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The Lebesgue integral - MIT Mathematics

CHAPTER 2. The Lebesgue integral This part of the course, on Lebesgue integration, has evolved the most. Initially I followed the book of Debnaith and Mikusinski, completing the space of step functions on the line under the L1 norm. Since the Spring' semester of 2011, I. have decided to circumvent the discussion of step functions, proceeding directly by completing the Riemann integral . Some of the older material resurfaces in later sections on step functions, which are there in part to give students an opportunity to see something closer to a traditional development of measure and integration. The treatment of the Lebesgue integral here is intentionally compressed. In lectures everything is done for the real line but in such a way that the extension to higher dimensions carried out partly in the text but mostly in the problems is not much harder.

36 2. THE LEBESGUE INTEGRAL Proof. These are basic properties of the Riemann integral see Rudin [2]. Note that C c(R) is a normed space with respect to kuk L1 as de ned above. With this preamble we can directly de ne the ‘space’ of Lebesgue integrable

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