章节－勒贝格积分（英文版）.pdfVIP

CHAPTER 2 Lebesgue Integration With a basic knowledge of the Lebesgue measure theory, we now proceed to establish the Lebesgue integration theory. In this chapter, unless otherwise stated, all sets considered will be assumed to be measurable. We begin with simple functions. 1. Simple functions vanishing outside a set of finite measure Recall that the characteristic function of any set is defined by () = 1 if