[Math] the motivation to build measure theory

integrationintuitionlebesgue-measuremeasure-theory

I started reading about measure theory on wikipedia, and downloaded some PDFs, but they all start defining things that I can understand, but can't imagine the motivation to define these things.

'Integration theory' started with the desire to find the area of graphs by a process of infintie summation.

With this analogy, what were mathematicians expecting to create when defining metric spaces and other things related to it? What's the central problem that created all this?
I'm trying to understand Lebesgue integration but the article starts with these metric spaces definitions…

Best Answer

The central idea (as is true of much of Mathematics) is to generalize some very familiar concepts to more abstract notions. In particular, there are some things that the notions of length, area, volume, etc. have in common. For one example, if you have nothing, then what you have has no length, area, or volume. For another example, if you have two (or more, up to countably-infinitely-many) distinct objects with clearly-defined length/area/volume, then what you have should also have a clearly-defined length/area/volume, found by simply adding the lengths/areas/volumes of the individual objects.

The purpose of Measure Theory is to capture these common characteristics, and allow them to be applied to versions of "measure" that are unspecified or less intuitive/visualizable. In particular, it lets us (attempt to) answer certain questions, such as: "Can we measure every subset of the real line in a way that corresponds with length for intervals and acts like measurements 'should'?"

It turns out that the answer is: "Well...maybe...if we take certain things for granted." So, what seems like a simple question turns out to be very deep, indeed! In fact, in order for certain principles of measure theory to make sense, one must take certain things for granted. For example, if one doesn't assume that a countable union of disjoint finite sets is countable, then it is completely consistent with Measure Theory that the real number line is of length $0$! If you're curious about the details of the crazy-sounding claims, let me know, and I will explain and/or provide links to clear it up.