Question
Suppose (X, S, ) is a measure space and f1, f2, . . . is a sequence of nonnegative S-measurable functions. Define f : X
Suppose (X, S, ) is a measure space and f1, f2, . . . is a sequence of nonnegative S-measurable functions. Define f : X [0, ] by f(x) = k=1 fk (x). Prove that
integral of f d = k=1 Z fk d.
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Linear Algebra A Modern Introduction
Authors: David Poole
4th edition
1285463242, 978-1285982830, 1285982835, 978-1285463247
