Evaluating a Lebesgue integral over $mathbb{R}^2$












0














I am trying to evaluate the Lebesgue integral $int_Omega expleft(-sqrt{x^2 + y^2}right) ,dx,dy$, where $Omega = mathbb{R}^2$.



Initially I tried re-writing the integral as $int_Omega exp{|x|} ,dx$ and using the definition of the Lebesgue measure of a ball, I obtained $pi t^2$.



However, this isn't really helpful. How can I write this integral so that I get a "real" answer (i.e. not in terms of $t$)?










share|cite|improve this question




















  • 1




    In polar coordinates, this is $int_0^{2pi} int_0^{infty} r e^{-r} , dr , dtheta$, which is easily computable. I'm sure this is a duplicate.
    – T. Bongers
    Nov 19 '18 at 2:29












  • I am well aware that the first fold in the integral is $Gamma(2) = 1$. The difficulty for me here was using Lebesgue integration to determine the first fold in the integral.
    – Taliant
    Nov 19 '18 at 2:45












  • The function is nice enough to use Riemann integration, using the comment of T Bongers.
    – herb steinberg
    Nov 19 '18 at 2:48










  • In my case I have to use Lebesgue integration.
    – Taliant
    Nov 19 '18 at 2:48










  • You know that if the Riemann integral over an interval $[a,b]$ exists then the Lebesgue integral also exists and is the same value as the Riemann integral. So when looking at $int_0^{infty} re^{-r} dr$ we have to be a bit careful. In the Riemann sense we can integrate $int_0^s re^{-r} dr$ for each $s$ so through a monotone convergence theorem argument on $int re^{-r} chi_{[0,s]}$ we see that the Lebesgue integral of $int_0^{infty} re^{-r} dr$ will be the same as the Riemann one.
    – carsandpulsars
    Nov 19 '18 at 15:14
















0














I am trying to evaluate the Lebesgue integral $int_Omega expleft(-sqrt{x^2 + y^2}right) ,dx,dy$, where $Omega = mathbb{R}^2$.



Initially I tried re-writing the integral as $int_Omega exp{|x|} ,dx$ and using the definition of the Lebesgue measure of a ball, I obtained $pi t^2$.



However, this isn't really helpful. How can I write this integral so that I get a "real" answer (i.e. not in terms of $t$)?










share|cite|improve this question




















  • 1




    In polar coordinates, this is $int_0^{2pi} int_0^{infty} r e^{-r} , dr , dtheta$, which is easily computable. I'm sure this is a duplicate.
    – T. Bongers
    Nov 19 '18 at 2:29












  • I am well aware that the first fold in the integral is $Gamma(2) = 1$. The difficulty for me here was using Lebesgue integration to determine the first fold in the integral.
    – Taliant
    Nov 19 '18 at 2:45












  • The function is nice enough to use Riemann integration, using the comment of T Bongers.
    – herb steinberg
    Nov 19 '18 at 2:48










  • In my case I have to use Lebesgue integration.
    – Taliant
    Nov 19 '18 at 2:48










  • You know that if the Riemann integral over an interval $[a,b]$ exists then the Lebesgue integral also exists and is the same value as the Riemann integral. So when looking at $int_0^{infty} re^{-r} dr$ we have to be a bit careful. In the Riemann sense we can integrate $int_0^s re^{-r} dr$ for each $s$ so through a monotone convergence theorem argument on $int re^{-r} chi_{[0,s]}$ we see that the Lebesgue integral of $int_0^{infty} re^{-r} dr$ will be the same as the Riemann one.
    – carsandpulsars
    Nov 19 '18 at 15:14














0












0








0







I am trying to evaluate the Lebesgue integral $int_Omega expleft(-sqrt{x^2 + y^2}right) ,dx,dy$, where $Omega = mathbb{R}^2$.



Initially I tried re-writing the integral as $int_Omega exp{|x|} ,dx$ and using the definition of the Lebesgue measure of a ball, I obtained $pi t^2$.



However, this isn't really helpful. How can I write this integral so that I get a "real" answer (i.e. not in terms of $t$)?










share|cite|improve this question















I am trying to evaluate the Lebesgue integral $int_Omega expleft(-sqrt{x^2 + y^2}right) ,dx,dy$, where $Omega = mathbb{R}^2$.



Initially I tried re-writing the integral as $int_Omega exp{|x|} ,dx$ and using the definition of the Lebesgue measure of a ball, I obtained $pi t^2$.



However, this isn't really helpful. How can I write this integral so that I get a "real" answer (i.e. not in terms of $t$)?







real-analysis






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Nov 19 '18 at 2:30









Xander Henderson

14.1k103554




14.1k103554










asked Nov 19 '18 at 2:27









Taliant

839




839








  • 1




    In polar coordinates, this is $int_0^{2pi} int_0^{infty} r e^{-r} , dr , dtheta$, which is easily computable. I'm sure this is a duplicate.
    – T. Bongers
    Nov 19 '18 at 2:29












  • I am well aware that the first fold in the integral is $Gamma(2) = 1$. The difficulty for me here was using Lebesgue integration to determine the first fold in the integral.
    – Taliant
    Nov 19 '18 at 2:45












  • The function is nice enough to use Riemann integration, using the comment of T Bongers.
    – herb steinberg
    Nov 19 '18 at 2:48










  • In my case I have to use Lebesgue integration.
    – Taliant
    Nov 19 '18 at 2:48










  • You know that if the Riemann integral over an interval $[a,b]$ exists then the Lebesgue integral also exists and is the same value as the Riemann integral. So when looking at $int_0^{infty} re^{-r} dr$ we have to be a bit careful. In the Riemann sense we can integrate $int_0^s re^{-r} dr$ for each $s$ so through a monotone convergence theorem argument on $int re^{-r} chi_{[0,s]}$ we see that the Lebesgue integral of $int_0^{infty} re^{-r} dr$ will be the same as the Riemann one.
    – carsandpulsars
    Nov 19 '18 at 15:14














  • 1




    In polar coordinates, this is $int_0^{2pi} int_0^{infty} r e^{-r} , dr , dtheta$, which is easily computable. I'm sure this is a duplicate.
    – T. Bongers
    Nov 19 '18 at 2:29












  • I am well aware that the first fold in the integral is $Gamma(2) = 1$. The difficulty for me here was using Lebesgue integration to determine the first fold in the integral.
    – Taliant
    Nov 19 '18 at 2:45












  • The function is nice enough to use Riemann integration, using the comment of T Bongers.
    – herb steinberg
    Nov 19 '18 at 2:48










  • In my case I have to use Lebesgue integration.
    – Taliant
    Nov 19 '18 at 2:48










  • You know that if the Riemann integral over an interval $[a,b]$ exists then the Lebesgue integral also exists and is the same value as the Riemann integral. So when looking at $int_0^{infty} re^{-r} dr$ we have to be a bit careful. In the Riemann sense we can integrate $int_0^s re^{-r} dr$ for each $s$ so through a monotone convergence theorem argument on $int re^{-r} chi_{[0,s]}$ we see that the Lebesgue integral of $int_0^{infty} re^{-r} dr$ will be the same as the Riemann one.
    – carsandpulsars
    Nov 19 '18 at 15:14








1




1




In polar coordinates, this is $int_0^{2pi} int_0^{infty} r e^{-r} , dr , dtheta$, which is easily computable. I'm sure this is a duplicate.
– T. Bongers
Nov 19 '18 at 2:29






In polar coordinates, this is $int_0^{2pi} int_0^{infty} r e^{-r} , dr , dtheta$, which is easily computable. I'm sure this is a duplicate.
– T. Bongers
Nov 19 '18 at 2:29














I am well aware that the first fold in the integral is $Gamma(2) = 1$. The difficulty for me here was using Lebesgue integration to determine the first fold in the integral.
– Taliant
Nov 19 '18 at 2:45






I am well aware that the first fold in the integral is $Gamma(2) = 1$. The difficulty for me here was using Lebesgue integration to determine the first fold in the integral.
– Taliant
Nov 19 '18 at 2:45














The function is nice enough to use Riemann integration, using the comment of T Bongers.
– herb steinberg
Nov 19 '18 at 2:48




The function is nice enough to use Riemann integration, using the comment of T Bongers.
– herb steinberg
Nov 19 '18 at 2:48












In my case I have to use Lebesgue integration.
– Taliant
Nov 19 '18 at 2:48




In my case I have to use Lebesgue integration.
– Taliant
Nov 19 '18 at 2:48












You know that if the Riemann integral over an interval $[a,b]$ exists then the Lebesgue integral also exists and is the same value as the Riemann integral. So when looking at $int_0^{infty} re^{-r} dr$ we have to be a bit careful. In the Riemann sense we can integrate $int_0^s re^{-r} dr$ for each $s$ so through a monotone convergence theorem argument on $int re^{-r} chi_{[0,s]}$ we see that the Lebesgue integral of $int_0^{infty} re^{-r} dr$ will be the same as the Riemann one.
– carsandpulsars
Nov 19 '18 at 15:14




You know that if the Riemann integral over an interval $[a,b]$ exists then the Lebesgue integral also exists and is the same value as the Riemann integral. So when looking at $int_0^{infty} re^{-r} dr$ we have to be a bit careful. In the Riemann sense we can integrate $int_0^s re^{-r} dr$ for each $s$ so through a monotone convergence theorem argument on $int re^{-r} chi_{[0,s]}$ we see that the Lebesgue integral of $int_0^{infty} re^{-r} dr$ will be the same as the Riemann one.
– carsandpulsars
Nov 19 '18 at 15:14















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