ThmDex – An index of mathematical definitions, results, and conjectures.
Unsigned basic Lebesgue integral under scaling
Formulation 0
Let $M = (\mathbb{R}^N, \mathcal{L}, \ell)$ be a D1744: Lebesgue measure space such that
(i) $f : \mathbb{R}^N \to [0, \infty]$ is an D5610: Unsigned basic Borel function on $M$
Let $\lambda \in \mathbb{R} \setminus \{ 0 \}$ be a D993: Real number.
Then
(1) \begin{equation} \int_{\mathbb{R}^N} f(x / \lambda) \, \mu(d x) = |\lambda|^N \int_{\mathbb{R}^N} f(x) \, \mu(d x) \end{equation}
(2) \begin{equation} \int_{\mathbb{R}^N} f(\lambda x) \, \mu(d x) = \left| \frac{1}{\lambda} \right|^N \int_{\mathbb{R}^N} f(x) \, \mu(d x) \end{equation}
Proofs
Proof 0
Let $M = (\mathbb{R}^N, \mathcal{L}, \ell)$ be a D1744: Lebesgue measure space such that
(i) $f : \mathbb{R}^N \to [0, \infty]$ is an D5610: Unsigned basic Borel function on $M$
Let $\lambda \in \mathbb{R} \setminus \{ 0 \}$ be a D993: Real number.
Let $E \in \mathcal{L}$ and let $I_E$ denote the indicator function for $E$ in $\mathbb{R}^N$. Results
(i) R2966: Indicator function under scaling of the argument
(ii) R1242: Unsigned basic integral is compatible with measure
(iii) R1166: Lebesgue measure under scaling

imply \begin{equation} \begin{split} \int_{\mathbb{R}^N} I_E (x / \lambda) \, \mu(d x) & = \int_{\mathbb{R}^N} I_{\lambda E} (x) \, \mu(d x) \\ & = \mu(\lambda E) = |\lambda|^N \mu(E) = |\lambda|^N \int_{\mathbb{R}^N} I_E (x) \, \mu(d x) \end{split} \end{equation} This establishes the first claim for measurable indicator functions $\mathbb{R}^N \to \{ 0, 1 \}$. The first claim for unsigned functions $\mathbb{R}^N \to [0, \infty]$ then follows by applying the principles in [[[x,125]]]. The second claim follows by applying the first claim to the constant $1 / \lambda$. $\square$