Lebesgue integrable function

A measurable function $f$ is Lebesgue integrable when $\int |f|d\lambda <\infty$.

If $u$ is Lebesgue integrable and $v$ is measurable on the same measure space, then $u+v$ is integrable exactly when $v$ is integrable. One implication follows from $|u+v|\le |u|+|v|$; the other follows from $|v|\le |u+v|+|u|$. Thus adding a function with finite integral of its absolute value cannot remove a failure of absolute integrability. This is the vector space property of L1 space stated as a useful test for a sum of terms with different decay rates.

A real or complex measurable function is integrable for a measure $\mu$ when its absolute value has finite integral. For a random variable, this is integrability with respect to its probability measure, and makes its expectation finite.