Integrable Function and the Lebesgue Integral
definitionAnalysisProbabilitydef:lebesgue-integral-integrable-2026aLet be a \reftext{def:measure-measure-space-2026a}{measure space} and let be \reftext{def:measurable-function-2026a}{measurable}. Define the \textbf{positive part} and \textbf{negative part} by
so that and . Both and are measurable: for , and , while for both sets equal ; the criterion of \ref{def:measurable-function-2026a} applies.
The function is \textbf{integrable} (with respect to ) if both and are finite, the integrals being those of \ref{def:lebesgue-integral-nonnegative-2026a}; in that case the \textbf{Lebesgue integral} of is
By the additivity of the nonnegative integral (claim 1 of \ref{thm:linearity-monotonicity-integral-2026a}), is integrable if and only if .
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