Proof of $int_{mathbb{R}^d} f(x) dx = prod_{i = 1}^{d} int_{mathbb{R}} phi_i(x_i) dx_i$, where $f :=...











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Let $phi_1, ldots phi_d: mathbb{R} to mathbb{R}$ be continuos and have compact support.
Show that for
$$
f := bigotimes_{i = 1}^{d} phi_i: mathbb{R}^d to mathbb{R},
(x_1, ldots, x_d) mapsto prod_{i = 1}^{d} phi_i(x_i)
$$

we have
$$
int_{mathbb{R}^d} f(x) dx = prod_{i = 1}^{d} int_{mathbb{R}} phi_i(x_i) dx_i
$$




Proof
Since $f$ is continuous and has a compact support as well, we get
begin{align*}
int_{mathbb{R}^d} f(x) dx
& = int_{text{supp}(f)} prod_{i = 1}^{d} phi_i(x_i) dx
overset{(ast)}{=} int_{text{supp}(phi_d)} left( ldots left( int_{text{supp}(phi_1)} prod_{i = 1}^{d} phi_i(x_i) dx_1 right) ldots right) d x_d \
& overset{(star)}{=} left( int_{text{supp}(phi_1)} phi_1(x_1) dx_1 right) left( int_{text{supp}(phi_d)} left( ldots left( int_{text{supp}(phi_1)} prod_{i = 2}^{d} phi_i(x_i) dx_2 right) ldots right) d x_d right) \
& = ldots
= prod_{i = 1}^{d} int_{mathbb{R}} phi_i(x_i) dx_i
end{align*}



My Question
I don't understand the steps $(ast)$ and especially $(star)$ . Can we just ''pull out'' a one-dimensional integral since it's just a constant?



The proof is from Otto Forster: Analyis 3 (in German) on page 3.
This was a homework assignment and the corrector gave full marks to this answer but suggested using induction instead of the $ldots$-step.
Could someone please show that induction in light of the question above?



Please bear in mind that this is from the very beginning of real analysis III and we have not learned measure theory yet.










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    Let $phi_1, ldots phi_d: mathbb{R} to mathbb{R}$ be continuos and have compact support.
    Show that for
    $$
    f := bigotimes_{i = 1}^{d} phi_i: mathbb{R}^d to mathbb{R},
    (x_1, ldots, x_d) mapsto prod_{i = 1}^{d} phi_i(x_i)
    $$

    we have
    $$
    int_{mathbb{R}^d} f(x) dx = prod_{i = 1}^{d} int_{mathbb{R}} phi_i(x_i) dx_i
    $$




    Proof
    Since $f$ is continuous and has a compact support as well, we get
    begin{align*}
    int_{mathbb{R}^d} f(x) dx
    & = int_{text{supp}(f)} prod_{i = 1}^{d} phi_i(x_i) dx
    overset{(ast)}{=} int_{text{supp}(phi_d)} left( ldots left( int_{text{supp}(phi_1)} prod_{i = 1}^{d} phi_i(x_i) dx_1 right) ldots right) d x_d \
    & overset{(star)}{=} left( int_{text{supp}(phi_1)} phi_1(x_1) dx_1 right) left( int_{text{supp}(phi_d)} left( ldots left( int_{text{supp}(phi_1)} prod_{i = 2}^{d} phi_i(x_i) dx_2 right) ldots right) d x_d right) \
    & = ldots
    = prod_{i = 1}^{d} int_{mathbb{R}} phi_i(x_i) dx_i
    end{align*}



    My Question
    I don't understand the steps $(ast)$ and especially $(star)$ . Can we just ''pull out'' a one-dimensional integral since it's just a constant?



    The proof is from Otto Forster: Analyis 3 (in German) on page 3.
    This was a homework assignment and the corrector gave full marks to this answer but suggested using induction instead of the $ldots$-step.
    Could someone please show that induction in light of the question above?



    Please bear in mind that this is from the very beginning of real analysis III and we have not learned measure theory yet.










    share|cite|improve this question
























      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite












      Let $phi_1, ldots phi_d: mathbb{R} to mathbb{R}$ be continuos and have compact support.
      Show that for
      $$
      f := bigotimes_{i = 1}^{d} phi_i: mathbb{R}^d to mathbb{R},
      (x_1, ldots, x_d) mapsto prod_{i = 1}^{d} phi_i(x_i)
      $$

      we have
      $$
      int_{mathbb{R}^d} f(x) dx = prod_{i = 1}^{d} int_{mathbb{R}} phi_i(x_i) dx_i
      $$




      Proof
      Since $f$ is continuous and has a compact support as well, we get
      begin{align*}
      int_{mathbb{R}^d} f(x) dx
      & = int_{text{supp}(f)} prod_{i = 1}^{d} phi_i(x_i) dx
      overset{(ast)}{=} int_{text{supp}(phi_d)} left( ldots left( int_{text{supp}(phi_1)} prod_{i = 1}^{d} phi_i(x_i) dx_1 right) ldots right) d x_d \
      & overset{(star)}{=} left( int_{text{supp}(phi_1)} phi_1(x_1) dx_1 right) left( int_{text{supp}(phi_d)} left( ldots left( int_{text{supp}(phi_1)} prod_{i = 2}^{d} phi_i(x_i) dx_2 right) ldots right) d x_d right) \
      & = ldots
      = prod_{i = 1}^{d} int_{mathbb{R}} phi_i(x_i) dx_i
      end{align*}



      My Question
      I don't understand the steps $(ast)$ and especially $(star)$ . Can we just ''pull out'' a one-dimensional integral since it's just a constant?



      The proof is from Otto Forster: Analyis 3 (in German) on page 3.
      This was a homework assignment and the corrector gave full marks to this answer but suggested using induction instead of the $ldots$-step.
      Could someone please show that induction in light of the question above?



      Please bear in mind that this is from the very beginning of real analysis III and we have not learned measure theory yet.










      share|cite|improve this question














      Let $phi_1, ldots phi_d: mathbb{R} to mathbb{R}$ be continuos and have compact support.
      Show that for
      $$
      f := bigotimes_{i = 1}^{d} phi_i: mathbb{R}^d to mathbb{R},
      (x_1, ldots, x_d) mapsto prod_{i = 1}^{d} phi_i(x_i)
      $$

      we have
      $$
      int_{mathbb{R}^d} f(x) dx = prod_{i = 1}^{d} int_{mathbb{R}} phi_i(x_i) dx_i
      $$




      Proof
      Since $f$ is continuous and has a compact support as well, we get
      begin{align*}
      int_{mathbb{R}^d} f(x) dx
      & = int_{text{supp}(f)} prod_{i = 1}^{d} phi_i(x_i) dx
      overset{(ast)}{=} int_{text{supp}(phi_d)} left( ldots left( int_{text{supp}(phi_1)} prod_{i = 1}^{d} phi_i(x_i) dx_1 right) ldots right) d x_d \
      & overset{(star)}{=} left( int_{text{supp}(phi_1)} phi_1(x_1) dx_1 right) left( int_{text{supp}(phi_d)} left( ldots left( int_{text{supp}(phi_1)} prod_{i = 2}^{d} phi_i(x_i) dx_2 right) ldots right) d x_d right) \
      & = ldots
      = prod_{i = 1}^{d} int_{mathbb{R}} phi_i(x_i) dx_i
      end{align*}



      My Question
      I don't understand the steps $(ast)$ and especially $(star)$ . Can we just ''pull out'' a one-dimensional integral since it's just a constant?



      The proof is from Otto Forster: Analyis 3 (in German) on page 3.
      This was a homework assignment and the corrector gave full marks to this answer but suggested using induction instead of the $ldots$-step.
      Could someone please show that induction in light of the question above?



      Please bear in mind that this is from the very beginning of real analysis III and we have not learned measure theory yet.







      real-analysis integration functional-analysis measure-theory






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      asked Nov 17 at 21:50









      Viktor Glombik

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          Yes, you can pull out $intphi_1(x_1), dx_1$ because it is a constant. To use induction simply note that when you pull out $intphi_1(x_1), dx_1$ you are left with a similar integral with $n-1$ variables instead of $n$. By induction hypothesis this integral w.r.t $n-1$ variables can be written as a product of $n-1$ integrals.






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          • ok what about step $(ast)$?
            – Viktor Glombik
            Nov 18 at 9:15













          Your Answer





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          Yes, you can pull out $intphi_1(x_1), dx_1$ because it is a constant. To use induction simply note that when you pull out $intphi_1(x_1), dx_1$ you are left with a similar integral with $n-1$ variables instead of $n$. By induction hypothesis this integral w.r.t $n-1$ variables can be written as a product of $n-1$ integrals.






          share|cite|improve this answer





















          • ok what about step $(ast)$?
            – Viktor Glombik
            Nov 18 at 9:15

















          up vote
          1
          down vote













          Yes, you can pull out $intphi_1(x_1), dx_1$ because it is a constant. To use induction simply note that when you pull out $intphi_1(x_1), dx_1$ you are left with a similar integral with $n-1$ variables instead of $n$. By induction hypothesis this integral w.r.t $n-1$ variables can be written as a product of $n-1$ integrals.






          share|cite|improve this answer





















          • ok what about step $(ast)$?
            – Viktor Glombik
            Nov 18 at 9:15















          up vote
          1
          down vote










          up vote
          1
          down vote









          Yes, you can pull out $intphi_1(x_1), dx_1$ because it is a constant. To use induction simply note that when you pull out $intphi_1(x_1), dx_1$ you are left with a similar integral with $n-1$ variables instead of $n$. By induction hypothesis this integral w.r.t $n-1$ variables can be written as a product of $n-1$ integrals.






          share|cite|improve this answer












          Yes, you can pull out $intphi_1(x_1), dx_1$ because it is a constant. To use induction simply note that when you pull out $intphi_1(x_1), dx_1$ you are left with a similar integral with $n-1$ variables instead of $n$. By induction hypothesis this integral w.r.t $n-1$ variables can be written as a product of $n-1$ integrals.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Nov 17 at 23:37









          Kavi Rama Murthy

          44.8k31852




          44.8k31852












          • ok what about step $(ast)$?
            – Viktor Glombik
            Nov 18 at 9:15




















          • ok what about step $(ast)$?
            – Viktor Glombik
            Nov 18 at 9:15


















          ok what about step $(ast)$?
          – Viktor Glombik
          Nov 18 at 9:15






          ok what about step $(ast)$?
          – Viktor Glombik
          Nov 18 at 9:15




















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