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A nonnegative measurable function has integral exactly when it vanishes almost everywhere
Statement
Let be an arbitrary measure space and let be measurable. Then
Facts & Assumptions
Given: An arbitrary measure space and 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).
The nonnegative integral agrees with the defining simple integral on simple functions (The nonnegative integral agrees with the simple integral on simple functions).
Proof
Assume . For let . Then , so [L1] and [L4] give . 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 containing . For any disjoint simple representation , every with lies inside and has measure zero. Every zero-coefficient term contributes zero, including an omitted complement cell of infinite measure, by the simple integral's convention. Thus . The now-complete finite refinement proof of The simple integral is independent of the chosen representation makes this value independent of representation. Taking the supremum over all simple minorants in [L3] gives .
Step 1.1 proves the forward implication and step 1.2 proves the reverse implication.
Depends on
The nonnegative Lebesgue integral
Integral over a measurable subset
Monotonicity and nonnegative homogeneity of the nonnegative integral
The nonnegative integral agrees with the simple integral on simple functions
Measure-null sets and almost-everywhere statements relative to a measure
The simple integral is independent of the chosen representation