Generalized Lebesgue integral

A new definition of integral-like functionals exploiting the ideas of the Lebesgue integral construction and extending the idea of pan-integrals is given. Some convergence theorems for sequence of measurable functions are discussed. As a result, a theoretical basis for applications of the generalized Lebesgue integral is provided. Several types of integrals known from the literature are shown to be special cases of generalized Lebesgue integral.

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