Equip with counting measure . For a nonnegative function , define
This lies in and agrees with the series as a Lebesgue integral against counting measure.
For , define
when is integrable, which here means
Thus the complex sum is defined under absolute convergence and can be obtained by integrating the real and imaginary parts.
A simple function on is a function with finite range, equivalently
for a finite measurable partition by subsets . Its nonnegative sum is . It is finite exactly when every level set with is finite, equivalently when has finite support after its zero level is discarded.
The Beppo Levi theorem, or monotone convergence theorem, states that if is a sequence of nonnegative measurable functions on a measure space and
pointwise almost everywhere, then is measurable and
where either side may be infinite.
Measurability of follows from measurability of countable suprema. Since , monotonicity of the Lebesgue integral gives
For the reverse inequality, let be a nonnegative simple function with , and fix . Define
Then up to the null set on which convergence fails. Since ,
by continuity from below of a measure, applied to the finitely many level sets of . Hence . Letting and taking the supremum over all simple , as in the definition of the Lebesgue integral, gives the reverse inequality and proves the theorem.