Definition:Integrable Function/Lebesgue
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Definition
Let $\lambda^n$ be a Lebesgue measure on $\R^n$ for some $n > 0$.
Let $f: \R^n \to \overline \R$ be an extended real-valued function.
Then $f$ is said to be Lebesgue integrable if and only if it is $\lambda^n$-integrable.
Similarly, for all real numbers $p \ge 1$, $f$ is said to be Lebesgue $p$-integrable if and only if it is $p$-integrable under $\lambda^n$.
Also see
- Results about Lebesgue integrable functions can be found here.
Source of Name
This entry was named for Henri Léon Lebesgue.
Sources
- 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $\S 10$