I noted a definition of Lebesgue integral Here.
This might be masochism; but how would one prove additivity? This is an "exercise for the reader" in the book of Lieb and Loss, "Analysis".
I noted a definition of Lebesgue integral Here.
This might be masochism; but how would one prove additivity? This is an "exercise for the reader" in the book of Lieb and Loss, "Analysis".