Lebesgue integrable function

A measurable function whose absolute value has finite Lebesgue integral.
Lebesgue integrable function

A Lebesgue integrable function on a (X,Σ,μ)(X,\Sigma,\mu) is a f:XRf:X\to \mathbb R (or extended real-valued) such that

Xfdμ<, \int_X |f|\,d\mu<\infty,

where f|f| denotes the applied pointwise.

Lebesgue integrability ensures that the of ff is a finite real number and depends only on the class of ff. The collection of such functions (modulo a.e. equality) is the space of .

Examples:

  • On R\mathbb R with , the function f(x)=11+x2f(x)=\frac{1}{1+x^2} is Lebesgue integrable.
  • If EE is a with μ(E)<\mu(E)<\infty, then the 1E\mathbf{1}_E is Lebesgue integrable.