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Lebesgue Integral

The Lebesgue integral is a method of integration that allows for the integration of functions over measurable sets, overcoming the limitations of the Riemann integral by accommodating more complex functions. It divides the area under a curve into horizontal slabs rather than vertical rectangles, enabling the integration of functions with discontinuities or unbounded behavior. A function is Lebesgue integrable if it is simple and bounded on a set of finite measure, with the common value of its upper and lower integrals defined as the Lebesgue integral.

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74 views24 pages

Lebesgue Integral

The Lebesgue integral is a method of integration that allows for the integration of functions over measurable sets, overcoming the limitations of the Riemann integral by accommodating more complex functions. It divides the area under a curve into horizontal slabs rather than vertical rectangles, enabling the integration of functions with discontinuities or unbounded behavior. A function is Lebesgue integrable if it is simple and bounded on a set of finite measure, with the common value of its upper and lower integrals defined as the Lebesgue integral.

Uploaded by

Uchiha Itachi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd

Lebesgue Integral

Integration Definition
The integration denotes the summation of discrete data. The integral is
calculated to find the functions which will describe the area, displacement,
volume, that occurs due to a collection of small data, which cannot be
measured singularly. In a broad sense, in calculus, the idea of limit is used
where algebra and geometry are implemented. Limits help us in the study of
the result of points on a graph such as how they get closer to each other until
their distance is almost zero.
Lebesgue Integral
The Lebesgue integrals are the integration of functions over measurable
sets, which could integrate many functions that cannot be integrated as
Riemann integrals or even Riemann-Stieltjes integrals. The concept behind
the Lebesgue integrals is that generally, while integrating a given function,
the total area under the curve is divided into several vertical rectangles, but
while determining the Lebesgue integral of the function, the area under the
curve is divided into horizontal slabs, that need not be rectangles.

The Lebesgue integral overcomes the limitations of the Riemann integral


by allowing for the integration of a much wider class of functions,
particularly those with more complex discontinuities or unbounded
behavior, which can be problematic to integrate using the Riemann
method; essentially, Lebesgue integration provides a more robust and
general framework for defining integrals in analysis.
Lebesgue Integrable Function
Let f be a simple bounded function defined on a set E of finite measure is said
to be Lebesgue integrable over E, if
L⨜E f(x) dx = L ∫E f(x) dx =L⨛E f(x) dx
and the common value L ∫E f(x) dx or simply, ∫E f(x) dx of both upper and
lower Lebesgue integral is called the Lebesgue Integral of f.

A "simple function" in mathematics refers to a function that is constructed by


taking a finite sum of indicator functions (also called characteristic functions)
of measurable sets; essentially, it's a function that only takes on a finite
number of distinct values within its range, making it a basic building block for
more complex functions in analysis.
Some examples of simple functions include:
f(x) = x^2: In this function, the function f(x) squares the value of x. For
example, if x = 3, then f(3) = 9.
f(x) = 3x: This function multiplies the value of x by 3.
y = 3x - 2: This function represents a straight line on a coordinate plane. It can
also be written as f(x) = 3x - 2.

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