Lebesgue Integral for Non-Negative Functions

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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

Counting to 10Counting to 20Understanding ZeroThe Number ZeroCounting to FiveOne-to-One CorrespondenceCombining Small Groups Within 5Addition Within 10Addition Within 20Two-Digit Addition Without RegroupingTwo-Digit Addition with RegroupingAddition Within 100Repeated Addition as MultiplicationMultiplication 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 100Two-Digit by One-Digit DivisionDivision with RemaindersRemainders and Quotients in DivisionDivision Word ProblemsIntroduction to Long DivisionFactors and MultiplesPrime and Composite NumbersEquivalent FractionsRelating Fractions and DecimalsDecimal Place ValueIntegers and the Number LineOpposites and Additive InversesAbsolute ValueAdding IntegersSubtracting IntegersMultiplying IntegersDividing IntegersUnit RatesProportionsPercent ConceptConverting Between Fractions, Decimals, and PercentsOperations with Rational NumbersTwo-Step EquationsSolving Multi-Step EquationsEquations with Variables on Both SidesLiteral EquationsSlope-Intercept FormPoint-Slope FormWriting Linear EquationsParallel and Perpendicular Line SlopesGraphing Linear EquationsPiecewise FunctionsOne-Sided LimitsContinuity DefinitionEpsilon-Delta ContinuityRigorous Definition of the DerivativeRiemann Integral via Darboux SumsCriteria for Riemann IntegrabilityProperties of the Riemann IntegralFundamental Theorem of Calculus (Rigorous)Introduction to the Lebesgue IntegralLebesgue Integral for Simple FunctionsLebesgue Integral for Non-Negative Functions

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