(Redirected from Square integrable)In
mathematics, an 'integrable function' is a
function whose
integral exists. Unless specifically stated, the integral in question is usually the
Lebesgue integral. Otherwise, one can say that the function is "Riemann-integrable" (i.e., its
Riemann integral exists), "
Henstock-Kurzweil-integrable," etc. Below we will only examine the concept of Lebesgue integrability.
Given a set ''X'' with
sigma-algebra σ defined on ''X'' and a
measure μ on σ, a real valued function ''f'':''X'' → ''R'' is 'integrable' if ''both'' ''f''
+ and ''f''
- are measurable functions with finite
Lebesgue integral. Let
:
be the "positive" and "negative" part of ''f''. If ''f'' is integrable, then its
integral is defined as
:
For a real number ''p'' ≥ 0, the function ''f'' is '''p''-integrable' if the function | ''f'' |
''p'' is integrable; for ''p'' = 1 one says 'absolutely integrable'. The term '''p''-summable' is sometimes used as well, especially if the function ''f'' is a sequence and μ is discrete.
The
''L p'' spaces are one of the main objects of study of
functional analysis.
Square-integrable
A
real- or
complex-valued
function of a real or complex variable is 'square-integrable' on an
interval if the
integral of the square of its
absolute value, over that interval, is
finite. The set of all
measurable functions that are square-integrable forms a
Hilbert space, the so-called
L2 space.
This is especially useful in
quantum mechanics as
wave functions must be square integrable over all space if a physically possible solution is to be obtained from the theory.