Lebesgue Integral for Simple Functions

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integration lebesgue-integral

Core Idea

For a simple function φ = Σᵢ aᵢ 𝟙ₐᵢ, define ∫φ dμ = Σᵢ aᵢ μ(Aᵢ). This definition is well-defined (independent of representation) and linear. It extends to non-negative functions by taking limits of simple approximations.

Explainer

From your study of simple functions and approximation, you know that a simple function is a finite linear combination of indicator functions of measurable sets: φ = Σᵢ aᵢ 𝟙_{Aᵢ}, where each Aᵢ is a measurable set and each aᵢ is a real number. Think of it as a staircase function — it takes finitely many values, each on a measurable region. The Lebesgue integral of such a function has a natural geometric meaning: it is the sum of (height × measure of base) over each step. That is, ∫φ dμ = Σᵢ aᵢ μ(Aᵢ), where μ(Aᵢ) is the measure (generalized "length" or "size") of the set where φ equals aᵢ.

The first technical hurdle is well-definedness: the same simple function can be written in many different ways. For instance, the function that equals 1 on [0, 1] can be split as 1 · 𝟙_{[0,½]} + 1 · 𝟙_{(½,1]}, or kept as 1 · 𝟙_{[0,1]}. You need the integral to give the same answer regardless of which representation you use. Proving well-definedness requires showing that the sum Σᵢ aᵢ μ(Aᵢ) is the same for any partition of the domain into measurable sets on which φ is constant — a consequence of the additivity of the measure μ you studied when learning measure spaces.

Linearity follows directly from the definition: ∫(αφ + βψ) dμ = α∫φ dμ + β∫ψ dμ for any simple functions φ, ψ and constants α, β. This is the key algebraic fact that makes the integral well-behaved. It also gives the first half of a crucial monotonicity property: if φ ≤ ψ everywhere, then ∫φ dμ ≤ ∫ψ dμ — larger functions integrate to larger values.

The reason for building the integral on simple functions first is strategic: every non-negative measurable function can be approximated from below by an increasing sequence of simple functions. You proved this in the simple-functions approximation topic. The Lebesgue integral for a general non-negative function is then defined as the supremum of the integrals of all simple functions lying beneath it. This construction — define on a tractable class, verify key properties, then extend by limits — is the central pattern of measure theory, and you will see it repeated when the integral is extended to signed and complex-valued functions.

Practice Questions 5 questions

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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 Functions

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