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/Part 4: Measure Theory and Integration/Chapter 16: The Lebesgue Integral/Section 16.2: Integration of Non-Negative Functions

Definition 16.2.2 (Integral of Non-Negative Function). Let $(X, \cm, \mu)$ be a measure space and $f \in \mathcal{L}^{+}(X, \cm)$, then

\[\int f d\mu = \int f(x)\mu(dx) = \sup\bracs{\int \phi d\mu \bigg | \phi \in \Sigma^+(X, \cm), \phi \le f}\]

is the Lebesgue integral of $f$.

Direct Backlinks

  • Section 16.2: Integration of Non-Negative Functions
  • Theorem 16.2.4: Monotone Convergence Theorem, [Theorem 2.14, Fol99]
  • Proposition 16.2.7
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Jerry's Digital Garden

Bibliography

Direct Backlinks

  • Section 16.2: Integration of Non-Negative Functions
  • Theorem 16.2.4: Monotone Convergence Theorem, [Theorem 2.14, Fol99]
  • Proposition 16.2.7
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