lebesgue integral of sum is sum of the integral

[[concept]]

Topics

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Theorem

If then

Proof

Let and be two sequences of simple functions such that with and with pointwise then Where pointwise and each are simple (since they are the sum of simple functions). So by the Monotone Convergence Theorem and linearity for simple functions we have

\int _{E} (f+g) &= \lim_{ n \to \infty } \int _{E} (\varphi_{n} + \psi_{n}) \\ \text{(linearity)}&= \lim_{ n \to \infty } \int _{E} \varphi_{n} + \int _{E} \psi_{n} \\ \text{(MTC)}&=\int _{E} f+\int _{E} g \end{align}$$

References

References

See Also

Mentions

Mentions

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