Integral more general then Lebesgue integral?

  • Context: Graduate 
  • Thread starter Thread starter r4nd0m
  • Start date Start date
  • Tags Tags
    General Integral
Click For Summary

Discussion Overview

The discussion centers around the concept of integrals that may be more general than the Lebesgue integral, exploring the implications of such generalizations on the properties and utility of integration. Participants examine the definitions, limitations, and potential alternatives to the Lebesgue integral, including the gauge integral and generalized Riemann integrals.

Discussion Character

  • Exploratory
  • Debate/contested
  • Technical explanation

Main Points Raised

  • One participant questions whether a more general integral could be defined for a larger class of functions beyond measurable functions, while acknowledging potential losses in properties.
  • Another participant clarifies that there exists a wide class of "Lebesgue" integrals, emphasizing the importance of sigma-additivity and translation invariance in measure theory.
  • A reference is made to Pugh's Real Mathematical Analysis, suggesting that there are integration theories described that are more general than Lebesgue's.
  • Concerns are raised about the loss of basic properties when moving away from the Lebesgue integral, which may render such integrals harder to define and less useful.
  • One participant proposes altering the definition of measurable functions by changing the open sets to more general sets, questioning the implications of such a change.
  • A suggestion is made to adhere to the definition of integrability in the context of Lebesgue integrability to avoid potential problems and paradoxes.
  • The gauge integral is mentioned as a more general integral that includes the Lebesgue integral as a special case, capable of integrating some unbounded functions and functions that are not absolutely integrable.
  • Another participant notes that the generalized Riemann integral is not commonly used due to issues related to measure theory and highlights the importance of certain theorems in Lebesgue theory that facilitate the interchange of limits and integrals.

Areas of Agreement / Disagreement

Participants express differing views on the feasibility and implications of defining integrals more generally than the Lebesgue integral. There is no consensus on whether such generalizations would be beneficial or practical, and concerns about the loss of important properties remain unresolved.

Contextual Notes

Limitations in the discussion include the dependence on specific definitions of measurability and the implications of altering foundational properties of integrals. The discussion does not resolve the complexities surrounding the definitions and applications of various integral types.

r4nd0m
Messages
96
Reaction score
1
integral more general than the Lebesgue integral?

The Lebesgue integral is defined for measurable functions. But isn't it possible to define a more general integral defined for a larger class of functions?
I guess that we would then loose some of the fine properties of the Lebesgue integral - but which and why?
 
Last edited:
Physics news on Phys.org
I'm not sure what you mean. There is "The" Lesbeque integral and a wide class of "Lebesque" integrals. The latter involves all methods of putting a "measure" on sets that preserve "sigma-additivity" and "translation invariance". Those are what you would lose if you used any more "general" definition of measure- and they are fairly important!
 
I seem to recall reading something in Pugh's Real Mathematical Analysis where he described some integration theories more general than Lebesgue's.
 
But when the functions they describe lose the basic required properties of the Lebesgue integral, the integrals become harder to define and less useful.
 
And what if we changed open sets in the definition of a measurable function to some more general sets? What would be wrong?
 
Just stick to the definition of integrability in the sense of wide class Lebesque
integrability and you are ok.Otherwise you'll run into problems and possibly paradoxes!
 
The gauge integral (and is variations) includes the Lebesgue integral as a special case. It is equivalent for bounded functions on a finite interval. It can also integrate some unbounded functions and some functions that are not absolutely integrable. Its definition is nearly as simple as the Riemann integral.

http://en.wikipedia.org/wiki/Henstock–Kurzweil_integral
 
Last edited:
As others have mentioned over three years ago, measure theory is one reason why the generalized Riemann integral is not used. Also, part of the utility of the Lebesgue theory seems to lie in the theorems that allow the interchange of limits and integrals, namely Fatou's Lemma, Monotone Convergence Theorem, and the Dominated Convergence theorem (which by the way are simple and nice results once measure theory is developed).
 

Similar threads

  • · Replies 11 ·
Replies
11
Views
3K
  • · Replies 33 ·
2
Replies
33
Views
7K
  • · Replies 11 ·
Replies
11
Views
2K
  • · Replies 16 ·
Replies
16
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 11 ·
Replies
11
Views
3K
  • · Replies 30 ·
2
Replies
30
Views
12K
  • · Replies 27 ·
Replies
27
Views
3K
  • · Replies 3 ·
Replies
3
Views
2K