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Jazmine Bruce

Jazmine Bruce

Answered question

2022-05-21

Let ( X , A , μ ) be a measure space and we consider a measurable positive function f : X [ 0 , + ]. I already proved that if the Lebesgue integral of f on X is finite, that is
X f d μ < + ,
then μ ( { f = + } ) = 0, that is f is finite almost everywhere.
Now, let f : X [ , + ] an μ- integrable function, that is
X f + d μ < + X f d μ < + ,
then
X | f | d μ = X ( f + + f ) d μ < ,
and therefore | f | is finite ae, so is a measurable positive function.
From this can I conclude that f itself is finite almost everywhere?

Notation.
f + := max { f ( x ) , 0 } and f := max { f ( x ) , 0 }

Answer & Explanation

Melina Glover

Melina Glover

Beginner2022-05-22Added 11 answers

Yes, if | f | if a.e. is finite, then likewise f, because any location f is infinite would force | f | to be infinite as well.

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