Khinchin integral
In mathematics, the Khinchin integral (sometimes spelled Khintchine integral), also known as the Denjoy–Khinchin integral, generalized Denjoy integral or wide Denjoy integral, is one of a number of definitions of the integral of a function. It is a generalization of the Riemann and Lebesgue integrals. It is named after Aleksandr Khinchin and Arnaud Denjoy, but is not to be confused with the (narrow) Denjoy integral. Motivation. If "g" : "I" → R is a Lebesgue-integrable function on some interval "I" = <nowiki>[</nowiki>"a","b"<nowiki>]</nowiki>, and if is its Lebesgue indefinite integral, then the following assertions are true : The Lebesgue integral could be defined as follows: "g" is Lebesgue-integrable on "I" iff there exists a function "f" that is absolutely continuous whose derivative coincides with "g" almost everywhere. However, even if "f" : "I" → R is differentiable "everywhere", and "g" is its derivative, it does not follow that "f" is (up to a constant) the Lebesgue indefinite integral of "g", simply because "g" can fail to be Lebesgue-integrable, i.e., "f" can fail to be absolutely continuous. An example of this is given by the derivative "g" of the (differentiable but not absolutely continuous) function "f"("x")="x"²·sin(1/"x"²) (the  function "g" is not Lebesgue-integrable around 0). The Denjoy integral corrects this lack by ensuring that the derivative of any function "f" that is everywhere differentiable (or even differentiable everywhere except for at most countably many points) is integrable, and its integral reconstructs "f" up to a constant; the Khinchin integral is even more general in that it can integrate the "approximate" derivative of an approximately differentiable function (see below for definitions). To do this, one first finds a condition that is weaker than absolute continuity but is satisfied by any approximately differentiable function. This is the concept of  generalized absolute continuity; generalized absolutely continuous functions will be exactly those functions which are indefinite Khinchin integrals. Definition. Generalized absolutely continuous function. Let "I" = <nowiki>[</nowiki>"a","b"<nowiki>]</nowiki> be an interval and "f" : "I" → R be a real-valued function on "I". Recall that "f" is absolutely continuous on a subset "E" of "I" if and only if for every positive number "ε" there is a positive number "δ" such that whenever a finite collection formula_2 of pairwise disjoint subintervals of "I" with endpoints in "E" satisfies it also satisfies Define the function "f" to be "generalized absolutely continuous  on a subset E" of "I" if the restriction of "f" to "E" is continuous (on "E") and "E" can be written as a countable union of subsets "E" such that "f" is absolutely continuous on each "E". This is equivalent to the statement that every nonempty perfect subset of "E" contains a portion on which "f" is absolutely continuous. Approximate derivative. Let "E" be a Lebesgue measurable set of reals. Recall that a real number "x" (not necessarily in "E") is said to be a "point of density" of "E" when (where "μ" denotes Lebesgue measure). A Lebesgue-measurable  function "g" : "E" → R is said to have "approximate limit" "y" at "x" (a point of density of "E") if for every positive number "ε", the point "x" is a point of density of formula_6. (If furthermore "g"("x")  = "y", we can say that "g" is "approximately continuous" at "x".) Equivalently, "g" has approximate limit "y" at "x" if and only if there exists a measurable subset "F" of "E" such that "x" is a point of density of "F" and the (usual) limit at "x" of the restriction of "f" to "F" is "y". Just like the usual  limit, the approximate limit is unique if it exists. Finally, a Lebesgue-measurable function "f" : "E" → R is said to have "approximate derivative" "y" at "x" iff has approximate limit "y" at "x"; this implies that "f" is approximately continuous at "x". A theorem. Recall that it follows from Lusin's theorem that a Lebesgue-measurable function is approximately continuous almost everywhere (and conversely). The key theorem in constructing the Khinchin integral is this: a function "f" that is generalized absolutely continuous (or even of "generalized bounded variation", a weaker notion) has an approximate derivative almost everywhere. Furthermore, if  f is generalized absolutely continuous and its approximate derivative is nonnegative almost everywhere, then "f" is nondecreasing, and consequently, if this approximate derivative is zero almost everywhere, then "f" is constant. The Khinchin integral. Let "I" = <nowiki>[</nowiki>"a","b"<nowiki>]</nowiki> be an interval and "g" : "I" → R be a real-valued function on "I". The function "g" is said to be Khinchin-integrable on "I" iff there exists a function "f" that is generalized absolutely continuous whose approximate derivative coincides with "g" almost everywhere; in this case, the function "f" is determined by "g" up to a constant, and  the Khinchin-integral of "g" from "a" to "b" is defined as formula_8. A particular case. If "f" : "I" → R is continuous and has an approximate derivative everywhere on "I" except for at most countably many points, then "f" is, in fact, generalized absolutely continuous, so it is the (indefinite) Khinchin-integral of its approximate derivative. This result does not hold if the set of points where "f" is not assumed to have an approximate derivative is merely of Lebesgue measure zero, as the Cantor function shows.