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A nonnegative measurable function has integral exactly when it vanishes almost everywhere
Statement
Let be measurable. Then
Facts & Assumptions
Given: A nonnegative measurable function .
The nonnegative integral is monotone and homogeneous (Monotonicity and nonnegative homogeneity of the nonnegative integral).
A statement holds almost everywhere when its exceptional set is contained in a measurable null set (Measure-null sets and almost-everywhere statements relative to a measure).
The nonnegative integral is the supremum of the integrals of simple minorants (The nonnegative Lebesgue integral).
Proof
Assume . For let . Then[L1, L2, given, algebra] , so [L1] gives Hence for every . Since , the exceptional set where is null, so almost everywhere by [L2].
Assume almost everywhere, and let be a measurable null set[L2, L3, given] containing . If is a simple minorant of , then every set with lies inside , so ; the remaining coefficients are . Therefore . Taking the supremum over all simple minorants in [L3] gives .
Step 1.1 proves the forward implication and step 1.2 proves the reverse [step 1.1, step 1.2] ∎ implication.
Depends on
Used by
- A nonnegative measurable function with finite integral is finite almost everywhere Corollary
- The Dirichlet function is positive on a dense set but has Lebesgue integral 0 Counterexample
- FALSE: a nonnegative measurable function with integral 0 vanishes everywhere False statement
- Jensen's integral inequality for a probability measure Theorem
- Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree Theorem
Dependency tree · two levels
10 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
- Richard F. Bass, Real Analysis for Graduate Students, Proposition 8.1 (standard reference, not scraped)
- Gerald B. Folland, Real Analysis, 2nd ed., Proposition 2.16 (standard reference, not scraped)