Definition 7.4.5: Lebesgue Integral for Bounded Functions
Suppose f is a bounded function defined on a measurable set
E with finite measure. Define the upper and lower
Lebesgue integrals, respectively, as
I*(f)L = inf{ s(x) dx: s is simple and s f }If I*(f)L = I*(f)L the function f is called Lebesgue integrable over E and the Lebesgue integral of f over E is denoted by
I*(f)L = sup{ s(x) dx: s is simple and s f }
E f(x) dx