It is known that an integrable function is a.e. finite. Is an a.e. finite function integrable? What if the measure is finite?
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5The function $f(x) = 1$ is finite for all $x\in\Bbb R$ but it's not integrable on $\Bbb R$. – Cameron Williams Oct 13 '15 at 00:30
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No. A characteristic function of a non measurable set is everywhere finite, but not integrable.
Paul
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No, just consider the constant function $1$. It is not integrable on the real line.
You don't even need an unbounded domain. Let $f(x) = \frac 1x$ and integrate over $[0,1]$ to find a counterexample to your statement.
Giovanni
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