A Lebesgue sum is the integral of a simple function used to approximate a measurable function
in the construction of the Lebesgue integral.
For a nonnegative measurable simple function , it is
where
is a positive measure on a measure
space
,
the
are pairwise disjoint
sets that are measurable,
, and
is the characteristic
function of
.
The convention
is used. For example, the
may be the sets on which
takes its distinct values (Hunter 2011, p. 39).
Taking an increasing sequence of these simple functions that converges to a nonnegative measurable function gives
by the monotone
convergence theorem. With Lebesgue measure
on
, the sets
need not be intervals;
the approximation groups values of the function rather
than requiring a partition of the domain
into intervals (Hunter 2011, pp. 38-41).