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Additivity of the nonnegative Lebesgue integral
Statement
If are measurable, then
Facts & Assumptions
Given: Nonnegative measurable functions and .
Nonnegative measurable functions admit increasing simple approximations (Every nonnegative measurable function is the increasing limit of simple measurable functions).
The sum of two measurable nonnegative functions is measurable, and pointwise increasing limits stay measurable (Closure properties of measurable functions used by the integral).
Monotone convergence holds for the nonnegative integral (Monotone convergence for the integral).
On simple functions, the nonnegative integral agrees with the simple integral, and the latter is additive (The nonnegative integral agrees with the simple integral on simple functions, The simple integral is monotone, homogeneous, and additive).
Proof
Choose simple functions and by [L1]. Then is simple for each , and by [L2].
By [L3] and [L4], The last limit equality also holds when either limiting integral is infinite because addition is continuous for increasing sequences in .
Depends on
- Monotone convergence for the integral
- Every nonnegative measurable function is the increasing limit of simple measurable functions
- Closure properties of measurable functions used by the integral
- The simple integral is monotone, homogeneous, and additive
- The nonnegative integral agrees with the simple integral on simple functions
Used by
- A C¹ diffeomorphism satisfies the change-of-variables formula for L¹ functions Corollary
- Almost-everywhere monotone convergence Corollary
- Beppo Levi's theorem for nonnegative series Corollary
- Polar integration may discard the cut locus Corollary
- Reverse Fatou's lemma under an integrable majorant Corollary
- Strong fractional integration fails at p equal to one Counterexample
- The critical Riesz potential can diverge and be essentially unbounded Counterexample
- Direct integral of a measurable Hilbert field Definition
- The standard intertwining operator A(nu) Definition
- Direct integral of a constant Hilbert field Example
- Poisson extension of an indicator arc Example
- The exponential tail function is integrable by monotone truncation and geometric comparison Example
- The function x^-1/2 on (0,1] is unbounded and integrable Example
- The positive-type Gaussian on the real line and its cyclic model Example
- The square of the Volterra operator has zero trace Example
- Bochner integral norm inequality Lemma
- Clarkson inequalities in both exponent ranges Lemma
- Compactness, finite Haar volume and invariant vectors in the regular representation Lemma
- Completeness of the complex Haar L1 and L2 spaces and density of Cc Lemma
- Hedberg pointwise inequality for Riesz potentials Lemma
- Near and far bounds for a Riesz potential Lemma
- Sobolev functions paste across an overlap Lemma
- The integral of the divergence of an integrable C1 field vanishes Lemma
- The level-set kernel measure estimate for the Slobodeckij kernel Lemma
- The rho-length and the extremal length are well defined Lemma
- A C¹ diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions Theorem
- A real L¹ density defines a finite signed measure with its canonical Hahn and Jordan data Theorem
- Absolute continuity of the integral Theorem
- Bochner integrability criterion Theorem
- Chebyshev-Markov inequality for the integral Theorem
- Decomposable operators are the commutant of diagonal multiplication Theorem
- Dominated convergence Theorem
- Equality in Minkowski's inequality for 1 < p < ∞ Theorem
- Every sigma-finite signed measure admits a Lebesgue decomposition relative to a sigma-finite positive measure Theorem
- First-step equations for nonnegative exit costs Theorem
- For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique Theorem
- Hardy–Littlewood–Sobolev fractional integration inequality Theorem
- Holder's inequality for integrals, including the endpoint cases Theorem
- Integrable simple functions are dense in L¹(μ) Theorem
- Integrating against a density agrees with integrating the product Theorem
…and 12 more results.
Dependency tree · two levels
17 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- John K. Hunter, Measure Theory Notes, Proposition 4.7 (standard reference, not scraped)
- Gerald B. Folland, Real Analysis, 2nd ed., Theorem 2.15 (standard reference, not scraped)