Puneet Varma (Editor)

Absolutely integrable function

Updated on
Edit
Like
Comment
Share on FacebookTweet on TwitterShare on LinkedInShare on Reddit

An absolutely integrable function is a function whose absolute value is integrable, meaning that the integral of the absolute value over the whole domain is finite.

For a real-valued function, since

| f | = f + + f

where

f + = max ( f , 0 ) ,       f = max ( f , 0 ) ,

this implies that both f + and f must be finite. In Lebesgue integration, this is exactly the requirement for f itself to be considered integrable (with the integral then equaling f + f ), so that in fact "absolutely integrable" means the same thing as "Lebesgue integrable".

The same thing goes for a complex-valued function. Having a finite integral of the absolute value is equivalent to the conditions for the function to be "Lebesgue integrable".

References

Absolutely integrable function Wikipedia