Let f : X → R be a continuous function on a compact metric space...
landdenaw
Answered
2022-06-28
Let be a continuous function on a compact metric space . Assume that a Borel probability measure is absolutely continuous with respect to Lebesgue measure Leb. Is it true that if for Leb a.e. x, then ? I think it should be true as . Attempt: Assume that . Then μ a.e. x. That means . That implies which is not true.
Answer & Explanation
klemmepk
Expert
2022-06-29Added 16 answers
The compactness, metrizability and other conditions are unnecessary. All that is needed is that f is measurable and , where I use for Lebesgue measure.
And immediately we have that, as X is not -null:
I'm afraid we do not quite have:
Since a function that is both positive and negative can simply cancel, e.g.
Famously evaluates to , but of course is negative on a set of infinite measure. Otherwise, what you said is fine.