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Lebesgue Sum


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 s_n=sum_(i=1)^(k_n)eta_ichi_(E_i), it is

 S_n=sum_(i=1)^(k_n)eta_imu(E_i)=int_Xs_ndmu,

where mu is a positive measure on a measure space X, the E_i are pairwise disjoint sets that are measurable, eta_i>=0, and chi_(E_i) is the characteristic function of E_i. The convention 0·infty=0 is used. For example, the E_i may be the sets on which s_n takes its distinct values (Hunter 2011, p. 39).

Taking an increasing sequence of these simple functions that converges to a nonnegative measurable function f gives S_n->int_Xfdmu by the monotone convergence theorem. With Lebesgue measure on R, the sets E_i 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).


See also

Lebesgue Integral, Simple Function

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References

Hunter, J. K. Measure Theory. Lecture notes, pp. 38-41, 2011. https://www.math.ucdavis.edu/~hunter/measure_theory/measure_notes.pdf.

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Lebesgue Sum

Cite this as:

Weisstein, Eric W. "Lebesgue Sum." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/LebesgueSum.html

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