 Lebesgue integral

"More complex and general" integral. Matches the Riemann integral for "simple functions", but also works for some "funkier" functions that Riemann does not work for.

Ciro Santilli sometimes wonders how much someone can gain from learning this besides the beauty of mathematics, since we can hand-wave a Lebesgue integral on almost anything that is of practical use. The beauty is good reason enough though.