TOPICS
Search

Lebesgue Integral


The Lebesgue integral is defined in terms of upper and lower bounds using the Lebesgue measure of a set. It uses a Lebesgue sum S_n=sum_(i)eta_imu(E_i) where eta_i is the value of the function in subinterval i, and mu(E_i) is the Lebesgue measure of the set E_i of points for which values are approximately eta_i. This type of integral covers a wider class of functions than does the Riemann integral.

The Lebesgue integral of a function f over a measure space X is written

 int_Xf,

or sometimes

 int_Xfdmu

to emphasize that the integral is taken with respect to the measure mu.


See also

A-Integrable, Complete Biorthogonal System, Integral, Measure, Measure Space

Explore with Wolfram|Alpha

References

Kestelman, H. "Lebesgue Integral of a Non-Negative Function" and "Lebesgue Integrals of Functions Which Are Sometimes Negative." Chs. 5-6 in Modern Theories of Integration, 2nd rev. ed. New York: Dover, pp. 113-160, 1960.Papoulis, A. Probability, Random Variables, and Stochastic Processes, 2nd ed. New York: McGraw-Hill, p. 141, 1984.

Referenced on Wolfram|Alpha

Lebesgue Integral

Cite this as:

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

Subject classifications