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Function integral

Definition

$\mathbb K = \overline{\mathbb R}\lor \mathbb C$
$\langle X,\Sigma,\mu\rangle\in \mathrm{MeasureSpace}(X)$
$\int_X: (X\to \mathbb K)\to \mathbb K$
$\int_X\ f\ \mathrm d\mu:=\int_X\ (\mathrm{Re}f)^+\ \mathrm d\mu-\int_X\ (\mathrm{Re}f)^-\ \mathrm d\mu+i\ \left( \int_X\ (\mathrm{Im}f)^+\ \mathrm d\mu-\ \int_X\ (\mathrm{Im}f)^-\ \mathrm d\mu \right)$

Notice that the integral on the right hand side here is that for positive measurable numerical functions.

Discussion

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