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The nonnegative integral agrees with the simple integral on simple functions
Statement
If is a nonnegative simple measurable function, then its nonnegative Lebesgue integral equals its simple integral:
Facts & Assumptions
Given: A nonnegative simple measurable function .
The nonnegative integral is the supremum of the simple integrals of all simple minorants (The nonnegative Lebesgue integral).
The simple integral is monotone on nonnegative simple functions (The simple integral is monotone, homogeneous, and additive).
The simple integral itself is well defined on every nonnegative simple function (The integral of a nonnegative simple function, The simple integral is independent of the chosen representation).
Proof
The function is one of its own admissible simple minorants, so [L1] gives
If is any admissible simple minorant of , then , so [L2] gives Taking the supremum over all such in [L1] yields the reverse inequality.
The two inequalities from steps 1.1 and 1.2 give equality of the nonnegative and simple integrals on .