$\infty$ is allowed as a value of Lebesgue measure $m(E)$ and function $f(x)$, but why do not we say $\int_E f= \infty$?
2026-03-27 17:57:29.1774634249
Why is not $\infty$ allowed as a values of Lebesgue integral?
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1
The Lebesgue integral of a nonnegative function can be $+\infty$. However, we define integrability for nonnegative functions as the condition that $\int_E f < +\infty$.
To extend the integral to general functions we define
$$\int_E f =\int_E f^+ - \int_E f^-$$
This is always possible only for the class of integrable functions where $\int_E f^+ + \int_Ef^-=\int_E |f| < +\infty$ since $\infty - \infty$ is indeterminate.