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Concept
Lebesgue integration
Summary
In mathematics, the integral of a non-negative function of a single variable can be regarded, in the simplest case, as the area between the graph of that function and the X-axis. The Lebesgue integral, named after French mathematician Henri Lebesgue, extends the integral to a larger class of functions. It also extends the domains on which these functions can be defined.
Long before the 20th century, mathematicians already understood that for non-negative functions with a smooth enough graph—such as continuous functions on closed bounded intervals—the area under the curve could be defined as the integral, and computed using approximation techniques on the region by polygons. However, as the need to consider more irregular functions arose—e.g., as a result of the limiting processes of mathematical analysis and the mathematical theory of probability—it became clear that more careful approximation techniques were needed to define a suitable integral. Also, one might wish to integrate on spaces more general than the real line. The Lebesgue integral provides the necessary abstractions for this.
The Lebesgue integral plays an important role in probability theory, real analysis, and many other fields in mathematics. It is named after Henri Lebesgue (1875–1941), who introduced the integral . It is also a pivotal part of the axiomatic theory of probability.
The term Lebesgue integration can mean either the general theory of integration of a function with respect to a general measure, as introduced by Lebesgue, or the specific case of integration of a function defined on a sub-domain of the real line with respect to the Lebesgue measure.
The integral of a positive function f between limits a and b can be interpreted as the area under the graph of f. This is straightforward for functions such as polynomials, but what does it mean for more exotic functions? In general, for which class of functions does "area under the curve" make sense? The answer to this question has great theoretical and practical importance.
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