1. ∫ E c ϕ ( x ) d x = ∑ i = 1 m c k i m ( S i ∩ E ) = c ∑ i = 1 m k i m ( S i ∩ E ) = c ∫ E ϕ ( x ) d x {\displaystyle \int _{E}c\phi (x)dx=\sum _{i=1}^{m}ck_{i}m\left(S_{i}\cap E\right)=c\sum _{i=1}^{m}k_{i}m\left(S_{i}\cap E\right)=c\int _{E}\phi (x)dx}
2. ϕ + ψ = ∑ i , j ( k i + l j ) χ ( S i ∩ T j ) {\displaystyle \phi +\psi =\sum _{i,j}\left(k_{i}+l_{j}\right)\chi _{\left(S_{i}\cap T_{j}\right)}}
∫ E ( ϕ ( x ) + ψ ( x ) ) d x = ∑ i , j ( k i + l j ) m ( S i ∩ T j ∩ E ) = ∑ i = 1 m k i ∑ j = 1 n m ( S i ∩ T j ∩ E ) + ∑ j = 1 m l j ∑ i = 1 m m ( S i ∩ T j ∩ E ) = ∑ i = 1 m k i m ( S i ∩ E ) + ∑ j = 1 n l j m ( T j ∩ E ) = ∫ E ϕ ( x ) d x + ∫ E ψ ( x ) d x {\displaystyle {\begin{aligned}\int _{E}(\phi (x)+\psi (x))dx&=\sum _{i,j}\left(k_{i}+l_{j}\right)m\left(S_{i}\cap T_{j}\cap E\right)\\&=\sum _{i=1}^{m}k_{i}\sum _{j=1}^{n}m\left(S_{i}\cap T_{j}\cap E\right)\\&+\sum _{j=1}^{m}l_{j}\sum _{i=1}^{m}m\left(S_{i}\cap T_{j}\cap E\right)\\&=\sum _{i=1}^{m}k_{i}m\left(S_{i}\cap E\right)+\sum _{j=1}^{n}l_{j}m\left(T_{j}\cap E\right)\\&=\int _{E}\phi (x)dx+\int _{E}\psi (x)dx\end{aligned}}}
3. Если φ < ψ {\displaystyle \varphi <\psi } , то мы можем переписать наши функции:
ϕ = ∑ i , j k i χ ( s i ∩ T j ) , ψ = ∑ i , j l j χ ( S i ∩ T j ) {\displaystyle \phi =\sum _{i,j}k_{i}\chi _{\left(s_{i}\cap T_{j}\right)},\quad \psi =\sum _{i,j}l_{j}\chi _{\left(S_{i}\cap T_{j}\right)}} ,
где для каждой пары i , j {\displaystyle i,j} , для которой S i ∩ T j ∩ E ≠ ∅ {\displaystyle S_{i}\cap T_{j}\cap E\neq \emptyset } , имеем k i ≤ l j {\displaystyle k_{i}\leq l_{j}} .
Тогда
∫ E ϕ ( x ) d x = ∑ i , j k i m ( S i ∩ T j ∩ E ) ≤ ∑ i , j l j m ( S i ∩ T j ∩ E ) = ∫ E ψ ( x ) d x {\displaystyle \int _{E}\phi (x)dx=\sum _{i,j}k_{i}m\left(S_{i}\cap T_{j}\cap E\right)\leq \sum _{i,j}l_{j}m\left(S_{i}\cap T_{j}\cap E\right)=\int _{E}\psi (x)dx}
4.
∫ E ϕ ( x ) d x = ∑ i = 1 m k i ( m ( S i ∩ E 1 ) + m ( S i ∩ E 2 ) ) = ∑ i = 1 m k i m ( S i ∩ E 1 ) + ∑ i = 1 m k i m ( S i ∩ E 2 ) = ∫ E 1 ϕ ( x ) d x + ∫ E 2 ϕ ( x ) d x {\displaystyle {\begin{aligned}\int _{E}\phi (x)dx&=\sum _{i=1}^{m}k_{i}\left(m\left(S_{i}\cap E_{1}\right)+m\left(S_{i}\cap E_{2}\right)\right)\\&=\sum _{i=1}^{m}k_{i}m\left(S_{i}\cap E_{1}\right)+\sum _{i=1}^{m}k_{i}m\left(S_{i}\cap E_{2}\right)\\&=\int _{E_{1}}\phi (x)dx+\int _{E_{2}}\phi (x)dx\end{aligned}}}