TheoremBase

Integrals of Functions Vanishing or Agreeing off a Null Set on a Compact Interval

Statement

Let a,ba,b be real numbers with a<ba<b and adopt the notation B[a,b]\mathcal{B}_{[a,b]} and λ[a,b]\lambda_{[a,b]} of the restricted Lebesgue measure space on a compact interval, so that ([a,b],B[a,b],λ[a,b])([a,b],\mathcal{B}_{[a,b]},\lambda_{[a,b]}) is a measure space by claim 1 there. Measurability of a real-valued function on [a,b][a,b] means measurability with respect to B[a,b]\mathcal{B}_{[a,b]} and the Borel σ\sigma-algebra of the real line, and integrability and the integral ∫[a,b]f dλ[a,b]\int_{[a,b]}f\,d\lambda_{[a,b]} are those of this measure space.

Call a set N∈B[a,b]N\in\mathcal{B}_{[a,b]} null if λ[a,b](N)=0\lambda_{[a,b]}(N)=0.

Then the following hold.

1. (Vanishing off a null set.) Let NN be null and let h:[a,b]→Rh:[a,b]\to\mathbb{R} be measurable with h(t)=0h(t)=0 for every t∈[a,b]∖Nt\in[a,b]\setminus N. Then hh is integrable and

∫[a,b]h dλ[a,b]=0.\int_{[a,b]}h\,d\lambda_{[a,b]}=0 .

2. (Agreeing off a null set.) Let NN be null and let f,g:[a,b]→Rf,g:[a,b]\to\mathbb{R} be integrable with f(t)=g(t)f(t)=g(t) for every t∈[a,b]∖Nt\in[a,b]\setminus N. Then

∫[a,b]f dλ[a,b]=∫[a,b]g dλ[a,b].\int_{[a,b]}f\,d\lambda_{[a,b]}=\int_{[a,b]}g\,d\lambda_{[a,b]} .

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