Mathematics
Riemann vs. Lebesgue Integral
Quick fact
The Lebesgue integral can integrate functions that the Riemann integral cannot, and it makes the limit theorems (like the monotone convergence theorem) work more cleanly, which is why it's the standard in modern analysis and probability.
Why this is interesting
You've probably computed areas under curves with the Riemann integral, but when functions get wild, it fails. What if there were a different way to integrate that could handle almost any function you can imagine?