Linearity and Monotonicity of the Lebesgue Integral
theoremAnalysisProbabilitythm:linearity-monotonicity-integral-2026aLet be a \reftext{def:measure-measure-space-2026a}{measure space}.
- (Nonnegative case.) Let be \reftext{def:lebesgue-integral-nonnegative-2026a}{measurable} and let . Then and are measurable, and
with the conventions of \ref{def:measure-measure-space-2026a}; and if for all then .
- (Integrable case.) Let be \reftext{def:lebesgue-integral-integrable-2026a}{integrable} and let . Then is integrable and
Moreover , and if for all then .
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