Integral over null set is zero
I am sorry for this elementary question, but i could not figure out a rigorous proof for why the Lebesgue integral of any function over a null set is zero.
Thanks for helping!
Start with the definition. The Lebesgue integral of a simple function $s = \sum_{j=1}^n \alpha_j \ \chi_{A_j}$ is:
$$ \int_E s \,d\mu = \sum_{j=1}^n \alpha_i \ \mu(E \cap A_j) $$
If $\mu(E) = 0$, then $\mu(E \cap A_j) = 0$ for all $j$. Thus $\int_E s \,d\mu = 0$.
The Lebesgue integral of a nonnegative function $f$ is the supremum of integrals of all simple functions $s$ such that $0 \le s \le f$. Since all of these integrals are $0$, the supremum is $0$ too.
Since every real function $f$ can be written as $f = f^+ - f^-$ where $f^+$ and $f^-$ are both nonnegative, we have $\int_E f \, d\mu = 0$ too. The general result follows from the fact that every complex function $f$ can be written as $f = u + i v$ where $u$ and $v$ are real.
Consider that $$\int_E f(x)\leq \sup|f(x)|\cdot m(E).$$ With the convention that $\infty\cdot 0=0$, we have $$\left|\int_E f(x)\right|\leq \sup|f(x)|\cdot m(E)=0.$$