Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2007/d/d1/iii/solution

The truncations are measurable, nonnegative, and increase almost everywhere to . As before their integrals agree with the corresponding Riemann integrals, giving
Monotone convergence therefore gives the finite value . Nonnegativity makes this the integral of the absolute value as well, proving Lebesgue integrability.

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