Function integral
Set
context | K=¯R∨C |
context | ⟨X,Σ,μ⟩∈MeasureSpace(X) |
definiendum | ∫X:(X→K)→K |
definiendum | ∫X f dμ:=∫X (Ref)+ dμ−∫X (Ref)− dμ+i (∫X (Imf)+ dμ− ∫X (Imf)− dμ) |
Notice that the integral on the right hand side here is that for positive measurable numerical functions.