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    Riemann integrability

    Contents

    A bounded function \(f \colon [a,b] \to \RR\) is Riemann integrable if its upper and lower Darboux integrals, the infimum of the upper sums and the supremum of the lower sums over partitions of \([a,b]\), are equal.

    The Lebesgue criterion

    Lebesgue criterion for Riemann integrability

    A bounded function is Riemann integrable exactly when its discontinuities form a null set.Suggest a slogan

    Let \(a<b\) and let \(f\colon[a,b]\to\RR\) be bounded, with set of discontinuities \(D_f\subseteq[a,b]\). Then \(f\) is Riemann integrable on \([a,b]\) if and only if \(D_f\) has Lebesgue measure \(0\).

    The Cantor set \(C\) is uncountable and has measure zero, so the bounded function \(\chi_C\) on \([0,1]\), which is discontinuous exactly on \(C\), is Riemann integrable, with integral \(0\).

    Consequences

    Let \(f\colon[a,b]\to\RR\) be bounded.

    • If \(f\) is continuous, then \(f\) is Riemann integrable, since \(D_f=\emptyset\).

    • If \(f\) is monotone, then \(f\) is Riemann integrable, since \(D_f\) is countable and hence null.

    • If \(f\) has finitely many discontinuities, then \(f\) is Riemann integrable.

    A function that is not Riemann integrable

    The indicator of $\QQ\cap[0,1]$ is Lebesgue integrable but not Riemann integrable

    Let \(f\coloneqq\chi_{\QQ\cap[0,1]}\colon[0,1]\to\RR\), the Dirichlet function on \([0,1]\).

    • The set \(\QQ\cap[0,1]\) is countable, hence has Lebesgue measure \(0\), so \(f\) is Lebesgue measurable, \(f = 0\) almost everywhere, and \(\int_{[0,1]} f\,dm = 0\); in particular \(f\) is integrable.

    • Every subinterval of \([0,1]\) of positive length contains both rational and irrational points, so for every partition \(P\) of \([0,1]\) the upper Darboux sum is \(U(f,P) = 1\) and the lower Darboux sum is \(L(f,P) = 0\). Hence \(f\) is not Riemann integrable.

    Give a function that is Lebesgue integrable but not Riemann integrable.

    Relation to the Lebesgue integral

    If \(f\colon[a,b]\to\RR\) is Riemann integrable, then \(f\) is Lebesgue integrable on \([a,b]\) and the two integrals are equal.

    The converse fails: \(\chi_{\QQ\cap[0,1]}\) is Lebesgue integrable with integral \(0\) and not Riemann integrable.

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