A nonnegative measurable function is called Lebesgue integrable if its Lebesgue
integral
is finite. An arbitrary measurable function is integrable if
and
are each Lebesgue integrable, where
and
denote the positive and
negative parts of
, respectively.
The following equivalent characterization of Lebesgue integrable follows as a consequence of monotone convergence theorem. A
nonnegative measurable function is Lebesgue integrable iff there exists
a sequence of nonnegative simple
functions
such that the following two conditions are satisfied:
1. .