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Mathematics · Glossary

What is integral?

Definition 10.5 University Mathematics — Year 3 · Chapter 10 — The Lebesgue Integral

For measurable f≥0f \geq 0:

∫f  ⁣dμ=sup⁡{∫s  ⁣dμ:s simple, 0≤s≤f}∈[0,+∞].\int f \,\dd\mu = \sup\Bigl\{\int s\,\dd\mu : s \text{ simple}, \ 0 \leq s \leq f\Bigr\} \in [0, +\infty].

It is monotone in ff by construction, and extends the simple case (for simple ff, the sup is attained at ff: comparison of simple integrals via common refinements).

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