Lebesgue Integration

In mathematics, the integral of a non-negative function can be regarded in the simplest case as the area between the graph of that function and the x-axis. Lebesgue integration is a mathematical construction that extends the integral to a larger class of functions; it also extends the domains on which these functions can be defined. It had long been 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 techniques of approximation of the region by polygons. However, as the need to consider more irregular functions arose (for example, as a result of the limiting processes of mathematical analysis and the mathematical theory of probability) it became clear that more careful approximation techniques would be needed in order to define a suitable integral. Also, we might wish to integrate on spaces more general than the real line; the Lebesgue integral provides the right abstractions needed to do this important job.

The Lebesgue integral plays an important role in the branch of mathematics called real analysis and in many other fields in the mathematical sciences, and is named after Henri Lebesgue (1875-1941) who introduced the integral in (Lebesgue 1904). It is also a pivotal portion of the axiomatic theory of probability.

The term "Lebesgue integration" may refer either to the general theory of integration of a function with respect to a general measure, as introduced by Lebesgue, or to the specific case of integration of a function defined on a sub-domain of the real line with respect to Lebesgue measure.

Read more about Lebesgue Integration:  Introduction, Construction, Limitations of The Riemann Integral, Basic Theorems of The Lebesgue Integral, Proof Techniques, Alternative Formulations, Limitations of Lebesgue Integral

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