How would I go about showing that f(x) = $e^{-|x|}$ is Lebesgue integrable over $\mathbb R$?
Would the Monotone Convergence Theorem be useful?
I've also thought about using the following fact: Let f be a nonegative Lebesgue measurable function. Then $\lim_{n \to \infty} \int_{[-n.n]} f\,d\lambda$ = $\int_\mathbb R f\,d\lambda$.
The restriction to $I_n=[-n,n]$ is continuous, so Lebesgue integrable. If you do the integral, it's bounded by $2$. So take $f_n$ to be $f$ multiplied by the characteristic function of $I_n$, and apply monotone convergence.