Let XX be a . For an integrable simple function s=jxj1Ejs=\sum_jx_j\mathbf1_{E_j}, set sdμ=jxjμ(Ej)\int s\,d\mu=\sum_jx_j\mu(E_j). A function ff is Bochner integrable if it admits such simple functions sns_n with

fsnXdμ0.\int\|f-s_n\|_X\,d\mu\longrightarrow0.

Its integral is limnsndμ\lim_n\int s_n\,d\mu in XX. The estimate ss\|\int s\|\le\int\|s\| shows that this limit exists and is independent of the approximations.

Criterion and bound

Equivalently, ff is an almost-everywhere pointwise norm limit of measurable simple functions and fXdμ<\int\|f\|_X\,d\mu<\infty. This is . The integral satisfies fXfX\|\int f\|_X\le\int\|f\|_X, and bounded linear operators commute with it.

References