Lebesgue Integral: Practice Problem

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SUMMARY

The discussion centers on a problem involving the Lebesgue integral, specifically addressing the relationship between a nonnegative Lebesgue measurable function f and a measurable set E. It establishes that if the integral of f over E, denoted as ##\int_E f dλ##, is finite, then the measure of the set A, where f is infinite, must be zero (##λ(A) = 0##). The solution utilizes the properties of measurable functions and the definition of the Lebesgue integral to arrive at this conclusion definitively.

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Mathematicians, students of analysis, and anyone studying measure theory or Lebesgue integration will benefit from this discussion.

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Homework Statement


Suppose that f is a nonnegative Lebesgue measurable function and E is a measurable set.
Let A = {x ∈ E : f(x) = ∞}. Show that if ##\int_E f dλ < ∞## then ##λ(A) = 0##

Homework Equations

The Attempt at a Solution


[/B]
Let ##\phi(x)=\sum_{x\in A}a_i\mathcal{X}_{A_i}(x)## so by the construction of ##A##, ##a_i=\infty## for all ##i## and ##A=\cup A_i##
Then
##\infty\ge\int_E f dλ= \int_{E-A}f dλ+\int_Af dλ=\int_{E-A}f dλ+\int \phi(x)=\int_{E-A}f dλ+\sum a_i \lambda(A_i)##
##\implies \lambda(A_i)=0 ## for all i
##\implies \lambda(A)=0##
This seems simple and intuitive so I'm worried I'm missing something.
 
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No, that's pretty much the idea.
 

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