Wednesday, 23 January 2019

real analysis - Question regarding Lebesgue Integrability in sigma -finite spaces

I'm taking a course in measure theory and we defined integrability in a σ
-finite space as follows: Suppose (X,F,μ)
is a σ-finite measure space, a measurable function f:XR
is said to be integrable on X (denoted fL1(X,F,μ)) if for every collection {Xm}m=1
such that XmX
, XmF
and μ(Xm)<

the following apply:




  1. f
    is integrable on every set AX
    such that μ(A)<
    .


  2. The limit limmXm|f|dμ
    exists and does not depend on the choice of {Xm}m=1
    .



  3. The limit limmXmfdμ
    does not depend on the choice of {Xm}m=1
    .




If said conditions apply then we define Xfdμ=limmXm|f|dμ



Now suppose GF
is a σ
-algebra on X

. Let f:XR
be a G
-measurable function such that fL1(X,G,μ)
, is f
necessarily in L1(X,F,μ)
?
Obviously G
-measurability implies F
-measurability but what about integrability?




EDIT: It seems the construction of the integral we did is quite unorthodox, I'll elaborate further on the definitions: Suppose (X,F,μ) is a measure space and let AX be a subset of finite measure. We define a simple function f:XR to be any function taking a countable collection of real values {yn}n=1. Denote An={xA|f(x)=yn}. Assuming f is measurable we say that f is integrable on A if the series n=1ynμ(An) is absolutely convergent in which case we define: Afdμ=n=1ynμ(An)


Furthermore, given any measurable function f:XR we say f is integrable on A if there is a sequence of simple functions (as defined) which are integrable on A and converging uniformly to f on A. In which case we define: Afdμ=limnAfndμ



Thanks in advance.

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