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Introduction to Mathematical Physics/Measure and integration
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Lebesgue integral
The theory of the Lebesgue integral is difficult and can not be
presented here. However, we propose here to give to the reader an idea of the
Lebesgue integral based on its properties.
The integration in the Lebesgue sense is a functional that at each
element of a certain functional space (the space of the summable
functions) associates a number note of .
for a function to be summable, it is sufficient that
is summable.
if is summable and if then
is summable and
If and are almost everywhere equal, the their sum is
egual.
if and if then is almost everywhere
zero.
A bounded function, zero out of a finite interval is
summable. If is integrable in the Riemann sense on then
the sums in the Lebesgue and Rieman sense are equal.