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Lebesgue integral

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1377: 2476: 1198: 31: 3905: 1126:(1826–1866)—is a broadly successful attempt to provide such a foundation. Riemann's definition starts with the construction of a sequence of easily calculated areas that converge to the integral of a given function. This definition is successful in the sense that it gives the expected answer for many already-solved problems, and gives useful results for many other problems. 3671: 1424:. Intuitively, the area under a simple function can be partitioned into slabs based on the (finite) collection of values in the range of a simple function (a real interval). Conversely, the (finite) collection of slabs in the undergraph of the function can be rearranged after a finite repartitioning to be the undergraph of a simple function. 1153:
and 0 otherwise, has a Lebesgue integral, but does not have a Riemann integral. Furthermore, the Lebesgue integral of this function is zero, which agrees with the intuition that when picking a real number uniformly at random from the unit interval, the probability of picking a rational number should
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Choose a finite number of target values (eight, in the example) in the range of the function. By constructing bars with heights equal to these values, but below the function, they imply a partitioning of the domain into the same number of subsets (subsets, indicated by color in the example, need not
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implies a partitioning of its domain. The integral of a simple function is found by summing, over these (not necessarily connected) subsets of the domain, the product of the measure of the subset and its image under the simple function (the lower bound of the corresponding layer); intuitively, this
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I have to pay a certain sum, which I have collected in my pocket. I take the bills and coins out of my pocket and give them to the creditor in the order I find them until I have reached the total sum. This is the Riemann integral. But I can proceed differently. After I have taken all the money out
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since the first half of the 20th century. It can accommodate functions with discontinuities arising in many applications that are pathological from the perspective of the Riemann integral. The Lebesgue integral also has generally better analytical properties. For instance, under mild conditions,
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While the Riemann integral considers the area under a curve as made out of vertical rectangles, the Lebesgue definition considers horizontal slabs that are not necessarily just rectangles, and so it is more flexible. For this reason, the Lebesgue definition makes it possible to calculate integrals
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functional on this space. The value of a measure at a compactly supported function is then also by definition the integral of the function. One then proceeds to expand the measure (the integral) to more general functions by continuity, and defines the measure of a set as the integral of its
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Cafiero, F. (1953), "Sul passaggio al limite sotto il segno d'integrale per successioni d'integrali di Stieltjes-Lebesgue negli spazi astratti, con masse variabili con gli integrandi " (Italian), Rendiconti del Seminario Matematico della Università di Padova, 22: 223–245, MR0057951, Zbl
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by adding up the areas of these horizontal slabs. From this perspective, a key difference with the Riemann integral is that the "slabs" are no longer rectangular (cartesian products of two intervals), but instead are cartesian products of a measurable set with an interval.
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Partition the domain (time period) into intervals (eight, in the example at right) and construct bars with heights that meet the graph. The cumulative count is found by summing, over all bars, the product of interval width (time in days) and the bar height (cases per
7675:. A complete and careful presentation of the theory. Good presentation of the Riesz extension theorems. However, there is a minor flaw (in the first edition) in the proof of one of the extension theorems, the discovery of which constitutes exercise 21 of Chapter 2. 3900:{\displaystyle {\begin{aligned}f^{+}(x)&={\begin{cases}f(x){\hphantom {-}}&{\text{if }}f(x)>0,\\0&{\text{otherwise}},\end{cases}}\\f^{-}(x)&={\begin{cases}-f(x)&{\text{if }}f(x)<0,\\0&{\text{otherwise}}.\end{cases}}\end{aligned}}} 1781:
was initially created to provide a useful abstraction of the notion of length of subsets of the real line—and, more generally, area and volume of subsets of Euclidean spaces. In particular, it provided a systematic answer to the question of which subsets of
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and that the limit on the right hand side exists as an extended real number. This bridges the connection between the approach to the Lebesgue integral using simple functions, and the motivation for the Lebesgue integral using a partition of the range.
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it is possible to exchange limits and Lebesgue integration, while the conditions for doing this with a Riemann integral are comparatively baroque. Furthermore, the Lebesgue integral can be generalized in a straightforward way to more general spaces,
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For the Riemann integral, the domain is partitioned into intervals, and bars are constructed to meet the height of the graph. The areas of these bars are added together, and this approximates the integral, in effect by summing areas of the form
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For the Lebesgue integral, the range is partitioned into intervals, and so the region under the graph is partitioned into horizontal "slabs" (which may not be connected sets). The area of a small horizontal "slab" under the graph of
6003: 6722: 1111:, don't fit well with the notion of area. Graphs like the one of the latter, raise the question: for which class of functions does "area under the curve" make sense? The answer to this question has great theoretical importance. 2399: 4151: 6191: 6574:
The main purpose of the Lebesgue integral is to provide an integral notion where limits of integrals hold under mild assumptions. There is no guarantee that every function is Lebesgue integrable. But it may happen that
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Letta, G. (2013), Argomenti scelti di Teoria della Misura , (in Italian) Quaderni dell'Unione Matematica Italiana 54, Bologna: Unione Matematica Italiana, pp. XI+183, ISBN 88-371-1880-5, Zbl 1326.28001. Ch. VIII, pp.
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However, Riemann integration does not interact well with taking limits of sequences of functions, making such limiting processes difficult to analyze. This is important, for instance, in the study of
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whether this sum is finite or +∞. A simple function can be written in different ways as a linear combination of indicator functions, but the integral will be the same by the additivity of measures.
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Necessary and sufficient conditions for the interchange of limits and integrals were proved by Cafiero, generalizing earlier work of Renato Caccioppoli, Vladimir Dubrovskii, and Gaetano Fichera.
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are equal proved quite elusive in the Riemann framework. There are some other technical difficulties with the Riemann integral. These are linked with the limit-taking difficulty discussed above.
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is partitioned into subintervals, each partition contains at least one rational and at least one irrational number, because rationals and irrationals are both dense in the reals. Thus the upper
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The Riemann integral can only integrate functions on a bounded interval. It can however be extended to unbounded intervals by taking limits, so long as this doesn't yield an answer such as
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It is often useful to have a particular sequence of simple functions that approximates the Lebesgue integral well (analogously to a Riemann sum). For a non-negative measurable function
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is the height of the rectangle. Riemann could only use planar rectangles to approximate the area under the curve, because there was no adequate theory for measuring more general sets.
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Cafiero, F. (1959), Misura e integrazione (Italian), Monografie matematiche del Consiglio Nazionale delle Ricerche 5, Roma: Edizioni Cremonese, pp. VII+451, MR0215954, Zbl 0171.01503.
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is a segment . There is also the question of whether this corresponds in any way to a Riemann notion of integration. It is possible to prove that the answer to both questions is yes.
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of approximations by simple functions, and the integral of a (not necessarily positive) measurable function is the difference of two integrals of non-negative measurable functions.
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The theory of the Lebesgue integral requires a theory of measurable sets and measures on these sets, as well as a theory of measurable functions and integrals on these functions.
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The insight is that one should be able to rearrange the values of a function freely, while preserving the value of the integral. This process of rearrangement can convert a very
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be its completion. This space is isomorphic to the space of Lebesgue integrable functions modulo the subspace of functions with integral zero. Furthermore, the Riemann integral
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It is possible to develop the integral with respect to the Lebesgue measure without relying on the full machinery of measure theory. One such approach is provided by the
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As above, the integral of a Lebesgue integrable (not necessarily non-negative) function is defined by subtracting the integral of its positive and negative parts.
3405: 1591: 2507:, which, taken together, is defined to be the preimage of the lower bound of that layer, under the simple function. In this way, the partitioning of the range of 2040: 7202: 3523: 1166:
of my pocket I order the bills and coins according to identical values and then I pay the several heaps one after the other to the creditor. This is my integral.
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product is the sum of the areas of all bars of the same height. The integral of a non-negative general measurable function is then defined as an appropriate
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be connected). This is a "simple function," as described below. The cumulative count is found by summing, over all subsets of the domain, the product of the
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Fichera, G. (1943), "Intorno al passaggio al limite sotto il segno d'integrale" (Italian), Portugaliae Mathematica, 4 (1): 1–20, MR0009192, Zbl 0063.01364.
3530: 5882: 5730: 4163: 4980:. By contrast, Lebesgue integration provides an alternative generalization, integrating over subsets with respect to a measure; this can be notated as 9363: 8381: 8240: 8123: 8028: 6586: 5089: 6541:, of which the Lebesgue measure is an example) an integral with respect to them can be defined in the same manner, starting from the integrals of 4598: 8896: 6272: 6019: 1632: 1296: 6969: 8727: 7396:. The Wadsworth & Brooks/Cole Mathematics Series. Pacific Grove, CA: Wadsworth & Brooks/Cole Advanced Books & Software. xii+436. 7352: 4246: 8267: 1802:
in a way that preserves some natural additivity and translation invariance properties. This suggests that picking out a suitable class of
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The Riemann integral uses the notion of length explicitly. Indeed, the element of calculation for the Riemann integral is the rectangle
9558: 9068: 7938: 6854: 6404: 1376: 1137:, and other topics. The Lebesgue integral describes better how and when it is possible to take limits under the integral sign (via the 538: 9421: 8674: 7542: 5834: 975: 8101: 4917: 9025: 8023: 7827: 7735: 7610: 7429: 7401: 7374: 7325: 6727: 2127: 494: 212: 9477: 1696:
where the integral on the right is an ordinary improper Riemann integral, of a non-negative function (interpreted appropriately as
5612: 9015: 8003: 4910:(a subset of a measure space), with no notion of orientation. In elementary calculus, one defines integration with respect to an 2126:. The set of measurable functions is closed under algebraic operations, but more importantly it is closed under various kinds of 479: 2879:{\displaystyle \int \left(\sum _{k}a_{k}1_{S_{k}}\right)\,d\mu =\sum _{k}a_{k}\int 1_{S_{k}}\,d\mu =\sum _{k}a_{k}\,\mu (S_{k})} 2552: 8825: 8498: 8018: 7530: 6849: 2904: 1497: 815: 489: 464: 146: 9457: 9437: 7953: 7913: 6864: 2234:{\displaystyle \sup _{k\in \mathbb {N} }f_{k},\quad \liminf _{k\in \mathbb {N} }f_{k},\quad \limsup _{k\in \mathbb {N} }f_{k}} 4670: 2635: 2428: 1240:, one partitions the domain into subintervals", while in the Lebesgue integral, "one is in effect partitioning the range of 9553: 9274: 9063: 8354: 9487: 9391: 9010: 8904: 8810: 8013: 7534: 7478: 6562:
indicator function. This is the approach taken by Nicolas Bourbaki and a certain number of other authors. For details see
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into one that is "nice" from the point of view of integration, and thus let such pathological functions be integrated.
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Riemannian (top) vs Lebesgue (bottom) integration of smoothed COVID-19 daily case data from Serbia (Summer-Fall 2021).
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in mathematics in the nineteenth century, mathematicians attempted to put integral calculus on a firm foundation. The
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Integral, measure and derivative: a unified approach. Translated from the Russian and edited by Richard A. Silverman
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In the development of the theory in most modern textbooks (after 1950), the approach to measure and integration is
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Siegmund-Schultze, Reinhard (2008), "Henri Lebesgue", in Timothy Gowers; June Barrow-Green; Imre Leader (eds.),
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summarizes the difference between the Riemann and Lebesgue approaches thus: "to compute the Riemann integral of
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Integration. I. Chapters 1–6. Translated from the 1959, 1965 and 1967 French originals by Sterling K. Berberian
4566:-valued functions can be similarly integrated, by considering the real part and the imaginary part separately. 3268:{\displaystyle \int _{E}f\,d\mu =\sup \left\{\,\int _{E}s\,d\mu :0\leq s\leq f,\ s\ {\text{simple}}\,\right\}.} 3126:{\displaystyle \int _{B}s\,\mathrm {d} \mu =\int 1_{B}\,s\,\mathrm {d} \mu =\sum _{k}a_{k}\,\mu (S_{k}\cap B).} 1872:, which satisfies a certain list of properties. These properties can be shown to hold in many different cases. 618: 178: 9452: 8359: 5344:{\displaystyle g_{k}(x)={\begin{cases}1&{\text{if }}x=a_{j},j\leq k\\0&{\text{otherwise}}\end{cases}}} 1055:, as introduced by Lebesgue, or the specific case of integration of a function defined on a sub-domain of the 5523: 5463: 3277:
We need to show this integral coincides with the preceding one, defined on the set of simple functions, when
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viewpoint, because it is then more straightforward to prove the basic theorems about the Lebesgue integral.
932: 724: 613: 7424:. Pure and Applied Mathematics (New York) (Second ed.). New York: John Wiley & Sons Inc. xvi+386. 6374:(or a fixed open subset). Integrals of more general functions can be built starting from these integrals. 9467: 9396: 9289: 9269: 9098: 8998: 8820: 8542: 8388: 6925:
is infinite at an interior point of the domain, then the integral must be taken to be infinity. Otherwise
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for a broader class of functions. For example, the Dirichlet function, which is 1 where its argument is
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viewpoint makes it easy to define the Lebesgue integral, in terms of basic calculus. Suppose that
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Very thorough treatment, particularly for probabilists with good notes and historical references.
6791: 5205: 4695: 4682: 4428:{\displaystyle f^{*}(t)\ {\stackrel {\text{def}}{=}}\ \mu \left(\{x\in E\mid f(x)>t\}\right).} 2627: 2525: 1793: 1596: 1115: 1108: 1041: 887: 790: 774: 714: 668: 549: 468: 374: 369: 173: 5583:
The following theorems are proved in most textbooks on measure theory and Lebesgue integration.
4541:{\displaystyle \int _{E}f\,d\mu \ {\stackrel {\text{def}}{=}}\ \int _{0}^{\infty }f^{*}(t)\,dt.} 1197: 709: 704: 168: 5360:
is zero everywhere, except on a finite set of points. Hence its Riemann integral is zero. Each
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is monotone decreasing and non-negative, and therefore has an (improper) Riemann integral over
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is non-negative, and this sequence of functions is monotonically increasing, but its limit as
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is the Lebesgue measure. In the mathematical theory of probability, we confine our study to a
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There is also an alternative approach to developing the theory of integration via methods of
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A technical issue in Lebesgue integration is that the domain of integration is defined as a
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is a normed vector space (and in particular, it is a metric space.) All metric spaces have
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There are several approaches for defining an integral for measurable real-valued functions
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can mean either the general theory of integration of a function with respect to a general
937: 810: 764: 759: 646: 559: 504: 8141: 7275: 3375: 17: 7683: 7184: 5998:{\displaystyle f_{k}(x)\leq f_{k+1}(x)\quad \forall k\in \mathbb {N} ,\,\forall x\in E.} 9401: 9217: 9003: 8858: 8853: 8664: 8639: 8592: 8522: 8502: 8462: 8452: 8249: 7679: 7505:(in French). Geneva: Institut de MathĂ©matiques de l'UniversitĂ© de GenĂšve. p. 405. 7498: 7486: 6957:. Therefore the improper Riemann integral (whether finite or infinite) is well defined. 6823: 6479: 5081: 4666: 4563: 3501: 1924: 1778: 1477: 1434: 1130: 1024:, is one way to make this concept rigorous and to extend it to more general functions. 1021: 820: 628: 395: 6717:{\displaystyle \int _{-\infty }^{\infty }\left|{\frac {\sin(x)}{x}}\right|dx=\infty .} 1229:-axis, using the 1-dimensional Lebesgue measure to measure the "width" of the slices. 9645: 9613: 9608: 9593: 9583: 9284: 9198: 9173: 9108: 8771: 8692: 8687: 8587: 8557: 8527: 8477: 8472: 8467: 8457: 8371: 8290: 8172: 7768: 7719: 6844: 6580: 6563: 6538: 6362: 5658:
To wit, the integral respects the equivalence relation of almost-everywhere equality.
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The Riemann integral is inextricably linked to the order structure of the real line.
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More generally, when the measure space on which the functions are defined is also a
4552:, and possibly also at zero. It exists, with the allowance that it may be infinite. 1451:
is a (Lebesgue measurable) function, taking non-negative values (possibly including
9370: 9169: 8702: 8624: 8364: 7918: 7628: 7522: 7278:), Do you know important theorems that remain unknown?, URL (version: 2021-12-31): 6550: 554: 299: 8401: 7730:. Dover Books on Advanced Mathematics. New York: Dover Publications Inc. xiv+233. 7649:, contains the basics of the Lebesgue theory, but does not treat material such as 6883:
This approach can be found in most treatments of measure and integration, such as
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is monotonically non-increasing. The Lebesgue integral may then be defined as the
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It turns out that this definition gives the desirable properties of the integral.
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makes sense, and the result does not depend upon the particular representation of
2394:{\displaystyle \int _{E}f\,d\mu =\int _{E}f(x)\,d\mu (x)=\int _{E}f(x)\,\mu (dx).} 1970: 6790:
exists as an improper integral and can be computed to be finite; it is twice the
4146:{\displaystyle \min \left(\int f^{+}\,d\mu ,\int f^{-}\,d\mu \right)<\infty .} 34:
The integral of a positive function can be interpreted as the area under a curve.
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exist for functions that are not Lebesgue integrable. One example would be the
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One approach to constructing the Lebesgue integral is to make use of so-called
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be the space of all real-valued compactly supported continuous functions of
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We can show that this is equivalent to requiring that the pre-image of any
4880:{\displaystyle \int _{}1_{\mathbf {Q} }\,d\mu =\mu (\mathbf {Q} \cap )=0,} 4785:: Indeed, it is the indicator function of the rationals so by definition 9258: 9227: 9178: 9155: 8418: 8277: 7867: 7789:, Princeton Mathematical Series, vol. 21, Princeton, NJ and London: 7689: 7556:. Toronto-New York-London: D. Van Nostrand Company, Inc. pp. x+190. 6834: 6829: 6235: 5517: 2513: 1384:
An equivalent way to introduce the Lebesgue integral is to use so-called
993: 658: 400: 357: 46: 7822:. Singapore: World Scientific Publishing Company Pte. Ltd. p. 760. 7320:. Wiley Classics Library. New York: John Wiley & Sons Inc. xii+179. 7056:{\displaystyle f^{*}(t)\ =\ \mu \left(\{x\in E\mid f(x)\geq t\}\right),} 6642:
over the entire real line. This function is not Lebesgue integrable, as
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on that subset (total time in days) and the bar height (cases per day).
7369:. Elements of Mathematics (Berlin). Berlin: Springer-Verlag. xvi+472. 1017: 7820:
Real Analysis: Theory of Measure and Integral 2nd. Edition Paperback
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Lebesgue's theory defines integrals for a class of functions called
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is a sequence of complex measurable functions with pointwise limit
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are non-negative measurable functions (possibly assuming the value
3589:{\displaystyle \int f\,d\mu =\lim _{n\to \infty }\int s_{n}\,d\mu } 1000:
of a single variable can be regarded, in the simplest case, as the
7454:. New York, N. Y.: D. Van Nostrand Company, Inc. pp. xi+304. 6896:
Lemma 1 of page 76 of the second edition of Royden, Real Analysis.
5809:{\displaystyle \int (af+bg)\,d\mu =a\int f\,d\mu +b\int g\,d\mu .} 4232:{\displaystyle \int f\,d\mu =\int f^{+}\,d\mu -\int f^{-}\,d\mu .} 2474: 1796:), it is actually impossible to assign a length to all subsets of 1375: 1196: 8218: 7491:
Leçons sur l'intégration et la recherche des fonctions primitives
7347:. De Gruyter Studies in Mathematics 26. Berlin: De Gruyter. 236. 5056:. For details on the relation between these generalizations, see 3288:
for any non-negative extended real-valued measurable function on
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into a finite number of layers. The intersection of the graph of
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on the rationals is not Riemann integrable. In particular, the
1225:-axis). The Lebesgue integral is obtained by slicing along the 1001: 9128: 8222: 7840: 6783:{\textstyle \int _{-\infty }^{\infty }{\frac {\sin(x)}{x}}\,dx} 3605:
To handle signed functions, we need a few more definitions. If
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Lebesgue summarized his approach to integration in a letter to
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is a sequence of non-negative measurable functions such that
5187:{\displaystyle \sum _{k}\int f_{k}(x)\,dx,\quad \int \leftdx} 4976:
Generalizing this to higher dimensions yields integration of
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We say that the Lebesgue integral of the measurable function
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The value of any of the integrals is allowed to be infinite.
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with a layer identifies a set of intervals in the domain of
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One can think of the Lebesgue integral either in terms of
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Again, the value of any of the integrals may be infinite.
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is a sequence of non-negative measurable functions, then
6075:{\displaystyle \lim _{k}\int f_{k}\,d\mu =\int f\,d\mu .} 1689:{\displaystyle \int f\,d\mu =\int _{0}^{\infty }F(y)\,dy} 1356:{\displaystyle \mu \left(\{x\mid f(x)>y\}\right)\,dy.} 7688:. Monografie Matematyczne. Vol. 7 (2nd ed.). 7422:
Real analysis: Modern techniques and their applications
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The function is Lebesgue integrable if and only if its
7276:
https://mathoverflow.net/users/113756/daniele-tampieri
6730: 4287:{\displaystyle \int |f|\,\mathrm {d} \mu <\infty ,} 4038: 4001: 3921:
are non-negative measurable functions. Also note that
3504: 3414: 3378: 3342: 3298: 1201:
A measurable function is shown, together with the set
9320: 7187: 7069: 6972: 6800: 6648: 6589: 6407: 6275: 6116: 6022: 5913: 5837: 5733: 5615: 5526: 5466: 5421: 5251: 5092: 4986: 4920: 4791: 4752: 4744:
are all one, and the lower Darboux sums are all zero.
4707: 4601: 4451: 4331: 4249: 4166: 4077: 3929: 3674: 3623: 3533: 3168: 3019: 2907: 2725: 2702:
are disjoint measurable sets, is called a measurable
2638: 2555: 2431: 2285: 2138: 2043: 1725: 1702: 1635: 1599: 1570: 1500: 1480: 1457: 1437: 1299: 59: 6521:. This integral is precisely the Lebesgue integral. 5399:
Integrating on structures other than Euclidean space
2891:
Some care is needed when defining the integral of a
2710:
measurable simple functions. When the coefficients
1289:, is equal to the measure of the slab's width times 9576: 9524: 9486: 9430: 9379: 9313: 9257: 9226: 9162: 9086: 9034: 8987: 8887: 8780: 8673: 8442: 8315: 8256: 8165: 8132: 8079: 7967: 7874: 6557:, and a (Radon) measure is defined as a continuous 2895:simple function, to avoid the undefined expression 9333: 7661:. New York: McGraw-Hill Book Co. pp. xi+412. 7196: 7173: 7055: 6806: 6782: 6716: 6634: 6459: 6327: 6185: 6074: 5997: 5872: 5808: 5650: 5568: 5508: 5453:{\displaystyle f\ {\stackrel {\text{a.e.}}{=}}\ g} 5452: 5343: 5186: 5060:. The main theory linking these ideas is that of 5045:{\displaystyle \int _{A}f\,d\mu =\int _{}f\,d\mu } 5044: 4968: 4879: 4767: 4722: 4655: 4540: 4427: 4286: 4231: 4145: 4061: 4024: 3974: 3899: 3658: 3588: 3517: 3483: 3399: 3364: 3321: 3267: 3125: 2953: 2878: 2678: 2596: 2452: 2393: 2233: 2102: 1749: 1711: 1688: 1617: 1585: 1556: 1486: 1466: 1443: 1364: 1355: 1095:. This notion of area fits some functions, mainly 1083:can be interpreted as the area under the graph of 131: 6460:{\displaystyle \left\|f\right\|=\int |f(x)|\,dx.} 5233:be an enumeration of all the rational numbers in 1176: 7566:Includes a presentation of the Daniell integral. 7318:The elements of integration and Lebesgue measure 6277: 6151: 6121: 6024: 5873:{\displaystyle \int f\,d\mu \leq \int g\,d\mu .} 4548:This integral is improper at the upper limit of 4078: 3551: 3192: 2495:can be constructed by partitioning the range of 2419:notation and write the integral with respect to 2204: 2172: 2140: 132:{\displaystyle \int _{a}^{b}f'(t)\,dt=f(b)-f(a)} 7597:Good treatment of the theory of outer measures. 5058:Differential form § Relation with measures 4969:{\displaystyle \int _{b}^{a}f=-\int _{a}^{b}f.} 1843:is the length of the base of the rectangle and 1163: 1027:The Lebesgue integral is more general than the 7464:A classic, though somewhat dated presentation. 6225:, and there is a Lebesgue integrable function 2479:Approximating a function by a simple function. 9140: 8234: 7852: 7554:An introduction to abstract harmonic analysis 6938:, and hence bounded on every finite interval 5687:is Lebesgue integrable, and the integrals of 4325:is measurable and non-negative, the function 2988:. Then the above formula for the integral of 1860:. This means that a measure is any function 969: 8: 8979:Riesz–Markov–Kakutani representation theorem 7163: 7130: 7111: 7078: 7042: 7009: 5651:{\displaystyle \int f\,d\mu =\int g\,d\mu .} 5563: 5527: 5503: 5467: 4414: 4381: 3484:{\textstyle k/2^{n}\leq f(x)<(k+1)/2^{n}} 3011:is a measurable simple function one defines 2444: 2432: 2073: 2044: 1548: 1519: 1335: 1308: 9564:Vitale's random Brunn–Minkowski inequality 9521: 9147: 9133: 9125: 9074:Vitale's random Brunn–Minkowski inequality 8991: 8241: 8227: 8219: 7859: 7845: 7837: 2597:{\displaystyle \int 1_{S}\,d\mu =\mu (S).} 976: 962: 842: 748: 652: 528: 363: 197: 37: 9325: 9319: 7186: 7068: 6977: 6971: 6799: 6773: 6749: 6743: 6735: 6729: 6671: 6661: 6653: 6647: 6608: 6588: 6447: 6442: 6425: 6406: 6315: 6299: 6293: 6280: 6274: 6173: 6167: 6154: 6140: 6134: 6124: 6115: 6062: 6046: 6040: 6027: 6021: 5979: 5972: 5971: 5940: 5918: 5912: 5860: 5844: 5836: 5796: 5777: 5758: 5732: 5638: 5622: 5614: 5525: 5465: 5436: 5431: 5429: 5428: 5420: 5329: 5302: 5287: 5274: 5256: 5250: 5158: 5148: 5125: 5110: 5097: 5091: 5035: 5014: 5000: 4991: 4985: 4954: 4949: 4930: 4925: 4919: 4842: 4826: 4819: 4818: 4796: 4790: 4758: 4757: 4751: 4713: 4712: 4706: 4643: 4624: 4608: 4600: 4528: 4513: 4503: 4498: 4483: 4478: 4476: 4475: 4465: 4456: 4450: 4362: 4357: 4355: 4354: 4336: 4330: 4267: 4266: 4261: 4253: 4248: 4219: 4213: 4196: 4190: 4173: 4165: 4122: 4116: 4099: 4093: 4076: 4052: 4046: 4037: 4015: 4009: 4000: 3963: 3950: 3938: 3930: 3928: 3878: 3843: 3818: 3796: 3773: 3738: 3726: 3725: 3705: 3683: 3675: 3673: 3647: 3634: 3622: 3579: 3573: 3554: 3540: 3532: 3509: 3503: 3475: 3466: 3427: 3418: 3413: 3391: 3382: 3377: 3347: 3341: 3312: 3303: 3297: 3256: 3251: 3214: 3205: 3200: 3182: 3173: 3167: 3144:be a non-negative measurable function on 3105: 3094: 3088: 3078: 3063: 3062: 3058: 3052: 3034: 3033: 3024: 3018: 2954:{\displaystyle f=\sum _{k}a_{k}1_{S_{k}}} 2943: 2938: 2928: 2918: 2906: 2867: 2856: 2850: 2840: 2826: 2818: 2813: 2800: 2790: 2776: 2763: 2758: 2748: 2738: 2724: 2706:. We extend the integral by linearity to 2668: 2663: 2653: 2643: 2637: 2569: 2563: 2554: 2524:To assign a value to the integral of the 2430: 2372: 2354: 2331: 2313: 2299: 2290: 2284: 2225: 2215: 2214: 2207: 2193: 2183: 2182: 2175: 2161: 2151: 2150: 2143: 2137: 2093: 2092: 2054: 2050: 2042: 1724: 1701: 1679: 1661: 1656: 1642: 1634: 1598: 1569: 1557:{\displaystyle F(y)=\mu \{x|f(x)>y\}.} 1525: 1499: 1479: 1456: 1436: 1385: 1343: 1298: 1071:The integral of a positive real function 92: 69: 64: 58: 8124:Common integrals in quantum field theory 7299: 6905: 2547:, the only reasonable choice is to set: 2407:of measures with distributions of order 2243:are measurable if the original sequence 1474:). Define the distribution function of 29: 9652:Definitions of mathematical integration 8034:Differentiation under the integral sign 7726:Shilov, G. E.; Gurevich, B. L. (1977). 7585:Introduction to measure and integration 7503:Oeuvres scientifiques (en cinq volumes) 7234: 7223: 6876: 6496:functional with respect to the norm on 5569:{\displaystyle \{x\mid f(x)\neq g(x)\}} 5509:{\displaystyle \{x\mid f(x)\neq g(x)\}} 5407:Basic theorems of the Lebesgue integral 3727: 3497:a non-negative integer less than, say, 2679:{\displaystyle \sum _{k}a_{k}1_{S_{k}}} 2606:Notice that the result may be equal to 2453:{\displaystyle \langle \mu ,f\rangle .} 1760:Most textbooks, however, emphasize the 1233: 782: 751: 691: 572: 500:Differentiating under the integral sign 433: 387: 284: 243: 200: 45: 7774:Topics in Real and Functional Analysis 6884: 6531:(as is the case with the real numbers 5709:are Lebesgue integrable functions and 5683:is Lebesgue integrable if and only if 5052:to indicate integration over a subset 3372:be the simple function whose value is 2899:: one assumes that the representation 2487:: finite, real linear combinations of 1973:of all Lebesgue measurable subsets of 1806:subsets is an essential prerequisite. 7212: 6966:Equivalently, one could have defined 5387:Unsuitability for unbounded intervals 4583:for real-valued integrable functions 3148:, which we allow to attain the value 1625:. The Lebesgue integral can then be 1114:As part of a general movement toward 7: 9577:Applications & related 9087:Applications & related 3609:is a measurable function of the set 3527:Then it can be proven directly that 3292:. For some functions, this integral 2266:, consists of measurable functions. 9496:Marcinkiewicz interpolation theorem 7633:Principles of mathematical analysis 5411:Two functions are said to be equal 5383:, which is not Riemann integrable. 5076:Limitations of the Riemann integral 9422:Symmetric decreasing rearrangement 9326: 7760:Princeton Companion to Mathematics 6744: 6739: 6708: 6662: 6657: 5980: 5962: 4504: 4278: 4268: 4137: 3561: 3064: 3035: 2083: 1744: 1706: 1662: 1609: 1461: 1363:The Lebesgue integral may then be 41:Part of a series of articles about 25: 7280:https://mathoverflow.net/q/296839 6515:has a unique extension to all of 3156:takes non-negative values in the 1813:, whose area is calculated to be 1273:is the height of a rectangle and 9016:Lebesgue differentiation theorem 8897:CarathĂ©odory's extension theorem 6570:Limitations of Lebesgue integral 4843: 4820: 4768:{\displaystyle 1_{\mathbf {Q} }} 4759: 4723:{\displaystyle 1_{\mathbf {Q} }} 4714: 3975:{\displaystyle |f|=f^{+}+f^{-}.} 3284:We have defined the integral of 2403:Following the identification in 1494:as the "width of a slab", i.e., 1099:continuous functions, including 7718:, with two additional notes by 7533:. Vol. 14 (2nd ed.). 7531:Graduate Studies in Mathematics 5961: 5200:Failure of monotone convergence 5135: 2202: 2170: 2082: 1412:Relation between the viewpoints 1031:, which it largely replaced in 7345:Measure and Integration Theory 7154: 7148: 7102: 7096: 7033: 7027: 6989: 6983: 6855:Lebesgue–Stieltjes integration 6764: 6758: 6686: 6680: 6623: 6617: 6602: 6596: 6443: 6439: 6433: 6426: 6415: 6409: 5958: 5952: 5930: 5924: 5755: 5737: 5560: 5554: 5545: 5539: 5500: 5494: 5485: 5479: 5268: 5262: 5170: 5164: 5122: 5116: 5027: 5015: 4865: 4862: 4850: 4839: 4809: 4797: 4671:Absolutely integrable function 4525: 4519: 4405: 4399: 4348: 4342: 4262: 4254: 4062:{\textstyle \int f^{-}\,d\mu } 4025:{\textstyle \int f^{+}\,d\mu } 3939: 3931: 3857: 3851: 3838: 3832: 3808: 3802: 3752: 3746: 3722: 3716: 3695: 3689: 3659:{\displaystyle f=f^{+}-f^{-},} 3558: 3463: 3451: 3445: 3439: 3359: 3353: 3322:{\textstyle \int _{E}f\,d\mu } 3117: 3098: 2873: 2860: 2588: 2582: 2385: 2376: 2369: 2363: 2344: 2338: 2328: 2322: 2064: 2058: 2023:of every interval of the form 1735: 1729: 1676: 1670: 1612: 1600: 1580: 1574: 1539: 1533: 1526: 1510: 1504: 1326: 1320: 1040:, such as those that arise in 126: 120: 111: 105: 89: 83: 1: 9392:Convergence almost everywhere 7575:Elementary classical analysis 7535:American Mathematical Society 7394:Real analysis and probability 6197:Dominated convergence theorem 4311:Via improper Riemann integral 1750:{\displaystyle F(y)=+\infty } 1143:dominated convergence theorem 426:Integral of inverse functions 7787:Geometric Integration Theory 7762:, Princeton University Press 5883:Monotone convergence theorem 5520:. Measurability of the set 5218:Monotone convergence theorem 4731:is not Riemann-integrable on 4669:is Lebesgue integrable (see 2996:satisfying the assumptions. 2128:point-wise sequential limits 1392:The Riemann–Darboux approach 1139:monotone convergence theorem 9559:PrĂ©kopa–Leindler inequality 9412:Locally integrable function 9334:{\displaystyle L^{\infty }} 9069:PrĂ©kopa–Leindler inequality 7939:Lebesgue–Stieltjes integral 7474:Encyclopedia of Mathematics 7420:Folland, Gerald B. (1999). 7392:Dudley, Richard M. (1989). 6269:is Lebesgue integrable and 6016:is Lebesgue measurable and 5727:is Lebesgue integrable and 5695:are the same if they exist. 1864:defined on a certain class 1618:{\displaystyle (0,\infty )} 849:Calculus on Euclidean space 267:Logarithmic differentiation 9683: 9305:Square-integrable function 9011:Lebesgue's density theorem 7954:Riemann–Stieltjes integral 7914:Henstock–Kurzweil integral 7791:Princeton University Press 7696:: G.E. Stechert & Co. 7316:Bartle, Robert G. (1995). 6865:Henstock–Kurzweil integral 6005:Then, the pointwise limit 4776:is Lebesgue-integrable on 4314: 3003:is a measurable subset of 2540:consistent with the given 1771: 9554:Minkowski–Steiner formula 9064:Minkowski–Steiner formula 8994: 8879:Projection-valued measure 8193:Proof that 22/7 exceeds π 7714:. English translation by 7659:Real and complex analysis 7493:, Paris: Gauthier-Villars 4685:of the rational numbers, 4437:improper Riemann integral 4317:Layer cake representation 3158:extended real number line 2011:. A real-valued function 1792:developments showed (see 1757:on a neighborhood of 0). 1008:of that function and the 583:Summand limit (term test) 18:Integral (measure theory) 9537:Isoperimetric inequality 9047:Isoperimetric inequality 9026:Vitali–Hahn–Saks theorem 8355:CarathĂ©odory's criterion 7552:Loomis, Lynn H. (1953). 6934:is finite everywhere on 6342:Alternative formulations 5679:almost everywhere, then 5669:are functions such that 5609:almost everywhere, then 4736:: No matter how the set 4559:Complex-valued functions 3613:to the reals (including 1788:have a length. As later 1712:{\displaystyle +\infty } 1467:{\displaystyle +\infty } 1193:Intuitive interpretation 262:Implicit differentiation 252:Differentiation notation 179:Inverse function theorem 9542:Brunn–Minkowski theorem 9052:Brunn–Minkowski theorem 8921:Decomposition theorems 8178:Euler–Maclaurin formula 7795:Oxford University Press 7716:Laurence Chisholm Young 6553:that carries a natural 5717:are real numbers, then 5220:fails. To see why, let 5062:homological integration 4591:, then the integral of 2688:where the coefficients 2630:of indicator functions 1935:defined on the sets of 725:Helmholtz decomposition 9397:Convergence in measure 9335: 9099:Descriptive set theory 8999:Disintegration theorem 8434:Universally measurable 8147:Russo–Vallois integral 8114:Bose–Einstein integral 8029:Parametric derivatives 7685:Theory of the Integral 7657:Rudin, Walter (1966). 7601:Royden, H. L. (1988). 7583:Munroe, M. E. (1953). 7198: 7175: 7057: 6808: 6784: 6718: 6636: 6461: 6329: 6187: 6076: 5999: 5874: 5810: 5652: 5570: 5510: 5454: 5345: 5188: 5046: 4970: 4881: 4769: 4724: 4657: 4542: 4429: 4288: 4233: 4147: 4063: 4026: 3976: 3901: 3660: 3590: 3519: 3485: 3401: 3366: 3323: 3269: 3136:Non-negative functions 3127: 2955: 2880: 2680: 2598: 2480: 2454: 2395: 2235: 2104: 1751: 1713: 1690: 1619: 1587: 1558: 1488: 1468: 1445: 1381: 1357: 1230: 1183: 1177:Siegmund-Schultze 2008 859:Limit of distributions 679:Directional derivative 335:FaĂ  di Bruno's formula 133: 35: 9511:Riesz–Fischer theorem 9336: 9295:Polarization identity 8901:Convergence theorems 8360:Cylindrical σ-algebra 8152:Stratonovich integral 8098:Fermi–Dirac integral 8054:Numerical integration 7343:Bauer, Heinz (2001). 7199: 7176: 7058: 6809: 6785: 6719: 6637: 6480:Hausdorff completions 6462: 6330: 6188: 6077: 6000: 5875: 5811: 5653: 5571: 5511: 5455: 5346: 5189: 5047: 4971: 4902:Domain of integration 4882: 4770: 4725: 4658: 4543: 4430: 4289: 4234: 4148: 4064: 4027: 3977: 3902: 3661: 3617:), then we can write 3591: 3520: 3486: 3402: 3367: 3365:{\textstyle s_{n}(x)} 3324: 3270: 3128: 2956: 2881: 2717:are positive, we set 2695:are real numbers and 2681: 2599: 2478: 2455: 2415:, one can also use a 2396: 2236: 2105: 2019:is measurable if the 1774:Measure (mathematics) 1772:Further information: 1752: 1714: 1691: 1620: 1588: 1559: 1489: 1469: 1446: 1399:The Lebesgue approach 1379: 1358: 1200: 1187:pathological function 1033:mathematical analysis 943:Mathematical analysis 854:Generalized functions 539:arithmetico-geometric 380:Leibniz integral rule 134: 33: 27:Method of integration 9516:Riesz–Thorin theorem 9359:Infimum and supremum 9318: 9244:Lebesgue integration 8969:Minkowski inequality 8843:Cylinder set measure 8728:Infinite-dimensional 8343:equivalence relation 8273:Lebesgue integration 8134:Stochastic integrals 7185: 7067: 6970: 6906:Lieb & Loss 2001 6807:{\displaystyle \pi } 6798: 6728: 6646: 6587: 6543:continuous functions 6505:, which is dense in 6494:uniformly continuous 6405: 6273: 6114: 6020: 5911: 5835: 5731: 5613: 5524: 5464: 5419: 5249: 5204:As shown above, the 5090: 4984: 4918: 4789: 4750: 4705: 4599: 4449: 4329: 4247: 4164: 4075: 4036: 3999: 3927: 3732: 3672: 3621: 3531: 3502: 3412: 3400:{\textstyle k/2^{n}} 3376: 3340: 3296: 3166: 3017: 2905: 2723: 2636: 2553: 2536:of a measurable set 2471:Via simple functions 2429: 2283: 2136: 2041: 2009:measurable functions 1876:Measurable functions 1868:of subsets of a set 1723: 1700: 1633: 1597: 1586:{\displaystyle F(y)} 1568: 1498: 1478: 1455: 1435: 1297: 1101:elementary functions 1059:with respect to the 1049:Lebesgue integration 948:Nonstandard analysis 416:Lebesgue integration 286:Rules and identities 57: 9478:Young's convolution 9417:Measurable function 9300:Pythagorean theorem 9290:Parseval's identity 9239:Integrable function 8964:Hölder's inequality 8826:of random variables 8788:Measurable function 8675:Particular measures 8264:Absolute continuity 8044:Contour integration 7934:Kolmogorov integral 7818:Yeh, James (2006). 7797:, pp. XV+387, 7469:"Lebesgue integral" 6748: 6724:On the other hand, 6666: 6392:. Define a norm on 6355:functional analysis 5080:With the advent of 4959: 4935: 4508: 4302:Lebesgue integrable 3995:if at least one of 3733: 3728: 2520:Indicator functions 2489:indicator functions 2405:Distribution theory 1963:Lebesgue measurable 1666: 1075:between boundaries 619:Cauchy condensation 421:Contour integration 147:Fundamental theorem 74: 9599:Probability theory 9501:Plancherel theorem 9407:Integral transform 9354:Chebyshev distance 9331: 9280:Euclidean distance 9213:Minkowski distance 9104:Probability theory 8429:Transverse measure 8407:Non-measurable set 8389:Locally measurable 8157:Skorokhod integral 8094:Dirichlet integral 8081:Improper integrals 8024:Reduction formulas 7959:Regulated integral 7924:Hellinger integral 7777:. (lecture notes). 7274:Daniele Tampieri ( 7197:{\displaystyle t.} 7194: 7171: 7053: 6804: 6792:Dirichlet integral 6780: 6731: 6714: 6649: 6632: 6577:improper integrals 6457: 6325: 6285: 6183: 6159: 6129: 6072: 6032: 5995: 5870: 5806: 5648: 5566: 5506: 5450: 5341: 5336: 5206:indicator function 5184: 5153: 5102: 5042: 4978:differential forms 4966: 4945: 4921: 4877: 4765: 4720: 4696:nowhere continuous 4683:indicator function 4653: 4538: 4494: 4425: 4284: 4229: 4143: 4059: 4022: 3972: 3897: 3895: 3888: 3783: 3656: 3586: 3565: 3518:{\textstyle 4^{n}} 3515: 3481: 3397: 3362: 3319: 3265: 3152:, in other words, 3123: 3083: 2951: 2923: 2876: 2845: 2795: 2743: 2676: 2648: 2628:linear combination 2594: 2526:indicator function 2481: 2450: 2391: 2231: 2220: 2188: 2156: 2100: 1993:, which satisfies 1794:non-measurable set 1747: 1709: 1686: 1652: 1615: 1583: 1554: 1484: 1464: 1441: 1382: 1353: 1231: 1135:Fourier transforms 1109:Dirichlet function 1042:probability theory 996:of a non-negative 791:Partial derivative 720:generalized Stokes 614:Alternating series 495:Reduction formulae 484:Heaviside's method 465:tangent half-angle 452:Cylindrical shells 375:Integral transform 370:Lists of integrals 174:Mean value theorem 129: 60: 36: 9639: 9638: 9572: 9571: 9387:Almost everywhere 9172: &  9122: 9121: 9082: 9081: 8811:almost everywhere 8757:Spherical measure 8655:Strictly positive 8583:Projection-valued 8323:Almost everywhere 8296:Probability space 8216: 8215: 8119:Frullani integral 8089:Gaussian integral 8039:Laplace transform 8014:Inverse functions 8004:Partial fractions 7929:Khinchin integral 7889:Lebesgue integral 7363:Bourbaki, Nicolas 7354:978-3-11-016719-1 7000: 6994: 6771: 6693: 6630: 6529:topological space 6276: 6150: 6120: 6023: 5516:is a subset of a 5446: 5441: 5439: 5427: 5413:almost everywhere 5332: 5290: 5144: 5093: 4493: 4488: 4486: 4474: 4372: 4367: 4365: 4353: 3881: 3846: 3776: 3741: 3550: 3254: 3250: 3244: 3074: 2914: 2836: 2786: 2734: 2639: 2203: 2171: 2139: 1487:{\displaystyle f} 1444:{\displaystyle f} 1180: 1014:Lebesgue integral 986: 985: 866: 865: 828: 827: 796:Multiple integral 732: 731: 636: 635: 603:Direct comparison 574:Convergence tests 512: 511: 480:Partial fractions 347: 346: 257:Second derivative 16:(Redirected from 9674: 9589:Fourier analysis 9547:Milman's reverse 9530: 9528:Lebesgue measure 9522: 9506:Riemann–Lebesgue 9349:Bounded function 9340: 9338: 9337: 9332: 9330: 9329: 9249:Taxicab geometry 9204:Measurable space 9149: 9142: 9135: 9126: 9057:Milman's reverse 9040: 9038:Lebesgue measure 8992: 8396: 8382:infimum/supremum 8303:Measurable space 8243: 8236: 8229: 8220: 8064:Trapezoidal rule 8049:Laplace's method 7949:Pfeffer integral 7909:Darboux integral 7904:Daniell integral 7899:Bochner integral 7894:Burkill integral 7884:Riemann integral 7861: 7854: 7847: 7838: 7833: 7813: 7778: 7763: 7752:Daniell integral 7749: 7713: 7670: 7651:Fubini's theorem 7644: 7624: 7596: 7578: 7565: 7548: 7514: 7494: 7482: 7463: 7443: 7415: 7388: 7358: 7339: 7303: 7297: 7291: 7288: 7282: 7272: 7266: 7262: 7256: 7253: 7247: 7243: 7237: 7232: 7226: 7221: 7215: 7210: 7204: 7203: 7201: 7200: 7195: 7180: 7178: 7177: 7172: 7170: 7166: 7118: 7114: 7062: 7060: 7059: 7054: 7049: 7045: 6998: 6992: 6982: 6981: 6964: 6958: 6956: 6949: 6937: 6933: 6932: 6924: 6923: 6914: 6908: 6903: 6897: 6894: 6888: 6881: 6860:Riemann integral 6813: 6811: 6810: 6805: 6789: 6787: 6786: 6781: 6772: 6767: 6750: 6747: 6742: 6723: 6721: 6720: 6715: 6698: 6694: 6689: 6672: 6665: 6660: 6641: 6639: 6638: 6633: 6631: 6626: 6609: 6536: 6520: 6514: 6510: 6504: 6491: 6487: 6477: 6466: 6464: 6463: 6458: 6446: 6429: 6418: 6400: 6391: 6385: 6373: 6360: 6348:Daniell integral 6334: 6332: 6331: 6326: 6298: 6297: 6284: 6268: 6264: 6260: 6255: 6242: 6232: 6228: 6224: 6220: 6192: 6190: 6189: 6184: 6172: 6171: 6158: 6139: 6138: 6128: 6109: 6081: 6079: 6078: 6073: 6045: 6044: 6031: 6015: 6008: 6004: 6002: 6001: 5996: 5975: 5951: 5950: 5923: 5922: 5906: 5879: 5877: 5876: 5871: 5830: 5815: 5813: 5812: 5807: 5726: 5716: 5712: 5708: 5704: 5694: 5690: 5686: 5682: 5678: 5668: 5664: 5657: 5655: 5654: 5649: 5608: 5598: 5594: 5590: 5575: 5573: 5572: 5567: 5515: 5513: 5512: 5507: 5459: 5457: 5456: 5451: 5444: 5443: 5442: 5440: 5437: 5435: 5430: 5425: 5394: 5382: 5373: 5366: 5359: 5350: 5348: 5347: 5342: 5340: 5339: 5333: 5330: 5307: 5306: 5291: 5288: 5261: 5260: 5243:this can be done 5236: 5232: 5215: 5193: 5191: 5190: 5185: 5177: 5173: 5163: 5162: 5152: 5115: 5114: 5101: 5055: 5051: 5049: 5048: 5043: 5031: 5030: 4996: 4995: 4975: 4973: 4972: 4967: 4958: 4953: 4934: 4929: 4892: 4886: 4884: 4883: 4878: 4846: 4825: 4824: 4823: 4813: 4812: 4783:Lebesgue measure 4780: 4774: 4772: 4771: 4766: 4764: 4763: 4762: 4739: 4735: 4729: 4727: 4726: 4721: 4719: 4718: 4717: 4693: 4662: 4660: 4659: 4654: 4594: 4590: 4586: 4582: 4551: 4547: 4545: 4544: 4539: 4518: 4517: 4507: 4502: 4491: 4490: 4489: 4487: 4484: 4482: 4477: 4472: 4461: 4460: 4444: 4434: 4432: 4431: 4426: 4421: 4417: 4370: 4369: 4368: 4366: 4363: 4361: 4356: 4351: 4341: 4340: 4324: 4299: 4293: 4291: 4290: 4285: 4271: 4265: 4257: 4238: 4236: 4235: 4230: 4218: 4217: 4195: 4194: 4155:In this case we 4152: 4150: 4149: 4144: 4133: 4129: 4121: 4120: 4098: 4097: 4068: 4066: 4065: 4060: 4051: 4050: 4031: 4029: 4028: 4023: 4014: 4013: 3987: 3981: 3979: 3978: 3973: 3968: 3967: 3955: 3954: 3942: 3934: 3920: 3914: 3906: 3904: 3903: 3898: 3896: 3892: 3891: 3882: 3879: 3847: 3844: 3801: 3800: 3787: 3786: 3777: 3774: 3742: 3739: 3735: 3734: 3688: 3687: 3665: 3663: 3662: 3657: 3652: 3651: 3639: 3638: 3616: 3612: 3608: 3601:Signed functions 3595: 3593: 3592: 3587: 3578: 3577: 3564: 3526: 3524: 3522: 3521: 3516: 3514: 3513: 3496: 3492: 3490: 3488: 3487: 3482: 3480: 3479: 3470: 3432: 3431: 3422: 3406: 3404: 3403: 3398: 3396: 3395: 3386: 3371: 3369: 3368: 3363: 3352: 3351: 3335: 3328: 3326: 3325: 3320: 3308: 3307: 3291: 3287: 3280: 3274: 3272: 3271: 3266: 3261: 3257: 3255: 3252: 3248: 3242: 3210: 3209: 3178: 3177: 3155: 3151: 3147: 3143: 3132: 3130: 3129: 3124: 3110: 3109: 3093: 3092: 3082: 3067: 3057: 3056: 3038: 3029: 3028: 3010: 3006: 3002: 2995: 2991: 2987: 2975: 2960: 2958: 2957: 2952: 2950: 2949: 2948: 2947: 2933: 2932: 2922: 2898: 2885: 2883: 2882: 2877: 2872: 2871: 2855: 2854: 2844: 2825: 2824: 2823: 2822: 2805: 2804: 2794: 2775: 2771: 2770: 2769: 2768: 2767: 2753: 2752: 2742: 2716: 2701: 2694: 2685: 2683: 2682: 2677: 2675: 2674: 2673: 2672: 2658: 2657: 2647: 2622:Simple functions 2613: 2609: 2603: 2601: 2600: 2595: 2568: 2567: 2546: 2539: 2535: 2510: 2506: 2502: 2498: 2494: 2485:simple functions 2459: 2457: 2456: 2451: 2422: 2410: 2400: 2398: 2397: 2392: 2359: 2358: 2318: 2317: 2295: 2294: 2276: 2272: 2265: 2255: 2240: 2238: 2237: 2232: 2230: 2229: 2219: 2218: 2198: 2197: 2187: 2186: 2166: 2165: 2155: 2154: 2125: 2121: 2109: 2107: 2106: 2101: 2096: 2034: 2030: 2018: 2014: 2003: 1992: 1982: 1976: 1968: 1960: 1953: 1945: 1938: 1934: 1922: 1918: 1910: 1902: 1898: 1880:We start with a 1871: 1867: 1863: 1852: 1842: 1832: 1812: 1801: 1787: 1762:simple functions 1756: 1754: 1753: 1748: 1718: 1716: 1715: 1710: 1695: 1693: 1692: 1687: 1665: 1660: 1624: 1622: 1621: 1616: 1592: 1590: 1589: 1584: 1563: 1561: 1560: 1555: 1529: 1493: 1491: 1490: 1485: 1473: 1471: 1470: 1465: 1450: 1448: 1447: 1442: 1422:simple functions 1386:simple functions 1372:Simple functions 1362: 1360: 1359: 1354: 1342: 1338: 1292: 1288: 1284: 1276: 1272: 1261: 1243: 1239: 1228: 1224: 1220: 1181: 1171: 1124:Bernhard Riemann 1120:Riemann integral 1094: 1090: 1086: 1082: 1078: 1074: 1061:Lebesgue measure 1029:Riemann integral 1011: 978: 971: 964: 912: 877: 843: 839: 806:Surface integral 749: 745: 653: 649: 609:Limit comparison 529: 525: 411:Riemann integral 364: 360: 320:L'HĂŽpital's rule 277:Taylor's theorem 198: 194: 138: 136: 135: 130: 82: 73: 68: 38: 21: 9682: 9681: 9677: 9676: 9675: 9673: 9672: 9671: 9642: 9641: 9640: 9635: 9568: 9525: 9520: 9482: 9458:Hausdorff–Young 9438:Babenko–Beckner 9426: 9375: 9321: 9316: 9315: 9309: 9253: 9222: 9218:Sequence spaces 9158: 9153: 9123: 9118: 9114:Spectral theory 9094:Convex analysis 9078: 9035: 9030: 8983: 8883: 8831:in distribution 8776: 8669: 8499:Logarithmically 8438: 8394: 8377:Essential range 8311: 8252: 8247: 8217: 8212: 8188:Integration Bee 8161: 8128: 8075: 8071:Risch algorithm 8009:Euler's formula 7969: 7963: 7944:Pettis integral 7876: 7870: 7865: 7830: 7817: 7781: 7767: 7757: 7750:Emphasizes the 7738: 7725: 7680:Saks, StanisƂaw 7678: 7656: 7627: 7613: 7600: 7582: 7577:, W. H. Freeman 7569: 7551: 7545: 7517: 7499:Lebesgue, Henri 7497: 7487:Lebesgue, Henri 7485: 7467: 7448:Halmos, Paul R. 7446: 7432: 7419: 7404: 7391: 7377: 7361: 7355: 7342: 7328: 7315: 7312: 7307: 7306: 7298: 7294: 7289: 7285: 7273: 7269: 7263: 7259: 7254: 7250: 7244: 7240: 7233: 7229: 7222: 7218: 7211: 7207: 7183: 7182: 7181:for almost all 7129: 7125: 7077: 7073: 7065: 7064: 7008: 7004: 6973: 6968: 6967: 6965: 6961: 6951: 6939: 6935: 6927: 6926: 6918: 6917: 6915: 6911: 6904: 6900: 6895: 6891: 6882: 6878: 6873: 6820: 6796: 6795: 6751: 6726: 6725: 6673: 6667: 6644: 6643: 6610: 6585: 6584: 6572: 6547:compact support 6532: 6526:locally compact 6516: 6512: 6506: 6502: 6497: 6489: 6483: 6475: 6470: 6408: 6403: 6402: 6398: 6393: 6387: 6383: 6378: 6369: 6358: 6344: 6289: 6271: 6270: 6266: 6262: 6254: 6246: 6244: 6234: 6233:belongs to the 6230: 6226: 6222: 6219: 6209: 6200: 6163: 6130: 6112: 6111: 6108: 6098: 6089: 6036: 6018: 6017: 6014: 6010: 6006: 5936: 5914: 5909: 5908: 5905: 5895: 5886: 5833: 5832: 5822: 5729: 5728: 5718: 5714: 5710: 5706: 5702: 5692: 5688: 5684: 5680: 5670: 5666: 5662: 5611: 5610: 5600: 5596: 5592: 5588: 5522: 5521: 5462: 5461: 5417: 5416: 5409: 5401: 5392: 5389: 5381: 5375: 5368: 5365: 5361: 5358: 5354: 5335: 5334: 5327: 5321: 5320: 5298: 5285: 5275: 5252: 5247: 5246: 5234: 5230: 5221: 5214: 5208: 5202: 5154: 5143: 5139: 5106: 5088: 5087: 5078: 5070:Hassler Whitney 5066:Georges de Rham 5053: 5010: 4987: 4982: 4981: 4916: 4915: 4904: 4888: 4814: 4792: 4787: 4786: 4779:[ 0, 1] 4778: 4753: 4748: 4747: 4738:[ 0, 1] 4737: 4734:[ 0, 1] 4733: 4708: 4703: 4702: 4692: 4686: 4679: 4597: 4596: 4592: 4588: 4584: 4570: 4561: 4549: 4509: 4452: 4447: 4446: 4440: 4380: 4376: 4332: 4327: 4326: 4322: 4319: 4313: 4297: 4245: 4244: 4209: 4186: 4162: 4161: 4112: 4089: 4085: 4081: 4073: 4072: 4042: 4034: 4033: 4005: 3997: 3996: 3985: 3959: 3946: 3925: 3924: 3916: 3910: 3909:Note that both 3894: 3893: 3887: 3886: 3876: 3870: 3869: 3841: 3819: 3811: 3792: 3789: 3788: 3782: 3781: 3771: 3765: 3764: 3736: 3706: 3698: 3679: 3670: 3669: 3643: 3630: 3619: 3618: 3614: 3610: 3606: 3603: 3569: 3529: 3528: 3505: 3500: 3499: 3498: 3494: 3471: 3423: 3410: 3409: 3408: 3387: 3374: 3373: 3343: 3338: 3337: 3333: 3299: 3294: 3293: 3289: 3285: 3278: 3201: 3199: 3195: 3169: 3164: 3163: 3153: 3149: 3145: 3141: 3138: 3101: 3084: 3048: 3020: 3015: 3014: 3008: 3004: 3000: 2993: 2989: 2985: 2977: 2973: 2964: 2939: 2934: 2924: 2903: 2902: 2896: 2863: 2846: 2814: 2809: 2796: 2759: 2754: 2744: 2733: 2729: 2721: 2720: 2715: 2711: 2704:simple function 2700: 2696: 2693: 2689: 2664: 2659: 2649: 2634: 2633: 2624: 2611: 2607: 2559: 2551: 2550: 2544: 2537: 2534: 2528: 2522: 2508: 2504: 2500: 2496: 2492: 2473: 2465: 2427: 2426: 2420: 2408: 2350: 2309: 2286: 2281: 2280: 2274: 2270: 2257: 2253: 2244: 2221: 2189: 2157: 2134: 2133: 2123: 2117: 2039: 2038: 2032: 2024: 2016: 2012: 1994: 1988: 1978: 1974: 1966: 1956: 1949: 1943: 1936: 1932: 1920: 1916: 1908: 1900: 1884: 1878: 1869: 1865: 1861: 1844: 1834: 1833:. The quantity 1814: 1810: 1797: 1783: 1776: 1770: 1721: 1720: 1698: 1697: 1631: 1630: 1595: 1594: 1566: 1565: 1496: 1495: 1476: 1475: 1453: 1452: 1433: 1432: 1414: 1374: 1307: 1303: 1295: 1294: 1290: 1286: 1282: 1274: 1263: 1249: 1241: 1237: 1226: 1222: 1202: 1195: 1182: 1170: 1092: 1088: 1084: 1080: 1076: 1072: 1069: 1009: 982: 953: 952: 938:Integration Bee 913: 910: 903: 902: 878: 875: 868: 867: 840: 837: 830: 829: 811:Volume integral 746: 741: 734: 733: 650: 645: 638: 637: 607: 526: 521: 514: 513: 505:Risch algorithm 475:Euler's formula 361: 356: 349: 348: 330:General Leibniz 213:generalizations 195: 190: 183: 169:Rolle's theorem 164: 139: 75: 55: 54: 28: 23: 22: 15: 12: 11: 5: 9680: 9678: 9670: 9669: 9664: 9659: 9657:Measure theory 9654: 9644: 9643: 9637: 9636: 9634: 9633: 9632: 9631: 9626: 9616: 9611: 9606: 9601: 9596: 9591: 9586: 9580: 9578: 9574: 9573: 9570: 9569: 9567: 9566: 9561: 9556: 9551: 9550: 9549: 9539: 9533: 9531: 9519: 9518: 9513: 9508: 9503: 9498: 9492: 9490: 9484: 9483: 9481: 9480: 9475: 9470: 9465: 9460: 9455: 9450: 9445: 9440: 9434: 9432: 9428: 9427: 9425: 9424: 9419: 9414: 9409: 9404: 9402:Function space 9399: 9394: 9389: 9383: 9381: 9377: 9376: 9374: 9373: 9368: 9367: 9366: 9356: 9351: 9345: 9343: 9328: 9324: 9311: 9310: 9308: 9307: 9302: 9297: 9292: 9287: 9282: 9277: 9275:Cauchy–Schwarz 9272: 9266: 9264: 9255: 9254: 9252: 9251: 9246: 9241: 9235: 9233: 9224: 9223: 9221: 9220: 9215: 9210: 9201: 9196: 9195: 9194: 9184: 9176: 9174:Hilbert spaces 9166: 9164: 9163:Basic concepts 9160: 9159: 9154: 9152: 9151: 9144: 9137: 9129: 9120: 9119: 9117: 9116: 9111: 9106: 9101: 9096: 9090: 9088: 9084: 9083: 9080: 9079: 9077: 9076: 9071: 9066: 9061: 9060: 9059: 9049: 9043: 9041: 9032: 9031: 9029: 9028: 9023: 9021:Sard's theorem 9018: 9013: 9008: 9007: 9006: 9004:Lifting theory 8995: 8989: 8985: 8984: 8982: 8981: 8976: 8971: 8966: 8961: 8960: 8959: 8957:Fubini–Tonelli 8949: 8944: 8939: 8938: 8937: 8932: 8927: 8919: 8918: 8917: 8912: 8907: 8899: 8893: 8891: 8885: 8884: 8882: 8881: 8876: 8871: 8866: 8861: 8856: 8851: 8845: 8840: 8839: 8838: 8836:in probability 8833: 8823: 8818: 8813: 8807: 8806: 8805: 8800: 8795: 8784: 8782: 8778: 8777: 8775: 8774: 8769: 8764: 8759: 8754: 8749: 8748: 8747: 8737: 8732: 8731: 8730: 8720: 8715: 8710: 8705: 8700: 8695: 8690: 8685: 8679: 8677: 8671: 8670: 8668: 8667: 8662: 8657: 8652: 8647: 8642: 8637: 8632: 8627: 8622: 8617: 8616: 8615: 8610: 8605: 8595: 8590: 8585: 8580: 8570: 8565: 8560: 8555: 8550: 8545: 8543:Locally finite 8540: 8530: 8525: 8520: 8515: 8510: 8505: 8495: 8490: 8485: 8480: 8475: 8470: 8465: 8460: 8455: 8449: 8447: 8440: 8439: 8437: 8436: 8431: 8426: 8421: 8416: 8415: 8414: 8404: 8399: 8391: 8386: 8385: 8384: 8374: 8369: 8368: 8367: 8357: 8352: 8347: 8346: 8345: 8335: 8330: 8325: 8319: 8317: 8313: 8312: 8310: 8309: 8300: 8299: 8298: 8288: 8283: 8275: 8270: 8260: 8258: 8257:Basic concepts 8254: 8253: 8250:Measure theory 8248: 8246: 8245: 8238: 8231: 8223: 8214: 8213: 8211: 8210: 8209: 8208: 8203: 8195: 8190: 8185: 8183:Gabriel's horn 8180: 8175: 8169: 8167: 8163: 8162: 8160: 8159: 8154: 8149: 8144: 8138: 8136: 8130: 8129: 8127: 8126: 8121: 8116: 8111: 8110: 8109: 8104: 8096: 8091: 8085: 8083: 8077: 8076: 8074: 8073: 8068: 8067: 8066: 8061: 8059:Simpson's rule 8051: 8046: 8041: 8036: 8031: 8026: 8021: 8019:Changing order 8016: 8011: 8006: 8001: 7996: 7995: 7994: 7989: 7984: 7973: 7971: 7965: 7964: 7962: 7961: 7956: 7951: 7946: 7941: 7936: 7931: 7926: 7921: 7916: 7911: 7906: 7901: 7896: 7891: 7886: 7880: 7878: 7872: 7871: 7866: 7864: 7863: 7856: 7849: 7841: 7835: 7834: 7828: 7815: 7779: 7769:Teschl, Gerald 7765: 7755: 7736: 7723: 7676: 7654: 7625: 7611: 7598: 7580: 7567: 7549: 7544:978-0821827833 7543: 7515: 7495: 7483: 7465: 7452:Measure Theory 7444: 7430: 7417: 7402: 7389: 7375: 7359: 7353: 7340: 7326: 7311: 7308: 7305: 7304: 7292: 7283: 7267: 7257: 7248: 7238: 7227: 7216: 7205: 7193: 7190: 7169: 7165: 7162: 7159: 7156: 7153: 7150: 7147: 7144: 7141: 7138: 7135: 7132: 7128: 7124: 7121: 7117: 7113: 7110: 7107: 7104: 7101: 7098: 7095: 7092: 7089: 7086: 7083: 7080: 7076: 7072: 7052: 7048: 7044: 7041: 7038: 7035: 7032: 7029: 7026: 7023: 7020: 7017: 7014: 7011: 7007: 7003: 6997: 6991: 6988: 6985: 6980: 6976: 6959: 6909: 6898: 6889: 6875: 6874: 6872: 6869: 6868: 6867: 6862: 6857: 6852: 6850:Lebesgue space 6847: 6842: 6837: 6832: 6827: 6824:Henri Lebesgue 6819: 6816: 6803: 6779: 6776: 6770: 6766: 6763: 6760: 6757: 6754: 6746: 6741: 6738: 6734: 6713: 6710: 6707: 6704: 6701: 6697: 6692: 6688: 6685: 6682: 6679: 6676: 6670: 6664: 6659: 6656: 6652: 6629: 6625: 6622: 6619: 6616: 6613: 6607: 6604: 6601: 6598: 6595: 6592: 6571: 6568: 6564:Radon measures 6539:Radon measures 6500: 6473: 6456: 6453: 6450: 6445: 6441: 6438: 6435: 6432: 6428: 6424: 6421: 6417: 6414: 6411: 6396: 6381: 6343: 6340: 6336: 6335: 6324: 6321: 6318: 6314: 6311: 6308: 6305: 6302: 6296: 6292: 6288: 6283: 6279: 6250: 6211: 6205: 6194: 6182: 6179: 6176: 6170: 6166: 6162: 6157: 6153: 6152:lim inf 6149: 6146: 6143: 6137: 6133: 6127: 6123: 6122:lim inf 6119: 6100: 6094: 6083: 6071: 6068: 6065: 6061: 6058: 6055: 6052: 6049: 6043: 6039: 6035: 6030: 6026: 6012: 5994: 5991: 5988: 5985: 5982: 5978: 5974: 5970: 5967: 5964: 5960: 5957: 5954: 5949: 5946: 5943: 5939: 5935: 5932: 5929: 5926: 5921: 5917: 5897: 5891: 5880: 5869: 5866: 5863: 5859: 5856: 5853: 5850: 5847: 5843: 5840: 5816: 5805: 5802: 5799: 5795: 5792: 5789: 5786: 5783: 5780: 5776: 5773: 5770: 5767: 5764: 5761: 5757: 5754: 5751: 5748: 5745: 5742: 5739: 5736: 5696: 5659: 5647: 5644: 5641: 5637: 5634: 5631: 5628: 5625: 5621: 5618: 5565: 5562: 5559: 5556: 5553: 5550: 5547: 5544: 5541: 5538: 5535: 5532: 5529: 5505: 5502: 5499: 5496: 5493: 5490: 5487: 5484: 5481: 5478: 5475: 5472: 5469: 5460:for short) if 5449: 5434: 5424: 5408: 5405: 5400: 5397: 5388: 5385: 5377: 5363: 5356: 5338: 5328: 5326: 5323: 5322: 5319: 5316: 5313: 5310: 5305: 5301: 5297: 5294: 5286: 5284: 5281: 5280: 5278: 5273: 5270: 5267: 5264: 5259: 5255: 5235:[0, 1] 5226: 5210: 5201: 5198: 5183: 5180: 5176: 5172: 5169: 5166: 5161: 5157: 5151: 5147: 5142: 5138: 5134: 5131: 5128: 5124: 5121: 5118: 5113: 5109: 5105: 5100: 5096: 5082:Fourier series 5077: 5074: 5041: 5038: 5034: 5029: 5026: 5023: 5020: 5017: 5013: 5009: 5006: 5003: 4999: 4994: 4990: 4965: 4962: 4957: 4952: 4948: 4944: 4941: 4938: 4933: 4928: 4924: 4903: 4900: 4899: 4898: 4876: 4873: 4870: 4867: 4864: 4861: 4858: 4855: 4852: 4849: 4845: 4841: 4838: 4835: 4832: 4829: 4822: 4817: 4811: 4808: 4805: 4802: 4799: 4795: 4761: 4756: 4745: 4716: 4711: 4688: 4678: 4675: 4667:absolute value 4652: 4649: 4646: 4642: 4639: 4636: 4633: 4630: 4627: 4623: 4620: 4617: 4614: 4611: 4607: 4604: 4595:is defined by 4560: 4557: 4537: 4534: 4531: 4527: 4524: 4521: 4516: 4512: 4506: 4501: 4497: 4481: 4471: 4468: 4464: 4459: 4455: 4424: 4420: 4416: 4413: 4410: 4407: 4404: 4401: 4398: 4395: 4392: 4389: 4386: 4383: 4379: 4375: 4360: 4350: 4347: 4344: 4339: 4335: 4321:Assuming that 4312: 4309: 4283: 4280: 4277: 4274: 4270: 4264: 4260: 4256: 4252: 4228: 4225: 4222: 4216: 4212: 4208: 4205: 4202: 4199: 4193: 4189: 4185: 4182: 4179: 4176: 4172: 4169: 4142: 4139: 4136: 4132: 4128: 4125: 4119: 4115: 4111: 4108: 4105: 4102: 4096: 4092: 4088: 4084: 4080: 4058: 4055: 4049: 4045: 4041: 4021: 4018: 4012: 4008: 4004: 3971: 3966: 3962: 3958: 3953: 3949: 3945: 3941: 3937: 3933: 3890: 3885: 3877: 3875: 3872: 3871: 3868: 3865: 3862: 3859: 3856: 3853: 3850: 3842: 3840: 3837: 3834: 3831: 3828: 3825: 3824: 3822: 3817: 3814: 3812: 3810: 3807: 3804: 3799: 3795: 3791: 3790: 3785: 3780: 3772: 3770: 3767: 3766: 3763: 3760: 3757: 3754: 3751: 3748: 3745: 3737: 3731: 3724: 3721: 3718: 3715: 3712: 3711: 3709: 3704: 3701: 3699: 3697: 3694: 3691: 3686: 3682: 3678: 3677: 3655: 3650: 3646: 3642: 3637: 3633: 3629: 3626: 3602: 3599: 3585: 3582: 3576: 3572: 3568: 3563: 3560: 3557: 3553: 3549: 3546: 3543: 3539: 3536: 3512: 3508: 3478: 3474: 3469: 3465: 3462: 3459: 3456: 3453: 3450: 3447: 3444: 3441: 3438: 3435: 3430: 3426: 3421: 3417: 3394: 3390: 3385: 3381: 3361: 3358: 3355: 3350: 3346: 3318: 3315: 3311: 3306: 3302: 3264: 3260: 3247: 3241: 3238: 3235: 3232: 3229: 3226: 3223: 3220: 3217: 3213: 3208: 3204: 3198: 3194: 3191: 3188: 3185: 3181: 3176: 3172: 3137: 3134: 3122: 3119: 3116: 3113: 3108: 3104: 3100: 3097: 3091: 3087: 3081: 3077: 3073: 3070: 3066: 3061: 3055: 3051: 3047: 3044: 3041: 3037: 3032: 3027: 3023: 2981: 2969: 2946: 2942: 2937: 2931: 2927: 2921: 2917: 2913: 2910: 2875: 2870: 2866: 2862: 2859: 2853: 2849: 2843: 2839: 2835: 2832: 2829: 2821: 2817: 2812: 2808: 2803: 2799: 2793: 2789: 2785: 2782: 2779: 2774: 2766: 2762: 2757: 2751: 2747: 2741: 2737: 2732: 2728: 2713: 2698: 2691: 2671: 2667: 2662: 2656: 2652: 2646: 2642: 2623: 2620: 2593: 2590: 2587: 2584: 2581: 2578: 2575: 2572: 2566: 2562: 2558: 2530: 2521: 2518: 2472: 2469: 2464: 2461: 2449: 2446: 2443: 2440: 2437: 2434: 2413:Radon measures 2390: 2387: 2384: 2381: 2378: 2375: 2371: 2368: 2365: 2362: 2357: 2353: 2349: 2346: 2343: 2340: 2337: 2334: 2330: 2327: 2324: 2321: 2316: 2312: 2308: 2305: 2302: 2298: 2293: 2289: 2249: 2228: 2224: 2217: 2213: 2210: 2206: 2205:lim sup 2201: 2196: 2192: 2185: 2181: 2178: 2174: 2173:lim inf 2169: 2164: 2160: 2153: 2149: 2146: 2142: 2099: 2095: 2091: 2088: 2085: 2081: 2078: 2075: 2072: 2069: 2066: 2063: 2060: 2057: 2053: 2049: 2046: 1965:subset of it, 1915:of subsets of 1877: 1874: 1779:Measure theory 1769: 1768:Measure theory 1766: 1746: 1743: 1740: 1737: 1734: 1731: 1728: 1708: 1705: 1685: 1682: 1678: 1675: 1672: 1669: 1664: 1659: 1655: 1651: 1648: 1645: 1641: 1638: 1614: 1611: 1608: 1605: 1602: 1582: 1579: 1576: 1573: 1553: 1550: 1547: 1544: 1541: 1538: 1535: 1532: 1528: 1524: 1521: 1518: 1515: 1512: 1509: 1506: 1503: 1483: 1463: 1460: 1440: 1413: 1410: 1409: 1408: 1400: 1397: 1393: 1373: 1370: 1352: 1349: 1346: 1341: 1337: 1334: 1331: 1328: 1325: 1322: 1319: 1316: 1313: 1310: 1306: 1302: 1277:is its width. 1234:Folland (1999) 1194: 1191: 1168: 1131:Fourier series 1103:, for example 1068: 1065: 1038:measure spaces 1022:Henri Lebesgue 1020:mathematician 1016:, named after 984: 983: 981: 980: 973: 966: 958: 955: 954: 951: 950: 945: 940: 935: 933:List of topics 930: 925: 920: 914: 909: 908: 905: 904: 901: 900: 895: 890: 885: 879: 874: 873: 870: 869: 864: 863: 862: 861: 856: 851: 841: 836: 835: 832: 831: 826: 825: 824: 823: 818: 813: 808: 803: 798: 793: 785: 784: 780: 779: 778: 777: 772: 767: 762: 754: 753: 747: 740: 739: 736: 735: 730: 729: 728: 727: 722: 717: 712: 707: 702: 694: 693: 689: 688: 687: 686: 681: 676: 671: 666: 661: 651: 644: 643: 640: 639: 634: 633: 632: 631: 626: 621: 616: 611: 605: 600: 595: 590: 585: 577: 576: 570: 569: 568: 567: 562: 557: 552: 547: 542: 527: 520: 519: 516: 515: 510: 509: 508: 507: 502: 497: 492: 490:Changing order 487: 477: 472: 454: 449: 444: 436: 435: 434:Integration by 431: 430: 429: 428: 423: 418: 413: 408: 398: 396:Antiderivative 390: 389: 385: 384: 383: 382: 377: 372: 362: 355: 354: 351: 350: 345: 344: 343: 342: 337: 332: 327: 322: 317: 312: 307: 302: 297: 289: 288: 282: 281: 280: 279: 274: 269: 264: 259: 254: 246: 245: 241: 240: 239: 238: 237: 236: 231: 226: 216: 203: 202: 196: 189: 188: 185: 184: 182: 181: 176: 171: 165: 163: 162: 157: 151: 150: 149: 141: 140: 128: 125: 122: 119: 116: 113: 110: 107: 104: 101: 98: 95: 91: 88: 85: 81: 78: 72: 67: 63: 53: 50: 49: 43: 42: 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 9679: 9668: 9665: 9663: 9660: 9658: 9655: 9653: 9650: 9649: 9647: 9630: 9627: 9625: 9622: 9621: 9620: 9617: 9615: 9614:Sobolev space 9612: 9610: 9609:Real analysis 9607: 9605: 9602: 9600: 9597: 9595: 9594:Lorentz space 9592: 9590: 9587: 9585: 9584:Bochner space 9582: 9581: 9579: 9575: 9565: 9562: 9560: 9557: 9555: 9552: 9548: 9545: 9544: 9543: 9540: 9538: 9535: 9534: 9532: 9529: 9523: 9517: 9514: 9512: 9509: 9507: 9504: 9502: 9499: 9497: 9494: 9493: 9491: 9489: 9485: 9479: 9476: 9474: 9471: 9469: 9466: 9464: 9461: 9459: 9456: 9454: 9451: 9449: 9446: 9444: 9441: 9439: 9436: 9435: 9433: 9429: 9423: 9420: 9418: 9415: 9413: 9410: 9408: 9405: 9403: 9400: 9398: 9395: 9393: 9390: 9388: 9385: 9384: 9382: 9378: 9372: 9369: 9365: 9362: 9361: 9360: 9357: 9355: 9352: 9350: 9347: 9346: 9344: 9342: 9322: 9312: 9306: 9303: 9301: 9298: 9296: 9293: 9291: 9288: 9286: 9285:Hilbert space 9283: 9281: 9278: 9276: 9273: 9271: 9268: 9267: 9265: 9263: 9261: 9256: 9250: 9247: 9245: 9242: 9240: 9237: 9236: 9234: 9232: 9230: 9225: 9219: 9216: 9214: 9211: 9209: 9205: 9202: 9200: 9199:Measure space 9197: 9193: 9190: 9189: 9188: 9185: 9183: 9181: 9177: 9175: 9171: 9168: 9167: 9165: 9161: 9157: 9150: 9145: 9143: 9138: 9136: 9131: 9130: 9127: 9115: 9112: 9110: 9109:Real analysis 9107: 9105: 9102: 9100: 9097: 9095: 9092: 9091: 9089: 9085: 9075: 9072: 9070: 9067: 9065: 9062: 9058: 9055: 9054: 9053: 9050: 9048: 9045: 9044: 9042: 9039: 9033: 9027: 9024: 9022: 9019: 9017: 9014: 9012: 9009: 9005: 9002: 9001: 9000: 8997: 8996: 8993: 8990: 8988:Other results 8986: 8980: 8977: 8975: 8974:Radon–Nikodym 8972: 8970: 8967: 8965: 8962: 8958: 8955: 8954: 8953: 8950: 8948: 8947:Fatou's lemma 8945: 8943: 8940: 8936: 8933: 8931: 8928: 8926: 8923: 8922: 8920: 8916: 8913: 8911: 8908: 8906: 8903: 8902: 8900: 8898: 8895: 8894: 8892: 8890: 8886: 8880: 8877: 8875: 8872: 8870: 8867: 8865: 8862: 8860: 8857: 8855: 8852: 8850: 8846: 8844: 8841: 8837: 8834: 8832: 8829: 8828: 8827: 8824: 8822: 8819: 8817: 8814: 8812: 8809:Convergence: 8808: 8804: 8801: 8799: 8796: 8794: 8791: 8790: 8789: 8786: 8785: 8783: 8779: 8773: 8770: 8768: 8765: 8763: 8760: 8758: 8755: 8753: 8750: 8746: 8743: 8742: 8741: 8738: 8736: 8733: 8729: 8726: 8725: 8724: 8721: 8719: 8716: 8714: 8711: 8709: 8706: 8704: 8701: 8699: 8696: 8694: 8691: 8689: 8686: 8684: 8681: 8680: 8678: 8676: 8672: 8666: 8663: 8661: 8658: 8656: 8653: 8651: 8648: 8646: 8643: 8641: 8638: 8636: 8633: 8631: 8628: 8626: 8623: 8621: 8618: 8614: 8613:Outer regular 8611: 8609: 8608:Inner regular 8606: 8604: 8603:Borel regular 8601: 8600: 8599: 8596: 8594: 8591: 8589: 8586: 8584: 8581: 8579: 8575: 8571: 8569: 8566: 8564: 8561: 8559: 8556: 8554: 8551: 8549: 8546: 8544: 8541: 8539: 8535: 8531: 8529: 8526: 8524: 8521: 8519: 8516: 8514: 8511: 8509: 8506: 8504: 8500: 8496: 8494: 8491: 8489: 8486: 8484: 8481: 8479: 8476: 8474: 8471: 8469: 8466: 8464: 8461: 8459: 8456: 8454: 8451: 8450: 8448: 8446: 8441: 8435: 8432: 8430: 8427: 8425: 8422: 8420: 8417: 8413: 8410: 8409: 8408: 8405: 8403: 8400: 8398: 8392: 8390: 8387: 8383: 8380: 8379: 8378: 8375: 8373: 8370: 8366: 8363: 8362: 8361: 8358: 8356: 8353: 8351: 8348: 8344: 8341: 8340: 8339: 8336: 8334: 8331: 8329: 8326: 8324: 8321: 8320: 8318: 8314: 8308: 8304: 8301: 8297: 8294: 8293: 8292: 8291:Measure space 8289: 8287: 8284: 8282: 8280: 8276: 8274: 8271: 8269: 8265: 8262: 8261: 8259: 8255: 8251: 8244: 8239: 8237: 8232: 8230: 8225: 8224: 8221: 8207: 8204: 8202: 8199: 8198: 8196: 8194: 8191: 8189: 8186: 8184: 8181: 8179: 8176: 8174: 8173:Basel problem 8171: 8170: 8168: 8166:Miscellaneous 8164: 8158: 8155: 8153: 8150: 8148: 8145: 8143: 8140: 8139: 8137: 8135: 8131: 8125: 8122: 8120: 8117: 8115: 8112: 8108: 8105: 8103: 8100: 8099: 8097: 8095: 8092: 8090: 8087: 8086: 8084: 8082: 8078: 8072: 8069: 8065: 8062: 8060: 8057: 8056: 8055: 8052: 8050: 8047: 8045: 8042: 8040: 8037: 8035: 8032: 8030: 8027: 8025: 8022: 8020: 8017: 8015: 8012: 8010: 8007: 8005: 8002: 8000: 7997: 7993: 7990: 7988: 7985: 7983: 7982:Trigonometric 7980: 7979: 7978: 7975: 7974: 7972: 7966: 7960: 7957: 7955: 7952: 7950: 7947: 7945: 7942: 7940: 7937: 7935: 7932: 7930: 7927: 7925: 7922: 7920: 7919:Haar integral 7917: 7915: 7912: 7910: 7907: 7905: 7902: 7900: 7897: 7895: 7892: 7890: 7887: 7885: 7882: 7881: 7879: 7873: 7869: 7862: 7857: 7855: 7850: 7848: 7843: 7842: 7839: 7831: 7829:978-981-256-6 7825: 7821: 7816: 7812: 7808: 7804: 7800: 7796: 7792: 7788: 7784: 7780: 7776: 7775: 7770: 7766: 7761: 7756: 7753: 7747: 7743: 7739: 7737:0-486-63519-8 7733: 7729: 7724: 7721: 7720:Stefan Banach 7717: 7711: 7707: 7703: 7699: 7695: 7691: 7687: 7686: 7681: 7677: 7674: 7668: 7664: 7660: 7655: 7652: 7648: 7642: 7638: 7634: 7630: 7629:Rudin, Walter 7626: 7622: 7618: 7614: 7612:0-02-404151-3 7608: 7604: 7603:Real analysis 7599: 7594: 7590: 7586: 7581: 7576: 7572: 7568: 7563: 7559: 7555: 7550: 7546: 7540: 7536: 7532: 7528: 7524: 7523:Loss, Michael 7520: 7519:Lieb, Elliott 7516: 7512: 7508: 7504: 7500: 7496: 7492: 7488: 7484: 7480: 7476: 7475: 7470: 7466: 7461: 7457: 7453: 7449: 7445: 7441: 7437: 7433: 7431:0-471-31716-0 7427: 7423: 7418: 7413: 7409: 7405: 7403:0-534-10050-3 7399: 7395: 7390: 7386: 7382: 7378: 7376:3-540-41129-1 7372: 7368: 7364: 7360: 7356: 7350: 7346: 7341: 7337: 7333: 7329: 7327:0-471-04222-6 7323: 7319: 7314: 7313: 7309: 7301: 7300:Bourbaki 2004 7296: 7293: 7287: 7284: 7281: 7277: 7271: 7268: 7261: 7258: 7252: 7249: 7242: 7239: 7236: 7231: 7228: 7225: 7220: 7217: 7214: 7209: 7206: 7191: 7188: 7167: 7160: 7157: 7151: 7145: 7142: 7139: 7136: 7133: 7126: 7122: 7119: 7115: 7108: 7105: 7099: 7093: 7090: 7087: 7084: 7081: 7074: 7070: 7050: 7046: 7039: 7036: 7030: 7024: 7021: 7018: 7015: 7012: 7005: 7001: 6995: 6986: 6978: 6974: 6963: 6960: 6954: 6947: 6943: 6930: 6921: 6913: 6910: 6907: 6902: 6899: 6893: 6890: 6886: 6885:Royden (1988) 6880: 6877: 6870: 6866: 6863: 6861: 6858: 6856: 6853: 6851: 6848: 6846: 6845:Sigma-algebra 6843: 6841: 6838: 6836: 6833: 6831: 6828: 6825: 6822: 6821: 6817: 6815: 6801: 6794:and equal to 6793: 6777: 6774: 6768: 6761: 6755: 6752: 6736: 6732: 6711: 6705: 6702: 6699: 6695: 6690: 6683: 6677: 6674: 6668: 6654: 6650: 6627: 6620: 6614: 6611: 6605: 6599: 6593: 6590: 6582: 6581:sinc function 6578: 6569: 6567: 6565: 6560: 6556: 6552: 6548: 6544: 6540: 6535: 6530: 6527: 6522: 6519: 6509: 6503: 6495: 6486: 6481: 6476: 6467: 6454: 6451: 6448: 6436: 6430: 6422: 6419: 6412: 6399: 6390: 6384: 6375: 6372: 6367: 6364: 6356: 6351: 6349: 6341: 6339: 6322: 6319: 6316: 6312: 6309: 6306: 6303: 6300: 6294: 6290: 6286: 6281: 6259: 6253: 6249: 6240: 6239: 6218: 6214: 6208: 6204: 6198: 6195: 6180: 6177: 6174: 6168: 6164: 6160: 6155: 6147: 6144: 6141: 6135: 6131: 6125: 6117: 6107: 6103: 6097: 6093: 6087: 6086:Fatou's lemma 6084: 6069: 6066: 6063: 6059: 6056: 6053: 6050: 6047: 6041: 6037: 6033: 6028: 5992: 5989: 5986: 5983: 5976: 5968: 5965: 5955: 5947: 5944: 5941: 5937: 5933: 5927: 5919: 5915: 5904: 5900: 5894: 5890: 5884: 5881: 5867: 5864: 5861: 5857: 5854: 5851: 5848: 5845: 5841: 5838: 5829: 5825: 5820: 5817: 5803: 5800: 5797: 5793: 5790: 5787: 5784: 5781: 5778: 5774: 5771: 5768: 5765: 5762: 5759: 5752: 5749: 5746: 5743: 5740: 5734: 5725: 5721: 5700: 5697: 5677: 5673: 5660: 5645: 5642: 5639: 5635: 5632: 5629: 5626: 5623: 5619: 5616: 5607: 5603: 5586: 5585: 5584: 5581: 5579: 5557: 5551: 5548: 5542: 5536: 5533: 5530: 5519: 5497: 5491: 5488: 5482: 5476: 5473: 5470: 5447: 5432: 5422: 5414: 5406: 5404: 5398: 5396: 5386: 5384: 5380: 5371: 5353:The function 5351: 5324: 5317: 5314: 5311: 5308: 5303: 5299: 5295: 5292: 5282: 5276: 5271: 5265: 5257: 5253: 5244: 5240: 5229: 5225: 5219: 5213: 5207: 5199: 5197: 5194: 5181: 5178: 5174: 5167: 5159: 5155: 5149: 5145: 5140: 5136: 5132: 5129: 5126: 5119: 5111: 5107: 5103: 5098: 5094: 5085: 5083: 5075: 5073: 5071: 5067: 5063: 5059: 5039: 5036: 5032: 5024: 5021: 5018: 5011: 5007: 5004: 5001: 4997: 4992: 4988: 4979: 4963: 4960: 4955: 4950: 4946: 4942: 4939: 4936: 4931: 4926: 4922: 4913: 4909: 4901: 4896: 4891: 4874: 4871: 4868: 4859: 4856: 4853: 4847: 4836: 4833: 4830: 4827: 4815: 4806: 4803: 4800: 4793: 4784: 4777: 4754: 4746: 4743: 4732: 4709: 4701: 4700: 4699: 4697: 4691: 4684: 4681:Consider the 4676: 4674: 4672: 4668: 4663: 4650: 4647: 4644: 4640: 4637: 4634: 4631: 4628: 4625: 4621: 4618: 4615: 4612: 4609: 4605: 4602: 4581: 4577: 4573: 4567: 4565: 4558: 4556: 4553: 4535: 4532: 4529: 4522: 4514: 4510: 4499: 4495: 4479: 4469: 4466: 4462: 4457: 4453: 4443: 4438: 4422: 4418: 4411: 4408: 4402: 4396: 4393: 4390: 4387: 4384: 4377: 4373: 4358: 4345: 4337: 4333: 4318: 4310: 4308: 4305: 4303: 4294: 4281: 4275: 4272: 4258: 4250: 4242: 4239: 4226: 4223: 4220: 4214: 4210: 4206: 4203: 4200: 4197: 4191: 4187: 4183: 4180: 4177: 4174: 4170: 4167: 4159: 4158: 4153: 4140: 4134: 4130: 4126: 4123: 4117: 4113: 4109: 4106: 4103: 4100: 4094: 4090: 4086: 4082: 4070: 4056: 4053: 4047: 4043: 4039: 4019: 4016: 4010: 4006: 4002: 3994: 3990: 3982: 3969: 3964: 3960: 3956: 3951: 3947: 3943: 3935: 3922: 3919: 3913: 3907: 3883: 3873: 3866: 3863: 3860: 3854: 3848: 3835: 3829: 3826: 3820: 3815: 3813: 3805: 3797: 3793: 3778: 3768: 3761: 3758: 3755: 3749: 3743: 3729: 3719: 3713: 3707: 3702: 3700: 3692: 3684: 3680: 3666: 3653: 3648: 3644: 3640: 3635: 3631: 3627: 3624: 3600: 3598: 3583: 3580: 3574: 3570: 3566: 3555: 3547: 3544: 3541: 3537: 3534: 3510: 3506: 3476: 3472: 3467: 3460: 3457: 3454: 3448: 3442: 3436: 3433: 3428: 3424: 3419: 3415: 3392: 3388: 3383: 3379: 3356: 3348: 3344: 3330: 3329:is infinite. 3316: 3313: 3309: 3304: 3300: 3282: 3275: 3262: 3258: 3245: 3239: 3236: 3233: 3230: 3227: 3224: 3221: 3218: 3215: 3211: 3206: 3202: 3196: 3189: 3186: 3183: 3179: 3174: 3170: 3161: 3160:. We define 3159: 3135: 3133: 3120: 3114: 3111: 3106: 3102: 3095: 3089: 3085: 3079: 3075: 3071: 3068: 3059: 3053: 3049: 3045: 3042: 3039: 3030: 3025: 3021: 3012: 2997: 2984: 2980: 2972: 2968: 2963:is such that 2961: 2944: 2940: 2935: 2929: 2925: 2919: 2915: 2911: 2908: 2900: 2894: 2889: 2886: 2868: 2864: 2857: 2851: 2847: 2841: 2837: 2833: 2830: 2827: 2819: 2815: 2810: 2806: 2801: 2797: 2791: 2787: 2783: 2780: 2777: 2772: 2764: 2760: 2755: 2749: 2745: 2739: 2735: 2730: 2726: 2718: 2709: 2705: 2686: 2669: 2665: 2660: 2654: 2650: 2644: 2640: 2631: 2629: 2621: 2619: 2617: 2604: 2591: 2585: 2579: 2576: 2573: 2570: 2564: 2560: 2556: 2548: 2543: 2533: 2527: 2519: 2517: 2515: 2490: 2486: 2477: 2470: 2468: 2462: 2460: 2447: 2441: 2438: 2435: 2424: 2418: 2414: 2406: 2401: 2388: 2382: 2379: 2373: 2366: 2360: 2355: 2351: 2347: 2341: 2335: 2332: 2325: 2319: 2314: 2310: 2306: 2303: 2300: 2296: 2291: 2287: 2278: 2267: 2264: 2260: 2252: 2248: 2241: 2226: 2222: 2211: 2208: 2199: 2194: 2190: 2179: 2176: 2167: 2162: 2158: 2147: 2144: 2131: 2129: 2120: 2115: 2110: 2097: 2089: 2086: 2079: 2076: 2070: 2067: 2061: 2055: 2051: 2047: 2036: 2028: 2022: 2010: 2005: 2001: 1997: 1991: 1987:measure  1986: 1981: 1972: 1964: 1959: 1955: 1952: 1942:For example, 1940: 1930: 1926: 1914: 1906: 1896: 1892: 1888: 1883: 1882:measure space 1875: 1873: 1859: 1854: 1851: 1847: 1841: 1837: 1830: 1826: 1822: 1818: 1807: 1805: 1800: 1795: 1791: 1786: 1780: 1775: 1767: 1765: 1763: 1758: 1741: 1738: 1732: 1726: 1703: 1683: 1680: 1673: 1667: 1657: 1653: 1649: 1646: 1643: 1639: 1636: 1628: 1606: 1603: 1577: 1571: 1551: 1545: 1542: 1536: 1530: 1522: 1516: 1513: 1507: 1501: 1481: 1458: 1438: 1430: 1425: 1423: 1419: 1411: 1406: 1401: 1398: 1394: 1391: 1390: 1389: 1387: 1378: 1371: 1369: 1366: 1350: 1347: 1344: 1339: 1332: 1329: 1323: 1317: 1314: 1311: 1304: 1300: 1278: 1270: 1266: 1260: 1256: 1252: 1245: 1235: 1218: 1214: 1210: 1206: 1199: 1192: 1190: 1188: 1178: 1174: 1167: 1162: 1160: 1155: 1152: 1146: 1144: 1140: 1136: 1132: 1127: 1125: 1122:—proposed by 1121: 1117: 1112: 1110: 1106: 1102: 1098: 1066: 1064: 1062: 1058: 1054: 1050: 1045: 1043: 1039: 1034: 1030: 1025: 1023: 1019: 1015: 1007: 1003: 999: 995: 991: 979: 974: 972: 967: 965: 960: 959: 957: 956: 949: 946: 944: 941: 939: 936: 934: 931: 929: 926: 924: 921: 919: 916: 915: 907: 906: 899: 896: 894: 891: 889: 886: 884: 881: 880: 872: 871: 860: 857: 855: 852: 850: 847: 846: 845: 844: 834: 833: 822: 819: 817: 814: 812: 809: 807: 804: 802: 801:Line integral 799: 797: 794: 792: 789: 788: 787: 786: 781: 776: 773: 771: 768: 766: 763: 761: 758: 757: 756: 755: 750: 744: 743:Multivariable 738: 737: 726: 723: 721: 718: 716: 713: 711: 708: 706: 703: 701: 698: 697: 696: 695: 690: 685: 682: 680: 677: 675: 672: 670: 667: 665: 662: 660: 657: 656: 655: 654: 648: 642: 641: 630: 627: 625: 622: 620: 617: 615: 612: 610: 606: 604: 601: 599: 596: 594: 591: 589: 586: 584: 581: 580: 579: 578: 575: 571: 566: 563: 561: 558: 556: 553: 551: 548: 546: 543: 540: 536: 533: 532: 531: 530: 524: 518: 517: 506: 503: 501: 498: 496: 493: 491: 488: 485: 481: 478: 476: 473: 470: 466: 462: 461:trigonometric 458: 455: 453: 450: 448: 445: 443: 440: 439: 438: 437: 432: 427: 424: 422: 419: 417: 414: 412: 409: 406: 402: 399: 397: 394: 393: 392: 391: 386: 381: 378: 376: 373: 371: 368: 367: 366: 365: 359: 353: 352: 341: 338: 336: 333: 331: 328: 326: 323: 321: 318: 316: 313: 311: 308: 306: 303: 301: 298: 296: 293: 292: 291: 290: 287: 283: 278: 275: 273: 272:Related rates 270: 268: 265: 263: 260: 258: 255: 253: 250: 249: 248: 247: 242: 235: 232: 230: 229:of a function 227: 225: 224:infinitesimal 222: 221: 220: 217: 214: 210: 207: 206: 205: 204: 199: 193: 187: 186: 180: 177: 175: 172: 170: 167: 166: 161: 158: 156: 153: 152: 148: 145: 144: 143: 142: 123: 117: 114: 108: 102: 99: 96: 93: 86: 79: 76: 70: 65: 61: 52: 51: 48: 44: 40: 39: 32: 19: 9431:Inequalities 9371:Uniform norm 9259: 9228: 9179: 8889:Main results 8625:Set function 8553:Metric outer 8508:Decomposable 8365:Cylinder set 8278: 8142:ItĂŽ integral 7977:Substitution 7968:Integration 7819: 7786: 7773: 7759: 7727: 7684: 7672: 7658: 7647:Little Rudin 7646: 7632: 7602: 7584: 7574: 7553: 7526: 7502: 7490: 7472: 7451: 7421: 7393: 7366: 7344: 7317: 7295: 7286: 7270: 7260: 7251: 7241: 7235:Folland 1999 7230: 7224:Whitney 1957 7219: 7208: 6962: 6952: 6945: 6941: 6928: 6919: 6912: 6901: 6892: 6879: 6573: 6551:vector space 6533: 6523: 6517: 6507: 6498: 6484: 6471: 6468: 6394: 6388: 6379: 6376: 6370: 6352: 6345: 6337: 6257: 6251: 6247: 6237: 6216: 6212: 6206: 6202: 6105: 6101: 6095: 6091: 5902: 5898: 5892: 5888: 5827: 5823: 5819:Monotonicity 5723: 5719: 5675: 5671: 5605: 5601: 5599:) such that 5582: 5577: 5410: 5402: 5390: 5378: 5369: 5352: 5245:). Then let 5227: 5223: 5211: 5203: 5195: 5086: 5079: 4907: 4905: 4889: 4775: 4742:Darboux sums 4730: 4689: 4680: 4664: 4579: 4575: 4571: 4568: 4562: 4554: 4441: 4320: 4306: 4301: 4296:we say that 4295: 4243: 4240: 4160: 4156: 4154: 4071: 3992: 3988: 3983: 3923: 3917: 3911: 3908: 3667: 3604: 3331: 3283: 3276: 3162: 3139: 3013: 2998: 2982: 2978: 2970: 2966: 2962: 2901: 2892: 2890: 2887: 2719: 2708:non-negative 2707: 2687: 2632: 2625: 2615: 2605: 2549: 2531: 2523: 2488: 2484: 2482: 2466: 2425: 2423:in the form 2402: 2279: 2268: 2262: 2258: 2250: 2246: 2242: 2132: 2118: 2111: 2037: 2026: 2006: 1999: 1995: 1989: 1979: 1957: 1950: 1941: 1894: 1890: 1886: 1879: 1857: 1855: 1849: 1845: 1839: 1835: 1828: 1824: 1820: 1816: 1808: 1803: 1798: 1784: 1777: 1761: 1759: 1626: 1428: 1426: 1421: 1417: 1415: 1404: 1383: 1285:, of height 1279: 1268: 1264: 1258: 1254: 1250: 1246: 1232: 1216: 1212: 1208: 1204: 1184: 1172: 1164: 1156: 1147: 1128: 1113: 1070: 1067:Introduction 1048: 1046: 1026: 1013: 1004:between the 987: 457:Substitution 219:Differential 192:Differential 9629:Von Neumann 9443:Chebyshev's 8849:compact set 8816:of measures 8752:Pushforward 8745:Projections 8735:Logarithmic 8578:Probability 8568:Pre-measure 8350:Borel space 8268:of measures 7992:Weierstrass 7783:Whitney, H. 7246:0052.05003. 6835:Integration 6368:defined on 4912:orientation 4069:is finite: 2893:real-valued 2273:defined on 1985:probability 1159:Paul Montel 1105:polynomials 990:mathematics 918:Precalculus 911:Miscellanea 876:Specialized 783:Definitions 550:Alternating 388:Definitions 201:Definitions 9646:Categories 9624:C*-algebra 9448:Clarkson's 8821:in measure 8548:Maximising 8518:Equivalent 8412:Vitali set 8107:incomplete 7970:techniques 7811:0083.28204 7710:0017.30004 7702:63.0183.05 7310:References 7213:Rudin 1966 6243:such that 6199:: Suppose 5885:: Suppose 5580:required. 5237:(they are 4781:using the 4315:See also: 3993:is defined 2463:Definition 2411:, or with 2116:subset of 1948:Euclidean 1923:is a (non- 1804:measurable 1790:set theory 1087:, between 1012:axis. The 898:Variations 893:Stochastic 883:Fractional 752:Formalisms 715:Divergence 684:Identities 664:Divergence 209:Derivative 160:Continuity 9667:Integrals 9662:Lp spaces 9619:*-algebra 9604:Quasinorm 9473:Minkowski 9364:Essential 9327:∞ 9156:Lp spaces 8935:Maharam's 8905:Dominated 8718:Intensity 8713:Hausdorff 8620:Saturated 8538:Invariant 8443:Types of 8402:σ-algebra 8372:𝜆-system 8338:Borel set 8333:Baire set 7877:integrals 7875:Types of 7868:Integrals 7673:Big Rudin 7671:Known as 7645:Known as 7479:EMS Press 7143:∣ 7137:∈ 7123:μ 7106:≥ 7091:∣ 7085:∈ 7071:μ 7037:≥ 7022:∣ 7016:∈ 7002:μ 6979:∗ 6802:π 6756:⁡ 6745:∞ 6740:∞ 6737:− 6733:∫ 6709:∞ 6678:⁡ 6663:∞ 6658:∞ 6655:− 6651:∫ 6615:⁡ 6594:⁡ 6482:, so let 6423:∫ 6320:μ 6310:∫ 6304:μ 6287:∫ 6256:| ≀ 6178:μ 6161:∫ 6148:≤ 6145:μ 6118:∫ 6067:μ 6057:∫ 6051:μ 6034:∫ 5987:∈ 5981:∀ 5969:∈ 5963:∀ 5934:≤ 5865:μ 5855:∫ 5852:≤ 5849:μ 5839:∫ 5801:μ 5791:∫ 5782:μ 5772:∫ 5763:μ 5735:∫ 5699:Linearity 5643:μ 5633:∫ 5627:μ 5617:∫ 5549:≠ 5534:∣ 5489:≠ 5474:∣ 5331:otherwise 5315:≤ 5239:countable 5146:∑ 5137:∫ 5104:∫ 5095:∑ 5040:μ 5012:∫ 5005:μ 4989:∫ 4947:∫ 4943:− 4923:∫ 4895:countable 4848:∩ 4837:μ 4831:μ 4794:∫ 4648:μ 4638:∫ 4629:μ 4619:∫ 4613:μ 4603:∫ 4515:∗ 4505:∞ 4496:∫ 4470:μ 4454:∫ 4394:∣ 4388:∈ 4374:μ 4338:∗ 4279:∞ 4273:μ 4251:∫ 4224:μ 4215:− 4207:∫ 4204:− 4201:μ 4184:∫ 4178:μ 4168:∫ 4138:∞ 4127:μ 4118:− 4110:∫ 4104:μ 4087:∫ 4057:μ 4048:− 4040:∫ 4020:μ 4003:∫ 3965:− 3880:otherwise 3827:− 3798:− 3775:otherwise 3730:− 3649:− 3641:− 3584:μ 3567:∫ 3562:∞ 3559:→ 3545:μ 3535:∫ 3434:≤ 3407:whenever 3317:μ 3301:∫ 3234:≤ 3228:≤ 3219:μ 3203:∫ 3187:μ 3171:∫ 3112:∩ 3096:μ 3076:∑ 3069:μ 3046:∫ 3040:μ 3022:∫ 2976:whenever 2916:∑ 2858:μ 2838:∑ 2831:μ 2807:∫ 2788:∑ 2781:μ 2736:∑ 2727:∫ 2641:∑ 2626:A finite 2618:measure. 2610:, unless 2580:μ 2574:μ 2557:∫ 2445:⟩ 2436:μ 2433:⟨ 2417:dual pair 2374:μ 2352:∫ 2336:μ 2311:∫ 2304:μ 2288:∫ 2212:∈ 2180:∈ 2148:∈ 2090:∈ 2084:∀ 2077:∈ 2052:∣ 2021:pre-image 1971:σ-algebra 1913:σ-algebra 1858:axiomatic 1745:∞ 1707:∞ 1663:∞ 1654:∫ 1647:μ 1637:∫ 1610:∞ 1517:μ 1462:∞ 1315:∣ 1301:μ 1154:be zero. 1097:piecewise 1057:real line 1047:The term 888:Malliavin 775:Geometric 674:Laplacian 624:Dirichlet 535:Geometric 115:− 62:∫ 9468:Markov's 9463:Hölder's 9453:Hanner's 9270:Bessel's 9208:function 9192:Lebesgue 8952:Fubini's 8942:Egorov's 8910:Monotone 8869:variable 8847:Random: 8798:Strongly 8723:Lebesgue 8708:Harmonic 8698:Gaussian 8683:Counting 8650:Spectral 8645:Singular 8635:s-finite 8630:σ-finite 8513:Discrete 8488:Complete 8445:Measures 8419:Null set 8307:function 8197:Volumes 8102:complete 7999:By parts 7785:(1957), 7690:Warszawa 7682:(1937). 7631:(1976). 7573:(1974), 7527:Analysis 7525:(2001). 7501:(1972). 7489:(1904), 7450:(1950). 7365:(2004). 6950:, where 6830:Null set 6818:See also 6555:topology 6511:. Hence 6416:‖ 6410:‖ 6261:for all 5518:null set 5289:if  4887:because 3845:if  3740:if  2974:) < ∞ 2514:supremum 2256:, where 1961:or some 1925:negative 1221:(on the 1207: : 1169:—  1151:rational 998:function 994:integral 928:Glossary 838:Advanced 816:Jacobian 770:Exterior 700:Gradient 692:Theorems 659:Gradient 598:Integral 560:Binomial 545:Harmonic 405:improper 401:Integral 358:Integral 340:Reynolds 315:Quotient 244:Concepts 80:′ 47:Calculus 9488:Results 9187:Measure 8864:process 8859:measure 8854:element 8793:Bochner 8767:Trivial 8762:Tangent 8740:Product 8598:Regular 8576:)  8563:Perfect 8536:)  8501:)  8493:Content 8483:Complex 8424:Support 8397:-system 8286:Measure 8201:Washers 7803:0087148 7746:0466463 7667:0210528 7641:0385023 7621:1013117 7593:0053186 7571:Marsden 7562:0054173 7511:0389523 7481:, 2001 7460:0033869 7440:1681462 7412:0982264 7385:2018901 7336:1312157 7265:110–128 6936:(0, +∞) 6931:  6922:  6840:Measure 6366:support 6363:compact 6265:. Then 6229:(i.e., 5831:, then 4677:Example 4564:Complex 2542:measure 1969:is the 1946:can be 1929:measure 1627:defined 1405:measure 1365:defined 1215:) > 1053:measure 923:History 821:Hessian 710:Stokes' 705:Green's 537: ( 459: ( 403: ( 325:Inverse 300:Product 211: ( 9341:spaces 9262:spaces 9231:spaces 9182:spaces 9170:Banach 8930:Jordan 8915:Vitali 8874:vector 8803:Weakly 8665:Vector 8640:Signed 8593:Random 8534:Quasi- 8523:Finite 8503:Convex 8463:Banach 8453:Atomic 8281:spaces 8266:  8206:Shells 7826:  7809:  7801:  7744:  7734:  7708:  7700:  7665:  7639:  7619:  7609:  7591:  7560:  7541:  7509:  7458:  7438:  7428:  7410:  7400:  7383:  7373:  7351:  7334:  7324:  7063:since 6999:  6993:  6955:> 0 6559:linear 6245:| 6236:space 5445:  5426:  4492:  4473:  4371:  4352:  4157:define 3989:exists 3668:where 3336:, let 3253:simple 3249:  3243:  2616:finite 2122:be in 2031:is in 1977:, and 1954:-space 1919:, and 1899:where 1262:where 1219:} 1203:{ 1173:Source 1018:French 992:, the 765:Tensor 760:Matrix 647:Vector 565:Taylor 523:Series 155:Limits 8772:Young 8693:Euler 8688:Dirac 8660:Tight 8588:Radon 8558:Outer 8528:Inner 8478:Brown 8473:Borel 8468:Besov 8458:Baire 7987:Euler 6948:] 6940:[ 6871:Notes 6545:with 6492:is a 6469:Then 6088:: If 5821:: If 5701:: If 5393:∞ − ∞ 3991:, or 2897:∞ − ∞ 2614:is a 2114:Borel 2002:) = 1 1911:is a 1903:is a 1564:Then 1429:slabs 1418:slabs 1396:day). 1116:rigor 1006:graph 588:Ratio 555:Power 469:Euler 447:Discs 442:Parts 310:Power 305:Chain 234:total 9526:For 9380:Maps 9036:For 8925:Hahn 8781:Maps 8703:Haar 8574:Sub- 8328:Atom 8316:Sets 7824:ISBN 7793:and 7732:ISBN 7694:LwĂłw 7607:ISBN 7539:ISBN 7426:ISBN 7398:ISBN 7371:ISBN 7349:ISBN 7322:ISBN 7158:> 6591:sinc 6377:Let 5713:and 5705:and 5691:and 5665:and 5591:and 5438:a.e. 5068:and 4409:> 4276:< 4135:< 4032:and 3915:and 3861:< 3756:> 3493:for 3449:< 3140:Let 3007:and 2068:> 2029:, ∞) 1543:> 1427:The 1330:> 1141:and 1091:and 1079:and 1002:area 669:Curl 629:Abel 593:Root 7807:Zbl 7706:Zbl 7698:JFM 6916:If 6753:sin 6675:sin 6612:sin 6401:by 6361:of 6278:lim 6025:lim 6009:of 5661:If 5587:If 5578:not 5576:is 5374:is 5372:→ ∞ 5241:so 4908:set 4893:is 4673:). 4569:If 4485:def 4439:of 4364:def 4300:is 4241:If 4079:min 3552:lim 3193:sup 2999:If 2986:≠ 0 2261:∈ 2141:sup 2015:on 1931:on 1905:set 1719:if 1629:by 1420:or 1244:." 1175:: ( 1145:). 988:In 295:Sum 9648:: 7805:, 7799:MR 7771:. 7742:MR 7740:. 7704:. 7663:MR 7637:MR 7617:MR 7615:. 7589:MR 7558:MR 7537:. 7529:. 7521:; 7507:MR 7477:, 7471:, 7456:MR 7436:MR 7434:. 7408:MR 7406:. 7381:MR 7379:. 7332:MR 7330:. 6944:, 6814:. 6583:: 6566:. 6350:. 6215:∈ 6104:∈ 5901:∈ 5826:≀ 5724:bg 5722:+ 5720:af 5674:= 5604:= 5597:+∞ 5395:. 5072:. 4914:: 4698:. 4587:, 4580:ig 4578:+ 4574:= 4445:: 4304:. 3615:±∞ 3150:+∞ 2965:ÎŒ( 2608:+∞ 2130:: 2035:: 2004:. 1939:. 1927:) 1907:, 1893:, 1889:, 1848:− 1838:− 1827:− 1823:)( 1819:− 1811:× 1293:: 1291:dy 1287:dy 1275:dx 1259:dx 1161:: 1133:, 1063:. 1044:. 467:, 463:, 9323:L 9260:L 9229:L 9206:/ 9180:L 9148:e 9141:t 9134:v 8572:( 8532:( 8497:( 8395:π 8305:/ 8279:L 8242:e 8235:t 8228:v 7860:e 7853:t 7846:v 7832:. 7814:. 7764:. 7754:. 7748:. 7722:. 7712:. 7692:- 7669:. 7653:. 7643:. 7623:. 7595:. 7579:. 7564:. 7547:. 7513:. 7462:. 7442:. 7414:. 7387:. 7357:. 7338:. 7302:. 7192:. 7189:t 7168:) 7164:} 7161:t 7155:) 7152:x 7149:( 7146:f 7140:E 7134:x 7131:{ 7127:( 7120:= 7116:) 7112:} 7109:t 7103:) 7100:x 7097:( 7094:f 7088:E 7082:x 7079:{ 7075:( 7051:, 7047:) 7043:} 7040:t 7034:) 7031:x 7028:( 7025:f 7019:E 7013:x 7010:{ 7006:( 6996:= 6990:) 6987:t 6984:( 6975:f 6953:a 6946:b 6942:a 6929:f 6920:f 6887:. 6778:x 6775:d 6769:x 6765:) 6762:x 6759:( 6712:. 6706:= 6703:x 6700:d 6696:| 6691:x 6687:) 6684:x 6681:( 6669:| 6628:x 6624:) 6621:x 6618:( 6606:= 6603:) 6600:x 6597:( 6534:R 6518:L 6513:∫ 6508:L 6501:c 6499:C 6490:∫ 6485:L 6474:c 6472:C 6455:. 6452:x 6449:d 6444:| 6440:) 6437:x 6434:( 6431:f 6427:| 6420:= 6413:f 6397:c 6395:C 6389:R 6382:c 6380:C 6371:R 6359:f 6323:. 6317:d 6313:f 6307:= 6301:d 6295:k 6291:f 6282:k 6267:f 6263:k 6258:g 6252:k 6248:f 6241:) 6238:L 6231:g 6227:g 6223:f 6217:N 6213:k 6210:} 6207:k 6203:f 6201:{ 6181:. 6175:d 6169:k 6165:f 6156:k 6142:d 6136:k 6132:f 6126:k 6106:N 6102:k 6099:} 6096:k 6092:f 6090:{ 6070:. 6064:d 6060:f 6054:= 6048:d 6042:k 6038:f 6029:k 6013:k 6011:f 6007:f 5993:. 5990:E 5984:x 5977:, 5973:N 5966:k 5959:) 5956:x 5953:( 5948:1 5945:+ 5942:k 5938:f 5931:) 5928:x 5925:( 5920:k 5916:f 5903:N 5899:k 5896:} 5893:k 5889:f 5887:{ 5868:. 5862:d 5858:g 5846:d 5842:f 5828:g 5824:f 5804:. 5798:d 5794:g 5788:b 5785:+ 5779:d 5775:f 5769:a 5766:= 5760:d 5756:) 5753:g 5750:b 5747:+ 5744:f 5741:a 5738:( 5715:b 5711:a 5707:g 5703:f 5693:g 5689:f 5685:g 5681:f 5676:g 5672:f 5667:g 5663:f 5646:. 5640:d 5636:g 5630:= 5624:d 5620:f 5606:g 5602:f 5593:g 5589:f 5564:} 5561:) 5558:x 5555:( 5552:g 5546:) 5543:x 5540:( 5537:f 5531:x 5528:{ 5504:} 5501:) 5498:x 5495:( 5492:g 5486:) 5483:x 5480:( 5477:f 5471:x 5468:{ 5448:g 5433:= 5423:f 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4323:f 4298:f 4282:, 4269:d 4263:| 4259:f 4255:| 4227:. 4221:d 4211:f 4198:d 4192:+ 4188:f 4181:= 4175:d 4171:f 4141:. 4131:) 4124:d 4114:f 4107:, 4101:d 4095:+ 4091:f 4083:( 4054:d 4044:f 4017:d 4011:+ 4007:f 3986:f 3970:. 3961:f 3957:+ 3952:+ 3948:f 3944:= 3940:| 3936:f 3932:| 3918:f 3912:f 3884:. 3874:0 3867:, 3864:0 3858:) 3855:x 3852:( 3849:f 3839:) 3836:x 3833:( 3830:f 3821:{ 3816:= 3809:) 3806:x 3803:( 3794:f 3779:, 3769:0 3762:, 3759:0 3753:) 3750:x 3747:( 3744:f 3723:) 3720:x 3717:( 3714:f 3708:{ 3703:= 3696:) 3693:x 3690:( 3685:+ 3681:f 3654:, 3645:f 3636:+ 3632:f 3628:= 3625:f 3611:E 3607:f 3581:d 3575:n 3571:s 3556:n 3548:= 3542:d 3538:f 3525:. 3511:n 3507:4 3495:k 3491:, 3477:n 3473:2 3468:/ 3464:) 3461:1 3458:+ 3455:k 3452:( 3446:) 3443:x 3440:( 3437:f 3429:n 3425:2 3420:/ 3416:k 3393:n 3389:2 3384:/ 3380:k 3360:) 3357:x 3354:( 3349:n 3345:s 3334:f 3314:d 3310:f 3305:E 3290:E 3286:f 3279:E 3263:. 3259:} 3246:s 3240:, 3237:f 3231:s 3225:0 3222:: 3216:d 3212:s 3207:E 3197:{ 3190:= 3184:d 3180:f 3175:E 3154:f 3146:E 3142:f 3121:. 3118:) 3115:B 3107:k 3103:S 3099:( 3090:k 3086:a 3080:k 3072:= 3065:d 3060:s 3054:B 3050:1 3043:= 3036:d 3031:s 3026:B 3009:s 3005:E 3001:B 2994:f 2990:f 2983:k 2979:a 2971:k 2967:S 2945:k 2941:S 2936:1 2930:k 2926:a 2920:k 2912:= 2909:f 2874:) 2869:k 2865:S 2861:( 2852:k 2848:a 2842:k 2834:= 2828:d 2820:k 2816:S 2811:1 2802:k 2798:a 2792:k 2784:= 2778:d 2773:) 2765:k 2761:S 2756:1 2750:k 2746:a 2740:k 2731:( 2714:k 2712:a 2699:k 2697:S 2692:k 2690:a 2670:k 2666:S 2661:1 2655:k 2651:a 2645:k 2612:ÎŒ 2592:. 2589:) 2586:S 2583:( 2577:= 2571:d 2565:S 2561:1 2545:ÎŒ 2538:S 2532:S 2529:1 2509:f 2505:f 2501:f 2497:f 2493:f 2448:. 2442:f 2439:, 2421:ÎŒ 2409:0 2389:. 2386:) 2383:x 2380:d 2377:( 2370:) 2367:x 2364:( 2361:f 2356:E 2348:= 2345:) 2342:x 2339:( 2333:d 2329:) 2326:x 2323:( 2320:f 2315:E 2307:= 2301:d 2297:f 2292:E 2275:E 2271:f 2263:N 2259:k 2254:) 2251:k 2247:f 2245:( 2227:k 2223:f 2216:N 2209:k 2200:, 2195:k 2191:f 2184:N 2177:k 2168:, 2163:k 2159:f 2152:N 2145:k 2124:X 2119:R 2098:. 2094:R 2087:t 2080:X 2074:} 2071:t 2065:) 2062:x 2059:( 2056:f 2048:x 2045:{ 2033:X 2027:t 2025:( 2017:E 2013:f 2000:E 1998:( 1996:ÎŒ 1990:ÎŒ 1980:ÎŒ 1975:E 1967:X 1958:R 1951:n 1944:E 1937:X 1933:E 1921:ÎŒ 1917:E 1909:X 1901:E 1897:) 1895:ÎŒ 1891:X 1887:E 1885:( 1870:E 1866:X 1862:ÎŒ 1850:c 1846:d 1840:a 1836:b 1831:) 1829:c 1825:d 1821:a 1817:b 1815:( 1799:R 1785:R 1742:+ 1739:= 1736:) 1733:y 1730:( 1727:F 1704:+ 1684:y 1681:d 1677:) 1674:y 1671:( 1668:F 1658:0 1650:= 1644:d 1640:f 1613:) 1607:, 1604:0 1601:( 1581:) 1578:y 1575:( 1572:F 1552:. 1549:} 1546:y 1540:) 1537:x 1534:( 1531:f 1527:| 1523:x 1520:{ 1514:= 1511:) 1508:y 1505:( 1502:F 1482:f 1459:+ 1439:f 1351:. 1348:y 1345:d 1340:) 1336:} 1333:y 1327:) 1324:x 1321:( 1318:f 1312:x 1309:{ 1305:( 1283:f 1271:) 1269:x 1267:( 1265:f 1257:) 1255:x 1253:( 1251:f 1242:f 1238:f 1227:y 1223:x 1217:t 1213:x 1211:( 1209:f 1205:x 1179:) 1093:b 1089:a 1085:f 1081:b 1077:a 1073:f 1010:X 977:e 970:t 963:v 541:) 486:) 482:( 471:) 407:) 215:) 127:) 124:a 121:( 118:f 112:) 109:b 106:( 103:f 100:= 97:t 94:d 90:) 87:t 84:( 77:f 71:b 66:a 20:)

Index

Integral (measure theory)

Calculus
Fundamental theorem
Limits
Continuity
Rolle's theorem
Mean value theorem
Inverse function theorem
Differential
Derivative
generalizations
Differential
infinitesimal
of a function
total
Differentiation notation
Second derivative
Implicit differentiation
Logarithmic differentiation
Related rates
Taylor's theorem
Rules and identities
Sum
Product
Chain
Power
Quotient
L'HĂŽpital's rule
Inverse

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