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Riemann and Lebesgue integrals agree for continuous data on [0,1]

Statement

Assume Countable Choice. Let g:[0,1]→R be continuous. Its Riemann integral and its Lebesgue integral with respect to Lebesgue measure on [0,1] both exist and are equal.

Facts & Assumptions

Given: A continuous real function g on the compact interval [0,1].

[F1]

A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion: a continuous real function on a compact interval is bounded and Riemann integrable; its Riemann integral lies between every lower and upper Darboux sum.

[F4]

A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included: under Countable Choice, every interval cell of length 1/N in the uniform partition has Lebesgue measure 1/N; a finite endpoint has measure zero.

[F5]

The integral of a nonnegative simple function, The nonnegative integral agrees with the simple integral on simple functions, and The Lebesgue integral is linear on L1(μ): a finite real simple function is Lebesgue integrable and its integral is the finite sum of its values times the measures of its level sets; finite sums and differences of integrable functions integrate linearly.

[F6]

Monotonicity and nonnegative homogeneity of the nonnegative integral and Integrable real and complex functions, and their integrals: if u is Lebesgue measurable and ∣u∣≤ε1[0,1], then u is integrable and ∣∫u dλ∣≤ε.

[F7]
[F8]

Closure properties of measurable functions used by the integral: sums and differences of measurable real-valued functions are measurable.

[F9]

The Borel sigma-algebra of a topological space and Intervals of R: the nine order-convex forms, nondegeneracy, and length: relative closed intervals and singletons in [0,1] are Borel; each half-open cell [a,b) is [a,b]∖{b} and hence is Borel.

[F10]

Assuming countable choice, every Borel subset of Rn is Lebesgue measurable: under Countable Choice, every Borel subset of R is Lebesgue measurable. A relative Borel subset of the closed interval [0,1] is Borel in R, so the same inclusion holds on [0,1].

[A1]

g is continuous on [0,1].

[A2]

Countable Choice is assumed for the Lebesgue interval-measure formula [F4] and Borel-to-Lebesgue inclusion [F10]; the finite-partition comparison below uses no further choice principle.

Proof

1.1A1A2F1F4F6F7F10

By [F1], g is bounded and Riemann integrable. Its Borel preimages from [F7] are Lebesgue measurable by [F10] under [A2], so g is Lebesgue measurable. Boundedness together with λ([0,1])=1 from [F4] and [F6] makes g Lebesgue integrable.

1.2A1F2F7F8F9choose

Fix ε>0. By [F2] choose δ>0 such that ∣g(x)−g(y)∣<ε whenever x,y∈[0,1] and ∣x−y∣<δ. Choose an integer N≥1 with 1/N<δ and let Ik=[k/N,(k+1)/N) for k<N−1 and IN−1=[(N−1)/N,1]. These are Borel cells by [F9], and their finite-valued function ϕN(x)=g(k/N) on Ik is a Borel simple function. Thus g−ϕN is Borel measurable by [F8], and ∣g(x)−ϕN(x)∣<ε on each cell.

2.1A2step 1.2F4F5algebra

The cells in step 1.2 form a measurable partition and have measure 1/N by [F4] under [A2]. Therefore [F5] gives ∫ϕN dλ=SN, where SN=N−1∑k=0N−1g(k/N) is the left tagged sum for the same uniform partition.

3.1step 1.2step 2.1F3F4F5F6

The measurable difference in step 1.2 is bounded by ε, so [F6] gives ∣∫g dλ−SN∣=∣∫(g−ϕN) dλ∣≤ε. For each closed partition cell [k/N,(k+1)/N], its infimum is at most the left endpoint value g(k/N) and its supremum is at least that value. Multiplying these termwise inequalities by 1/N and summing places the left tagged sum SN between the lower and upper Darboux sums. Each cell has oscillation at most ε, so their total difference is at most ε∑k1/N=ε. By [F3], the Riemann integral lies between the same Darboux sums, hence ∣∫01g(x) dx−SN∣≤ε.

4.1A2F4F10step 3.1algebra∎

The triangle inequality applied to step 3.1 yields ∣∫g dλ−∫01g(x) dx∣≤2ε. Since ε>0 was arbitrary, the two real integrals are equal. The construction chooses only one finite partition for each ε; its choice-axiom uses are precisely [F4] and [F10] under [A2].

Remarks

The proof uses explicit uniform partitions and avoids the stronger general Riemann-to-Lebesgue equality theorem. Its dependency on Countable Choice is stated: the interval-measure formula comes from A box in Rn with parameters ai≤bi is Lebesgue measurable of measure ∏i<n(bi−ai), whichever of its faces are included.

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