{
  "aliases": null,
  "backlinks": null,
  "body": "\n## Definition\n\nLet $(X, \\Sigma, \\mu)$ be a measure space and let $f \\colon X \\to \\R$ be an [[integrable function|X7GTF3D98F]].\nLet $f^+ = \\max(f, 0)$ and $f^- = \\max(-f, 0)$, so that $f = f^+ - f^-$.\nThe *Lebesgue integral* of $f$ is\n$$\\int_X f \\, d\\mu = \\int_X f^+ \\, d\\mu - \\int_X f^- \\, d\\mu,$$\nwhere both terms are [[integrals of non-negative functions|DG76G5Z6XW]] and are finite.\nFor an integrable $f \\colon X \\to \\C$, the integral is $\\int_X f \\, d\\mu = \\int_X \\operatorname{Re} f \\, d\\mu + i \\int_X \\operatorname{Im} f \\, d\\mu$.\n\n## Remarks\n\nExample: on $[-1, 1]$ with Lebesgue measure, let $f(x) = x$.\nThen $f^+ = x \\mathbf{1}_{[0, 1]}$ and $f^- = -x \\mathbf{1}_{[-1, 0]}$ both have integral $1/2$, so $\\int f = 0$.\n\nNon-example: $g(x) = x$ on all of $\\R$ is not integrable.\nBoth $\\int g^+$ and $\\int g^-$ are infinite, so the difference $\\infty - \\infty$ has no meaning.\n\nThe same formula is used when only one of $\\int f^+$ and $\\int f^-$ is finite, with value $\\pm \\infty$.\nThe integral is linear and monotone on integrable functions, and it satisfies $\\abs{\\int_X f \\, d\\mu} \\le \\int_X \\abs{f} \\, d\\mu$.\nOn a bounded interval, every Riemann integrable function is Lebesgue integrable and the two integrals agree.\nCommon notations are $\\int f \\, d\\mu$, $\\int f(x) \\, d\\mu(x)$ and $\\int f(x) \\, \\mu(dx)$.\n",
  "commit": "5fc425f97f1f6b11da5892c2948ef8c5d8805665",
  "front": {
    "defines": "DWJF7ABPR1",
    "kind": "definition",
    "msc": [
      "28A25",
      "26A42"
    ],
    "name": "Lebesgue integral",
    "sources": [
      {
        "url": "https://en.wikipedia.org/wiki/Lebesgue_integral"
      }
    ],
    "tag": "XVEWR93EMV",
    "uses": [
      "X7GTF3D98F",
      "DG76G5Z6XW"
    ]
  },
  "kind": "definition",
  "link": "https://math2.tamnd.com/node/XVEWR93EMV/",
  "links": [
    {
      "field": "defines",
      "target": "DWJF7ABPR1"
    },
    {
      "field": "uses",
      "target": "X7GTF3D98F"
    },
    {
      "field": "uses",
      "target": "DG76G5Z6XW"
    }
  ],
  "markdown": "https://math2.tamnd.com/node/XVEWR93EMV.md",
  "msc": [
    "28A25",
    "26A42"
  ],
  "name": "Lebesgue integral",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/XVE/XVEWR93EMV.md",
  "status": null,
  "tag": "XVEWR93EMV",
  "uri": "m2://XVEWR93EMV",
  "url": "https://math2.tamnd.com/wiki/lebesgue-integral-definition/",
  "writing": {
    "tag": "XVEWR93EMV",
    "kind": "definition",
    "level": "W0",
    "next": [
      {
        "what": "a source with a locator",
        "have": 0,
        "want": 1
      }
    ]
  }
}
