A

Measure and Integral over Unbounded Sets

As presented in Chaps. 2 and 3, Lebesgue’s theory of measure and integral is

limited to functions defined over bounded sets. There are several ways of in-
troducing the theory for arbitrary domains (and even for functions with values
in the set of extended reals). However, instead of developing a general theory
from scratch, in this Appendix we lay out an approach utilizing properties of
measure and integral that were established in the main text for functions over
bounded domains.

A.1 The Measure of an Arbitrary Set

In this section we extend the concept of measurability from bounded to arbi-

trary sets of real numbers.

Definition A.1. A set E of real numbers is said to be measurable if all the

sets
E ∩ [−n, n], n ∈ N
are measurable in the sense of Definition 2.5.

It is clear that a bounded set is measurable in the sense of Definition 2.5

if and only if it is measurable in the sense of Definition A.1.
Another possible way of introducing the concept of measurability is to
define a set E to be measurable if the intersection E ∩ A of this set with an
arbitrary bounded measurable set A is measurable. However, this approach
produces the same class of measurable sets as defined above.

Theorem A.1. A set E is measurable in the sense of Definition A.1 if and

only if, for any bounded measurable set A, the set E ∩ A is measurable in the
sense of Definition 2.5.

S. Ovchinnikov, Measure, Integral, Derivative: A Course on Lebesgue’s Theory, 129

Universitext, DOI 10.1007/978-1-4614-7196-7,
© Springer Science+Business Media New York 2013
130 A Measure and Integral over Unbounded Sets

Proof. Because the sufficiency part is trivial, we proceed with the necessity
part. Let us assume that the set E is measurable in the sense of Definition A.1
and let A be a bounded measurable set of real numbers. Inasmuch as A is
bounded, there is n ∈ N such that A ⊆ [−n, n]. Then

E ∩ A = (E ∩ [−n, n]) \ ([−n, n] \ A).

The sets E ∩ [−n, n], [−n, n], and A are bounded and measurable. It follows
that the set E ∩ A is bounded and measurable. 

Definition A.2. Let E be a measurable set of real numbers. The measure

m(E) is defined by

m(E) = sup{m(E ∩ [−n, n]) : n ∈ N}.

Because

E ∩ [−1, 1] ⊆ E ∩ [−2, 2] ⊆ · · · ⊆ E ∩ [−n, n] ⊆ · · · ,

the sequence of numbers (m(E ∩ [−n, n])) is increasing. If it is bounded, then

it is convergent (cf. Theorem 1.3) and

m(E) = lim m(E ∩ [−n, n]).

Otherwise, we set m(E) = ∞ (see conventions in Sect. 1.2). Thus m(E) is

defined for every measurable set and assumes its values in the set of extended
real numbers (recall that ∞ stands for +∞). By convention, a + ∞ = ∞ and
a ≤ ∞ for all extended real numbers a. We also make the convention that
lim an = ∞ if (an ) is an increasing sequence of extended real numbers with
ak = ∞ for some k ∈ N.

Example A.1. 1. Let I be an unbounded interval. By choosing a sufficiently

large n, we can make the length of the interval I ∩ [−n, n] larger than any
given number. Therefore, m(I) = ∞. In particular, m(R) = ∞.
2. Let E be a finite or countable set of points. Then

m(E ∩ [−n, n]) = 0, for every n ∈ N.

It follows that m(E) = 0.

3. Let
∞ 
 
1 1
E= k − ,k + .
k k
k=2

Then
 n−1
 
2 1
m(E) = lim m(E ∩ [−n, n]) = lim + = ∞.
k n
k=2
 A.1 The Measure of an Arbitrary Set 131

4. Let = ∪∞
∞ E −k+1 k=1 [k − 2
−k
, k + 2−k ]. It is easy to verify that m(E) =
k=1 2 = 2.
In what follows we present generalizations of the following properties of
bounded measurable sets:
1. Open and closed sets are measurable (Theorem 2.16).
2. Countable additivity (Theorem 2.18).
3. The union and intersection of a countable family of measurable sets is
measurable (Theorems 2.22 and 2.23).
4. The “continuity” properties of Lebesgue’s measure (Theorems 2.24 and
2.25).
Some other properties are found in Exercises A.2–A.5.
Theorem A.2. Any open or closed set of real numbers is measurable.
Proof. Let E be an open subset of R. Because E is a union of an at most
countable family of pairwise disjoint open intervals (cf. Theorem 1.7), its
intersection with any interval [−n, n], n ∈ N, is the union of an at most
countable family of pairwise disjoint intervals. The latter set is measurable by
Theorem 2.18.
Now let E be a closed subset of R. Then, for every n ∈ N, the intersection
E ∩ [−n, n] is a bounded closed set and therefore is measurable. 

We establish the additivity property of measure separately for finite and

countable families of sets.
Theorem A.3. Let {Ei }i∈J be a finite family of pairwise disjoint measurable
sets. Then 

m Ei = m(Ei ).
i∈J i∈J

Proof. By Definition A.2 and Theorem 2.18, we have




m Ei = lim m Ei ∩ [−n, n]
i∈J i∈J


= lim m Ei ∩ [−n, n]
i∈J

= lim m(Ei ∩ [−n, n])
i∈J

= lim m(Ei ∩ [−n, n])
i∈J

= m(Ei ),
i∈J

because J is a finite set (cf. Exercise A.1). 

132 A Measure and Integral over Unbounded Sets

Theorem A.4. Let {Ei }i∈J be a countable family of pairwise disjoint mea-
surable sets. Then 

m Ei = m(Ei ).
i∈J i∈J

Proof. First, we assume that {m(Ei )}i∈J is a summable family. Then, given
ε > 0, there is a finite set J0 ⊆ J such that
 
m(Ei ) > m(Ei ) − ε.
i∈J0 i∈J

Inasmuch as  


Ei = Ei ∪ Ei
i∈J i∈J0 i∈J\J0

we have, by Theorem A.3,


 

m Ei = m(Ei ) + m Ei .
i∈J i∈J0 i∈J\J0

Hence, 
 

m Ei > m(Ei ) − ε + m Ei .
i∈J i∈J i∈J\J0

Because ε is an arbitrary positive number, we conclude that



m Ei ≥ m(Ei ).
i∈J i∈J

To prove the reverse inequality, we observe that, by the definition of m,

m(Ei ∩ [−n, n]) ≤ m(Ei ),

for every i, n ∈ N. Because {m(Ei )}i∈J is a summable family, we have, by

Theorem 1.15,  
m(Ei ∩ [−n, n]) ≤ m(Ei ).
i∈J i∈J

By Theorem 2.18,



m Ei ∩ [−n, n] = m(Ei ∩ [−n, n]).
i∈J i∈J

It follows that 


m Ei ∩ [−n, n] ≤ m(Ei ).
i∈J i∈J

By taking the limit as n → ∞, we obtain the desired inequality:



m Ei ≤ m(Ei ).
i∈J i∈J
 A.1 The Measure of an Arbitrary Set 133

It remains to consider the case when i∈J m(Ei ) = ∞. Then, for any
given real number M , there is a finite subset J0 ⊆ J such that

m(Ei ) ≥ M.
i∈J0

By Theorem A.3,

 

m Ei = m(Ei ) + m Ei ≥ M.
i∈J i∈J0 i∈J\J0



It follows that m i∈J Ei = ∞ = i∈J m(Ei ). 

The proof of the following theorem is straightforward and left as an exercise

(cf. Exercise A.6).

Theorem A.5. Let {Ei }i∈J be a finite or countable family of measurable sets.
Then

(i) The union i∈J E i is measurable.
(ii) The intersection i∈J Ei is measurable.

Finally, we establish two “continuity” properties of the extended measure.

Theorem A.6. Let (En ) be a sequence of measurable sets such that

E1 ⊆ E2 ⊆ · · · ⊆ En ⊆ · · ·
∞
and let E = i=1 Ei . Then

m(E) = lim m(En ).

Proof. By Theorem A.5, the set E is measurable. We consider two possible

cases.
1. There is k such that m(Ek ) = ∞. Because Ek ⊆ E, we have m(E) = ∞
(cf. Exercise A.3) and the result follows.
2. m(Ek ) < ∞ for all k ∈ N. Since

Ek+1 = Ek ∪ (Ek+1 \ Ek ), k ∈ N,

we have, by Theorem A.3,

m(Ek+1 \ Ek ) = m(Ek+1 ) − m(Ek ).

Furthermore,

E = E1 ∪ (E2 \ E1 ) ∪ · · · ∪ (Ek+1 \ Ek ) ∪ · · ·
134 A Measure and Integral over Unbounded Sets

with pairwise disjoint sets on the right side. By Theorem A.4,

∞

m(E) = m(E1 ) + [m(Ek+1 ) − m(Ek )].
i=1

The nth partial sum of the series on the right side is

n−1

m(E1 ) + [m(Ek+1 ) − m(Ek )] = m(En ).
k=1

Therefore, m(E) = lim m(En ). 

Theorem A.7. Let (En ) be a sequence of measurable sets such that

E1 ⊇ E2 ⊇ · · · ⊇ En ⊇ · · · .

If m(E1 ) < ∞, then

∞

m Ek = lim m(En ).
k=1
∞
Proof. Let E = k=1 Ek . We have
∞

En = E ∪ (Ek \ Ek+1 ).
k=n

By Theorem A.4,
∞

m(En ) = m(E) + m(Ek \ Ek+1 ). (A.1)
k=n

In particular,
∞

m(E1 ) = m(E) + m(Ek \ Ek+1 ).
k=1

Because m(E1 ) < ∞, the series on the right side converges, that is,
∞

lim m(Ek \ Ek+1 ) = 0.
k=n

The result follows from (A.1). 

 A.2 Measurable Functions over Arbitrary Sets 135

A.2 Measurable Functions over Arbitrary Sets

It is not difficult to verify that the statements of Theorem 2.29 hold for
arbitrary measurable sets which were introduced in Sect. A.1. Therefore we
use the same definition of measurable functions as in Definition 2.6. The only
difference is that the measurable sets under consideration are allowed to be
unbounded. Almost all statements in Sects. 2.7 and 2.8 are immediately seen
to hold for this extended class of measurable functions (cf. Exercise A.8).
The only exception is Egorov’s Theorem 2.34 as evidenced by the following
counterexample.
Let (fn ) be a sequence of functions on R defined by

0, if x ≤ n,
fn (x) = for all x ∈ R and n ∈ N.
1, if x > n,

The terms of this sequence are measurable functions and the sequence con-
verges pointwise to the zero function on R. Suppose that the statement of
Theorem 2.34 holds for this sequence and let δ = 1 in the theorem. According
to this theorem, there is a measurable set E1 such that m(E1 ) < 1 and (fn )
converges uniformly to the zero function on the set E = R \ E1 . Then, for
ε = 1, there is N such that

|fn (x) − 0| < 1, for all x ∈ E and n ≥ N .

In particular, fN (x) = 0 on the set E. However, this is impossible because the

set E is not bounded above (cf. Exercise A.9).
We conclude this section by proving a theorem which is an analog of
Egorov’s Theorem 2.34 for arbitrary measurable subsets of R.

Theorem A.8. Let E be an arbitrary measurable set of real numbers, and let
(fn ) be a sequence of measurable functions on E converging pointwise to a
function f . Then E can be written as the union
∞

E =A∪ Bk ,
k=1

where the sets A, B1 , B2 . . . are measurable, m(A) = 0, and (fn ) converges

uniformly on each of the sets B1 , B2 . . ..

Proof. First, we consider the case of a bounded set E. By Theorem 2.34, for
every n ∈ N there is a measurable set En such that m(En ) < 1/n and (fn )
converges uniformly on Bn = E \ En . We have
n


n
1
m E\ Bk = m Ek ≤ m(En ) < .
n
k=1 k=1
136 A Measure and Integral over Unbounded Sets

Let ∞

A=E\ Bk ,
k=1
so ∞

E =A∪ Bk .
k=1

Because ∞ n
 
A=E\ Bk ⊆ E \ Bk ,
k=1 k=1

for every n ∈ N, and

n

1
m E\ Bk < ,
n
k=1

we have m(A) = 0, and the result follows.

Now suppose that E is unbounded. We can represent E as the union of
pairwise disjoint bounded sets
∞


E = {0} ∪ E ∩ ([−k, −k + 1) ∪ (k − 1, k]) .

k=1

By applying the result of the theorem for each bounded set in the above
countable union, we obtain the desired representation. 

A.3 Integration over Arbitrary Sets

As in Chap. 3, we begin by defining the integral of a nonnegative measurable
function on a measurable set E (bounded or not).

Definition A.3. Let f be a nonnegative measurable function on an arbitrary

measurable set E. We define
  
f = sup f :n∈N .
E E∩[−n,n]

Each of the integrals on the right side is well defined though it may
 be equal
to ∞ (cf. Definition 3.2). According to our conventions,
 we set E f = ∞ if
one of the integrals on the right side is infinite. If E f < ∞, we say that the
function f is integrable over E.

Inasmuch as
 
f≤ f, for n ≤ m,
E∩[−n,n] E∩[−m,m]
 A.3 Integration over Arbitrary Sets 137

for a nonnegative function f , we can write

 

f = lim f .
E E∩[−n,n]

The following theorem provides for a partial justification for the above
definition (cf. the definition of a measurable set in Sect. A.1 and the subsequent
theorem there).

Theorem A.9. For a nonnegative measurable function f on E we have

  
sup f : A is a bounded measurable set = f.
E∩A E

Proof. We denote
 
S = sup f : A is a bounded measurable set .
E∩A
 
If E∩A f = ∞ for some bounded set A, then S = ∞. Then E f = ∞
because there is n such that A ⊆ [−n, n].
Suppose that E∩A f < ∞ for all bounded sets A. Because for any n ∈ N,
the interval [−n, n] is a bounded set, we have S ≥ E f . On the other
 hand,
for any bounded set A there is n such that A ⊆ [−n, n]. Hence, S ≤ E f , and
the result follows. 

For a function f of arbitrary sign,

 we use its positive and negative parts,
f + and f − , to define the integral E f (cf. Sect. 3.5).

Definition A.4. Let f be a measurable function on an arbitrary measurable

set E. We define   
f= f+ − f −,
E E E
provided that at least one of the integrals
 on the right side is finite. Otherwise,
the integral E f is undefined. If E f exists and is finite, then the function f
is said to be integrable over E.

Thus a function f is integrable on an arbitrary measurable set if and only

if both nonnegative functions f + and f − are integrable.

Theorem A.10. If f is an integrable function over a set E, then

 
lim f= f.
E∩[−n,n] E
138 A Measure and Integral over Unbounded Sets
 
Proof. Inasmuch as f is integrable, the integrals E f + and E f − exist and
are finite. Hence we have
   
lim f+ = f + and lim f− = f −.
E∩[−n,n] E E∩[−n,n] E

Therefore,
   
+ −
lim f = lim f − f
E∩[−n,n] E∩[−n,n] E∩[−n,n]
 
= lim f + − lim f−
E∩[−n,n] E∩[−n,n]
  
= f+ − f− = f,
E E E

and the result follows. 


However, the existence of the limit lim E∩[−n,n] f does not imply Lebesgue’s
integrability of the function f as the following two examples demonstrate.

Example A.2. Let f (x) = x on R. Then

   
f+ = max{x, 0} = ∞ and f− = max{−x, 0} = ∞.
R R R R
n
Hence, the function x is not Lebesgue integrable over R. However, −n f = 0
n
for all n ∈ N, so the limit lim −n f exists and equals zero.
n
The limit lim −n f may exist even for a bounded function over R which
is not Lebesgue integrable as the next example shows.

Example A.3. We define

⎧
⎨ sin x
, if x = 0,
f (x) = x x ∈ R.
⎩1, for x = 0,
n
It can be shown that the limit of the sequence ( −n f ) exists (and equals π),
 +  −
but both Lebesgue integrals R f and R f are infinite (cf. Exercise A.11),
so f is not Lebesgue integrable.

Many properties of the integral over an arbitrary measurable domain can

be easily established as consequences of properties already established in the
case of bounded domains (cf. Exercises A.10–A.15). However, some arguments
are subtle. As an example, we give a proof of Fatou’s Lemma (cf. Theo-
rem 3.16).
 A.3 Integration over Arbitrary Sets 139

Theorem A.11. (Fatou’s Lemma) Let (f1 , . . . , fk , . . .) be a sequence of non-

negative measurable functions converging pointwise to a function f a.e. on E.
Then  
f ≤ lim inf fk .
E E

Proof. As in the proof of Theorem 3.16, we may assume that convergence

takes place over the entire set E.
For any given m, n ∈ N we have
  
inf f k : k ≥ m ≤ fp , for all p ≥ m.
E∩[−n,n] E∩[−n,n]

It follows that
  
lim inf fk : k ≥ m ≤ fp , for all p ≥ m. (A.2)
n→∞ E∩[−n,n] E

By Theorem 3.16,
  

f ≤ lim inf fk : k ≥ m .
E∩[−n,n] m→∞ E∩[−n,n]

By taking the limits as n → ∞ on both sides, we obtain

  

f ≤ lim lim inf fk : k ≥ m

E n→∞ m→∞ E∩[−n,n]
 

= lim lim inf fk : k ≥ m

m→∞ n→∞ E∩[−n,n]

≤ lim inf fk .
E

Here, the two repeated limits are equal by Exercise A.16, and the last inequal-
ity follows from (A.2). 

The next two theorems can be proven by repeating verbatim the arguments
used in the proofs of Theorems 3.17 and 3.25. The proofs are left to the reader
as exercises (cf. Exercise A.17).

Theorem A.12 (The Monotone Convergence Theorem). Let (fn ) be

an increasing sequence of nonnegative measurable functions on E. If (fn )
converges pointwise to f a.e. on E, then
 
lim fn = f.
E E
140 A Measure and Integral over Unbounded Sets

Theorem A.13. (The Dominated Convergence Theorem) Let (fn ) be a se-

quence of measurable functions on E. Suppose that there is an integrable func-
tion g on E that dominates (fn ) on E in the sense that

|fn | ≤ g on E for all n.

If (fn ) converges pointwise to f a.e. on E, then

 
lim fn = f.
E E

Notes
The classes of measurable sets and integrable functions introduced in the
Appendix are the same as obtained by more conventional methods. Of course,
we cannot prove it here.
Theorem A.8 is known as Lusin’s version of Egorov’s Theorem (Theo-
rem 2.34) for unbounded domains. Egorov’s Theorem also holds in the follow-
ing form for unbounded sets:
Theorem A.14. (Egorov’s Theorem) Let (fn ) be a sequence of measurable
functions on a set E of finite measure that converges pointwise a.e. on E to a
function f . Then for each δ > 0, there is a measurable set Eδ ⊆ E such that
m(Eδ ) < δ and (fn ) converges uniformly to f on E \ Eδ .
The following theorem is an important result which is also due to Lusin.
Theorem A.15. (Lusin’s Theorem) Let f be a measurable function on a set
E. Then for each ε > 0, there is a continuous function g on R and a closed
set F ⊆ E for which

f = g on F and m(E \ F ) < ε.

The function f in Example A.3 has an improper Riemann integral

 ∞
sin x
dx = π.
−∞ x

On the other hand, this function is not Lebesgue integrable over the set of
reals R [cf. Apo74, Exercise 10.9]. In this connection, see Exercise A.12 below.
As we observed in Chap. 3, Riemann integrable functions over a bounded
interval form a proper subset of the set of Lebesgue integrable functions
over the same interval. The situation in the case of unbounded intervals is
different—the corresponding classes are incomparable in this case. In other
words, there are functions which are Riemann (improper) integrable, say,
over R, but not Lebesgue integrable over that set (cf. f from the previous
paragraph). On the other hand, the Dirichlet function,
 A.3 Integration over Arbitrary Sets 141

1, if x ∈ Q,
f (x) = x ∈ R,
0, if x ∈
/ Q,

is not Riemann integrable over any bounded interval, whereas it is Lebesgue

integrable with R f = 0.
Note that we exchanged order of limits in the proof of Theorem A.11
(cf. Exercise A.16). For a general result see Sect. 8.20 in [Apo74].

Exercises
A.1. (i) Let (an ) and (bn ) be two increasing sequences of real numbers. Prove
that
lim(an + bn ) = lim an + lim bn .
(ii) Extend the result of part (i) to finite sums of increasing sequences.

A.2. Let E be a measurable set of real numbers. Prove that the set E = R\E
is also measurable.

A.3. Prove that if E and F are measurable sets and E⊆F , then m(E)≤m(F ).

A.4. Let E be a measurable set. Show that

(a) If m(E) < ∞ and ε > 0, then there exist an open set G and a bounded
closed set F , such that F ⊆ E ⊆ G and

m(G) − m(E) < ε, m(E) − m(F ) < ε.

(b) If m(E) = ∞, then for any M > 0, there exists a bounded closed set
F ⊆ E such that m(F ) > M .

A.5. Prove that the image of a measurable set E under the translation x →
x + a is measurable with m(E + a) = m(E).

A.6. Prove Theorem A.5.

A.7. Let E1 and E2 be measurable sets. Show that

(a) The set E1 \ E2 is measurable.
(b) The set E1 E2 is measurable.

A.8. Show that the statements of Theorems 2.30, 2.31, Corollary 2.1, and
Theorems 2.32, 2.33 hold for measurable functions over arbitrary sets.

A.9. Let A be a subset of R such that m(A) < ∞. Show that

sup(R \ A) = ∞.
142 A Measure and Integral over Unbounded Sets

A.10. Show that a measurable function f is integrable over E if and only if

the function |f | is integrable over E and that
  
 
 f ≤ |f |
E E

in this case (cf. Theorem 3.20).

A.11. Let f be the function from Example A.3. Show that

n
(a) lim −n f exists.
 +  −
(b) R f = R f = ∞.
(cf. [Apo74, Exercise 10.9]).

A.12. Let f : [0, ∞) → R be Riemann integrable on every bounded subinter-

val of [0, ∞). Prove that f is Lebesgue integrable over [0, ∞) if and only if the
limit (the improper Riemann integral)
 n  ∞
lim |f | = |f |
0 0

exists. Show also that in this case

 ∞  ∞
(L) f = (R) f.
0 0

A.13. Establish the linearity and monotonicity properties of the integral over
arbitrary measurable sets (cf. Theorems 3.23 and 3.24).
n
A.14. Let f be an integrable function over the finite union E = k=1 Ek of
pairwise disjoint measurable sets. Show that
 n 

f= f.
E k=1 Ek

A.15. Let E be a set

 of measure zero and f be a function on E. Show that f
is measurable with E f = 0.

A.16. Let (amn ) be a double sequence of nonnegative real numbers such that
amn ≥ apq for all m ≥ p, n ≥ q. Show that

lim amn = lim lim amn = lim lim amn .

m,n→∞ n→∞ m→∞ m→∞ n→∞

A.17. Prove Theorems A.12 and A.13.

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[Bot03] Botsko, M.W.: An elementary proof of Lebesgue’s differentiation the-
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[Bou66] Bourbaki, N.: General Topology. Addison-Wesley, Reading (1966)
[Hal74] Halmos, P.: Naive Set Theory. Springer, New York (1974)
[Knu76] Knuth, D.E.: Problem E 2613. Am. Math. Mon. 83, 656 (1976)
[Kre78] Kreyszig, E.: Introductory Functional Analysis with Applications.
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[Leb28] Lebesgue, H.: Leçons sur l’intégration et la recherche des fonctions
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[Nat55] Natanson, I.P.: Theory of Functions of a Real Variable. Frederick
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S. Ovchinnikov, Measure, Integral, Derivative: A Course on Lebesgue’s Theory, 143

Universitext, DOI 10.1007/978-1-4614-7196-7,
© Springer Science+Business Media New York 2013
Index

σ-algebra, 50 lower, 99
upper, 99
a.e., 55 difference, 1
additivity Dirichlet function, 125
countable, 43, 82 domain, 2
almost everywhere, 55
Approximation Property, 6 empty set, 2
associativity property, 16 endpoint, 4
equivalence
bijection, 2 class, 3
bounded relation, 3
above, 5 extended real numbers, 5
below, 5
family, 2
Cantor function, 56 function, 2
Cantor set, 12 absolutely continuous, 118
Cartesian product, 2 bounded, 5
characteristic function, 91 BV-, 102
closed set, 11 characteristic, 91
codomain, 2 differentiable, 100
commutativity property, 15 integrable, 78, 84, 136, 137
complement, 1 inverse, 2
relative, 1 measurable, 53
Completeness Property, 5 of bounded variation, 102
component interval, 9 one-to-one, 2
convergence onto, 2
pointwise, 55 real, 2
uniform, 55 Riemann integrable, 89
convergent sequence, 7 step, 63
countable additivity, 43, 82
cover, 6 Heine-Borel Theorem, 6

De Morgan’s laws, 3 image, 2

derivative, 100 indefinite integral, 114

S. Ovchinnikov, Measure, Integral, Derivative: A Course on Lebesgue’s Theory, 145

Universitext, DOI 10.1007/978-1-4614-7196-7,
© Springer Science+Business Media New York 2013
146 Index

index set, 2 equivalence, 3

infimum, 5 reflexive, 3
integrable function, 78, 136, 137 symmetric, 3
integral transitive, 3
indefinite, 114 Riemann integral, 89
Lebesgue, 67 Riemann sum
Riemann, 89 lower, 88
intersection, 1 upper, 89
of family, 3
interval, 4 sequence, 2
closed, 4 bounded, 7
degenerate, 4 convergent, 7
half-open, 4 decreasing, 7
open, 4 increasing, 7
unbounded, 4 monotone, 7
inverse function, 2 series, 14
inverse image, 2 set
bounded, 5
Lebesgue bounded above, 5
integral, 67 bounded below, 5
sum, 66 closed, 11
limit, 7 empty, 2
inferior, 8 measurable, 42, 129
lower, 98 open, 9
superior, 7 unbounded, 5
upper, 98 shadow point, 121
lower bound, 5 singleton, 2
subcover, 6
measurable
subfamily, 2
function, 53
subset, 1
set, 42, 129
sum, 14
measure, 42, 130
partial, 14
inner, 38
summable, 14
outer, 38
supremum, 5
one-to-one correspondence, 2
open set, 9 term
of sequence, 2
partial sum, 14 of series, 14
partition translation, 48
norm of, 65
of interval, 65 union, 1
of set, 4 of family, 3
punctured ball, 98 upper bound, 5

range, 2 variation, 102

relation, 3 total, 102