1.2. Sets 9
Example 1.2.8.LetCbe the interval of positive real numbers, i.e.,C=(0,∞).
LetAbe a subset ofC. Define the set functionQby
Q(A)=
∫
A
e−xdx, (1.2.20)
provided the integral exists. The reader should work through the following integra-
tions:
Q[(1,3)] =
∫ 3
1
e−xdx=−e−x
∣
∣
∣
∣
3
1
=e−^1 −e−^3 =0 ̇. 318
Q[(5,∞)] =
∫ 3
1
e−xdx=−e−x
∣
∣
∣
∣
∞
5
=e−^5 =0 ̇. 007
Q[(1,3)∪[3,5)] =
∫ 5
1
e−xdx=
∫ 3
1
e−xdx+
∫ 5
3
e−xdx=Q[(1,3)] +Q([3,5)]
Q(C)=
∫∞
0
e−xdx=1.
Our final example, involves anndimensional integral.
Example 1.2.9.LetC=Rn.ForAinCdefine the set function
Q(A)=
∫
···
∫
A
dx 1 dx 2 ···dxn,
provided the integral exists. For example, ifA={(x 1 ,x 2 ,...,xn):0≤x 1 ≤
x 2 , 0 ≤xi≤ 1 ,for 1 = 3, 4 ,...,n}, then upon expressing the multiple integral as
an iterated integral^3 we obtain
Q(A)=
∫ 1
0
[∫x 2
0
dx 1
]
dx 2 •
∏n
i=3
[∫ 1
0
dxi
]
=
x^22
2
∣
∣
∣
∣
1
0
- 1=
1
2
.
IfB={(x 1 ,x 2 ,...,xn):0≤x 1 ≤x 2 ≤···≤xn≤ 1 },then
Q(B)=
∫ 1
0
[∫xn
0
···
[∫x 3
0
[∫x 2
0
dx 1
]
dx 2
]
···dxn− 1
]
dxn
=
1
n!
,
wheren!=n(n−1)··· 3 · 2 ·1.
(^3) For a discussion of multiple integrals in terms of iterated integrals, see Chapter 3 ofMathe-
matical Comments.