Lebesgue Integral of a Nonnegative Measurable Function
definitionAnalysisProbabilitydef:lebesgue-integral-nonnegative-2026bLet be a measure space. A function (values in the extended half-line of Measure, Measure Space, and Probability Measure) is called measurable if
for every ; for real-valued this agrees with measurability with respect to the Borel -algebra of the real line by claim 3 of Rational Intervals and Rays Generate the Borel Sigma-Algebra of the Real Line.
The integral of a measurable with respect to is
with the integral of a nonnegative simple function as defined there; the supremum is the least upper bound of the set of values when that set is bounded above, and otherwise. For a nonnegative simple function the two notions of integral agree, since such a function is its own largest simple minorant.
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