Appendix F Here we present a change of variable theorem for a C* map defined on an ‘open set in R® that is not assumed to be a diffeomorphism onto its range. ‘Theorem F.1 below is hence a generalization of Theorem 7.2. There are farther generalizations, involving Lipschitz maps and maps between spaces ‘of different dimensions, that can be found in (BG) and (Fed ‘Theorem F.1. Let 9. R" be open and let F: 0+ BY be aC For x € RM set n(x) measurable w > 0 on R", ‘map. ard F(z), Then n is measurable and for any co) [lec der De eae = f waynte) ae. a * ‘This is an extension of the standard change of variable formula, in which fone assumes that F is a diffeomorphism of © onto its image. (Then n(z) is the characteristic function of F(Q).) We will make use of this standard result in the proof of the theorem. ‘We make a sequence of reductions. Let K={2€9:det DF(e)=0}, G=2\K, F=P\g, f(x) =cardF-\(x).290 Appendix F_ A Sard's Theorem implies F(A) has measure zero. Hence n(x) = on R®, so if we can show that 7 is measurable and (F.1) holds with 2, Fn. replaced by , F,7, we will have the desired result. Thus we will henceforth assume that det DF (zx) #0 for all x € 2. Next, for k€ Z*, let Dy = {2 €: |2| 1/k}. Each Dy is a compact subset of 2. Furthermore, Dy C Dysi and © = U Dp. Let Fi, = Fp, and ng(2) = card Fy"(z). Then, for each x © R", myx) / n(x) as k + 00. Suppose we can show that, for each k, ny is measurable and (2) | (2) |aet DF (Ide [vlan Dy ie Now the Monotone Convergence Theorem implies that as k —+ 00 the left, side of (F.2) tends to the left side of (F.1) and the right side of (F.2) tends to the right side of (F.1). Hence (F.1) follows from (F.2), so it remains to prove (F.2) (and the measurability of mx) For notational simplicity, drop the index k. We have a compact set DCR", F is C! on a neighborhood @ of D, and det DF(x) is nowhere vanishing. We set np(z) = card D9 F-1(z) and desire to prove that np is measurable and (F3) | u(F(2)) |det DF(2)| de of u(x) np(x) dz. * D By the Inverse Function Theorem, each x € © has a neighborhood O, such that F is a diffeomorphism of O, onto its image. Since D is compact, we can cover D with a finite number of open sets O; on each of which F isa diffeomorphism, ‘Then there exists 5 > 0 such that any subset of D of diameter < 6 is contained in one of these sets O;. Tile R" with closed cubes of edge 4/y/n (so they intersect only along their faces). Let {Qu #1 < k < N} denote those cubes that intersect D, and let Ek = DNQs. ‘Then Ex is compact and the standard change of variables theorem gives (F.4) [uee) |det DF(z)| dz = / ula) de. & FD If we sum the left side of (F.4) over k, we get the left side of (F.3). Since the faces of each cube, and also their images under Fall have measure zero,Appendix F. A Change of Variable Theorem for Many-to-one 291 we also have w np(2) = card {ki € F(Ex)} = > xrey (2) ae. on R. a Since F(E,) is compact, this proves that np is measurable and also implies that if we sum the right side of (F.4) over k, we get the right side of (F.3). ‘The theorem is hence proven.