International Journal of Scientific & Engineering Research, Volume 7, Issue 4, April-2016 589

ISSN 2229-5518

The Lebesgue Integral and Measure Theory

Sarah Aljohani
Abstract: This article shows the aspects of the Lebesgue Integral and the Measure Theory, where the mathematical knowledge can
be applied, how to do it and what led to the discovery of the Lebesgue Integration. The limitation of applying the theory will also be
discussed. Understanding the field of mathematics would require the wholesome interest in doing calculations and solving the prob-
lems that may be difficult to solve using other methods.

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1 Introduction are easily approached and solved through the

Lebesgue Integration (Federer, 2014). There are
The practical approach under which the several theorems that aid in the solving of the func-
knowledge of mathematics can be applied will rely tions while applying the knowledge of Lebesgue
on what field the knowledge is required. When the shows the relevance of meeting certain conditions.
limits are given as a and b, for a given function, For instance the theory below:
then the area under the curve can be worked out Suppose that I= (-∞, H] , where HЄR. Supposing
using the integral of the given function. When also that the function f: I R satisfies the following
solving for the areas under the polynomial func- conditions:
tions, it becomes different when compared with i. F Є L([ A,B]) for every real number A ≤ B.
the more exotic functions. For a mathematician to ii. There exists a given constant, M , such that

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get the area under the exotic function more of the
theoretical approach has to be involved so as to A ≤ B. Then F Є L(I), the limit
land to the right answer. Lebesgue integral be- exists, and
comes necessary now when it comes to the calcula-
tion of the integrals that includes the broader clas- (Federer, 2014)
ses of the functions. The application of the Lebes-
gue Integral makes it an easy way of solving the 3. Limitations of Lebesgue Integration
function since the values can be freely rearranged
without interfering with the values of the integral If the function is Riemann integral, then
. the Lebesgue Integration is possible. The state-
2. Lebesgue Integration ment only holds if the all the integrals are proper.
The improper integrals cannot be said to be validly
The integral requires the knowledge on solved through the Lebesgue integration.
the use of the measurement that is rightly possible A function is thus said to be Lebesgue integrable if
to associate each of the given set A that contains and only if the values used is absolute and that the
the real numbers. By having the idea on the size of function f is not in L.
the given portions that have the lengths of specific
intervals gives a distinct expected answer when 4. Measure theorem
using the Lebesgue Integration (Bressoud,
2008). The extension of the use of the Lebesgue Lebesgue measure originated from the one
Integral makes the use of the theory of measure- of the French mathematician named Henri Lebes-
ments. In the beginning, the Riemann integration gue, who made it possible to have a common
was used in solving the given functions but later standard way that involves the assigning of the
paved the way for the Lebesgue Integration, which measures to the subsets that have n- dimensional.
provides the basics in solving the exotic functions. The measure theorem provides an analysis of the
lengths, area, and volumes of the Euclidean spaces.
When solving the integral functions, the The notions of the measurements are generalized
consideration of the nature of the intervals has to in this field, and the practical answers are thus
be made. The two categories of the intervals that is, made easy to solve. The measure is taken as any
the finite and infinite intervals are mostly used in function that is defined on any given subsets that
mathematics. The Lebesgue integral solves the tend to satisfy the given list of properties. Measure
functions directly as opposed to the Riemann. The theory is thus one of the branches of the real analy-
increasing sequences that get to be bounded above sis. The theory is useful when investigating the

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International Journal of Scientific & Engineering Research, Volume 7, Issue 4, April-2016 590
ISSN 2229-5518

measurable functions and integrals of the given The other application that involves the use
functions (Bartle, 2001). As a characteristic of the of the Lebesgue is on the probability. The modern
Lebesgue measure, the use of the outer measures view of the probability applies the measure theory
makes it easy to translate the values in the given (Halmos, 2013). The probability space is easily
exotic functions. The subsets of the real numbers understood since once can make the sense that the
are taken as the conditions when solving the func- things said are real.
tions. Through the mathematical knowledge, the Lebesgue integral is necessary for mathe-
existence of the given sets that do not meet the matics as one is allowed to deal the functions in an
Lebesgue measure conditions provides a conse- excellent and elegant way as compared to the Rie-
quence of a set of certain set-theoretical axioms. mann integral. In mathematics, things such as the
These can be interpreted to be independent of giv- function space are easily solvable since there is a
en number of the conventional systems that relate rigorous foundation. In most of the mathematical
to the axioms of the set theory. physics, the Lebesgue integration and measure
theory forms foundations to solve the physics re-
5. The application of the Lebesgue In- lated equations.
tegration and Measure
REFERENCES
Many of the times the mathematicians
[1] Bartle, R. G. (2001). A modern theory of integration
make use of the knowledge gained in solving the
(Vol. 32, pp. xiv+-458). Providence, RI, USA: American
Lebesgue integrals by solving the partial differen-
mathematical society.
tial equations (PDEs) when the derivatives are
weak. Two steps are necessary involved that [2] Bressoud, D. M. (2008). A radical approach to

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shows a weak solution exists while the proving of Lebesgue's theory of integration. Cambridge University
the presence of regularity result is done (Stein & Press.
Shakarchi, 2009). Another case is when the one
is solving the Fourier transformations. The pres- [3] Federer, H. (2014). Geometric measure theory. Springer.
ence of the various numbers of the results on the
convergence of the Fourier transformations invites [4] Halmos, P. R. (2013). Measure theory (Vol. 18). Springer.
the knowledge of the Lebesgue on proving them.
Lebesgue integration put the Fourier transfor- [5] Stein, E. M., & Shakarchi, R. (2009). Real analysis:
mations on the solid thus easing out the way to measure theory, integration, and Hilbert spaces.
solve the problems. Princeton University Press.

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