Lebesgue integrable function
A measurable function whose absolute value has finite Lebesgue integral.
Lebesgue integrable function
A Lebesgue integrable function on a measure space is a measurable function (or extended real-valued) such that
where denotes the absolute value applied pointwise.
Lebesgue integrability ensures that the Lebesgue integral of is a finite real number and depends only on the a.e. equality class of . The collection of such functions (modulo a.e. equality) is the space of L1 functions .
Examples:
- On with Lebesgue measure , the function is Lebesgue integrable.
- If is a measurable set with , then the indicator function is Lebesgue integrable.