Lebesque Integral Flashcards
Give the standard representation
What is the integral of a simple measurable function?
Give properties of integrals of simple functions
When is the integral of a simple measurable function finite
What is the integral of a non negative function
Give the properties of the integrals of non negative functions
State the MCT
State the corollary to the MCT
State Fatou’s Lemma
State Chebesyv Inequality
When is an integral 0
What does it mean for a function to be integrable
State the DCT
State the useful lemma when comparing the difference of simple measurable functions
What is the relationship between continuity and riemann intergrability
Define the Riemann integral
Do lebesque and riemann agree
Define the improper riemann integral
Define the Riemann Stieljes Integral