7.4. Lebesgue Integral
Theorem 7.4.7: Lebesgue Integral of Bounded Function
If f is a bounded function defined on a measurable set E with finite measure.
Then f is integrable if the sets
Ek = { x E: (k-1) M / n ≤ f(x) < k M/n }for k = -n, -(n-1), ... 0, 1, 2, ..., (n-1), n are measurable, then f is Lebesgue integrable.
Proof: TBD shortly