- I was wondering for a real-valued function with two real variables, if there are some theorems/conclusions that can be used to decide the exchangeability of the order of
taking limit wrt one variable and taking integral (Riemann integral,
or even more generally Lebesgue integral ) wrt another variable,
like limy→a∫Af(x,y)dx=∫Alimy→af(x,y)dx ? - If y approaches a as a countable sequence {yn,n∈N}, is the order exchangeable when f(x,yn),n∈N is uniformly convergent in some subset for x and y?
How shall one tell if the limit and integral can be exchanged in the following examples? If not, how would you compute the values of the integrals:
- limy→3∫21xydx
- limy→∞∫21e−xyxdx
- limy→3∫21xydx
Thanks and regards!
Answer
The most useful results are the Lebesgue dominated convergence and monotone convergence theorems.
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