Paper 1, Section II, J
Part II, 2009
Let be a measure space. Explain what is meant by a simple function on and state the definition of the integral of a simple function with respect to .
Explain what is meant by an integrable function on and explain how the integral of such a function is defined.
State the monotone convergence theorem.
Show that the following map is linear
where denotes the integral of with respect to .
[You may assume without proof any fact concerning simple functions and their integrals. You are not expected to prove the monotone convergence theorem.]