Riemann integral vs. Lebesgue integral (Q1194665)

The author gives a method of construction of Riemann integral. Let \(\Omega\) be a nonempty set and \(\mathcal A\) an algebra on \(\Omega\). Let \(B(\Omega)\) be the set of all bounded real-valued functions on \(\Omega\). \(S=S(\Omega,{\mathcal A})\) denotes the set of all \({\mathcal A}\)-simple functions on \(\Omega\). Let \(I=I(\Omega,{\mathcal A})\) be the closure of \(S\) in \((B,\|\cdot\|)\), where convergence in norm \(\|\cdot\|\) is exactly the uniform convergence \((\| f\|=\sup\{| f(w)|: w\in \Omega\}\) for \(f\in B)\). Let \(\mu\) be a finite, finitely additive measure on \((\Omega,{\mathcal A})\). If \(f\in S\) then there exist \(n\in\mathbb{N}\), \(\alpha_ 1,\dots,\alpha_ n\in\mathbb{R}\) and \(A_ 1,\dots,A_ n\in{\mathcal A}\) mutually disjoint such that \(f=\sum^ n_{i=1} \alpha_ i\chi_{A_ i}\). For such \(f\) we define the integral of \(f\) by \(\text{Int}(f)=\sum^ n_{i=1}\alpha_ i\mu(A_ i)\), \(\text{Int}: S\to\mathbb{R}\) is a well-defined linear functional. Since \(\mu(\Omega)\) is finite, Int is a bounded positive linear continuous functional on the normed space \((S,\|\cdot\|)\) and can be uniquely (by continuity) extended to \(I\) since \(S\) is dense in \(I\). (Basic assumption about \(\mu\) is that \(\mu: {\mathcal A}\to \mathbb{R}\) such that, for every \(A\in{\mathcal A}\), \(0\leq \mu(A)\leq\mu(\Omega)<+\infty\).) By definition \(f: \Omega\to\mathbb{R}\) is \(\mu\) integrable if \(f\in I\). The \(\mu\)-integral of \(f\) denoted by \(\int f d\mu\) is defined to be \(\text{Int}(f)\) and its properties are studied.