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The oriented Riemann integral is linear in continuous integrands
Statement
Let be continuous on , , and let . Then is continuous and The same identity holds for the oriented integral when , and for the zero-length interval both sides are zero.
Facts & Assumptions
Given: Continuous real functions on finite intervals and the Darboux construction in Continuous functions have an oriented Riemann integral.
Continuous functions have an oriented Riemann integral: the integral is the common supremum of lower sums and infimum of upper sums; a common refinement increases lower sums and decreases upper sums.
Proof
On each partition interval, the maximum of is at most the sum of the separate maxima, while its minimum is at least the sum of the separate minima. Thus and . Given , choose partitions whose upper sums for are within above their infima, and refine both to a common partition . By [L1], refinement cannot increase those upper sums, so . Similarly choose lower sums within below their suprema and refine to a common partition; [L1] gives . Since this holds for every , the integral is additive in the integrand.
If , maxima and minima of on every partition piece are times those of , so both Darboux sums scale by and their infimum/supremum do as well. If , every sum is zero. If , multiplication reverses order, giving and ; taking the infimum and supremum, which reverse under multiplication by negative , again gives . Combine this homogeneity with step 1.1 to obtain the displayed formula. For reversed endpoints use ; for use the zero-length definition.
Depends on
Used by
Dependency tree · two levels
7 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Michael C. Colding, MIT 18.100B Real Analysis, Lecture 18: Integrable Functions (standard reference, not scraped)
- Jiří Lebl, Basic Analysis: Introduction to Real Analysis, Volume I, §5.2.4 (standard reference, not scraped)