Is it possible to define a multiple integral or multiple sums to infinite order ? Something like $\int\int\int\int\cdots$ where there are infinite number of integrals or $\sum\sum\sum\sum\cdots$ . Does infinite valued functions exist (Something like $R^\infty \rightarrow R^n$ ) ?
Infinitely valued functions
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1You can formalize such things with the concept of *product measure*. – 2012-12-10
3 Answers
At this URL we find this item from Zev Chonoles:
BEGIN QUOTE
Let "$\int$" denote $\int_0^x$. We want to find the solution to
$\int f = f-1.$
We simply "factor out" $f$, getting $1=\left(1-\int\right)f$. Thus, $f=(1-\int)^{-1}1$.
Using the geometric series,
$f=\left(1+\int+\iint+\iiint+\cdots\right)1=1+\int_0^x1~dx+\int_0^x\int_0^x1~dx+\cdots$
Thus,
$f=1+x+\frac{x^2}{2}+\frac{x^3}{6}+\cdots=e^x,$
as expected. (This was told to me by Steve Miller)
END QUOTE
(But this does not say how the operation is actually defined.)
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1I think that you define $\int$ as an operator on a Hilbert space of functions ($f$) so it can be defined. you can expand operators in a power series – 2012-12-10
You can't do simple arithmetic with infinite numbers (e.g. cardinals or ordinals). As basic arithmetic collapses, so does functional analysis. The very fast the $\infty+1=\infty$ should give you pause, even before you get into defining integrals.
There are mathematical theories of infinite numbers and infinite sums. Look at filters, for example. But you have to know what you're trying to achieve.
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0I think you might want to take a look at Hilbert Spaces. – 2012-12-11
Yes, it is possible to define multiple integrals or sums to infinite order:
here is my definition: for every function $f$ let
$\int\int\int\cdots \int f:=1$ and
$\sum\sum\cdots\sum f:=1.$
As you can see, I defined those objects.
But OK, I understand that you are looking for some definitions granting some usual properties of the integral. Here is another answer:
it is possible to define integrals of functions between Banach spaces. There are measures on infinite dimensional Banach spaces (for example Gaussian measures) so this might be the concept which is "meaningful" for you. For example you can consider a Gaussian measure on the space of continuous functions $C([0,1])$ induced by a Wiener process and you can calculate integrals with respect to that measure. With some mental gymnastics you can think about those measures and integrals in a way you asked about.
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0@naanwa I am not an expert, but I can suggest you look for "Gaussian measures in Banach spaces" by Kuo. There is also a great book "Stochastic equations in infinite dimensions" by da Prato and Zabczyk - it covers basic things about measures and integration on Banach spaces and quickly goes to applications in stochastic equations in infinite dimensions. – 2012-12-10