Definition:Lebesgue Integral
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Definition
Let $\lambda^n$ be a Lebesgue measure on $\R^n$.
Let $f: \R^n \to \overline \R$ be a Lebesgue integrable function.
Then the $\lambda^n$-integral of $f$:
- $\ds \int f \rd \lambda^n$
is called the Lebesgue integral of $f$.
Also known as
Historically, the notations $\ds \int \map f x \rd x$ and $\ds \int f \rd x$ are used in place of the formally correct $\ds \int f \rd \lambda^n$.
Also see
- Definition:Integral of Integrable Function, of which the Lebesgue integral is an instance.
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- Results about Lebesgue integrals can be found here.
Source of Name
This entry was named for Henri Léon Lebesgue.
Historical Note
The concept of a Lebesgue integral was inspired by Bernhard Riemann's own definition of an integral in his paper Ueber die Darstellbarkeit einer Function durch eine trigonometrische Reihe of $1854$, on the subject of Fourier series.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Lebesgue integral
- 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $\S 10$
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Lebesgue integral