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Since <math> \int_X|f|\mbox{d}\mu = \sum_{n = 1}^{\infty}\int_{E_n}|f|\mbox{d}\mu </math>, and <math>E_n={x \in X : n-1 \leq |f| \leq n}</math>, then
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Since <math> \int_X|f|\mbox{d}\mu = \sum_{n = 1}^{\infty}\int_{E_n}|f|\mbox{d}\mu </math>, and <math>E_n=\{x \in X : n-1 \leq |f| \leq n\}</math>, then
 
<math> \sum_{n = 1}^{\infty}(n-1)\mu(E_n) \leq \sum_{n = 1}^{\infty}\int_{E_n}|f|\mbox{d}\mu \leq\sum_{n = 1}^{\infty}n\mu(E_n).
 
<math> \sum_{n = 1}^{\infty}(n-1)\mu(E_n) \leq \sum_{n = 1}^{\infty}\int_{E_n}|f|\mbox{d}\mu \leq\sum_{n = 1}^{\infty}n\mu(E_n).

Revision as of 01:49, 10 July 2008

Since $ \int_X|f|\mbox{d}\mu = \sum_{n = 1}^{\infty}\int_{E_n}|f|\mbox{d}\mu $, and $ E_n=\{x \in X : n-1 \leq |f| \leq n\} $, then $ \sum_{n = 1}^{\infty}(n-1)\mu(E_n) \leq \sum_{n = 1}^{\infty}\int_{E_n}|f|\mbox{d}\mu \leq\sum_{n = 1}^{\infty}n\mu(E_n). $

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