A finite linear combination of integrable functions is integrable, and its integral is the corresponding linear combination of the integrals.
In the setting of Measurable Functions and the Lebesgue Integral: Standing Notation, let be a measure space. A finite sum of real numbers is that of Finite Sum Notation in a Field, formed in the field over an initial segment.
Let be a natural number, let be integrable for every , and let be a real number for every . Since , the initial segment contains , so the finite sums written below are defined. Let be the map given by
Then the following hold.
1. (Integrability) is measurable and integrable.
2. (Linearity)
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