Preprint December 7, 2007. To appear in Real Analysis Exchange. The distributional Denjoy integral Erik Talvila1 Department of Mathematics and Statistics University College of the Fraser Valley Abbotsford, BC Canada V2S 7M8
[email protected] Abstract. Let f be a distribution (generalised function) on the real line. If there is a con- tinuous function F with real limits at infinity such that F ′ = f (distributional derivative) ∞ then the distributional integral of f is defined as f = F ( ) F ( ). It is shown that −∞ ∞ − −∞ this simple definition gives an integral that includesR the Lebesgue and Henstock–Kurzweil integrals. The Alexiewicz norm leads to a Banach space of integrable distributions that is isometrically isomorphic to the space of continuous functions on the extended real line with uniform norm. The dual space is identified with the functions of bounded variation. Basic properties of integrals are established using elementary properties of distributions: integration by parts, H¨older inequality, change of variables, convergence theorems, Banach lattice structure, Hake theorem, Taylor theorem, second mean value theorem. Applications are made to the half plane Poisson integral and Laplace transform. The paper includes a short history of Denjoy’s descriptive integral definitions. Distributional integrals in Eu- clidean spaces are discussed and a more general distributional integral that also integrates Radon measures is proposed. 2000 subject classification: 26A39, 46B42, 46E15, 46F05, 46G12 Key words: distributional Denjoy integral; continuous primitive integral; Henstock– Kurzweil integral; Schwartz distributions; Alexiewicz norm; Banach lattice. arXiv:math/0606537v2 [math.CA] 7 Dec 2007 1 Introduction We are fortunate to live in a richly diverse universe in which there are many integrals and many interesting ways of defining these integrals.