Lebesgue Integral Overview

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  • Опубликовано: 23 дек 2024

Комментарии • 149

  • @HuntBobo
    @HuntBobo 2 месяца назад +3

    The best explanation of Lebesgue integration and measure theory I’ve heard, better than a month of class.

    • @drpeyam
      @drpeyam  2 месяца назад

      Thank you 😊

  • @Hepad_
    @Hepad_ 6 лет назад +68

    FINALLY SOMEONE WHO PRONOUNCES IT RIGHT
    The French "es" before a consonant is an old version of "ê", like "crêpe" was "crespe"
    Like for the English "hospital, hospitalization", we have "hôpital, hospitalisation" :)
    So "Lebesgue" comes from "le besgue" (the old way of writing "the stutterer") which became "le bêgue" !
    Bonne vidéo !

    • @drpeyam
      @drpeyam  6 лет назад +28

      Wow, I knew that Lebesgue came from Le bêgue, but I didn’t know that bêgue had a meaning!
      My favorite is fenêtre vs. défenestrer, it really shows that es becomes ê

    • @Hepad_
      @Hepad_ 6 лет назад +15

      "Easter" works like that too :
      "Pâques", and the adjective meaning "paschal" is... "pascal".

    • @drpeyam
      @drpeyam  6 лет назад +14

      Whoa, mind-blown!!!!!!! 😱😱😱

    • @giladreti
      @giladreti 6 лет назад +7

      Well, in Hebrew it's לבג (pronounced lebeg) so no place for mistakes here :P

    • @unknown360ful
      @unknown360ful 6 лет назад +4

      It appears to me as tho it happens all the time in maths in general, eg - L'Hospital's Rule...

  • @Princesse-Chaos
    @Princesse-Chaos 5 лет назад +16

    paused on 2:21 and I must say: Dr Peyam, you give off so much positive energy that I'm instantly so encouraged to understand the topic well and I think that many lecturers should learn how to engage their students like you do.

  • @jeromesnail
    @jeromesnail 6 лет назад +99

    Black Peyam Red Peyam!

  • @won-ti8wi
    @won-ti8wi 2 года назад +2

    so nice, you just saved one student struggling with real analysis
    thanks..

  • @wtt274
    @wtt274 Год назад +1

    What a great video in which Sir has given more than clear explanations . The best video on the subject I have ever watched !

  • @pedrohenriquesilvadossanto7153
    @pedrohenriquesilvadossanto7153 5 лет назад +7

    Sou do Brasil, e encontrei os seus videos somente hoje. Embora tenho certa dificuldade em entender o idioma, gostei muito das suas aulas e da forma como explica. Parabéns Professor!!

  • @madhavpr
    @madhavpr 4 года назад +5

    Mind = blown !! I just finished solving a lot of problems in my introductory real analysis text. Can't wait to get into measure theory.

  • @vector8310
    @vector8310 Год назад

    This comment is directed at ALL OTHER RUclipsRS who have posted videos on measure theory and the Lesbesgue integral:
    Dr. Peyam has just shown you above how to teach this concept. Every other youtube math teacher starts by rehashing how the Riemann integral works--usually showing off their prowess by integrating a complicated function--and then they go down a list, axiomatically, of Lesbesgue concepts, usually descending into the depths of PROVING THEM ONE BY ONE, thereby losing the attention of the viewer.
    Then they close by verbally stating that the Lesbesgue integral simplifies and generalizes integration, but providing no graphic demonstration.
    That's the abstract nonsense that normally passes for a pedagogical video on the Lesbesgue measure.
    Thank you Dr. Peyam, for your pedagogy and your enthusiasm.

    • @drpeyam
      @drpeyam  Год назад

      Thank you ❤️

  • @earthperson79153
    @earthperson79153 4 года назад +3

    11-12-2020. This is masterful and excellent! Great work.

  • @justwest
    @justwest 6 лет назад +26

    Very nice, writing my calc 3 exam tomorrow about measure theory and lebesgue integration. If you go deeper, you'll discover very powerful theorems like Fubini's or Transformation. I really advice everybody to study that field, it's awesome!

  • @elhoplita69
    @elhoplita69 Год назад +1

    I have watched several of your videos, I think you come across incredibly well and clear!

    • @drpeyam
      @drpeyam  Год назад

      Thanks so much!!

  • @digitig
    @digitig 4 года назад +19

    The first rule of non-measurable functions is you don't talk about non-measurable functions.

    • @drpeyam
      @drpeyam  4 года назад +3

      So true 😂😂😂

  • @secretcache2453
    @secretcache2453 6 лет назад +138

    lol that dude is always smiling lmfao

  • @Lance.2451
    @Lance.2451 6 лет назад +1

    Fematika is how you spell the channel, it's a good one for very high level pure math concepts

  • @sarkersunzidmahmud2875
    @sarkersunzidmahmud2875 Год назад +1

    the visualization of dominated convergence theorem was top knotch.

  • @aartichowbey9051
    @aartichowbey9051 4 года назад +1

    Looking forward to see more and more videos of lebesgue measure.

  • @davidwright8432
    @davidwright8432 6 лет назад +8

    Thanks once again, Dr Peyam! A couple of requests: Could you please list videos referred to (links would be nice!), and also give some indication of sequence / dependency of yr videos. I know this may change as you insert stuff between topics covered, but I'm sure yo cna come up with a system that will help us all! As usual, very clear. Sahzoom til we meet again!

  • @vasuhardeo1418
    @vasuhardeo1418 5 лет назад +3

    Thanks for this vid , its the first time i even heard of the Lebesgue integral, gud stuff.

  • @cycklist
    @cycklist 6 лет назад +15

    I'd love a video on measures of sets.

    • @drpeyam
      @drpeyam  6 лет назад +8

      Fematika has a great series about that, check it out!

  • @yellowjackets8011
    @yellowjackets8011 3 года назад +2

    This guy is helping me get through quarantine

  • @JLConawayII
    @JLConawayII 6 лет назад +6

    Looking forward to some examples.

    • @drpeyam
      @drpeyam  6 лет назад +3

      Coming on Monday!

  • @lightningblade9347
    @lightningblade9347 5 лет назад +2

    Thank you Dr Preyam for your magnificent video lecture, If you don't mind I have a silly question: In 4:27 you wrote that the measure of A is the integral over R of f(x), why did we integrate over R (the whole real line) instead of integrating on the open set A (i.e. (2,5) as you showed in your example)? Does R here mean the whole real line or a subset of R in which A is "defined." Thank you in advance and have a wonderful day.

    • @drpeyam
      @drpeyam  5 лет назад +1

      The whole real line

    • @lightningblade9347
      @lightningblade9347 5 лет назад

      @@drpeyam Thank you very much for the quick answer.

  • @vanessakitty8867
    @vanessakitty8867 6 лет назад +6

    Thank you. I still enjoy the chalk and talk as well. Please do not leave it orphaned in the world.

  • @chessislife3429
    @chessislife3429 6 лет назад +3

    Great explanation, love your passion for math!

  • @thejuliomario1
    @thejuliomario1 6 лет назад +7

    Always good maths made by a even better mathematician

  • @AndDiracisHisProphet
    @AndDiracisHisProphet 6 лет назад +13

    Something where the Lebesgue integral is easier than the Riemann integral? I will stay tuned.

  • @SonVu-rw9hh
    @SonVu-rw9hh Месяц назад

    wait. If we define the integral to be the outer measure of the set "graph" of the function the MCT and DCT will implies immediately???

  • @louighi91
    @louighi91 5 лет назад +1

    You are the best teacher I have seen and I love you

  • @sadkacadmy2412
    @sadkacadmy2412 6 лет назад +1

    what a great touterial. i was wondered if you could make others on the measures

  • @gregoriousmaths266
    @gregoriousmaths266 4 года назад

    Came here from fematika. Feel like I should've done it the other way around haha
    but seriously you both have epic channels

  • @dyer308
    @dyer308 6 лет назад +8

    Never clicked a video so fast in my life xD

  • @karstenmeinders4844
    @karstenmeinders4844 6 лет назад +29

    Looking forward to seeing a function where the Lebesque integral is easier than the Riemann integral.BTW: the whiteboard is much easier readily (as many others have stated already)

    • @ahoj7720
      @ahoj7720 6 лет назад +9

      First, some functions are Lebesgue integrable but not Riemann integrable, such as the indicator function of the rationals of an interval. Then, any Riemann integrable function is also Lebesgue integrable and both integrals are equal. This allows the use of the dominated convergence theorem when all functions are Riemann integrable, which is much easier and more general than any convergence theorem for the Riemann integral: no need to worry about uniform convergence for exemple.

    • @baldusi
      @baldusi 4 года назад +4

      Just look at Chebyshev’s Inequality proof with Riemann vs Lebesgue. Lebesgue is great for proofs and such. But it's rarely computable (or at least easily and generally so).

  • @theproofessayist8441
    @theproofessayist8441 Год назад

    @13:38 - was that a DBZ Over 9000 reference?

  • @tenebroussapiens2800
    @tenebroussapiens2800 Год назад

    What is the name of the channel referenced at 0:38?

  • @bazejtez6642
    @bazejtez6642 3 года назад +1

    that was reallly useful, thank you very much

  • @active285
    @active285 12 дней назад

    Nice video! 26:00 It should be emphasized that here you heavily use the assumption that f ≥ 0; (DOM) assumes that the function g is integrable and |f(x)| ≤ g(x) for a.a. x ;).

  • @jfvt05
    @jfvt05 4 года назад

    So I just realized (retrospectively), that this function consists of line segments of the devils staircase where each of those line segments is bisected by y=x. If you look at any segment alone, and y=x, you get two symmetric triangles formed by the segment line and y=x (and vertically by the boundary of the segment). One of those triangles is below the line (and thus part of the area, but above y=x), and one is above the line (thus not in the integral, but of the same size as its counterpart, allowing you to make a trapezoid by "flipping" the left triangle (above y=x) to the right side (below y=x), preserving area). If you did this to every segment from the staircase, you would end up with all those trapezoids standing side-by-side to make a triangle of area 1/2. Of course, this would not involve lebesgue interals though. Nonetheless, this example is appreciated since it clearly explains how to use lebesgue integrals.

  • @manwork6545
    @manwork6545 3 года назад

    Very powerful theorem indeed! Nice video...

  • @ethancheung1676
    @ethancheung1676 6 лет назад +7

    Wow this white board and the writings is crystal clear

  • @TheMauror22
    @TheMauror22 6 лет назад +2

    Wow, this is the most mind blowing video I've seen of yours

  • @physnoct
    @physnoct 4 года назад +1

    The baby way to do an integral :)

  • @haggaisimon7748
    @haggaisimon7748 3 года назад

    In the dominant convergence theorem should it be pointwise convergence almost everywhere?

  • @piyalikarmakar5099
    @piyalikarmakar5099 3 года назад

    let f(x)=sinx /x when x>0 and 0 when x=0.....is it riemann or lebesgue integrable? WHYYY? please reply me i cannot solve this.

  • @andrejgrebenc3235
    @andrejgrebenc3235 2 года назад

    Case for most general function is missing. Show how to Lesbegue a sin function. Is this not more complicated then Riemann integral?

  • @kray97
    @kray97 6 лет назад +6

    He reminds me of my functional analysis professor....

  • @BorisNVM
    @BorisNVM 5 лет назад

    The convergence of f in the step 2 is puntual?

  • @ravitheja012345
    @ravitheja012345 5 лет назад

    Sir @16:17, can I approximate the function using Taylor series?

  • @sisayketema3415
    @sisayketema3415 4 года назад +3

    thank you Dr . I was happy with your lecture on the topic keep it up.

  • @duckymomo7935
    @duckymomo7935 6 лет назад +7

    Fematika shout out!

  • @JJ_TheGreat
    @JJ_TheGreat 6 лет назад

    4:32 So what does it mean to be able to "count" something which is infinite?

    • @bobosmp5313
      @bobosmp5313 5 лет назад

      A set is countable if there is a way to match the natural numbers with the set's objects ('1-1' match) You can have infinite countable sets (Q) or non countable ones (R)

  • @zeeshanmza
    @zeeshanmza 5 лет назад

    Hello sir , I am unable to get the lebuguese integrable function on [0,1]. Which one of the below is correct sir .
    -->X.ln(X)/(1+x²)
    -->sin(pi.x)/ln(X)
    -->ln(X)(ln(1-x))
    -->ln(X)/root(1-x²)

  • @Aviationlover-belugaxl
    @Aviationlover-belugaxl 5 лет назад

    Could you please do a video on the Henstock-Kurzweil integral? I find it confusing.

    • @drpeyam
      @drpeyam  5 лет назад

      I don’t know what that is

    • @Aviationlover-belugaxl
      @Aviationlover-belugaxl 5 лет назад

      @@drpeyam Its a generalization of the Rieman integral; there's a Wikipedia article about it.

  • @loganreina2290
    @loganreina2290 6 лет назад

    Does the lebesque integral only output scalars? Is there an indefinite lebesque integral? I'm still very new to Lebesque. My honors Calc professor was a set theorist and just mentioned lebesque one time whilst defining Darboux's integral.

    • @drpeyam
      @drpeyam  6 лет назад +2

      There’s no indefinite Lebesgue integral that I know of, but I think in the same way that I did here, you can make Lebesgue integrals spit out anything that’s in a Banach space (which could be real numbers, complex numbers, even functions), but in general the classical Lebesgue integral of a function spits out only a number.

    • @loganreina2290
      @loganreina2290 6 лет назад

      Dr. Peyam's Show Good to know! Thanks, Dr. Peyam, and bravo on making another enlightening, inspiring video! I look forward to the next.

  • @karol2100
    @karol2100 Год назад

    Thank you for teaching with smile like this :))

  • @mathzone4893
    @mathzone4893 3 года назад

    Sir please halp me 🙏🙏
    Q let f:[0 1] →R be given by f(x)=0 if x is rational and if x is irrational then f(x)=9^n
    n is a number of zeroes immadiatlay after the decimal point in the decimal representation of x then the lebesgue integral
    0 to 1
    ∫f(x) dx

  • @viktyusk
    @viktyusk 5 лет назад

    What if f+ and f- are infinite? Does the integral of f exist in this case?

    • @drpeyam
      @drpeyam  5 лет назад +1

      No, it would be undefined

  • @juliachang7220
    @juliachang7220 Год назад +1

    THANK YOU

  • @geometrydashmega238
    @geometrydashmega238 5 лет назад

    I was taught that the function with 0 on Q and 1 on I or viceversa is not integrable because the discontinuities set is the whole domain, which doesn't have measure zero. By Lebesgue theorem of integration, the function can't be integrated

    • @drpeyam
      @drpeyam  5 лет назад +1

      No, it’s not Riemann integrable, but it is Lebesgue integrable!

    • @geometrydashmega238
      @geometrydashmega238 5 лет назад +2

      @@drpeyam That was totally my fault. I misunderstood my 'Lebesgue theorem' which is actually referring to Riemann integrals, not Lebesgue integrals, which I haven't even been taught about in class. Thanks for help.

  • @michaelempeigne3519
    @michaelempeigne3519 6 лет назад

    Can you prove Fubini's Theorem ?

  • @anubismva
    @anubismva 6 лет назад +1

    Oh sweet, this is the classical example.

  • @CornishMiner
    @CornishMiner 6 лет назад

    Excellent overview.

  • @suayhossien
    @suayhossien 5 лет назад

    Why do you say WLOG the Ai are pairwise disjoint? I don’t see the need for a WLOG there, other than than great video bro! I also have some math videos , mostly basic number theory

  • @AnonymousAnonymous-vi6ic
    @AnonymousAnonymous-vi6ic 3 года назад +1

    Fun fact: all Riemann integrable functions are always Lebesgue integrable, but this is not the same the other way around.

  • @area51xi
    @area51xi 3 года назад

    I'm not even a mathematician and my mind is getting blown.

  • @davide467
    @davide467 6 лет назад +1

    holy cow man this is what i was looking for.
    Instasubscribed

  • @frankz3653
    @frankz3653 6 лет назад +1

    Very very clear!Thanks a lot!

  • @IAAPCO11
    @IAAPCO11 6 лет назад

    Totally MVP! Thanks Dr!

  • @SmithnWesson
    @SmithnWesson Год назад

    Brilliant. Thank you.

  • @rizkyagungshahputra215
    @rizkyagungshahputra215 6 лет назад

    how about int[0,1/pi] |sin(1/x)| dx? does it lebesgue integrable? and does it converge? i mean intuitively the area is less than the area of a rectangular does it mean that it is converge?

    • @drpeyam
      @drpeyam  6 лет назад

      That’s an interesting question! I might be wrong, but sin(x)/x from 1 to infinity is not Lebesgue integrable (but improper Riemann integrable), so I’m guessing no?

    • @rizkyagungshahputra215
      @rizkyagungshahputra215 6 лет назад

      @@drpeyam when x goes to 0⁺, does the |sin(1/x)| relate to cauchy sequence? because this reminds me of cauchy sequence, you said that when people grouping around doesnt mean that there is something

  • @yuvalpaz3752
    @yuvalpaz3752 6 лет назад +1

    how can you write script Q that good?
    only 3 more video on measure?! wow, this is kind of amazing considering how complicated it can get... with σ-algebra and such... actually, it would be great if you can make videos about measure!
    p.s., this is the first time i see the function of 1_A written with '1', i always so it with the letter 'chi'(youtube does not support the script of this letter).
    p.s.(s). if you decide that infinity measure=not integrable then saying "

    • @drpeyam
      @drpeyam  6 лет назад +2

      Hahaha, it comes from 15 years of experience of writing Q’s! And fematika has a great series on measures, you should check it out! And I’ve seen both notations used :) Not sure I understand your last question, though!

    • @yuvalpaz3752
      @yuvalpaz3752 6 лет назад

      Dr. Peyam's Show I'll watch his series, I like to see how other teach(because I'm horrible at it, I'm trying to study how to do it).
      You can ignore the last part, it is a matter of how one define infinity, not something that cause harm

    • @jackturner5518
      @jackturner5518 6 лет назад

      Yuval Paz in measure theory we normally use the extended real line, so that '< (infinty)' does make sense

  • @EL-eo8dh
    @EL-eo8dh 6 лет назад +1

    Very clear explanation,thanks

  • @ker0666
    @ker0666 6 лет назад +2

    Great course ! Thank you I realy enjoyed

  • @cerio3237
    @cerio3237 3 года назад

    I love you, this video is great :DD

  • @omielgato
    @omielgato 6 лет назад +2

    Thsi board is readable -.. good for you

  • @yuvalpaz3752
    @yuvalpaz3752 6 лет назад

    and I dont know if you said in the video so: part where you talked about countably additive function, it is related to "vitali hahn saks theorem"

  • @juauke
    @juauke 6 лет назад +1

    Love your videos, discovered you not so long ago but it's awesome and now even better with the White board...
    PS : lefties will rule the world :p (love from a French left-handed boy :D)

  • @sarojsi890
    @sarojsi890 5 лет назад

    Amazing and mind blowing sir

  • @szymonaugustynowicz630
    @szymonaugustynowicz630 4 года назад

    Great teaching technique

  • @raionenascimento5176
    @raionenascimento5176 3 года назад

    Por favor add+ legendas em português.

  • @zaidrehman21
    @zaidrehman21 6 лет назад +1

    Shakespeare said, 'to be or not to be' 😀

  • @warrickdawes7900
    @warrickdawes7900 6 лет назад

    @13.30 - it's over 9000!

  • @saitaro
    @saitaro 6 лет назад +1

    Peyam for life.

  • @codahighland
    @codahighland 6 лет назад +1

    Riemann can't integrate it? No problem. Dr. Peyam has the problem...
    😎
    In Lebesgue.

  • @stydras3380
    @stydras3380 6 лет назад

    Awesome :3 excuse me... I have to watch some examples c:

  • @astro6248
    @astro6248 Год назад +1

    Bro are you kaka doing math

  • @lopkobor6916
    @lopkobor6916 4 года назад

    Virgin Riemann Integral vs. Chad Lebesgue Integral

  • @curiosityzero2151
    @curiosityzero2151 6 лет назад

    Great!!

  • @srjlmullick
    @srjlmullick Год назад

    😆😆😆😄😄😄😄😀😀whaaast is thaaa difference bethween Rhemaasn inthhegral n Leeeeesbegue ? Khaan u doiooh thaaat? Eiha uum akhble to unthherstand whaaasts yooour khooooncept ishhhhh😃😃😄😀😀

  • @MichaelMiller-rg6or
    @MichaelMiller-rg6or 6 лет назад

    And now my head hurts :(

  • @duckymomo7935
    @duckymomo7935 6 лет назад

    ∫ f = lim ∫ fn
    Is that lebesgue convergence theorem?

    • @drpeyam
      @drpeyam  6 лет назад +5

      Well, it depends :P If fn are simple, then it’s just the definition. But in general it depends on the assumptions; If fn is increasing with respect to n then it’s the monotone convergence theorem; if the fn are dominated by g then it’s the Lebesgue dominated convergence theorem

  • @suayhossien
    @suayhossien 5 лет назад

    Payam? Baba hamshahri !!

  • @MyMathYourMath
    @MyMathYourMath 3 года назад

    could you perhaps try making your videos a bit shorter? baba jan kheyli toolanieh

  • @farshidshateri2833
    @farshidshateri2833 4 года назад

    rajesh kooterpali

  • @edwinaugustine5093
    @edwinaugustine5093 6 лет назад

    TUCK PROPERLY BRO

  • @alphaprimal1669
    @alphaprimal1669 4 года назад

    One does not speak of non measurable functions. LOL

    • @drpeyam
      @drpeyam  4 года назад +1

      Hahahaha

    • @alphaprimal1669
      @alphaprimal1669 4 года назад

      @@drpeyam Thank you very much for the explanation

  • @Davidamp
    @Davidamp 6 лет назад

    11:49 da wae

  • @romanemul1
    @romanemul1 6 лет назад +1

    at the end i feel nervous not educated.