# Definition:Space of Integrable Functions

## Contents

## Definition

Let $\struct {X, \Sigma, \mu}$ be a measure space.

Then the **space of $\mu$-integrable, real-valued functions** $\map {\LL^1} \mu$ is the collection of all $\mu$-integrable real-valued functions:

- $\map {\LL^1} \mu := \set {f: X \to \R: \text {$f$ is $\mu$-integrable} }$

Similarly, the **space of $\mu$-integrable, extended real-valued functions** $\map {\LL^1_{\overline \R} } \mu$ is the collection of all $\mu$-integrable extended real-valued functions:

- $\map {\LL^1_{\overline \R} } \mu := \set {f: X \to \overline \R: \text {$f$ is $\mu$-integrable} }$

## Also known as

It is often taken clear from the context whether the functions are real-valued or extended real-valued.

Thus, one often simply calls $\map {\LL^1} \mu$ and $\map {\LL^1_{\overline \R} } \mu$ the **space of $\mu$-integrable functions**.

Furthermore, if necessary or convenient, it is common to write for example $\map {\LL^1} {\Sigma, \mu}$ to emphasize $\Sigma$.

When $\mu$ is clear from the context, it may also be dropped from both name and notation, yielding $\LL^1$, the **space of integrable functions**.

## Also see

- Lebesgue Space, of which this is a special case

## Sources

- 2005: René L. Schilling:
*Measures, Integrals and Martingales*... (previous) ... (next): $10.1$