Alphabeta Math
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The sine integral is improperly Riemann integrable and not Lebesgue integrable

Statement refuted

Assume the Axiom of Countable Choice.

If an improper Riemann integral converges on a half-line, then the same function is Lebesgue integrable there.

Facts & Assumptions

Given: Assume the Axiom of Countable Choice. Let f(x):={1,x=0,sinx/x,x>0.

[L1]

Dirichlet's test makes 1sinx/xdx converge. (Dirichlet's test for improper integrals)

[L2]

Uniform oscillatory tail mass forces failure of absolute convergence. (Uniform oscillatory tail mass forces failure of absolute convergence)

[L4]

The improper integral over a half-line is the limit of the truncated integrals. (Improper integrals over unbounded intervals)

[L5]

A real measurable function is Lebesgue integrable exactly when the integral of its absolute value is finite. (Integrable real and complex functions, and their integrals)

[L6]

An improper integral is absolutely convergent when the corresponding improper integral of the absolute value converges, and conditionally convergent when the original improper integral converges but the absolute one does not. (Absolute and conditional convergence of improper integrals)

[L7]

A continuous function on a closed bounded interval is Riemann integrable. (A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion)

[L8]

Assuming the Axiom of Countable Choice, on every compact interval a bounded Riemann integrable function has the same Lebesgue and Riemann integrals. (A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral)

[L9]

Monotone convergence holds for nonnegative measurable functions. (Monotone convergence for the integral)

Counterexample

technique · direct
1.1

The function f is continuous on [0,1], so its proper integral there exists. By [L1], the improper integral 1sinxxdx converges. For R>1, [L3] gives 0Rf(x)dx=01f(x)dx+1Rsinxxdx. Passing to the limit as R and using [L4], the improper integral 0sinxxdx converges. In the terminology of [L6], the sine integral is convergent.

L1L3L4L6
1.2

Apply [L2] with the nonincreasing function g(x)=1/x, the bounded-gap sequence xj=jπ, and the locally integrable oscillatory factor u(x)=sinx. Since jπ(j+1)πsinxdx=2(j1), [L2] yields divergence of 1sinxxdx. Because f is continuous on [0,1], its proper integral there exists, so [L3] and [L4] show that 0f(x)dx also diverges. Thus the improper integral of sinx/x is not absolutely convergent.

L2L3L4algebra
2.1

By [L6], steps 1.1 and 1.2 show that the sine integral is only conditionally convergent. If f were Lebesgue integrable on [0,), then [L5] would force [0,)fdλ1<+, so f would be Lebesgue integrable on the half-line. For each natural number n1, put hn:=fχ[0,n]. Then 0hnhn+1 and hn(x)f(x) for every x0. Since f is continuous on [0,n], [L7] makes it Riemann integrable there, and [L8] gives [0,)hndλ1=[0,n]fdλ1=0nf(x)dx. Because hnf, [L9] yields limn0nf(x)dx=limn[0,)hndλ1=[0,)fdλ1<+. By [L4], that finite limit is exactly the improper integral 0f(x)dx, so the absolute improper integral converges, contradicting step 1.2. Therefore f is not Lebesgue integrable on the half-line, and the statement is false.

step 1.1step 1.2L4L5L6L7L8L9

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