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Riemann and Lebesgue integrals agree for continuous data on [0,1]
Statement
Assume Countable Choice. Let be continuous. Its Riemann integral and its Lebesgue integral with respect to Lebesgue measure on both exist and are equal.
Facts & Assumptions
Given: A continuous real function on the compact interval .
A continuous function on 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.
Intervals of : the nine order-convex forms, nondegeneracy, and length and Lower bound, bounded below, bounded set: is closed and bounded. A subset of is compact if and only if it is closed and bounded therefore makes it compact, so Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous gives uniform continuity of .
Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and , and The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation : for a partition, the oscillation sum is the upper sum minus the lower sum, and an integrable function's integral lies between those sums; every tagged sum lies between them.
A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included: under Countable Choice, every interval cell of length in the uniform partition has Lebesgue measure ; a finite endpoint has measure zero.
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 : 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.
Monotonicity and nonnegative homogeneity of the nonnegative integral and Integrable real and complex functions, and their integrals: if is Lebesgue measurable and , then is integrable and .
The Borel sigma-algebra of a topological space and Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point: preimages of open subsets of under are relatively open in , so preimages of all Borel sets are relative Borel and is Borel measurable.
Closure properties of measurable functions used by the integral: sums and differences of measurable real-valued functions are measurable.
The Borel sigma-algebra of a topological space and Intervals of : the nine order-convex forms, nondegeneracy, and length: relative closed intervals and singletons in are Borel; each half-open cell is and hence is Borel.
Assuming countable choice, every Borel subset of is Lebesgue measurable: under Countable Choice, every Borel subset of is Lebesgue measurable. A relative Borel subset of the closed interval is Borel in , so the same inclusion holds on .
is continuous on .
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
By [F1], is bounded and Riemann integrable. Its Borel preimages from [F7] are Lebesgue measurable by [F10] under [A2], so is Lebesgue measurable. Boundedness together with from [F4] and [F6] makes Lebesgue integrable.
Fix . By [F2] choose such that whenever and . Choose an integer with and let for and . These are Borel cells by [F9], and their finite-valued function on is a Borel simple function. Thus is Borel measurable by [F8], and on each cell.
The cells in step 1.2 form a measurable partition and have measure by [F4] under [A2]. Therefore [F5] gives , where is the left tagged sum for the same uniform partition.
The measurable difference in step 1.2 is bounded by , so [F6] gives . For each closed partition cell , its infimum is at most the left endpoint value and its supremum is at least that value. Multiplying these termwise inequalities by and summing places the left tagged sum between the lower and upper Darboux sums. Each cell has oscillation at most , so their total difference is at most . By [F3], the Riemann integral lies between the same Darboux sums, hence .
The triangle inequality applied to step 3.1 yields . Since was arbitrary, the two real integrals are equal. The construction chooses only one finite partition for each ; 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 with parameters is Lebesgue measurable of measure , whichever of its faces are included.
Depends on
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- Heine-Cantor in $\mathbb{R}$: a continuous real function on a compact subset of $\mathbb{R}$ is uniformly continuous
- A subset of $\mathbb{R}$ is compact if and only if it is closed and bounded
- Lower bound, bounded below, bounded set
- The lower and upper Darboux integrals of a bounded $f$ on $[a,b]$ as $\sup_P L(f,P)$ and $\inf_P U(f,P)$, Darboux integrability as their equality, and the notation $\int_a^b f$
- For bounded $f$ on $[a,b]$ and a partition $P$: the infimum $m_i$ and supremum $M_i$ of $f$ on the $i$-th subinterval, and the lower and upper Darboux sums $L(f,P) = \sum_i m_i \Delta_i$ and $U(f,P) = \sum_i M_i \Delta_i$
- Partition of $[a,b]$ as a finite strictly increasing list $a = t_0 < t_1 < \dots < t_n = b$, its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions
- Continuity of $f : A \to \mathbb{R}$ at a point of $A$ and on $A$: the $\varepsilon$-$\delta$ condition, its agreement with $\lim_{x \to c} f(x) = f(c)$ at a limit point, and continuity at an isolated point
- The Borel sigma-algebra of a topological space
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
- The integral of a nonnegative simple function
- Integrable real and complex functions, and their integrals
- The nonnegative integral agrees with the simple integral on simple functions
- The Lebesgue integral is linear on $L^1(\mu)$
- Monotonicity and nonnegative homogeneity of the nonnegative integral
- A box in $\mathbb{R}^n$ with parameters $a_i\le b_i$ is Lebesgue measurable of measure $\prod_{i<n}(b_i-a_i)$, whichever of its faces are included
- Finite sums and finite products, by recursion
- Laws of finite sums and finite products
- The reals form a totally ordered field
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Closure properties of measurable functions used by the integral
- Assuming countable choice, every Borel subset of $\mathbb{R}^n$ is Lebesgue measurable
Used by
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Sources
- John K. Hunter, Measure Theory Notes, §4.8, Theorem 4.28 (standard reference, not scraped)