Definition 7.4.18: The General Lebesgue Integral

Let f be a measurable function and define the positive and negative parts of f, respectively, as:
f +(x) = max(f(x), 0)
f -(x) = max(-f(x), 0)
so that f = f + - f -. Then f is Lebesgue integral if f + and f - are Lebesgue integrable and
E f(x) dx = E f +(x) dx - E f -(x) dx =
Context Context


Interactive Real Analysis, ver. 1.9.5
(c) 1994-2007, Bert G. Wachsmuth
Page last modified: Mar 28, 2007