TheoremBase

Absolute Continuity of the Integral

The integral of a nonnegative function with finite integral, or of the absolute value of an integrable function, over a measurable set is small whenever the measure of the set is small enough.

Statement

In the setting of Measurable Functions and the Lebesgue Integral: Standing Notation, let (X,F,μ)(X,\mathcal{F},\mu) be a measure space.

Nonnegative functions. Let f∈M+f\in\mathcal{M}^{+} with ∫Xf dμ<∞\int_{X}f\,d\mu<\infty. For every real ε>0\varepsilon>0 there is a real δ>0\delta>0 such that every A∈FA\in\mathcal{F} with μ(A)<δ\mu(A)<\delta satisfies

∫Af dμ<ε.\int_{A}f\,d\mu<\varepsilon .

Integrable functions. Let f∈L1(μ)f\in\mathcal{L}^{1}(\mu) (then ∣f∣∈L1(μ)|f|\in\mathcal{L}^{1}(\mu) by Linearity and Monotonicity of the Lebesgue Integral, and the Integrability Criterion (x), and the integrals over AA below are defined by Integrals over Measurable Subsets (vi)). For every real ε>0\varepsilon>0 there is a real δ>0\delta>0 such that every A∈FA\in\mathcal{F} with μ(A)<δ\mu(A)<\delta satisfies

∫A∣f∣ dμ<εand∣∫Af dμ∣<ε.\int_{A}|f|\,d\mu<\varepsilon\qquad\text{and}\qquad\Bigl|\int_{A}f\,d\mu\Bigr|<\varepsilon .

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