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Which doesn't say anything about the notation ##\int fdx##.stevendaryl said:A Lebesgue integral can be converted into a Riemann type integral by switching the integration variable.
You have (for simplicity, assume it's nonnegative) a function f(x)f(x)f(x). You define a new function f∗(t)=μ({x|f(x)>t})f∗(t)=μ({x|f(x)>t})f^*(t) = \mu(\{ x | f(x) > t \}) (μ(A)μ(A)\mu(A) means the Lebesgue measure of set AAA). Then the lebesgue integral of fff is the Riemann integral of ∫∞0f∗(t)dt∫0∞f∗(t)dt\int_0^\infty f^*(t) dt. I guess the reason it's better defined is that f∗(t)f∗(t)f^*(t) will often be better-behaved than fff.
