Mathematics · Glossary

What is Lebesgue measure on ℝᵈ?

Definition 11.4 University Mathematics — Year 3 · Chapter 11 — Product Measures, Fubini, Change of Variables

Lebesgue measure on Rd\R^d is λd=λλ\lambda_d = \lambda\otimes\cdots\otimes\lambda (dd factors; associativity of the construction is checked on boxes and propagated by uniqueness). It is the unique Borel measure giving each box (ai,bi]\prod\intoc{a_i}{b_i} its volume (biai)\prod(b_i - a_i); it is translation-invariant (translates agree on boxes), σ\sigma-finite, and complete after Carathéodory completion — we write λd\lambda_d for the completed measure and integrate accordingly.

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