A Lebesgue integrable function on a measure space
with a positive measure
is a measurable function
or
satisfying
(Hunter 2011, pp. 42 and 50). For
a nonnegative measurable
function, this means that its Lebesgue integral
is finite. For
, this is
equivalent to both
and
being Lebesgue integrable, where
and
are its positive part and
negative part, respectively.
The following equivalent characterization follows from the monotone convergence theorem. A nonnegative measurable
function
is Lebesgue integrable iff there exists a sequence
of nonnegative measurable simple functions
satisfying:
1. .
Indeed, choose increasing nonnegative measurable simple functions converging to
, put
, and take
. Their sum
is
, and the monotone
convergence theorem gives
. Conversely,
applying that theorem to the partial sums
proves that the two conditions imply Lebesgue
integrability (Hunter 2011, pp. 38 and 41-42).