In
mathematics, the layer cake representation of a non-
negative,
real
Real may refer to:
Currencies
* Brazilian real (R$)
* Central American Republic real
* Mexican real
* Portuguese real
* Spanish real
* Spanish colonial real
Music Albums
* ''Real'' (L'Arc-en-Ciel album) (2000)
* ''Real'' (Bright album) (201 ...
-valued
measurable function
In mathematics and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the preimage of any measurable set is measurable. This is i ...
defined on a
measure space
A measure space is a basic object of measure theory, a branch of mathematics that studies generalized notions of volumes. It contains an underlying set, the subsets of this set that are feasible for measuring (the -algebra) and the method that ...
is the formula
:
for all
, where
denotes the
indicator function
In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if is a subset of some set , one has \mathbf_(x)=1 if x ...
of a subset
and
denotes the super-
level set
In mathematics, a level set of a real-valued function of real variables is a set where the function takes on a given constant value , that is:
: L_c(f) = \left\~,
When the number of independent variables is two, a level set is cal ...
:
The layer cake representation follows easily from observing that
:
and then using the formula
:
The
layer cake
A layer cake (US English) or sandwich cake (UK English) is a cake consisting of multiple stacked sheets of cake, held together by frosting or another type of filling, such as jam or other preserves. Most cake recipes can be adapted for lay ...
representation takes its name from the representation of the value
as the sum of contributions from the "layers"
: "layers"/values
below
contribute to the integral, while values
above
do not.
It is a generalization of
Cavalieri's principle
In geometry, Cavalieri's principle, a modern implementation of the method of indivisibles, named after Bonaventura Cavalieri, is as follows:
* 2-dimensional case: Suppose two regions in a plane are included between two parallel lines in that p ...
and is also known under this name.
An important consequence of the layer cake representation is the identity
which follows from it by applying the
Fubini-Tonelli theorem.
An important application is that
for
can be written as follows
which follows immediately from the change of variables
in the layer cake representation of
.
See also
*
Symmetric decreasing rearrangement
References
*
* {{cite book
, last1=Lieb
, first1=Elliott
, authorlink1=Elliott H. Lieb
, last2=Loss
, first2=Michael, author2-link=Michael Loss
, title=Analysis
, year=2001, edition=2nd
, publisher=
American Mathematical Society
The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meetings ...
, series=
Graduate Studies in Mathematics, volume=14
, isbn=978-0821827833
Real analysis