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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
Dirichlet's test makes converge. (Dirichlet's test for improper integrals)
Uniform oscillatory tail mass forces failure of absolute convergence. (Uniform oscillatory tail mass forces failure of absolute convergence)
Proper Riemann integrals add over adjacent subintervals. (For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary )
The improper integral over a half-line is the limit of the truncated integrals. (Improper integrals over unbounded intervals)
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)
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)
A continuous function on a closed bounded interval is Riemann integrable. (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion)
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)
Monotone convergence holds for nonnegative measurable functions. (Monotone convergence for the integral)
Counterexample
The function is continuous on , so its proper integral there exists. By [L1], the improper integral converges. For , [L3] gives Passing to the limit as and using [L4], the improper integral converges. In the terminology of [L6], the sine integral is convergent.
Apply [L2] with the nonincreasing function , the bounded-gap sequence , and the locally integrable oscillatory factor . Since [L2] yields divergence of Because is continuous on , its proper integral there exists, so [L3] and [L4] show that also diverges. Thus the improper integral of is not absolutely convergent.
By [L6], steps 1.1 and 1.2 show that the sine integral is only conditionally convergent. If were Lebesgue integrable on , then [L5] would force so would be Lebesgue integrable on the half-line. For each natural number , put Then and for every . Since is continuous on , [L7] makes it Riemann integrable there, and [L8] gives Because , [L9] yields By [L4], that finite limit is exactly the improper integral so the absolute improper integral converges, contradicting step 1.2. Therefore is not Lebesgue integrable on the half-line, and the statement is false.
Depends on
- Integrable real and complex functions, and their integrals
- Absolute and conditional convergence of improper integrals
- Improper integrals over unbounded intervals
- Dirichlet's test for improper integrals
- Uniform oscillatory tail mass forces failure of absolute convergence
- For $a<c<b$: $f$ is integrable on $[a,b]$ if and only if it is integrable on $[a,c]$ and on $[c,b]$, and then $\int_a^b f = \int_a^c f + \int_c^b f$; with the oriented form for arbitrary $a,b,c$
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral
- Monotone convergence for the integral
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Sources
- Richard F. Bass, Real Analysis for Graduate Students, Version 5.0, Exercise 9.2 (standard reference, not scraped)