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Measure Theory · Calculus

The Lebesgue Integral

The Lebesgue integral integrates a far broader class of functions than Riemann. Its real power is its behavior under limits — the convergence theorems.

WHAT STUDENTS WILL LEARN
Define the integral via simple functions
Integrate non-negative functions as a supremum
Extend to general measurable functions
Compare Lebesgue and Riemann integrals
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