===== Positive function integral ===== ==== Set ==== | @#55CCEE: context | @#55CCEE: $M \in \mathrm{MeasureSpace}(X)$ | | @#55EE55: postulate | @#55EE55: $\int_X:\mathcal M^+\to \mathbb R_+$ | | $ f\uparrow u_n$ | $u_n\in \mathcal T^+$ | | @#55EE55: postulate | @#55EE55: $\int_X\ f\ \mathrm d\mu:=\mathrm{lim}_{n\to \infty}\int_X\ u_n\ \mathrm d\mu$ | Notice that the integral on the right hand side here is that for positive real step functions. ==== Discussion ==== **Monotone convergence theorem**: If $f_n$ is a [[growing sequence]] in $\mathcal M^+$, we have ^ $\int_X\left(\mathrm{lim}_{n\to\infty}f_n\right)\mathrm d\mu=\mathrm{lim}_{n\to\infty}\int_X f_n\mathrm d\mu$ ^ ==== Parents ==== === Context === [[Growing sequence]], [[Step function integral]], [[Positive measurable numerical function]]