The Lebesgue Integral

L1 function

L^1 is the collection of all absolutely integrable functions, packaged as a single space you can measure distances in. The size of a function is its total absolute area, the integral of |f|, called its L^1 norm. Two functions count as the same point if they agree almost everywhere — we glue together functions differing only on a measure-zero set, because the integral cannot tell them apart.

Formally, fix a measure space; L^1(μ) is the set of (equivalence classes of) measurable functions f with the integral of |f| dμ finite, with norm equal to that integral. The almost-everywhere identification is essential: without it the norm would be only a seminorm, since a nonzero function vanishing a.e. would have zero norm. With the identification, the norm is genuine and the distance between f and g is the integral of |f - g|.

The deep fact is that L^1 is complete: every Cauchy sequence in this norm converges to an L^1 function. So L^1 is a Banach space — this is the Riesz–Fischer theorem for p = 1. Completeness is exactly what fails for the Riemann integral with this norm, and it is the main structural reason the Lebesgue theory replaced the Riemann theory in analysis.

Also called
absolutely integrable function绝对可积函数絕對可積函數