๐Ÿงฎ Brain Teaser

The Lebesgue Integral That Measures Its Own Level Sets

Let f:[0,1]โ†’[0,โˆž)f: [0,1] \to [0,\infty) be a non-negative measurable function. Prove that

โˆซ01f(x)โ€‰dx=โˆซ0โˆžmโ€‰โฃ({xโˆˆ[0,1]:f(x)>t})dt,\int_0^1 f(x)\, dx = \int_0^\infty m\!\left(\{x \in [0,1] : f(x) > t\}\right) dt,

where mm denotes Lebesgue measure.

Then use this identity to evaluate, almost effortlessly,

โˆซ01xnโ€‰dx\int_0^1 x^n\, dx

by computing the right-hand side directly.

Lebesgue integrationlayer-cake formulaFubini-Tonellimeasure theorylevel sets

Answer: The Lebesgue Integral That Measures Its Own Level Sets

Key Idea / Intuition

Instead of slicing the domain horizontally (the usual Riemann picture), slice it vertically in the range: the integral of a non-negative function equals the "area under its graph," and that area can be computed by stacking horizontal slices of width dtdt, each slice having length equal to the measure of the level set {f>t}\{f > t\}. This is the layer-cake (Cavalieri) representation โ€” a fundamental alternative way to think about integration that replaces knowing ff pointwise with knowing the sizes of its superlevel sets.


Formal Proof / Solution

Step 1: Prove the layer-cake formula

Consider the product space [0,1]ร—[0,โˆž)[0,1] \times [0,\infty) with the product measure mร—mm \times m. Look at the region under the graph:

E={(x,t):xโˆˆ[0,1],โ€…โ€Š0โ‰คt<f(x)}.E = \{(x, t) : x \in [0,1],\; 0 \leq t < f(x)\}.

Since ff is measurable, EE is a measurable subset of [0,1]ร—[0,โˆž)[0,1] \times [0,\infty).

Compute mร—m(E)m \times m(E) by slicing in xx:

For each fixed xx, the slice {t:0โ‰คt<f(x)}\{t : 0 \leq t < f(x)\} has measure f(x)f(x). So by Fubini/Tonelli:

mร—m(E)=โˆซ01f(x)โ€‰dx.m \times m(E) = \int_0^1 f(x)\, dx.

Compute mร—m(E)m \times m(E) by slicing in tt:

For each fixed tโ‰ฅ0t \geq 0, the slice {xโˆˆ[0,1]:t<f(x)}={f>t}\{x \in [0,1] : t < f(x)\} = \{f > t\} has measure m({f>t})m(\{f > t\}). So:

mร—m(E)=โˆซ0โˆžm({x:f(x)>t})โ€‰dt.m \times m(E) = \int_0^\infty m(\{x : f(x) > t\})\, dt.

Since both expressions equal mร—m(E)m \times m(E), we conclude:

โˆซ01f(x)โ€‰dx=โˆซ0โˆžm({f>t})โ€‰dt.\boxed{\int_0^1 f(x)\, dx = \int_0^\infty m(\{f > t\})\, dt.}


Step 2: Apply it to f(x)=xnf(x) = x^n

We need to compute m({xโˆˆ[0,1]:xn>t})m(\{x \in [0,1] : x^n > t\}) for each tโ‰ฅ0t \geq 0.

  • If tโ‰ฅ1t \geq 1: the set {xn>t}\{x^n > t\} is empty (since xโ‰ค1x \leq 1), so measure =0= 0.
  • If 0โ‰คt<10 \leq t < 1: the condition xn>tx^n > t means x>t1/nx > t^{1/n}, so the set is (t1/n,1](t^{1/n}, 1], which has measure 1โˆ’t1/n1 - t^{1/n}.

Therefore:

โˆซ0โˆžm({xn>t})โ€‰dt=โˆซ01(1โˆ’t1/n)dt\int_0^\infty m(\{x^n > t\})\, dt = \int_0^1 \left(1 - t^{1/n}\right) dt

=[tโˆ’t1/n+11/n+1]01=1โˆ’11/n+1=1โˆ’nn+1=1n+1.= \left[t - \frac{t^{1/n + 1}}{1/n + 1}\right]_0^1 = 1 - \frac{1}{1/n + 1} = 1 - \frac{n}{n+1} = \frac{1}{n+1}.

So we recover โˆซ01xnโ€‰dx=1n+1\displaystyle\int_0^1 x^n\, dx = \frac{1}{n+1} without ever computing an antiderivative of xnx^n directly โ€” just by measuring level sets!


Why this is beautiful

The layer-cake formula is not just a trick โ€” it is the conceptual foundation for:

  • The definition of the Lebesgue integral via the distribution function,
  • Lp interpolation and norm identities,
  • Geometric inequalities like the Brunnโ€“Minkowski theorem.

It says: to integrate ff, you don't need to know ff itself โ€” knowing the size of its superlevel sets (its distribution) is enough.