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Theorem
If E⊂R is a set with m(E)=0, then for all f∈L+(E) we have ∫Ef=0
ie it is only interesting to take integrals over functions with positive measure
Proof
From the definition, we have f∈L+(E). If φ is a simple function such that φ=∑i=1naiχAi and φ≤f, then m(Ai)≤m(A)=0. So in the sum, all terms must be 0. Thus we always have ∫Eφ=0 and the supremum over all such φ is also 0.