Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2013/d/1/solution

For a nonnegative measurable function, the Lebesgue integral is defined through nonnegative simple functions:
The value may be infinite. A real measurable is Lebesgue integrable when ; then , where and .
If , every simple function below is also below . Taking the defining suprema proves monotonicity of the Lebesgue integral:
Hence is integrable, and both its positive and negative parts have finite integrals.
The oscillatory function is measurable because it is continuous off the singleton and has a specified value there. The elementary bounds give the integrable majorant
Indeed, . The comparison just proved gives , so is Lebesgue integrable over the whole real line, despite its oscillations near zero. Its odd symmetry also gives , now legitimately because absolute integrability has been established.

New to topics? Read the docs here!