infty}_{-infty}e^{-t^{2}}dt$ and not $int^{infty}_{0}e^{-t^{2}}dt$?
$endgroup$
– SABOY
Dec 17 '18 at 21:03
$begingroup$
The factor $1/2$ is in front. Typically Gaussian integral refers to the former.
$endgroup$
– Song
Dec 17 '18 at 21:07