Let $M = (X, \mathcal{F}, \mu)$ be a D1158: Measure space such that

(i)	$f, g : X \to \mathbb{C}$ are each a D5617: Complex Borel function on $M$
(ii)	\begin{equation} \int_X |f| \, d \mu, \int_X |g| \, d \mu < \infty \end{equation}
(iii)	$\alpha, \beta \in \mathbb{C}$ are each a D1207: Complex number

Then \begin{equation} \int_X (\alpha f + \beta g) \, d \mu = \alpha \int_X f \, d \mu + \beta \int_X g \, d \mu \end{equation}