Bourbaki

Remark 1

Tag 08SJ, permanent. Cite it as [Bourbaki, Tag 08SJ].

Integration, IV, p. 40, § 4. Integrable functions and sets

Let f\mathbf{f} be a regulated function on R\mathbf{R} that is integrable with respect to Lebesgue measure μ\mu; then ∣f∣|\mathbf{f}| is also integrable (No. 2, Cor. 1 of Prop. 1), and, setting In=[−n,n]I_n = [-n, n], ∣f∣|\mathbf{f}| is the upper envelope of the increasing sequence of regulated functions ∣f∣φIn|\mathbf{f}| \varphi_{I_n}, therefore ∫∣f∣ dμ=lim⁡n→∞∫−nn∣f(x)∣ dx\int |\mathbf{f}|\, d\mu = \lim_{n \to \infty} \int_{-n}^{n} |\mathbf{f}(x)|\, dx by Th. 2 of No. 3; thus, the integral ∫−∞+∞f(x)dx\int_{-\infty}^{+\infty} f(x) dx is absolutely convergent (FRV, II, §2, No. 3). Moreover, ∫f dμ=∫−∞+∞f(x)dx\int f\, d\mu = \int_{-\infty}^{+\infty} f(x) dx by Th. 2 of No. 3. Conversely, suppose that ∫−∞+∞f(x)dx\int_{-\infty}^{+\infty} f(x) dx is absolutely convergent; again, by Th. 2 of No. 3, ∫f dμ=∫−∞+∞f(x)dx\int f\, d\mu = \int_{-\infty}^{+\infty} f(x) dx. Note that if the integral ∫−∞+∞f(x)dx\int_{-\infty}^{+\infty} f(x) dx is convergent but not absolutely convergent; then ff is not integrable with respect to Lebesgue measure.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

Cited by

Nothing.

Cites

  • FRV, II, §2, No. 3 not yet on this site: FVR II
  • Prop. 1
  • Th. 2
Transcribed from the printed volume. Not translated.