Is $int_{-infty}^{+infty}f(x)dx$ convergent (as Riemann integrable), where $f$ is...
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Let $f:mathbb{R}tomathbb{R}$ be a Riemann integrable probability density function on every closed interval of $mathbb{R}$. As I explained in my previous question (Does there exist any probability density function $f:mathbb{R}tomathbb{R}$ which is not Riemann integrable?) , Now I have 2 questions as follows:
Question(1) Is $int_{-infty}^{+infty}f(x)dx=int_{-infty}^{0}f(x)dx+int_{0}^{+infty}f(x)dx$ convergent?
Question(2) Is $lim_{xto +infty}f(x)=0$ true?
probability integration probability-theory probability-distributions
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add a comment |
$begingroup$
Let $f:mathbb{R}tomathbb{R}$ be a Riemann integrable probability density function on every closed interval of $mathbb{R}$. As I explained in my previous question (Does there exist any probability density function $f:mathbb{R}tomathbb{R}$ which is not Riemann integrable?) , Now I have 2 questions as follows:
Question(1) Is $int_{-infty}^{+infty}f(x)dx=int_{-infty}^{0}f(x)dx+int_{0}^{+infty}f(x)dx$ convergent?
Question(2) Is $lim_{xto +infty}f(x)=0$ true?
probability integration probability-theory probability-distributions
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1
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See math.stackexchange.com/questions/829927/…
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– M.H.Hooshmand
Dec 20 '18 at 9:32
add a comment |
$begingroup$
Let $f:mathbb{R}tomathbb{R}$ be a Riemann integrable probability density function on every closed interval of $mathbb{R}$. As I explained in my previous question (Does there exist any probability density function $f:mathbb{R}tomathbb{R}$ which is not Riemann integrable?) , Now I have 2 questions as follows:
Question(1) Is $int_{-infty}^{+infty}f(x)dx=int_{-infty}^{0}f(x)dx+int_{0}^{+infty}f(x)dx$ convergent?
Question(2) Is $lim_{xto +infty}f(x)=0$ true?
probability integration probability-theory probability-distributions
$endgroup$
Let $f:mathbb{R}tomathbb{R}$ be a Riemann integrable probability density function on every closed interval of $mathbb{R}$. As I explained in my previous question (Does there exist any probability density function $f:mathbb{R}tomathbb{R}$ which is not Riemann integrable?) , Now I have 2 questions as follows:
Question(1) Is $int_{-infty}^{+infty}f(x)dx=int_{-infty}^{0}f(x)dx+int_{0}^{+infty}f(x)dx$ convergent?
Question(2) Is $lim_{xto +infty}f(x)=0$ true?
probability integration probability-theory probability-distributions
probability integration probability-theory probability-distributions
asked Dec 20 '18 at 8:39
soodehMehboodisoodehMehboodi
62138
62138
1
$begingroup$
See math.stackexchange.com/questions/829927/…
$endgroup$
– M.H.Hooshmand
Dec 20 '18 at 9:32
add a comment |
1
$begingroup$
See math.stackexchange.com/questions/829927/…
$endgroup$
– M.H.Hooshmand
Dec 20 '18 at 9:32
1
1
$begingroup$
See math.stackexchange.com/questions/829927/…
$endgroup$
– M.H.Hooshmand
Dec 20 '18 at 9:32
$begingroup$
See math.stackexchange.com/questions/829927/…
$endgroup$
– M.H.Hooshmand
Dec 20 '18 at 9:32
add a comment |
1 Answer
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For question 1) the answer is YES and it follows from the fact that the Riemann integral of a Riemann integrable fucntion coincides with the Lebesgue integral.
For question 2) the answer is NO: let $f(x)=csum nI_{(n,n+frac 1 {n^{3}})}$ where $c$ is chosen such that $f$ integrates to $1$.
$endgroup$
$begingroup$
1 and 2 you mean that Question(1) and Question(2) or the both are related Q2?
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– soodehMehboodi
Dec 20 '18 at 9:07
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@soodehMehboodi I hope the answer is clear now.
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– Kavi Rama Murthy
Dec 20 '18 at 9:10
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@ Kavi Rama Murthy, thanks a lot.
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– soodehMehboodi
Dec 20 '18 at 9:38
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@ Kavi Rama Murthy, would you tell me, which conditions make question 2) be true?
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– soodehMehboodi
Dec 20 '18 at 9:51
1
$begingroup$
@soodehMehboodi If a density function is uniformly continuous on $mathbb R$ we can show that $f(x) to 0$ as $x to infty$.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:55
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show 13 more comments
Your Answer
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1 Answer
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active
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1 Answer
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active
oldest
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active
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active
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votes
$begingroup$
For question 1) the answer is YES and it follows from the fact that the Riemann integral of a Riemann integrable fucntion coincides with the Lebesgue integral.
For question 2) the answer is NO: let $f(x)=csum nI_{(n,n+frac 1 {n^{3}})}$ where $c$ is chosen such that $f$ integrates to $1$.
$endgroup$
$begingroup$
1 and 2 you mean that Question(1) and Question(2) or the both are related Q2?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:07
$begingroup$
@soodehMehboodi I hope the answer is clear now.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:10
$begingroup$
@ Kavi Rama Murthy, thanks a lot.
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:38
$begingroup$
@ Kavi Rama Murthy, would you tell me, which conditions make question 2) be true?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:51
1
$begingroup$
@soodehMehboodi If a density function is uniformly continuous on $mathbb R$ we can show that $f(x) to 0$ as $x to infty$.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:55
|
show 13 more comments
$begingroup$
For question 1) the answer is YES and it follows from the fact that the Riemann integral of a Riemann integrable fucntion coincides with the Lebesgue integral.
For question 2) the answer is NO: let $f(x)=csum nI_{(n,n+frac 1 {n^{3}})}$ where $c$ is chosen such that $f$ integrates to $1$.
$endgroup$
$begingroup$
1 and 2 you mean that Question(1) and Question(2) or the both are related Q2?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:07
$begingroup$
@soodehMehboodi I hope the answer is clear now.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:10
$begingroup$
@ Kavi Rama Murthy, thanks a lot.
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:38
$begingroup$
@ Kavi Rama Murthy, would you tell me, which conditions make question 2) be true?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:51
1
$begingroup$
@soodehMehboodi If a density function is uniformly continuous on $mathbb R$ we can show that $f(x) to 0$ as $x to infty$.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:55
|
show 13 more comments
$begingroup$
For question 1) the answer is YES and it follows from the fact that the Riemann integral of a Riemann integrable fucntion coincides with the Lebesgue integral.
For question 2) the answer is NO: let $f(x)=csum nI_{(n,n+frac 1 {n^{3}})}$ where $c$ is chosen such that $f$ integrates to $1$.
$endgroup$
For question 1) the answer is YES and it follows from the fact that the Riemann integral of a Riemann integrable fucntion coincides with the Lebesgue integral.
For question 2) the answer is NO: let $f(x)=csum nI_{(n,n+frac 1 {n^{3}})}$ where $c$ is chosen such that $f$ integrates to $1$.
edited Dec 20 '18 at 9:09
answered Dec 20 '18 at 8:46
Kavi Rama MurthyKavi Rama Murthy
62.9k42362
62.9k42362
$begingroup$
1 and 2 you mean that Question(1) and Question(2) or the both are related Q2?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:07
$begingroup$
@soodehMehboodi I hope the answer is clear now.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:10
$begingroup$
@ Kavi Rama Murthy, thanks a lot.
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:38
$begingroup$
@ Kavi Rama Murthy, would you tell me, which conditions make question 2) be true?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:51
1
$begingroup$
@soodehMehboodi If a density function is uniformly continuous on $mathbb R$ we can show that $f(x) to 0$ as $x to infty$.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:55
|
show 13 more comments
$begingroup$
1 and 2 you mean that Question(1) and Question(2) or the both are related Q2?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:07
$begingroup$
@soodehMehboodi I hope the answer is clear now.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:10
$begingroup$
@ Kavi Rama Murthy, thanks a lot.
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:38
$begingroup$
@ Kavi Rama Murthy, would you tell me, which conditions make question 2) be true?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:51
1
$begingroup$
@soodehMehboodi If a density function is uniformly continuous on $mathbb R$ we can show that $f(x) to 0$ as $x to infty$.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:55
$begingroup$
1 and 2 you mean that Question(1) and Question(2) or the both are related Q2?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:07
$begingroup$
1 and 2 you mean that Question(1) and Question(2) or the both are related Q2?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:07
$begingroup$
@soodehMehboodi I hope the answer is clear now.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:10
$begingroup$
@soodehMehboodi I hope the answer is clear now.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:10
$begingroup$
@ Kavi Rama Murthy, thanks a lot.
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:38
$begingroup$
@ Kavi Rama Murthy, thanks a lot.
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:38
$begingroup$
@ Kavi Rama Murthy, would you tell me, which conditions make question 2) be true?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:51
$begingroup$
@ Kavi Rama Murthy, would you tell me, which conditions make question 2) be true?
$endgroup$
– soodehMehboodi
Dec 20 '18 at 9:51
1
1
$begingroup$
@soodehMehboodi If a density function is uniformly continuous on $mathbb R$ we can show that $f(x) to 0$ as $x to infty$.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:55
$begingroup$
@soodehMehboodi If a density function is uniformly continuous on $mathbb R$ we can show that $f(x) to 0$ as $x to infty$.
$endgroup$
– Kavi Rama Murthy
Dec 20 '18 at 9:55
|
show 13 more comments
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See math.stackexchange.com/questions/829927/…
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– M.H.Hooshmand
Dec 20 '18 at 9:32