Integrable

Definition (Integrable)

Let f:XRf:X\to \mathbb{R} measurable. ff is called integrable if Xfdμ<\int\limits _{X}|f| \, d\mu<\infty

Remark

f measurable    f measurablef\text{ measurable}\implies|f|\text{ measurable}by Composition of Measurable Functions.

Definition (Set of all Integrable Functions)

Let (X,F,μ)(X,\mathcal{F},\mu) be a measure space. We define L1(X,F,μ)\mathscr{L}^{1}(X,\mathcal{F},\mu)to be the set of all integrable functions f:XRf:X\to \mathbb{R}.

Theorem (Integrable = Vector Space)

L1(X,F,μ)\mathscr{L}^{1}(X,\mathcal{F},\mu) is a real-vector space. Furthermore the map L1(X,F,μ)Rffdμ\begin{align*} \mathscr{L}^{1}(X,\mathcal{F},\mu)&\to \mathbb{R}\\ f&\mapsto \int\limits f \, d\mu \end{align*} is R\mathbb{R}-linear.

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