402
IMPROPER L-INTEGRALS
Since/is limited, we may clioose the constant O, such that
g = f(x) + Q > 0, in 21.
Then g is ¿-integrable, and hence, by case I o , g is measurable.
Hence/, differing only by a constant from g, is also measurable.
2. Let 21 be measurable. If f is L-integrable in 21, it is measur
able in 2Í, and conversely.
This follows from 1 and 409, 1.
3. From 2 and 409, 3, we have at once the theorem :
When the field of integration is measurable, an L-integrable func
tion is integrable in Lebesgue's sense, and conversely ; moreover, both
have the same value.
Remark. In the theory which has been developed in the fore
going pages, the reader will note that neither the field of integra
tion nor the integrand needs to be measurable. This is not so in
Lebesgue’s theory. In removing this restriction, we have been
able to develop a theory entirely analogous to Riemann’s theory of
integration, and to extend this to a theory of upper and lower in
tegration. We have thus a perfect counterpart of the theory
developed in Chapter XIII of vol. I.
4. Let 21 be metric or complete. If f (x^ • • • xf) is limited and
R-integrable, it is a measurable function in 21.
For by 381, 2, it is ¿-integrable. Also since 2Ï is metric or
complete, 2Í is measurable. We now apply 1.
IMPROPER L-INTEGRALS
Upper and Loieer Integrals
425. 1. We propose now to consider the case that the integrand
/(/j ••• xf) is not limited in the limited field of integration 21- In
chapter II we have treated this case for ¿-integrals. To extend
the definitions and theorems there given to ¿-integrals, we have
in general only to replace metric or complete sets by measurable
sets; discrete sets by null sets; unmixed sets by separated sets ;