infinite sum as integral for the counting measure











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Let $u: mathbb{N} to mathbb{R}^+$ be a positive sequence. Then it is true that
$$
int u dmu = sum_{n=1}^infty u(n).
$$

For the measure space $(mathbb{N}, mathcal{P}(mathbb{N}),mu)$, where $mu$ is the counting measure. The proof uses monotone convergence theorem, and goes as follows:



Take the measure space $(mathbb{N},mathcal{P}(mathbb{N}), underbrace{sum_{j=1}^infty delta_j}_{mu})$.
Let $u: mathbb{N} to mathbb{R}^+$ be a positive function ($u geq 0$).



We define
$$
u_n(k) =
begin{cases}
u(k) & k leq n, \
0 & k > n.
end{cases}
$$

For all $n in mathbb{N}$, $u_n$ is a normal function since we have $u_n = sum_{k=1}^n u(k)1_{{k}}$. Thus, the approximation cuts of $u$ after $n$. Moreover, we have
$$
int u_n dmu = I_mu(f) = sum_{k=1}^n u(k) mu({k}) = sum_{k=1}^n u(k).
$$

Since we have $0 leq u_n uparrow u$, then it follows by MCT that
$$
int_{mathbb{N}} u dmu stackrel{MTC}{=} lim_{n to infty} int u_n dmu = sum_{k=1}^infty u(k).
$$



Now can someone tell me under what condition this is true if $u: mathbb{N} to mathbb{R}$ is not necessarily positive?










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  • I think you confuses the definitions. The equality holds by the definition of the integral and has nothing to do with the monotone convergence theorem. Also if $u:mathbb{N}rightarrowmathbb{R}^{+}$ then it is necessarily positive (again by definition).
    – Yanko
    Dec 3 at 18:37












  • Why it holds by definition?
    – Sigurd
    Dec 3 at 18:38










  • Which definition of integration do you use?
    – Yanko
    Dec 3 at 18:40










  • For step functions / simple functions $f = sum_{i=1}^N alpha_i 1_{A_i}$: $I_mu(f) := sum_{i=1}^N alpha_i mu({A_i})$. For positive functions: $int u dmu := sup{I_mu(g): g leq u, g $ simple $} in [0,infty]$. For general functions: $int u dmu = int u^+dmu - int u^- dmu$.
    – Sigurd
    Dec 3 at 18:43












  • Alright so a simple function in this case is a function that is supported only on finitely many points. It is only left to understand why $sup {I_u(g):gleq u, g text{ simple} } = lim_{nrightarrowinfty} I_u(u_n)$ where $u_n$ is $u$ restricted to the first $n$ points (i.e. $u_n(k)=u(k)$ if $kleq n$ and $0$ otherwise). Does it explain?
    – Yanko
    Dec 3 at 18:46

















up vote
1
down vote

favorite












Let $u: mathbb{N} to mathbb{R}^+$ be a positive sequence. Then it is true that
$$
int u dmu = sum_{n=1}^infty u(n).
$$

For the measure space $(mathbb{N}, mathcal{P}(mathbb{N}),mu)$, where $mu$ is the counting measure. The proof uses monotone convergence theorem, and goes as follows:



Take the measure space $(mathbb{N},mathcal{P}(mathbb{N}), underbrace{sum_{j=1}^infty delta_j}_{mu})$.
Let $u: mathbb{N} to mathbb{R}^+$ be a positive function ($u geq 0$).



We define
$$
u_n(k) =
begin{cases}
u(k) & k leq n, \
0 & k > n.
end{cases}
$$

For all $n in mathbb{N}$, $u_n$ is a normal function since we have $u_n = sum_{k=1}^n u(k)1_{{k}}$. Thus, the approximation cuts of $u$ after $n$. Moreover, we have
$$
int u_n dmu = I_mu(f) = sum_{k=1}^n u(k) mu({k}) = sum_{k=1}^n u(k).
$$

Since we have $0 leq u_n uparrow u$, then it follows by MCT that
$$
int_{mathbb{N}} u dmu stackrel{MTC}{=} lim_{n to infty} int u_n dmu = sum_{k=1}^infty u(k).
$$



Now can someone tell me under what condition this is true if $u: mathbb{N} to mathbb{R}$ is not necessarily positive?










share|cite|improve this question
























  • I think you confuses the definitions. The equality holds by the definition of the integral and has nothing to do with the monotone convergence theorem. Also if $u:mathbb{N}rightarrowmathbb{R}^{+}$ then it is necessarily positive (again by definition).
    – Yanko
    Dec 3 at 18:37












  • Why it holds by definition?
    – Sigurd
    Dec 3 at 18:38










  • Which definition of integration do you use?
    – Yanko
    Dec 3 at 18:40










  • For step functions / simple functions $f = sum_{i=1}^N alpha_i 1_{A_i}$: $I_mu(f) := sum_{i=1}^N alpha_i mu({A_i})$. For positive functions: $int u dmu := sup{I_mu(g): g leq u, g $ simple $} in [0,infty]$. For general functions: $int u dmu = int u^+dmu - int u^- dmu$.
    – Sigurd
    Dec 3 at 18:43












  • Alright so a simple function in this case is a function that is supported only on finitely many points. It is only left to understand why $sup {I_u(g):gleq u, g text{ simple} } = lim_{nrightarrowinfty} I_u(u_n)$ where $u_n$ is $u$ restricted to the first $n$ points (i.e. $u_n(k)=u(k)$ if $kleq n$ and $0$ otherwise). Does it explain?
    – Yanko
    Dec 3 at 18:46















up vote
1
down vote

favorite









up vote
1
down vote

favorite











Let $u: mathbb{N} to mathbb{R}^+$ be a positive sequence. Then it is true that
$$
int u dmu = sum_{n=1}^infty u(n).
$$

For the measure space $(mathbb{N}, mathcal{P}(mathbb{N}),mu)$, where $mu$ is the counting measure. The proof uses monotone convergence theorem, and goes as follows:



Take the measure space $(mathbb{N},mathcal{P}(mathbb{N}), underbrace{sum_{j=1}^infty delta_j}_{mu})$.
Let $u: mathbb{N} to mathbb{R}^+$ be a positive function ($u geq 0$).



We define
$$
u_n(k) =
begin{cases}
u(k) & k leq n, \
0 & k > n.
end{cases}
$$

For all $n in mathbb{N}$, $u_n$ is a normal function since we have $u_n = sum_{k=1}^n u(k)1_{{k}}$. Thus, the approximation cuts of $u$ after $n$. Moreover, we have
$$
int u_n dmu = I_mu(f) = sum_{k=1}^n u(k) mu({k}) = sum_{k=1}^n u(k).
$$

Since we have $0 leq u_n uparrow u$, then it follows by MCT that
$$
int_{mathbb{N}} u dmu stackrel{MTC}{=} lim_{n to infty} int u_n dmu = sum_{k=1}^infty u(k).
$$



Now can someone tell me under what condition this is true if $u: mathbb{N} to mathbb{R}$ is not necessarily positive?










share|cite|improve this question















Let $u: mathbb{N} to mathbb{R}^+$ be a positive sequence. Then it is true that
$$
int u dmu = sum_{n=1}^infty u(n).
$$

For the measure space $(mathbb{N}, mathcal{P}(mathbb{N}),mu)$, where $mu$ is the counting measure. The proof uses monotone convergence theorem, and goes as follows:



Take the measure space $(mathbb{N},mathcal{P}(mathbb{N}), underbrace{sum_{j=1}^infty delta_j}_{mu})$.
Let $u: mathbb{N} to mathbb{R}^+$ be a positive function ($u geq 0$).



We define
$$
u_n(k) =
begin{cases}
u(k) & k leq n, \
0 & k > n.
end{cases}
$$

For all $n in mathbb{N}$, $u_n$ is a normal function since we have $u_n = sum_{k=1}^n u(k)1_{{k}}$. Thus, the approximation cuts of $u$ after $n$. Moreover, we have
$$
int u_n dmu = I_mu(f) = sum_{k=1}^n u(k) mu({k}) = sum_{k=1}^n u(k).
$$

Since we have $0 leq u_n uparrow u$, then it follows by MCT that
$$
int_{mathbb{N}} u dmu stackrel{MTC}{=} lim_{n to infty} int u_n dmu = sum_{k=1}^infty u(k).
$$



Now can someone tell me under what condition this is true if $u: mathbb{N} to mathbb{R}$ is not necessarily positive?







integration sequences-and-series measure-theory






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Dec 3 at 18:54

























asked Dec 3 at 18:35









Sigurd

480211




480211












  • I think you confuses the definitions. The equality holds by the definition of the integral and has nothing to do with the monotone convergence theorem. Also if $u:mathbb{N}rightarrowmathbb{R}^{+}$ then it is necessarily positive (again by definition).
    – Yanko
    Dec 3 at 18:37












  • Why it holds by definition?
    – Sigurd
    Dec 3 at 18:38










  • Which definition of integration do you use?
    – Yanko
    Dec 3 at 18:40










  • For step functions / simple functions $f = sum_{i=1}^N alpha_i 1_{A_i}$: $I_mu(f) := sum_{i=1}^N alpha_i mu({A_i})$. For positive functions: $int u dmu := sup{I_mu(g): g leq u, g $ simple $} in [0,infty]$. For general functions: $int u dmu = int u^+dmu - int u^- dmu$.
    – Sigurd
    Dec 3 at 18:43












  • Alright so a simple function in this case is a function that is supported only on finitely many points. It is only left to understand why $sup {I_u(g):gleq u, g text{ simple} } = lim_{nrightarrowinfty} I_u(u_n)$ where $u_n$ is $u$ restricted to the first $n$ points (i.e. $u_n(k)=u(k)$ if $kleq n$ and $0$ otherwise). Does it explain?
    – Yanko
    Dec 3 at 18:46




















  • I think you confuses the definitions. The equality holds by the definition of the integral and has nothing to do with the monotone convergence theorem. Also if $u:mathbb{N}rightarrowmathbb{R}^{+}$ then it is necessarily positive (again by definition).
    – Yanko
    Dec 3 at 18:37












  • Why it holds by definition?
    – Sigurd
    Dec 3 at 18:38










  • Which definition of integration do you use?
    – Yanko
    Dec 3 at 18:40










  • For step functions / simple functions $f = sum_{i=1}^N alpha_i 1_{A_i}$: $I_mu(f) := sum_{i=1}^N alpha_i mu({A_i})$. For positive functions: $int u dmu := sup{I_mu(g): g leq u, g $ simple $} in [0,infty]$. For general functions: $int u dmu = int u^+dmu - int u^- dmu$.
    – Sigurd
    Dec 3 at 18:43












  • Alright so a simple function in this case is a function that is supported only on finitely many points. It is only left to understand why $sup {I_u(g):gleq u, g text{ simple} } = lim_{nrightarrowinfty} I_u(u_n)$ where $u_n$ is $u$ restricted to the first $n$ points (i.e. $u_n(k)=u(k)$ if $kleq n$ and $0$ otherwise). Does it explain?
    – Yanko
    Dec 3 at 18:46


















I think you confuses the definitions. The equality holds by the definition of the integral and has nothing to do with the monotone convergence theorem. Also if $u:mathbb{N}rightarrowmathbb{R}^{+}$ then it is necessarily positive (again by definition).
– Yanko
Dec 3 at 18:37






I think you confuses the definitions. The equality holds by the definition of the integral and has nothing to do with the monotone convergence theorem. Also if $u:mathbb{N}rightarrowmathbb{R}^{+}$ then it is necessarily positive (again by definition).
– Yanko
Dec 3 at 18:37














Why it holds by definition?
– Sigurd
Dec 3 at 18:38




Why it holds by definition?
– Sigurd
Dec 3 at 18:38












Which definition of integration do you use?
– Yanko
Dec 3 at 18:40




Which definition of integration do you use?
– Yanko
Dec 3 at 18:40












For step functions / simple functions $f = sum_{i=1}^N alpha_i 1_{A_i}$: $I_mu(f) := sum_{i=1}^N alpha_i mu({A_i})$. For positive functions: $int u dmu := sup{I_mu(g): g leq u, g $ simple $} in [0,infty]$. For general functions: $int u dmu = int u^+dmu - int u^- dmu$.
– Sigurd
Dec 3 at 18:43






For step functions / simple functions $f = sum_{i=1}^N alpha_i 1_{A_i}$: $I_mu(f) := sum_{i=1}^N alpha_i mu({A_i})$. For positive functions: $int u dmu := sup{I_mu(g): g leq u, g $ simple $} in [0,infty]$. For general functions: $int u dmu = int u^+dmu - int u^- dmu$.
– Sigurd
Dec 3 at 18:43














Alright so a simple function in this case is a function that is supported only on finitely many points. It is only left to understand why $sup {I_u(g):gleq u, g text{ simple} } = lim_{nrightarrowinfty} I_u(u_n)$ where $u_n$ is $u$ restricted to the first $n$ points (i.e. $u_n(k)=u(k)$ if $kleq n$ and $0$ otherwise). Does it explain?
– Yanko
Dec 3 at 18:46






Alright so a simple function in this case is a function that is supported only on finitely many points. It is only left to understand why $sup {I_u(g):gleq u, g text{ simple} } = lim_{nrightarrowinfty} I_u(u_n)$ where $u_n$ is $u$ restricted to the first $n$ points (i.e. $u_n(k)=u(k)$ if $kleq n$ and $0$ otherwise). Does it explain?
– Yanko
Dec 3 at 18:46












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I prove




If $u(n)$ is a sequence such that $sum_n |u(n)| <infty$ then $int u dmu = sum_n u(n)$




By the definition of integral we have $int u dmu = int u^+ dmu - int u^- dmu$



By what you just showed for $u^+,u^-$ we have $u^pm = sum_n u^pm (n)$



Since the sum is uniformly convergence it is the same to sum from $1,2,...$ or to sum first the $n$ for which $u(n)>0$ and only then the $n$ for which $u(n)<0$.






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    up vote
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    down vote



    accepted










    I prove




    If $u(n)$ is a sequence such that $sum_n |u(n)| <infty$ then $int u dmu = sum_n u(n)$




    By the definition of integral we have $int u dmu = int u^+ dmu - int u^- dmu$



    By what you just showed for $u^+,u^-$ we have $u^pm = sum_n u^pm (n)$



    Since the sum is uniformly convergence it is the same to sum from $1,2,...$ or to sum first the $n$ for which $u(n)>0$ and only then the $n$ for which $u(n)<0$.






    share|cite|improve this answer

























      up vote
      1
      down vote



      accepted










      I prove




      If $u(n)$ is a sequence such that $sum_n |u(n)| <infty$ then $int u dmu = sum_n u(n)$




      By the definition of integral we have $int u dmu = int u^+ dmu - int u^- dmu$



      By what you just showed for $u^+,u^-$ we have $u^pm = sum_n u^pm (n)$



      Since the sum is uniformly convergence it is the same to sum from $1,2,...$ or to sum first the $n$ for which $u(n)>0$ and only then the $n$ for which $u(n)<0$.






      share|cite|improve this answer























        up vote
        1
        down vote



        accepted







        up vote
        1
        down vote



        accepted






        I prove




        If $u(n)$ is a sequence such that $sum_n |u(n)| <infty$ then $int u dmu = sum_n u(n)$




        By the definition of integral we have $int u dmu = int u^+ dmu - int u^- dmu$



        By what you just showed for $u^+,u^-$ we have $u^pm = sum_n u^pm (n)$



        Since the sum is uniformly convergence it is the same to sum from $1,2,...$ or to sum first the $n$ for which $u(n)>0$ and only then the $n$ for which $u(n)<0$.






        share|cite|improve this answer












        I prove




        If $u(n)$ is a sequence such that $sum_n |u(n)| <infty$ then $int u dmu = sum_n u(n)$




        By the definition of integral we have $int u dmu = int u^+ dmu - int u^- dmu$



        By what you just showed for $u^+,u^-$ we have $u^pm = sum_n u^pm (n)$



        Since the sum is uniformly convergence it is the same to sum from $1,2,...$ or to sum first the $n$ for which $u(n)>0$ and only then the $n$ for which $u(n)<0$.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Dec 3 at 19:10









        Yanko

        5,315722




        5,315722






























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