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Differentiation of integrals

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25: 1217: 585: 1713: 2161: 1027: 1949: 793: 289: 992: 1343: 1467: 837:, the Vitali covering theorem fails for Gaussian measures on infinite-dimensional Hilbert spaces. Two results of David Preiss (1981 and 1983) show the kind of difficulties that one can expect to encounter in this setting: 1791: 427: 1560: 2017: 1800: 649: 145: 872: 1535: 1249: 1212:{\displaystyle \lim _{r\to 0}\inf \left\{\left.{\frac {1}{\gamma {\big (}B_{s}(x){\big )}}}\int _{B_{s}(x)}f(y)\,\mathrm {d} \gamma (y)\right|x\in H,0<s<r\right\}=+\infty .} 1378: 1726: 3239: 3227: 54: 1478: 3349: 3234: 2256: 3217: 3212: 3222: 3207: 2321: 580:{\displaystyle \lim _{r\to 0}{\frac {1}{\lambda ^{n}{\big (}B_{r}(x){\big )}}}\int _{B_{r}(x)}f(y)\,\mathrm {d} \lambda ^{n}(y)=f(x)} 2509: 3202: 1708:{\displaystyle {\frac {1}{\mu {\big (}B_{r}(x){\big )}}}\int _{B_{r}(x)}f(y)\,\mathrm {d} \mu (y){\xrightarrow{\gamma }}f(x),} 2819: 2573: 2237: 2156:{\displaystyle \lim _{r\to 0}{\frac {1}{\gamma {\big (}B_{r}(x){\big )}}}\int _{B_{r}(x)}f(y)\,\mathrm {d} \gamma (y)=f(x)} 2371: 1944:{\displaystyle {\frac {1}{\mu {\big (}B_{r}(x){\big )}}}\int _{B_{r}(x)}f(y)\,\mathrm {d} \mu (y){\xrightarrow{}}f(x),} 3317: 3176: 788:{\displaystyle \lim _{r\to 0}{\frac {1}{\mu {\big (}B_{r}(x){\big )}}}\int _{B_{r}(x)}f(y)\,\mathrm {d} \mu (y)=f(x)} 284:{\displaystyle \lim _{r\to 0}{\frac {1}{\mu {\big (}B_{r}(x){\big )}}}\int _{B_{r}(x)}f(y)\,\mathrm {d} \mu (y)=f(x)} 76: 47: 2731: 2647: 377: 3312: 3244: 2869: 2724: 2692: 2451: 987:{\displaystyle \lim _{r\to 0}{\frac {\gamma {\big (}M\cap B_{r}(x){\big )}}{\gamma {\big (}B_{r}(x){\big )}}}=1.} 3375: 2945: 2922: 2637: 815:
The problem of the differentiation of integrals is much harder in an infinite-dimensional setting. Consider a
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The result for Lebesgue measure turns out to be a special case of the following result, which is based on the
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As of 2007, it is still an open question whether there exists an infinite-dimensional Gaussian measure
599:. It is important to note, however, that the measure zero set of "bad" points depends on the function 3133: 3080: 37: 2541: 3249: 3020: 2568: 2307: 109: 41: 33: 3380: 3015: 2687: 834: 3143: 3025: 2846: 2794: 2600: 2578: 2446: 1716: 620: 343:.) This is a natural question to ask, especially in view of the heuristic construction of the 112:
of a point approximates the value of the function at that point. More formally, given a space
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In 1981, Preiss and Jaroslav Tišer showed that if there exists a constant 0 < 
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Preiss, David; Tišer, Jaroslav (1982). "Differentiation of measures on Hilbert spaces".
1462:{\displaystyle Sx=\sum _{i\in \mathbf {N} }\sigma _{i}^{2}\langle x,e_{i}\rangle e_{i}.} 3194: 3169: 3000: 2953: 2894: 2859: 2854: 2834: 2829: 2824: 2789: 2736: 2719: 2620: 2494: 2479: 2424: 2391: 2279: 3334: 3158: 3090: 2912: 2889: 2763: 2756: 2659: 2474: 2366: 2233: 1349: 3292: 3075: 2988: 2968: 2899: 2809: 2751: 2743: 2677: 2590: 2351: 2346: 2271: 2225: 2224:. Lecture Notes in Mathematics. Vol. 945. Berlin: Springer. pp. 194–207. 827: 392: 344: 3354: 3339: 3123: 2978: 2958: 2927: 2904: 2884: 2778: 2434: 2381: 2287: 2243: 816: 403: 3264: 3163: 3010: 2963: 2864: 2667: 381: 2682: 3369: 3138: 2993: 2879: 2583: 2558: 1346: 819: 623: 1786:{\displaystyle \sigma _{i+1}^{2}\leq {\frac {\sigma _{i}^{2}}{i^{\alpha }}}} 3148: 3118: 2983: 2546: 124: 2396: 2338: 90: 3113: 3045: 2799: 2672: 2536: 2526: 2469: 2283: 2229: 1223: 296: 1923: 3307: 3055: 3050: 2361: 2175:. However, it is conjectured that no such measure exists, since the 1910: 1670: 389: 321: 2275: 1683: 3302: 2804: 2330: 101: 3153: 2406: 98: 2257:"Differentiation theorem for Gaussian measures on Hilbert space" 3322: 2386: 366: 333: 2401: 1222:
However, there is some hope if one has good control over the
2299: 1056: 2202: – Differentiation under the integral sign formula 1530:{\displaystyle \sigma _{i+1}^{2}\leq q\sigma _{i}^{2},} 2208: – 3D generalization of the Leibniz integral rule 376:
One result on the differentiation of integrals is the
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Measure theory, Oberwolfach 1981 (Oberwolfach, 1981)
2196: – Rules for computing derivatives of functions 97:
is that of determining under what circumstances the
2155: 1943: 1785: 1707: 1529: 1461: 1337: 1211: 986: 787: 579: 283: 2264:Transactions of the American Mathematical Society 3367: 2022: 1047: 1032: 877: 654: 432: 150: 46:but its sources remain unclear because it lacks 355:) is a "good representative" for the values of 2315: 2074: 2048: 1841: 1815: 1601: 1575: 1096: 1070: 970: 944: 932: 900: 706: 680: 491: 465: 202: 176: 1443: 1424: 1311: 1299: 1296: 1284: 1268: 1253: 367:Theorems on the differentiation of integrals 2219: 2322: 2308: 3350:Regiomontanus' angle maximization problem 2120: 1887: 1647: 1314: 1142: 752: 537: 307:? (Here, as in the rest of the article, 248: 77:Learn how and when to remove this message 3193: 826:, ⟨ , ⟩) equipped with a 2698:Differentiating under the integral sign 606: 3368: 1797: > 5 ⁄ 2, then 642:is locally integrable with respect to 347:, in which it is almost implicit that 2574:Inverse functions and differentiation 2303: 2254: 810: 18: 833:. As stated in the article on the 371: 13: 2372:Free variables and bound variables 2184:would have to decay very rapidly. 2122: 1889: 1649: 1316: 1203: 1144: 754: 539: 250: 14: 3402: 3177:The Method of Mechanical Theorems 1723:. In 1988, Tišer showed that if 1230:. Let the covariance operator of 2732:Partial fractions in integration 2648:Stochastic differential equation 1403: 378:Lebesgue differentiation theorem 23: 2870:Jacobian matrix and determinant 2725:Tangent half-angle substitution 2693:Fundamental theorem of calculus 2946:Arithmetico-geometric sequence 2638:Ordinary differential equation 2150: 2144: 2135: 2129: 2117: 2111: 2103: 2097: 2069: 2063: 2029: 1935: 1929: 1915: 1902: 1896: 1884: 1878: 1870: 1864: 1836: 1830: 1699: 1693: 1675: 1662: 1656: 1644: 1638: 1630: 1624: 1596: 1590: 1329: 1323: 1157: 1151: 1139: 1133: 1125: 1119: 1091: 1085: 1039: 965: 959: 927: 921: 884: 782: 776: 767: 761: 749: 743: 735: 729: 701: 695: 661: 574: 568: 559: 553: 534: 528: 520: 514: 486: 480: 439: 278: 272: 263: 257: 245: 239: 231: 225: 197: 191: 157: 130:, one asks for what functions 1: 2769:Integro-differential equation 2643:Partial differential equation 2212: 1990:on a separable Hilbert space 1000:on a separable Hilbert space 845:on a separable Hilbert space 2329: 1475: < 1 such that 996:There is a Gaussian measure 841:There is a Gaussian measure 613:Besicovitch covering theorem 95:differentiation of integrals 7: 2923:Generalized Stokes' theorem 2710:Integration by substitution 2187: 411:locally integrable function 10: 3407: 2452:(ε, δ)-definition of limit 2206:Reynolds transport theorem 3345:Proof that 22/7 exceeds π 3282: 3260: 3186: 3134:Gottfried Wilhelm Leibniz 3104: 3081:e (mathematical constant) 3066: 2938: 2845: 2777: 2658: 2460: 2415: 2337: 1715:where the convergence is 3096:Stirling's approximation 2569:Implicit differentiation 2517:Rules of differentiation 2255:Tišer, Jaroslav (1988). 32:This article includes a 3330:Euler–Maclaurin formula 3235:trigonometric functions 2688:Constant of integration 835:Vitali covering theorem 61:more precise citations. 3299:Differential geometry 3144:Infinitesimal calculus 2847:Multivariable calculus 2795:Directional derivative 2601:Second derivative test 2579:Logarithmic derivative 2552:General Leibniz's rule 2447:Order of approximation 2157: 1945: 1924: 1787: 1717:convergence in measure 1709: 1688: 1531: 1463: 1339: 1213: 988: 789: 581: 285: 16:Problem in mathematics 3376:Differentiation rules 3218:logarithmic functions 3213:exponential functions 3129:Generality of algebra 3007:Tests of convergence 2633:Differential equation 2617:Further applications 2606:Extreme value theorem 2596:First derivative test 2490:Differential operator 2462:Differential calculus 2200:Leibniz integral rule 2194:Differentiation rules 2158: 1946: 1906: 1788: 1710: 1666: 1532: 1464: 1340: 1214: 989: 790: 582: 291:for all (or at least 286: 3391:Theorems in calculus 3386:Theorems in analysis 3283:Miscellaneous topics 3223:hyperbolic functions 3208:irrational functions 3086:Exponential function 2939:Sequences and series 2705:Integration by parts 2018: 1801: 1727: 1561: 1479: 1379: 1250: 1028: 873: 650: 428: 146: 3270:List of derivatives 3106:History of calculus 3021:Cauchy condensation 2918:Exterior derivative 2875:Lagrange multiplier 2611:Maximum and minimum 2442:Limit of a sequence 2430:Limit of a function 2377:Graph of a function 2357:Continuous function 1983: > 1. 1922: 1770: 1750: 1687: 1682: 1523: 1502: 1423: 799:-almost all points 607:Borel measures on R 591:-almost all points 384:in 1910. Consider 3203:rational functions 3170:Method of Fluxions 3016:Alternating series 2913:Differential forms 2895:Partial derivative 2855:Divergence theorem 2737:Quadratic integral 2505:Leibniz's notation 2495:Mean value theorem 2480:Partial derivative 2425:Indeterminate form 2230:10.1007/BFb0096675 2153: 2036: 1941: 1783: 1756: 1730: 1705: 1527: 1509: 1482: 1459: 1409: 1408: 1335: 1209: 1046: 984: 891: 785: 668: 577: 446: 281: 164: 34:list of references 3363: 3362: 3289:Complex calculus 3278: 3277: 3159:Law of Continuity 3091:Natural logarithm 3076:Bernoulli numbers 3067:Special functions 3026:Direct comparison 2890:Multiple integral 2764:Integral equation 2660:Integral calculus 2591:Stationary points 2565:Other techniques 2510:Newton's notation 2475:Second derivative 2367:Finite difference 2239:978-3-540-11580-9 2080: 2021: 1994:so that, for all 1847: 1781: 1607: 1391: 1350:orthonormal basis 1102: 1031: 976: 876: 811:Gaussian measures 712: 653: 497: 431: 409:. Then, for any 208: 149: 93:, the problem of 87: 86: 79: 3398: 3293:Contour integral 3191: 3190: 3041:Limit comparison 2950:Types of series 2909:Advanced topics 2900:Surface integral 2744:Trapezoidal rule 2683:Basic properties 2678:Riemann integral 2626:Taylor's theorem 2352:Concave function 2347:Binomial theorem 2324: 2317: 2310: 2301: 2300: 2295: 2261: 2251: 2162: 2160: 2159: 2154: 2125: 2107: 2106: 2096: 2095: 2081: 2079: 2078: 2077: 2062: 2061: 2052: 2051: 2038: 2035: 1950: 1948: 1947: 1942: 1925: 1921: 1892: 1874: 1873: 1863: 1862: 1848: 1846: 1845: 1844: 1829: 1828: 1819: 1818: 1805: 1792: 1790: 1789: 1784: 1782: 1780: 1779: 1769: 1764: 1755: 1749: 1744: 1719:with respect to 1714: 1712: 1711: 1706: 1689: 1681: 1652: 1634: 1633: 1623: 1622: 1608: 1606: 1605: 1604: 1589: 1588: 1579: 1578: 1565: 1536: 1534: 1533: 1528: 1522: 1517: 1501: 1496: 1468: 1466: 1465: 1460: 1455: 1454: 1442: 1441: 1422: 1417: 1407: 1406: 1344: 1342: 1341: 1336: 1319: 1283: 1282: 1218: 1216: 1215: 1210: 1196: 1192: 1164: 1160: 1147: 1129: 1128: 1118: 1117: 1103: 1101: 1100: 1099: 1084: 1083: 1074: 1073: 1060: 1045: 993: 991: 990: 985: 977: 975: 974: 973: 958: 957: 948: 947: 937: 936: 935: 920: 919: 904: 903: 893: 890: 849:and a Borel set 828:Gaussian measure 794: 792: 791: 786: 757: 739: 738: 728: 727: 713: 711: 710: 709: 694: 693: 684: 683: 670: 667: 586: 584: 583: 578: 552: 551: 542: 524: 523: 513: 512: 498: 496: 495: 494: 479: 478: 469: 468: 462: 461: 448: 445: 393:Lebesgue measure 372:Lebesgue measure 345:Riemann integral 290: 288: 287: 282: 253: 235: 234: 224: 223: 209: 207: 206: 205: 190: 189: 180: 179: 166: 163: 82: 75: 71: 68: 62: 57:this article by 48:inline citations 27: 26: 19: 3406: 3405: 3401: 3400: 3399: 3397: 3396: 3395: 3366: 3365: 3364: 3359: 3355:Steinmetz solid 3340:Integration Bee 3274: 3256: 3182: 3124:Colin Maclaurin 3100: 3068: 3062: 2934: 2928:Tensor calculus 2905:Volume integral 2841: 2816:Basic theorems 2779:Vector calculus 2773: 2654: 2621:Newton's method 2456: 2435:One-sided limit 2411: 2392:Rolle's theorem 2382:Linear function 2333: 2328: 2298: 2276:10.2307/2001096 2259: 2240: 2215: 2190: 2183: 2121: 2091: 2087: 2086: 2082: 2073: 2072: 2057: 2053: 2047: 2046: 2042: 2037: 2025: 2019: 2016: 2015: 1911: 1905: 1888: 1858: 1854: 1853: 1849: 1840: 1839: 1824: 1820: 1814: 1813: 1809: 1804: 1802: 1799: 1798: 1775: 1771: 1765: 1760: 1754: 1745: 1734: 1728: 1725: 1724: 1671: 1665: 1648: 1618: 1614: 1613: 1609: 1600: 1599: 1584: 1580: 1574: 1573: 1569: 1564: 1562: 1559: 1558: 1518: 1513: 1497: 1486: 1480: 1477: 1476: 1450: 1446: 1437: 1433: 1418: 1413: 1402: 1395: 1380: 1377: 1376: 1370: 1360: 1315: 1278: 1274: 1251: 1248: 1247: 1143: 1113: 1109: 1108: 1104: 1095: 1094: 1079: 1075: 1069: 1068: 1064: 1059: 1058: 1055: 1054: 1050: 1035: 1029: 1026: 1025: 1004:and a function 969: 968: 953: 949: 943: 942: 938: 931: 930: 915: 911: 899: 898: 894: 892: 880: 874: 871: 870: 813: 753: 723: 719: 718: 714: 705: 704: 689: 685: 679: 678: 674: 669: 657: 651: 648: 647: 609: 547: 543: 538: 508: 504: 503: 499: 490: 489: 474: 470: 464: 463: 457: 453: 452: 447: 435: 429: 426: 425: 404:Euclidean space 380:, as proved by 374: 369: 315: 249: 219: 215: 214: 210: 201: 200: 185: 181: 175: 174: 170: 165: 153: 147: 144: 143: 83: 72: 66: 63: 52: 38:related reading 28: 24: 17: 12: 11: 5: 3404: 3394: 3393: 3388: 3383: 3381:Measure theory 3378: 3361: 3360: 3358: 3357: 3352: 3347: 3342: 3337: 3335:Gabriel's horn 3332: 3327: 3326: 3325: 3320: 3315: 3310: 3305: 3297: 3296: 3295: 3286: 3284: 3280: 3279: 3276: 3275: 3273: 3272: 3267: 3265:List of limits 3261: 3258: 3257: 3255: 3254: 3253: 3252: 3247: 3242: 3232: 3231: 3230: 3220: 3215: 3210: 3205: 3199: 3197: 3188: 3184: 3183: 3181: 3180: 3173: 3166: 3164:Leonhard Euler 3161: 3156: 3151: 3146: 3141: 3136: 3131: 3126: 3121: 3116: 3110: 3108: 3102: 3101: 3099: 3098: 3093: 3088: 3083: 3078: 3072: 3070: 3064: 3063: 3061: 3060: 3059: 3058: 3053: 3048: 3043: 3038: 3033: 3028: 3023: 3018: 3013: 3005: 3004: 3003: 2998: 2997: 2996: 2991: 2981: 2976: 2971: 2966: 2961: 2956: 2948: 2942: 2940: 2936: 2935: 2933: 2932: 2931: 2930: 2925: 2920: 2915: 2907: 2902: 2897: 2892: 2887: 2882: 2877: 2872: 2867: 2865:Hessian matrix 2862: 2857: 2851: 2849: 2843: 2842: 2840: 2839: 2838: 2837: 2832: 2827: 2822: 2820:Line integrals 2814: 2813: 2812: 2807: 2802: 2797: 2792: 2783: 2781: 2775: 2774: 2772: 2771: 2766: 2761: 2760: 2759: 2754: 2746: 2741: 2740: 2739: 2729: 2728: 2727: 2722: 2717: 2707: 2702: 2701: 2700: 2690: 2685: 2680: 2675: 2670: 2668:Antiderivative 2664: 2662: 2656: 2655: 2653: 2652: 2651: 2650: 2645: 2640: 2630: 2629: 2628: 2623: 2615: 2614: 2613: 2608: 2603: 2598: 2588: 2587: 2586: 2581: 2576: 2571: 2563: 2562: 2561: 2556: 2555: 2554: 2544: 2539: 2534: 2529: 2524: 2514: 2513: 2512: 2507: 2497: 2492: 2487: 2482: 2477: 2472: 2466: 2464: 2458: 2457: 2455: 2454: 2449: 2444: 2439: 2438: 2437: 2427: 2421: 2419: 2413: 2412: 2410: 2409: 2404: 2399: 2394: 2389: 2384: 2379: 2374: 2369: 2364: 2359: 2354: 2349: 2343: 2341: 2335: 2334: 2327: 2326: 2319: 2312: 2304: 2297: 2296: 2270:(2): 655–666. 2252: 2238: 2216: 2214: 2211: 2210: 2209: 2203: 2197: 2189: 2186: 2179: 2152: 2149: 2146: 2143: 2140: 2137: 2134: 2131: 2128: 2124: 2119: 2116: 2113: 2110: 2105: 2102: 2099: 2094: 2090: 2085: 2076: 2071: 2068: 2065: 2060: 2056: 2050: 2045: 2041: 2034: 2031: 2028: 2024: 1940: 1937: 1934: 1931: 1928: 1920: 1917: 1914: 1909: 1904: 1901: 1898: 1895: 1891: 1886: 1883: 1880: 1877: 1872: 1869: 1866: 1861: 1857: 1852: 1843: 1838: 1835: 1832: 1827: 1823: 1817: 1812: 1808: 1778: 1774: 1768: 1763: 1759: 1753: 1748: 1743: 1740: 1737: 1733: 1704: 1701: 1698: 1695: 1692: 1686: 1680: 1677: 1674: 1669: 1664: 1661: 1658: 1655: 1651: 1646: 1643: 1640: 1637: 1632: 1629: 1626: 1621: 1617: 1612: 1603: 1598: 1595: 1592: 1587: 1583: 1577: 1572: 1568: 1537:then, for all 1526: 1521: 1516: 1512: 1508: 1505: 1500: 1495: 1492: 1489: 1485: 1458: 1453: 1449: 1445: 1440: 1436: 1432: 1429: 1426: 1421: 1416: 1412: 1405: 1401: 1398: 1394: 1390: 1387: 1384: 1362: 1356: 1334: 1331: 1328: 1325: 1322: 1318: 1313: 1310: 1307: 1304: 1301: 1298: 1295: 1292: 1289: 1286: 1281: 1277: 1273: 1270: 1267: 1264: 1261: 1258: 1255: 1220: 1219: 1208: 1205: 1202: 1199: 1195: 1191: 1188: 1185: 1182: 1179: 1176: 1173: 1170: 1167: 1163: 1159: 1156: 1153: 1150: 1146: 1141: 1138: 1135: 1132: 1127: 1124: 1121: 1116: 1112: 1107: 1098: 1093: 1090: 1087: 1082: 1078: 1072: 1067: 1063: 1057: 1053: 1049: 1044: 1041: 1038: 1034: 994: 983: 980: 972: 967: 964: 961: 956: 952: 946: 941: 934: 929: 926: 923: 918: 914: 910: 907: 902: 897: 889: 886: 883: 879: 812: 809: 784: 781: 778: 775: 772: 769: 766: 763: 760: 756: 751: 748: 745: 742: 737: 734: 731: 726: 722: 717: 708: 703: 700: 697: 692: 688: 682: 677: 673: 666: 663: 660: 656: 621:locally finite 608: 605: 576: 573: 570: 567: 564: 561: 558: 555: 550: 546: 541: 536: 533: 530: 527: 522: 519: 516: 511: 507: 502: 493: 488: 485: 482: 477: 473: 467: 460: 456: 451: 444: 441: 438: 434: 382:Henri Lebesgue 373: 370: 368: 365: 320:) denotes the 311: 280: 277: 274: 271: 268: 265: 262: 259: 256: 252: 247: 244: 241: 238: 233: 230: 227: 222: 218: 213: 204: 199: 196: 193: 188: 184: 178: 173: 169: 162: 159: 156: 152: 104:of a suitable 85: 84: 42:external links 31: 29: 22: 15: 9: 6: 4: 3: 2: 3403: 3392: 3389: 3387: 3384: 3382: 3379: 3377: 3374: 3373: 3371: 3356: 3353: 3351: 3348: 3346: 3343: 3341: 3338: 3336: 3333: 3331: 3328: 3324: 3321: 3319: 3316: 3314: 3311: 3309: 3306: 3304: 3301: 3300: 3298: 3294: 3291: 3290: 3288: 3287: 3285: 3281: 3271: 3268: 3266: 3263: 3262: 3259: 3251: 3248: 3246: 3243: 3241: 3238: 3237: 3236: 3233: 3229: 3226: 3225: 3224: 3221: 3219: 3216: 3214: 3211: 3209: 3206: 3204: 3201: 3200: 3198: 3196: 3192: 3189: 3185: 3179: 3178: 3174: 3172: 3171: 3167: 3165: 3162: 3160: 3157: 3155: 3152: 3150: 3147: 3145: 3142: 3140: 3139:Infinitesimal 3137: 3135: 3132: 3130: 3127: 3125: 3122: 3120: 3117: 3115: 3112: 3111: 3109: 3107: 3103: 3097: 3094: 3092: 3089: 3087: 3084: 3082: 3079: 3077: 3074: 3073: 3071: 3065: 3057: 3054: 3052: 3049: 3047: 3044: 3042: 3039: 3037: 3034: 3032: 3029: 3027: 3024: 3022: 3019: 3017: 3014: 3012: 3009: 3008: 3006: 3002: 2999: 2995: 2992: 2990: 2987: 2986: 2985: 2982: 2980: 2977: 2975: 2972: 2970: 2967: 2965: 2962: 2960: 2957: 2955: 2952: 2951: 2949: 2947: 2944: 2943: 2941: 2937: 2929: 2926: 2924: 2921: 2919: 2916: 2914: 2911: 2910: 2908: 2906: 2903: 2901: 2898: 2896: 2893: 2891: 2888: 2886: 2883: 2881: 2880:Line integral 2878: 2876: 2873: 2871: 2868: 2866: 2863: 2861: 2858: 2856: 2853: 2852: 2850: 2848: 2844: 2836: 2833: 2831: 2828: 2826: 2823: 2821: 2818: 2817: 2815: 2811: 2808: 2806: 2803: 2801: 2798: 2796: 2793: 2791: 2788: 2787: 2785: 2784: 2782: 2780: 2776: 2770: 2767: 2765: 2762: 2758: 2755: 2753: 2752:Washer method 2750: 2749: 2747: 2745: 2742: 2738: 2735: 2734: 2733: 2730: 2726: 2723: 2721: 2718: 2716: 2715:trigonometric 2713: 2712: 2711: 2708: 2706: 2703: 2699: 2696: 2695: 2694: 2691: 2689: 2686: 2684: 2681: 2679: 2676: 2674: 2671: 2669: 2666: 2665: 2663: 2661: 2657: 2649: 2646: 2644: 2641: 2639: 2636: 2635: 2634: 2631: 2627: 2624: 2622: 2619: 2618: 2616: 2612: 2609: 2607: 2604: 2602: 2599: 2597: 2594: 2593: 2592: 2589: 2585: 2584:Related rates 2582: 2580: 2577: 2575: 2572: 2570: 2567: 2566: 2564: 2560: 2557: 2553: 2550: 2549: 2548: 2545: 2543: 2540: 2538: 2535: 2533: 2530: 2528: 2525: 2523: 2520: 2519: 2518: 2515: 2511: 2508: 2506: 2503: 2502: 2501: 2498: 2496: 2493: 2491: 2488: 2486: 2483: 2481: 2478: 2476: 2473: 2471: 2468: 2467: 2465: 2463: 2459: 2453: 2450: 2448: 2445: 2443: 2440: 2436: 2433: 2432: 2431: 2428: 2426: 2423: 2422: 2420: 2418: 2414: 2408: 2405: 2403: 2400: 2398: 2395: 2393: 2390: 2388: 2385: 2383: 2380: 2378: 2375: 2373: 2370: 2368: 2365: 2363: 2360: 2358: 2355: 2353: 2350: 2348: 2345: 2344: 2342: 2340: 2336: 2332: 2325: 2320: 2318: 2313: 2311: 2306: 2305: 2302: 2293: 2289: 2285: 2281: 2277: 2273: 2269: 2265: 2258: 2253: 2249: 2245: 2241: 2235: 2231: 2227: 2223: 2218: 2217: 2207: 2204: 2201: 2198: 2195: 2192: 2191: 2185: 2182: 2178: 2174: 2171: ∈  2170: 2166: 2147: 2141: 2138: 2132: 2126: 2114: 2108: 2100: 2092: 2088: 2083: 2066: 2058: 2054: 2043: 2039: 2032: 2026: 2013: 2009: 2005: 2001: 1998: ∈  1997: 1993: 1989: 1984: 1982: 1978: 1974: 1970: 1966: 1963: ∈  1962: 1958: 1954: 1938: 1932: 1926: 1918: 1912: 1907: 1899: 1893: 1881: 1875: 1867: 1859: 1855: 1850: 1833: 1825: 1821: 1810: 1806: 1796: 1776: 1772: 1766: 1761: 1757: 1751: 1746: 1741: 1738: 1735: 1731: 1722: 1718: 1702: 1696: 1690: 1684: 1678: 1672: 1667: 1659: 1653: 1641: 1635: 1627: 1619: 1615: 1610: 1593: 1585: 1581: 1570: 1566: 1556: 1552: 1548: 1544: 1541: ∈  1540: 1524: 1519: 1514: 1510: 1506: 1503: 1498: 1493: 1490: 1487: 1483: 1474: 1469: 1456: 1451: 1447: 1438: 1434: 1430: 1427: 1419: 1414: 1410: 1399: 1396: 1392: 1388: 1385: 1382: 1374: 1369: 1365: 1359: 1355: 1351: 1348: 1345:or, for some 1332: 1326: 1320: 1308: 1305: 1302: 1293: 1290: 1287: 1279: 1275: 1271: 1265: 1262: 1259: 1256: 1245: 1242: →  1241: 1238: :  1237: 1233: 1229: 1225: 1206: 1200: 1197: 1193: 1189: 1186: 1183: 1180: 1177: 1174: 1171: 1168: 1165: 1161: 1154: 1148: 1136: 1130: 1122: 1114: 1110: 1105: 1088: 1080: 1076: 1065: 1061: 1051: 1042: 1036: 1023: 1019: 1015: 1011: 1008: ∈  1007: 1003: 999: 995: 981: 978: 962: 954: 950: 939: 924: 916: 912: 908: 905: 895: 887: 881: 868: 865: ∈  864: 860: 857:so that, for 856: 853: ⊆  852: 848: 844: 840: 839: 838: 836: 832: 829: 825: 821: 820:Hilbert space 818: 808: 806: 803: ∈  802: 798: 779: 773: 770: 764: 758: 746: 740: 732: 724: 720: 715: 698: 690: 686: 675: 671: 664: 658: 645: 641: 638: →  637: 634: :  633: 629: 625: 624:Borel measure 622: 618: 614: 604: 602: 598: 595: ∈  594: 590: 571: 565: 562: 556: 548: 544: 531: 525: 517: 509: 505: 500: 483: 475: 471: 458: 454: 449: 442: 436: 423: 420: →  419: 416: :  415: 412: 408: 405: 402:-dimensional 401: 397: 394: 391: 387: 383: 379: 364: 362: 358: 354: 350: 346: 342: 338: 335: 331: 327: 323: 319: 314: 310: 306: 303: ∈  302: 298: 294: 275: 269: 266: 260: 254: 242: 236: 228: 220: 216: 211: 194: 186: 182: 171: 167: 160: 154: 141: 138: →  137: 134: :  133: 129: 126: 122: 119: 115: 111: 110:neighbourhood 107: 103: 100: 96: 92: 81: 78: 70: 60: 56: 50: 49: 43: 39: 35: 30: 21: 20: 3250:Secant cubed 3175: 3168: 3149:Isaac Newton 3119:Brook Taylor 2786:Derivatives 2757:Shell method 2485:Differential 2267: 2263: 2221: 2180: 2176: 2172: 2168: 2167:-almost all 2164: 2011: 2007: 2003: 1999: 1995: 1991: 1987: 1985: 1980: 1976: 1972: 1968: 1964: 1960: 1956: 1955:-almost all 1952: 1794: 1720: 1554: 1550: 1546: 1542: 1538: 1472: 1470: 1372: 1367: 1363: 1357: 1353: 1243: 1239: 1235: 1231: 1227: 1221: 1024:) such that 1021: 1017: 1013: 1009: 1005: 1001: 997: 866: 862: 861:-almost all 858: 854: 850: 846: 842: 830: 823: 814: 804: 800: 796: 643: 639: 635: 631: 627: 616: 610: 600: 596: 592: 588: 421: 417: 413: 406: 399: 395: 385: 375: 360: 356: 352: 348: 340: 336: 329: 325: 317: 312: 308: 304: 300: 292: 139: 135: 131: 127: 120: 113: 94: 88: 73: 64: 53:Please help 45: 3318:of surfaces 3069:and numbers 3031:Dirichlet's 3001:Telescoping 2954:Alternating 2542:L'Hôpital's 2339:Precalculus 390:dimensional 339:and centre 108:on a small 91:mathematics 59:introducing 3370:Categories 3114:Adequality 2800:Divergence 2673:Arc length 2470:Derivative 2213:References 1224:covariance 424:, one has 297:almost all 99:mean value 3313:of curves 3308:Curvature 3195:Integrals 2989:Maclaurin 2969:Geometric 2860:Geometric 2810:Laplacian 2522:linearity 2362:Factorial 2127:γ 2084:∫ 2044:γ 2030:→ 1916:→ 1894:μ 1851:∫ 1811:μ 1793:for some 1777:α 1758:σ 1752:≤ 1732:σ 1685:γ 1676:→ 1654:μ 1611:∫ 1571:μ 1511:σ 1504:≤ 1484:σ 1444:⟩ 1425:⟨ 1411:σ 1400:∈ 1393:∑ 1347:countable 1321:γ 1312:⟩ 1300:⟨ 1297:⟩ 1285:⟨ 1276:∫ 1269:⟩ 1254:⟨ 1246:given by 1204:∞ 1169:∈ 1149:γ 1106:∫ 1066:γ 1040:→ 940:γ 909:∩ 896:γ 885:→ 817:separable 759:μ 716:∫ 676:μ 662:→ 545:λ 501:∫ 455:λ 440:→ 322:open ball 255:μ 212:∫ 172:μ 158:→ 67:June 2020 3303:Manifold 3036:Integral 2979:Infinite 2974:Harmonic 2959:Binomial 2805:Gradient 2748:Volumes 2559:Quotient 2500:Notation 2331:Calculus 2188:See also 1959:and all 1908:→ 1668:→ 106:function 102:integral 3240:inverse 3228:inverse 3154:Fluxion 2964:Fourier 2830:Stokes' 2825:Green's 2547:Product 2407:Tangent 2292:0951621 2284:2001096 2248:0675283 2010:;  2006:,  1975:;  1971:,  1553:;  1549:,  1020:;  1016:,  646:, then 619:is any 118:measure 116:with a 55:improve 3323:Tensor 3245:Secant 3011:Abel's 2994:Taylor 2885:Matrix 2835:Gauss' 2417:Limits 2397:Secant 2387:Radian 2290:  2282:  2246:  2236:  334:radius 125:metric 123:and a 3187:Lists 3046:Ratio 2984:Power 2720:Euler 2537:Chain 2527:Power 2402:Slope 2280:JSTOR 2260:(PDF) 615:: if 359:near 328:with 142:does 40:, or 3056:Term 3051:Root 2790:Curl 2234:ISBN 2163:for 1951:for 1187:< 1181:< 795:for 630:and 587:for 2532:Sum 2272:doi 2268:308 2226:doi 2023:lim 2014:), 1979:), 1557:), 1371:of 1234:be 1226:of 1048:inf 1033:lim 878:lim 655:lim 626:on 433:lim 398:on 324:in 151:lim 89:In 3372:: 2288:MR 2286:. 2278:. 2266:. 2262:. 2244:MR 2242:. 2232:. 1375:, 982:1. 869:, 807:. 603:. 363:. 299:) 44:, 36:, 2323:e 2316:t 2309:v 2294:. 2274:: 2250:. 2228:: 2181:i 2177:σ 2173:H 2169:x 2165:γ 2151:) 2148:x 2145:( 2142:f 2139:= 2136:) 2133:y 2130:( 2123:d 2118:) 2115:y 2112:( 2109:f 2104:) 2101:x 2098:( 2093:r 2089:B 2075:) 2070:) 2067:x 2064:( 2059:r 2055:B 2049:( 2040:1 2033:0 2027:r 2012:R 2008:γ 2004:H 2002:( 2000:L 1996:f 1992:H 1988:γ 1981:p 1977:R 1973:γ 1969:H 1967:( 1965:L 1961:f 1957:x 1953:γ 1939:, 1936:) 1933:x 1930:( 1927:f 1919:0 1913:r 1903:) 1900:y 1897:( 1890:d 1885:) 1882:y 1879:( 1876:f 1871:) 1868:x 1865:( 1860:r 1856:B 1842:) 1837:) 1834:x 1831:( 1826:r 1822:B 1816:( 1807:1 1795:α 1773:i 1767:2 1762:i 1747:2 1742:1 1739:+ 1736:i 1721:γ 1703:, 1700:) 1697:x 1694:( 1691:f 1679:0 1673:r 1663:) 1660:y 1657:( 1650:d 1645:) 1642:y 1639:( 1636:f 1631:) 1628:x 1625:( 1620:r 1616:B 1602:) 1597:) 1594:x 1591:( 1586:r 1582:B 1576:( 1567:1 1555:R 1551:γ 1547:H 1545:( 1543:L 1539:f 1525:, 1520:2 1515:i 1507:q 1499:2 1494:1 1491:+ 1488:i 1473:q 1457:. 1452:i 1448:e 1439:i 1435:e 1431:, 1428:x 1420:2 1415:i 1404:N 1397:i 1389:= 1386:x 1383:S 1373:H 1368:N 1366:∈ 1364:i 1361:) 1358:i 1354:e 1352:( 1333:, 1330:) 1327:z 1324:( 1317:d 1309:z 1306:, 1303:y 1294:z 1291:, 1288:x 1280:H 1272:= 1266:y 1263:, 1260:x 1257:S 1244:H 1240:H 1236:S 1232:γ 1228:γ 1207:. 1201:+ 1198:= 1194:} 1190:r 1184:s 1178:0 1175:, 1172:H 1166:x 1162:| 1158:) 1155:y 1152:( 1145:d 1140:) 1137:y 1134:( 1131:f 1126:) 1123:x 1120:( 1115:s 1111:B 1097:) 1092:) 1089:x 1086:( 1081:s 1077:B 1071:( 1062:1 1052:{ 1043:0 1037:r 1022:R 1018:γ 1014:H 1012:( 1010:L 1006:f 1002:H 998:γ 979:= 971:) 966:) 963:x 960:( 955:r 951:B 945:( 933:) 928:) 925:x 922:( 917:r 913:B 906:M 901:( 888:0 882:r 867:H 863:x 859:γ 855:H 851:M 847:H 843:γ 831:γ 824:H 822:( 805:R 801:x 797:μ 783:) 780:x 777:( 774:f 771:= 768:) 765:y 762:( 755:d 750:) 747:y 744:( 741:f 736:) 733:x 730:( 725:r 721:B 707:) 702:) 699:x 696:( 691:r 687:B 681:( 672:1 665:0 659:r 644:μ 640:R 636:R 632:f 628:R 617:μ 601:f 597:R 593:x 589:λ 575:) 572:x 569:( 566:f 563:= 560:) 557:y 554:( 549:n 540:d 535:) 532:y 529:( 526:f 521:) 518:x 515:( 510:r 506:B 492:) 487:) 484:x 481:( 476:r 472:B 466:( 459:n 450:1 443:0 437:r 422:R 418:R 414:f 407:R 400:n 396:λ 388:- 386:n 361:x 357:f 353:x 351:( 349:f 341:x 337:r 332:- 330:d 326:X 318:x 316:( 313:r 309:B 305:X 301:x 295:- 293:μ 279:) 276:x 273:( 270:f 267:= 264:) 261:y 258:( 251:d 246:) 243:y 240:( 237:f 232:) 229:x 226:( 221:r 217:B 203:) 198:) 195:x 192:( 187:r 183:B 177:( 168:1 161:0 155:r 140:R 136:X 132:f 128:d 121:μ 114:X 80:) 74:( 69:) 65:( 51:.

Index

list of references
related reading
external links
inline citations
improve
introducing
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mathematics
mean value
integral
function
neighbourhood
measure
metric
almost all
open ball
radius
Riemann integral
Lebesgue differentiation theorem
Henri Lebesgue
dimensional
Lebesgue measure
Euclidean space
locally integrable function
Besicovitch covering theorem
locally finite
Borel measure
separable
Hilbert space
Gaussian measure

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