ThmDex – An index of mathematical definitions, results, and conjectures.
Set of symbols
Alphabet
Deduction system
Theory
Zermelo-Fraenkel set theory
Set
Binary cartesian set product
Binary relation
Map
Simple map
Simple function
Measurable simple complex function
Simple integral
Unsigned basic integral
P-integrable basic function
Absolutely integrable function
Signed basic integral
Definition D1749
Complex integral
Formulation 0
Let $M = (X, \mathcal{F}, \mu)$ be a D1158: Measure space.
Let $f : X \to \mathbb{C}$ be an D1921: Absolutely integrable function on $M$.
The integral of $f$ with respect to $M$ is the D1207: Complex number \begin{equation} \int_X f \, d \mu : = \int_X \Re (f) \, d \mu + i \int_X \Im (f) \, d \mu \end{equation}
Formulation 1
Let $M = (X, \mathcal{F}, \mu)$ be a D1158: Measure space.
Let $f : X \to \mathbb{C}$ be an D1921: Absolutely integrable function on $M$.
The integral of $f$ with respect to $M$ is the D1207: Complex number \begin{equation} \int_X f \, d \mu : = \bigg( \int_X \Re f \, d \mu, \int_X \Im f \, d \mu \bigg) \end{equation}
Formulation 2
Let $M = (X, \mathcal{F}, \mu)$ be a D1158: Measure space.
Let $f : X \to \mathbb{C}$ be an D1921: Absolutely integrable function on $M$.
The integral of $f$ with respect to $M$ is the D1207: Complex number \begin{equation} \mu(f) : = \mu(\Re f) + i \mu(\Im f) \end{equation}
Results
Complex expectation over a null event is zero
Complex integral over a set of measure zero is zero