Translation Invariance as an Integration Axiom

Adding this axiom allows simplification of the previous axioms

This note is part of the story of sketching out an axiomatic understanding of integration. The previous note in this series considers a collection of four axioms strictly stronger than the original three:

A previous note showed that the property of translation invariance, coupled with linearity, is a promising way forward (we can prove the specific function χQ\chi_\QQ is no longer a counterexample).

Translation Invariance

An integral is said to be translation invariant if it has the following property: for any f(x)f(x) which is integrable on [a,b][a,b], then f(xc)f(x-c) is integrable on [a+c,b+c][a+c,b+c] and [a,b]f(x)=[a+c,b+c]f(xc)\int_{[a,b]}f(x)=\int_{[a+c,b+c]}f(x-c)

This note proposes adding this as an additional axiom to give a new set:

A natural question that this post does not resolve is whether or not this is actually stronger

QUESTION: Is translation invariance implied by the previous axioms?

However, its good to note that without the first normalization axiom setting [a,b]1=ba\int_{[a,b]}1=b-a one cannot hope to prove translation invariance, as there are integrals satisfying all the other axioms which are not translation invariant (for example, the Lebesgue integral against a measure m(x)dxm(x)dx for mm a positive nonconstant function).

Like when adding linearity to the axiom list, the power of of translation invariance renders some assumptions of the other axioms redundant. The main simplification possible here is to the normalization axiom, where we can get away by fixing the value of only a single integral:

New Integration Axioms

An integral on R\RR is a choice of set of functions I(J)\mathcal{I}(J) for each closed interval JJ together with a real valued map J ⁣:I(J)R\int_J\colon\mathcal{I}(J)\to\RR satisfying the following axioms:

  • Normalization: The constant function 11 is integrable on [0,1][0,1] and [0,1]1=1\int_{[0,1]}1=1

  • Nonnegativity: If ff is integrable on II and f0f\geq 0 then If0\int_I f\geq 0.

  • Subdivision: If [a,b][a,b] is an interval and c[a,b]c\in[a,b], then ff is integrable on [a,b][a,b] if and only if its integrable on [a,c][a,c] and [c,b][c,b]. Furthermore, in this case [a,b]f=[a,c]f+[c,b]f\int_{[a,b]}f = \int_{[a,c]}f +\int_{[c,b]}f

  • Linearity: If f,gf,g are integrable on II then so is cf+kgcf+kg for any c,kRc,k\in\mathbb{R} and I(cf+kg)=cIf+kIg\int_{I}(cf+kg)=c\int_I f+k\int_I g

  • Translation Invariance: If f(x)f(x) is integrable on [a,b][a,b] then f(xc)f(x-c) is integrable on [a+c,b+c][a+c,b+c] and [a,b]f(x)=[a+c,b+c]f(xc)\int_{[a,b]}f(x)=\int_{[a+c,b+c]}f(x-c)

The main content of this post is to prove that this simplified set of axioms is equivalent to the original three + linearity + translation invariance.

Proving Equivalence

Given an integral satisfying the above axioms, we want to prove the original normalization axiom: that 11 is integrable on any interval, and that the returned value is the interval’s length. We follow steps familiar from many introductory real analysis arguments:

Reduction to Intervals at 0

The function 1 is integrable on every interval of the form [0,x][0,x] for x>0x>0.

Without Loss of Generality

If [0,x]=x\int_{[0,x]}=x for all x>0x>0, then 11 is integrable on any interval II and I1=I\int_{I}1=|I|

Rationals

For rational xx, the equality holds: [0,x]1=x\int_{[0,x]}1 =x

Continuity

The function F(x)=[0,x]1F(x)=\int_{[0,x]}1 is continuous.

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