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Lebesgue Integral for Simple Functions

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Measure SpacesSimple Functions and Approximation+1 moreLebesgue Integral for Non-Negative Functions
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

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 Functions

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