Definition:Integral of Integrable Function

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

Let $f: X \to \overline{\R}$, $f \in \mathcal{L}^1 \left({\mu}\right)$ be a $\mu$-integrable function.

Then the $\mu$-integral of $f$, $\displaystyle \int f \, \mathrm d\mu$, is defined as:


 * $\displaystyle \int f \, \mathrm d\mu := \int f^+ \, \mathrm d\mu - \int f^- \, \mathrm d\mu$

where $f^+$ and $f^-$ are the positive and negative parts of $f$, respectively.

Also known as
The $\mu$-integral is also sometimes called the (abstract) Lebesgue integral.

This use is discouraged as there is possible confusion with the notion of Lebesgue integral (which is an instance of the concept here defined).

Also see

 * Integrable Function