The Lebesgue Integral That Measures Its Own Level Sets
Let be a non-negative measurable function. Prove that
where denotes Lebesgue measure.
Then use this identity to evaluate, almost effortlessly,
by computing the right-hand side directly.
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 , each slice having length equal to the measure of the level set . This is the layer-cake (Cavalieri) representation โ a fundamental alternative way to think about integration that replaces knowing pointwise with knowing the sizes of its superlevel sets.
Formal Proof / Solution
Step 1: Prove the layer-cake formula
Consider the product space with the product measure . Look at the region under the graph:
Since is measurable, is a measurable subset of .
Compute by slicing in :
For each fixed , the slice has measure . So by Fubini/Tonelli:
Compute by slicing in :
For each fixed , the slice has measure . So:
Since both expressions equal , we conclude:
Step 2: Apply it to
We need to compute for each .
- If : the set is empty (since ), so measure .
- If : the condition means , so the set is , which has measure .
Therefore:
So we recover without ever computing an antiderivative of 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 BrunnโMinkowski theorem.
It says: to integrate , you don't need to know itself โ knowing the size of its superlevel sets (its distribution) is enough.