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() = ()
Ff
xx
if
if
xX
xR X
Œ
n
=
0
Œ
-
.
and choose a rectangle A that contains X .
Definition. The integral of f over X , denoted by Ú X f, is defined to be the integral Ú A F,
provided that integral is defined. If the integral of f exists, we say that f is integrable
over X .
One can show that whether or not f is integrable on X is independent of the rec-
tangle A that is chosen.
There is another way to phrase the problem of integrating over an arbitrary set.
Let X Õ R n . The function
Definition.
n
c X
:
RR
Æ
defined by
() =
c X x
1
0
if
if
x X
xR X
Œ
n
(4.20)
=
Œ
-
.
is called the characteristic function of X .
If the function f above was actually defined over a rectangle A , but one simply
wanted to integrate over a smaller set X in A , then an equivalent definition for the
integral of f over X would be to define it to be Ú A fc X (if that integral exists).
Definition. A bounded set in R n is said to be Jordan-measurable if its boundary is a
set of measure 0.
4.8.2. Theorem. Let X be a Jordan-measurable subset of R n and f : X Æ R . If f is
bounded on X and continuous on X except at possibly a set of measure zero, then f
is integrable on X .
Proof.
See [Spiv65] or [Buck78].
4.8.3. Corollary. If X is a bounded set in R n , then the characteristic function c X of
X is integrable over X if and only if X is a Jordan-measurable set.
We can use Theorem 4.8.2 (or its corollary) to define the volume of a set in R n .
Let X be a Jordan-measurable set in R n . Define the volume of X , denoted
Definition.
by vol( X ), by
() = Ú 1.
vol X
X
X
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