Comment by tel

Often it's easy to construct a family of sets representing something of interest. For example, we like to define integration initially as a finite process of breaking the integrand's domain into pieces, computing their area, and summing.

To compute the contribution of some piece indexed i, we measure the size of its domain, call it the area Ai, and then evaluate the integrand, f, at some point xi within that domain, then the contribution is Ai * f(xi).

Summing all of these across i produces a finite approximation of the integral. Then we take a limit on this process, breaking the domain into larger and larger families of sets with smaller and smaller areas. At the limit, we have the integral.

This process seems intuitive, but it contains an application of the axiom of choice---in the limit, we have an infinite number of subsets of our domain and we still have to pick a representative xi for each one to evaluate the integrand at.

It's quite obvious how to pick an arbitrary representative from each set in a finite family of sets: you just go through one-by-one picking an element.

But this argument breaks down for an infinite family. Going one-by-one will never complete. We need to be able to select these representative xis "all at once". And the Axiom of Choice asserts that this is possible.

(Note: I'm being fast-and-loose, but the nature of the argument is correct. This doesn't prove integration demands AoC or anything like that, just shows how this one sketch of an argument would. Specifically, integration normally avoids AoC because we can constructively specify our choice function - for example, picking the lexicographically smallest point within each axis-aligned rectangular cell. Generalize to something like Monte Carlo integration, however...)