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Lebesgue Integrable Function

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Lebesgue Integrable Function 

a function to which the concept of the integral introduced by W. Lebesgue may be applied. In other words, an integrable function is a function whose Lebesgue integral, taken over a given set, is finite. The function must be Lebesgue measurable. Lebesgue integrable functions are often referred to simply as integrable functions. A square integrable function is a measurable function whose square is an integrable function.



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Let f : [a, b] [right arrow] R be of bounded variation and g: [a, b] [right arrow] R a Lebesgue integrable function such that there exists the constants m and M with m [less than or equal to] g (s) [less than or equal to] M for a.
2] dt < [infinity]} and [rho] : [OMEGA] [right arrow] [0, [infinity]) is a Lebesgue integrable function with [[integral].
 
 
 
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