Integral of Positive Measurable Function is Additive

Theorem
Let $\left({X, \Sigma, \mu}\right)$ be a measure space.

Let $f,g: X \to \overline{\R}$, $f,g \in \mathcal{M}_{\overline{\R}}^+$ be positive measurable functions.

Then:


 * $\displaystyle \int f + g \, \mathrm d\mu = \displaystyle \int f \, \mathrm d\mu + \displaystyle \int g \, \mathrm d\mu$

where:
 * $f + g$ is the pointwise sum of $f$ and $g$
 * The integral sign denotes $\mu$-integration

This can be summarized by saying that $\displaystyle \int \cdot \, \mathrm d\mu$ is additive.