Integrable Function and the Lebesgue Integral
definitionAnalysisProbabilitydef:lebesgue-integral-integrable-2026aLet be a measure space and let be measurable. Define the positive part and negative part by
so that and . Both and are measurable: for , and , while for both sets equal ; the criterion of Measurable Function and Real-Valued Measurable Function applies.
The function is integrable (with respect to ) if both and are finite, the integrals being those of Lebesgue Integral of a Nonnegative Measurable Function; in that case the Lebesgue integral of is
By the additivity of the nonnegative integral (claim 1 of Linearity and Monotonicity of the Lebesgue Integral), is integrable if and only if .
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