e的负jwt次方怎么积分_实变函数 | 勒贝格积分的定义和一些收敛定理

勒贝格积分的定义分了4个步骤：

For a simple function with canonical form

, we define the Lebesgue integral of

by

【对于简单函数，积分就是把拥有相同权重的那些集合拼到一起，求出面积，再求和】

For a measurable function

bounded by

and supported on a set

of finite measure, we define its Lebesgue integral by

,where simple functions

are bounded by

,supported on

and

for a.e.

【定义在有限测度集合上的有界可测函数，它的L积分可以用简单函数来逼近】

For non-negative measurable function

,define

,where the supremum is taken over all measurable functions

s.t.

,and

is bounded and supported on a set of finite measure.

【非负可测函数的积分可以用有界可测函数来逼近】

For a general measurable function

, define