Functions and integrals
Abstract: In §2 a mapping of nonnegative functions is defined to be an integral if it has the following properties: for some , if then . Given an integral a nonnegative function is defined to be a measurable function if for all nonnegative functions . If are measurable functions then the following functions are measurable: for all if and ; also . An example shows if are measurable functions then may fail to be a measurable function. If an integral has the property that if are measurable functions then is a measurable function, then the following functions are also measurable: and under certain conditions whenever is a sequence of measurable functions. A theorem similar to Lebesgue's dominated convergence theorem is shown to hold.
In §1 the Lebesgue integral, which does not in general have the properties required to be an integral as defined in §2, is used to obtain an integral which does. If is an outer measure and is the -algebra of -measurable sets then the set of measurable functions defined in §2 for the integral contains the usual set of -measurable functions. has the property that if is a -measurable function and if denotes the Lebesgue integral of on a set then .
In §3 it is shown that an integral defined on a set induces an outer measure . If is a regular outer measure, a representation theorem holds for : if is a nonnegative function and is the integral of §1 then . Regardless of whether or not the outer measure is regular a similar theorem can be obtained: if is a nonnegative -measurable function then . The relationship between -measurable sets and measurable functions is explored.
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Keywords: Measurable functions, nonmeasurable functions, integrals of functions, countably subadditive norms, interchanging integrals and summations, interchanging integrals and limits, dominated convergence, outer measures, regular outer measures, Lebesgue integral, measurable sets, nonmeasurable sets, representation of an integral
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