A real function is integrable with respect to a finite signed measure if it is integrable with respect to its total variation, and its integral is the difference of its integrals against the two parts of the Jordan decomposition.
In the setting of Radon Measures on Locally Compact Metric Spaces: Standing Notation, let be a measurable space and let be a finite signed measure on , with total variation , a finite measure by Properties of the Total Variation: a Finite Measure, the Jordan Decomposition, Linear Combinations, the Total Variation Norm, and Integrability (i), and with Jordan decomposition , formed with a Hahn set for .
Integrable functions. A function is integrable with respect to if . The set of these functions is .
The integral. For , which lies in and in by Properties of the Total Variation: a Finite Measure, the Jordan Decomposition, Linear Combinations, the Total Variation Norm, and Integrability (viii), the integral of with respect to is the real number
also written (by Hahn and Jordan Decompositions of a Finite Signed Measure (ii) it does not depend on the Hahn set).
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