Example 3.106 . [02P0]
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Example 3.106.
When the function is differentiable or
piecewise affine, the measurable function
can be made explicit.
- (1)
Let . Proposition
3.94 and the change of variables formula imply . For the particular case when
, Theorem 3.52(4) implies, for
,
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- (2)
Let a piecewise affine concave function on
.
By Proposition 3.95, is supported in the finite set and
so is . For write for the dual polyhedron.
Then , which implies
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The function is defined as a
-measurable function. Therefore, only its values at the
points are well defined. Nevertheless, we can
extend the function to the whole
by writing
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for any Haar measure on the affine space determined by
.