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Lebesgue Integral for Non-Negative Functions

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Lebesgue Integral for Simple FunctionsFatou's LemmaLebesgue Integral: General Definition+1 more
integration lebesgue-integral

Core Idea

For non-negative measurable f, define ∫f dμ = sup{∫φ dμ : φ simple, φ ≤ f}. This definition is monotone: f ≤ g implies ∫f ≤ ∫g. The integral may be infinite but is always defined.

Explainer

You already know how to integrate simple functions — those that take only finitely many values on measurable sets. A simple function looks like a staircase: constant on each of finitely many pieces. Integrating it is easy: multiply each constant value by the measure of the set where it achieves that value, then sum. The Lebesgue integral for non-negative functions extends this to every non-negative measurable function by a single elegant move: approximate from below.

The key idea is the supremum definition: ∫f dμ = sup{∫φ dμ : φ simple, 0 ≤ φ ≤ f}. You take all the simple functions that underestimate f everywhere, integrate each one, and then take the least upper bound of all those numbers. If f is itself simple, this recovers the simple function integral. If f is a smooth curve, it approximates f from below with ever-finer staircases. The supremum captures the "total area" even when no single simple function achieves it.

This definition handles two important edge cases cleanly. First, it is always defined — the supremum of a set of non-negative numbers is either a finite non-negative number or +∞, never undefined. A function like 1/√x near 0 may have infinite integral; that's allowed and just equals +∞. Second, it is monotone: if f ≤ g everywhere, then every simple function below f is also below g, so the supremum for f is ≤ the supremum for g. This monotonicity is the engine behind the Monotone Convergence Theorem you'll see next.

Why restrict to non-negative functions first? Because non-negative functions have a clean order structure: if φ ≤ f, then more of φ means more of f. Negative values break this — you could have a function that is sometimes large-positive and sometimes large-negative, and the cancellations make "approximating from below" ambiguous. The general Lebesgue integral (for functions that can be negative) is built on top of this: split f into its positive part f⁺ = max(f, 0) and negative part f⁻ = max(−f, 0), integrate both as non-negative functions, and subtract — but only when at least one is finite to avoid ∞ − ∞.

Practice Questions 5 questions

Prerequisite Chain

Understanding ZeroThe Number ZeroCounting to FiveCounting to 10Counting to 20Counting a Set of Objects Up to 20Cardinality: The Last Number CountedMatching Numerals to QuantitiesSubitizing Small QuantitiesAddition Within 10Number Bonds to 10Addition Within 20Doubles and Near DoublesDoubles Facts Within 10Near Doubles Facts Within 20Mental Math Strategies for AdditionMental Math: Adding and Subtracting TensAddition Within 100Repeated Addition as MultiplicationMultiplication as Equal GroupsMultiplication: ArraysBasic Multiplication Facts (0s, 1s, 2s, 5s, 10s)Multiplication Facts Within 100Division as Equal SharingDivision as Grouping (Measurement Division)Division: Grouping (Repeated Subtraction) ModelDivision: Fair Sharing ModelDivision as Equal SharingDivision as GroupingBasic Division FactsDivision Facts Within 100Multiplication and Division Fact FamiliesRelationship Between Multiplication and DivisionDivision Facts as Inverse of MultiplicationRemainders and Quotients in DivisionDivision Word ProblemsMulti-Step Word ProblemsSolving Multi-Step Word ProblemsMultiplication Word ProblemsDivision Word ProblemsIntroduction to Long DivisionFactors and MultiplesPrime and Composite NumbersEquivalent FractionsRelating Fractions and DecimalsDecimal Place ValueIntegers and the Number LineComparing and Ordering IntegersAbsolute ValueAdding IntegersSubtracting IntegersMultiplying IntegersIntroduction to ExponentsOrder of OperationsInteger Order of OperationsVariable ExpressionsThe Distributive PropertyVariables and Expressions ReviewIntroduction to PolynomialsAdding and Subtracting PolynomialsMultiplying PolynomialsFactorialPermutationsCombinationsCounting Principles: Addition and Multiplication RulesIntroduction to Graph TheoryPropositional Logic FoundationsLogical EquivalencesSet Operations: Union, Intersection, and ComplementCartesian Products and RelationsPartial OrdersBinary RelationsEquivalence RelationsInjective, Surjective, and Bijective FunctionsCardinality and CountabilitySigma-Algebras and Measurable SetsMeasurable Sets and σ-Algebra PropertiesMeasure SpacesMeasurable FunctionsSimple Functions and ApproximationLebesgue Integral for Simple FunctionsLebesgue Integral for Non-Negative Functions

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