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Integration of Nonnegative Functions · Tutorial 251 of 798

Zero Integral and Almost-Everywhere Vanishing

Use measurable level sets to connect the nonnegative integral of a function with whether its positive values occur only on a null set.

Advanced 9 min read

What You'll Learn

  • State the zero-integral criterion for extended nonnegative measurable functions on an arbitrary measure space.
  • Prove the criterion using the level sets where the function exceeds one over a positive integer.
  • Characterize zero integral through all strict positive level sets.
  • Distinguish pointwise vanishing from vanishing almost everywhere using exact examples.
  • Identify how strict level-set inequalities affect endpoint cases.

What Does a Zero Integral Tell Us?

A nonnegative measurable function can be positive at some points and still have integral zero. This happens when its positive values are confined to a set of measure zero. The precise statement is an equivalence: zero integral means that the function vanishes almost everywhere, and vanishing almost everywhere forces the integral to be zero. The measurable sets on which the function exceeds a positive threshold make both directions transparent.

Throughout, let \((X,\mathcal{M},\mu)\) be an arbitrary measure space. No assumption that \(\mu\) is finite, sigma-finite, or complete is needed. The function \(f:X\to[0,\infty]\) is extended-real-valued and \(\mathcal{M}\)-measurable; its integral is the nonnegative Lebesgue integral, which is allowed to be \(+\infty\). A property holds \(\mu\)-almost everywhere (\(\mu\)-a.e.) if it fails only on a measurable set of \(\mu\)-measure zero. In particular, \(f=0\) \(\mu\)-a.e. means \(\mu(\{x:f(x)\ne0\})=0\). A measurable function need not be integrable: here, “integrable” for a nonnegative function means that its integral is finite.

Recall that if \(\psi=\sum_{j=1}^k a_j\chi_{A_j}\) is a nonnegative simple function with disjoint measurable sets \(A_j\) and finite coefficients \(a_j\ge0\), then \(\int\psi\,d\mu=\sum_{j=1}^k a_j\mu(A_j)\). The nonnegative integral of a measurable \(f\) is the supremum of the integrals of all nonnegative simple functions \(\psi\le f\). We use this definition and monotonicity of the nonnegative integral.

The Zero-Integral Criterion

Theorem: Let \((X,\mathcal{M},\mu)\) be any measure space, and let \(f:X\to[0,\infty]\) be measurable. Then \(\int f\,d\mu=0\) if and only if \(f=0\) \(\mu\)-a.e. No finiteness or sigma-finiteness assumption on \(\mu\) is required, and the integral is allowed to take the value \(+\infty\) before the condition is imposed.

Proof. First suppose \(f=0\) \(\mu\)-a.e. The set \(N=\{x:f(x)>0\}\) is measurable and has measure zero. Let \(\psi\) be any nonnegative simple function with \(\psi\le f\). If \(\psi(x)>0\), then \(f(x)>0\), so \(\psi\) vanishes outside \(N\). Write \(\psi=\sum_{j=1}^k a_j\chi_{A_j}\) using disjoint measurable sets and positive coefficients for its nonzero values. Every such \(A_j\) is contained in \(N\), so \(\mu(A_j)=0\) and \(\int\psi\,d\mu=\sum_{j=1}^k a_j\mu(A_j)=0\). The supremum over all such \(\psi\) is therefore zero, proving \(\int f\,d\mu=0\).

Conversely, suppose \(\int f\,d\mu=0\). For each integer \(n\ge1\), define the measurable strict level set \(E_n=\{x:f(x)>1/n\}\). The simple function \((1/n)\chi_{E_n}\) is at most \(f\), so monotonicity and the definition of the integral give \(\frac{1}{n}\mu(E_n)=\int (1/n)\chi_{E_n}\,d\mu\le\int f\,d\mu=0\). Since \(\mu(E_n)\ge0\), this forces \(\mu(E_n)=0\). Moreover, \(\{f>0\}=\bigcup_{n=1}^{\infty}E_n\): if \(f(x)>0\), including if \(f(x)=+\infty\), there is an integer \(n\) with \(1/n<f(x)\); the reverse inclusion follows from \(1/n>0\). Countable subadditivity now gives \(\mu(\{f>0\})=0\), which means \(f=0\) \(\mu\)-a.e. This proves both directions. \(\square\)

The proof uses level sets at thresholds \(1/n\) because every strictly positive value, however small, exceeds at least one such threshold. The argument also handles infinite values: if \(f(x)=+\infty\), then \(x\in E_n\) for every \(n\). It does not require \(\mu(X)<\infty\), and it does not require \(f\) to be bounded.

Corollary (Positive level-set characterization): For the same measure space and measurable \(f:X\to[0,\infty]\), \(\int f\,d\mu=0\) if and only if \(\mu(\{f>t\})=0\) for every real \(t>0\).

Proof. Suppose first that \(\int f\,d\mu=0\). The theorem gives \(\mu(\{f>0\})=0\), and \(\{f>t\}\subseteq\{f>0\}\) for every \(t>0\). Thus every positive level set has measure zero. Conversely, suppose \(\mu(\{f>t\})=0\) for every \(t>0\). In particular, each set \(\{f>1/n\}\) has measure zero. Their union is \(\{f>0\}\), so \(f=0\) \(\mu\)-a.e.; the theorem gives \(\int f\,d\mu=0\). \(\square\)

Worked Examples with Level Sets

Worked Example: An Indicator That Is Positive on a Null Set

On \((\mathbb{R},\mathcal{L},m)\), where \(m\) is Lebesgue measure, let \(f=\chi_{\mathbb{Q}\cap[0,1]}\). Compute the integral and check the strict level sets \(\{f>1/n\}\).

The set \(\mathbb{Q}\cap[0,1]\) is countable, and each singleton has Lebesgue measure zero. By countable subadditivity, \(m(\mathbb{Q}\cap[0,1])=0\). Since \(f\) is a nonnegative simple function, its integral is exactly \(\int f\,dm=1\cdot m(\mathbb{Q}\cap[0,1])=0\). For \(n=1\), the threshold is \(1\), and \(f\) only takes the values \(0\) and \(1\), so \(\{f>1\}=\varnothing\). For every \(n\ge2\), \(1/n<1\), so \(\{f>1/n\}=\mathbb{Q}\cap[0,1]\). Each of these sets has measure zero. The function is therefore zero \(m\)-a.e., although it is not zero at every point.

Check: the simple-function formula gives \(1\cdot0=0\), and the theorem agrees because the set where \(f\ne0\) is null.

Worked Example: A Single Positive Value at a Point

Fix \(b\in\mathbb{R}\) and define \(f=7\chi_{\{b\}}\) on \((\mathbb{R},\mathcal{L},m)\). Compute its integral and describe \(\{f>t\}\) for every \(t>0\), paying attention to the endpoint.

The function is simple, and a singleton has Lebesgue measure zero. Thus \(\int f\,dm=7m(\{b\})=7\cdot0=0\). If \(0<t<7\), then \(f(b)=7>t\) and \(f(x)=0\) for \(x\ne b\), so \(\{f>t\}=\{b\}\), a null set. If \(t=7\), the strict inequality \(f(b)>7\) is false, so \(\{f>7\}=\varnothing\). If \(t>7\), the level set is also empty.

Check: all positive strict level sets have measure zero, including at \(t=7\); the corollary therefore confirms the integral is zero. The function is positive at \(b\), but this is consistent with vanishing almost everywhere.

Worked Example: Counting Measure Detects Every Nonzero Value

Let \(X=\mathbb{N}=\{1,2,\ldots\}\), let \(\mathcal{M}\) be the set of all subsets of \(\mathbb{N}\), and let \(\mu\) be counting measure, so \(\mu(A)\) is the number of elements of \(A\), possibly \(+\infty\). Define \(f(2)=3\) and \(f(n)=0\) for \(n\ne2\).

By the simple-function formula, \(\int f\,d\mu=3\mu(\{2\})=3\cdot1=3\). For \(0<t<3\), the strict level set is \(\{f>t\}=\{2\}\), of measure \(1\). For \(t\ge3\), it is empty, because \(f(2)=3\) is not strictly greater than \(3\). In particular, the level set at \(t=3\) is empty. The function does not vanish almost everywhere: \(\{f\ne0\}=\{2\}\) has counting measure \(1\), not zero.

Check: both the direct calculation \(\int f\,d\mu=3\) and the positive-measure level set for, say, \(t=1\) show that the zero-integral criterion does not apply. Unlike Lebesgue measure on \(\mathbb{R}\), counting measure assigns positive measure to this singleton.

Common Mistakes and Why the Criterion Matters

Confusing positive with positive almost everywhere. A zero integral does not imply that \(f(x)=0\) for every \(x\). In the second example \(f(b)=7\), but \(\{b\}\) is null, so \(f=0\) \(m\)-a.e. Conversely, if the measure of a point is positive, a positive value there can contribute a positive amount to the integral, as the counting-measure example demonstrates. The measure space matters: the same underlying set need not treat its subsets the same way under different measures.

Misreading a strict level-set inequality. A common incorrect calculation for \(f=\chi_{\mathbb{Q}\cap[0,1]}\) is to claim that \(\{f>1\}=\mathbb{Q}\cap[0,1]\). This is false: on the rationals in the interval \(f=1\), and \(1>1\) is false, so \(\{f>1\}=\varnothing\). The rational set is the level set \(\{f>1/n\}\) only for \(n\ge2\). Likewise, for \(f=7\chi_{\{b\}}\), the set \(\{f>7\}\) is empty, not \(\{b\}\); the singleton occurs when \(0<t<7\). Keeping the strict inequality explicit prevents endpoint errors.

The theorem is useful because it turns an integral statement into a measure statement about the support of positive values. One does not need to compute an integral by approximation in order to establish that a function is zero almost everywhere: it is enough to show that each positive level set is null. In the other direction, once the exceptional set is known to be null, the integral is forced to be zero. The theorem concerns nonnegative measurable functions, including those whose integral might initially be infinite; it does not assert a corresponding zero-integral criterion for arbitrary signed functions without additional definitions and hypotheses.

Check Your Understanding

For each question, specify the measure space and use strict inequalities exactly as written.

  1. On \((\mathbb{R},\mathcal{L},m)\), let \(f=5\chi_{\{0\}}\). Find \(\int f\,dm\) and describe \(\{f>t\}\) for \(0<t<5\), \(t=5\), and \(t>5\).
  2. Suppose \(f:X\to[0,\infty]\) is measurable on an arbitrary measure space and \(\mu(\{f>1/n\})=0\) for every integer \(n\ge1\). Prove that \(f=0\) \(\mu\)-a.e. and conclude that \(\int f\,d\mu=0\).
  3. Under counting measure on \(\mathbb{N}\), can a function with \(f(4)>0\) vanish almost everywhere? Explain using the measure of \(\{4\}\).
  4. For \(f=\chi_{\mathbb{Q}\cap[0,1]}\), determine \(\{f>1\}\) and \(\{f>1/3\}\), then explain why both have measure zero.
  5. Does the zero-integral theorem require \(\mu(X)<\infty\) or that \(f\) be bounded? State which hypotheses it actually uses.