I found the following statement without proving or explanation. It says:
"the Lebesgue integral is linear."
What does it mean?
Is it something to prove?
If yes, how could we prove it?
I found the following statement without proving or explanation. It says:
"the Lebesgue integral is linear."
What does it mean?
Is it something to prove?
If yes, how could we prove it?
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It means $\int (af + bg) = a\int f + b\int g$, where $a$ and $b$ are any constants