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Rays, and Integrability and the Integral of a Real Function on a Borel Subset of the Real Line

Rays in the real line, and integrability and the integral of a real function on a Borel set, defined through its extension by zero and Lebesgue measure.

Statement

Let R\mathbb{R} be the real numbers, B(R)\mathcal{B}(\mathbb{R}) the Borel σ\sigma-algebra and Leb\mathrm{Leb} Lebesgue measure on it.

1. (Rays) For a∈Ra\in\mathbb{R}, the open ray and the closed ray from aa are (a,∞)={t∈R: a<t}(a,\infty)=\{t\in\mathbb{R}:\ a<t\} and [a,∞)={t∈R: a≤t}[a,\infty)=\{t\in\mathbb{R}:\ a\le t\}; here ∞\infty is a symbol, not a number.

2. (Integral on a Borel set) Let B∈B(R)B\in\mathcal{B}(\mathbb{R}), let f:B→Rf:B\to\mathbb{R}, and let f~:R→R\tilde{f}:\mathbb{R}\to\mathbb{R} be equal to ff on BB and to 00 outside BB. The function ff is integrable on BB if f~\tilde{f} is measurable and integrable with respect to Leb\mathrm{Leb}, and then its integral on BB is

∫Bf(t) dt=∫Rf~ dLeb.\int_{B}f(t)\,dt=\int_{\mathbb{R}}\tilde{f}\,d\mathrm{Leb}.

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