alternative definition of Lebesgue integral, an

The standard way of defining Lebesgue integral is first to define it for simple functions, and then to take limits for arbitrary positive measurable functions.

There is also another way which uses the Riemann integral [1].

Let $(X,ℳ,\mu )$ be a measure space. Let $f:x\to {ℝ}^{+}\cup \{0\}$ be a nonnegative measurable function. We will define $\int f𝑑\mu$ in $[0,\mathrm{\infty }]$ and will call it as the Lebesgue integral of $f$.

If there exists a $t>0$ such that $\mu \left(\{x:f(x)>t\}\right)=\mathrm{\infty }$, then we define $\int f𝑑\mu =\mathrm{\infty }.$

Otherwise, assume for all $t\in (0,\mathrm{\infty })$ and let $F_f(t)=\mu \left(\{x:f(x)>t\}\right)$. $F_f(t)$ is a monotonically non-increasing function on $(0,\mathrm{\infty })$, therefore its Riemann integral is well defined on any interval $[a,b]\subset (0,\mathrm{\infty })$, so it exists as an improper Riemann integral on $(0,\mathrm{\infty })$. We define

$$\int f𝑑\mu ={\int }_0^{\mathrm{\infty }}{F}_f(t)𝑑t.$$

The definition can be extended first to real-valued functions, then complex valued functions as usual.

Title	alternative definition of Lebesgue integral, an
Canonical name	AlternativeDefinitionOfLebesgueIntegralAn
Date of creation	2013-03-22 17:32:46
Last modified on	2013-03-22 17:32:46
Owner	Gorkem (3644)
Last modified by	Gorkem (3644)
Numerical id	6
Author	Gorkem (3644)
Entry type	Definition
Classification	msc 26A42
Classification	msc 28A25