Incoming links: 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.
Integrable functions to the power , usually and in this text assumed under the Lebesgue integral because: Lebesgue integral of is complete but Riemann isn't
Main motivation: Lebesgue integral.
The Bright Side Of Mathematics 2019 playlist: www.youtube.com/watch?v=xZ69KEg7ccU&list=PLBh2i93oe2qvMVqAzsX1Kuv6-4fjazZ8j
The key idea, is that we can't define a measure for the power set of R. Rather, we must select a large measurable subset, and the Borel sigma algebra is a good choice that matches intuitions.
The easy and less generic integral. The harder one is the Lebesgue integral.