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Riemann–Lebesgue comparison for distribution test integrands
Statement
Assume Countable Choice. Let with and . If a bounded Borel real function on is Riemann integrable, then it is Lebesgue integrable and the two integrals agree. The corresponding assertion for complex functions holds componentwise. In particular it applies to smooth compact test integrands and their bounded Borel zero extensions from compact Jordan regions.
Facts & Assumptions
Darboux and tagged Riemann integrability agree, with the same value (The multidimensional Darboux and tagged-mesh definitions of the Riemann integral agree).
Under Countable Choice, any set between the interior and closure of a box has its box volume as Lebesgue measure (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included).
The nonnegative integral is monotone and homogeneous and agrees with the simple integral on nonnegative simple functions (Monotonicity and nonnegative homogeneity of the nonnegative integral, The nonnegative integral agrees with the simple integral on simple functions).
Lebesgue integration is complex-linear on (The Lebesgue integral is linear on ).
Assume The Axiom of Countable Choice (), used for F2 and the Lebesgue-measure interface.
A continuous real function on a nonempty compact metric space is bounded (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value), and a compact subset of a metric space is closed (A compact subset of a metric space is closed and bounded). Riemann integration over a bounded Jordan set is defined by the zero extension to a bounding rectangle (The Riemann integral of a bounded function over a bounded Jordan measurable set), and a continuous real function on a compact Jordan set is integrable in that sense (A continuous real function on a compact Jordan measurable set is Riemann integrable over that set).
Proof
Given: the bounded Borel Riemann integrand and F5.
Choose with , and put . F2 and F3 give and , so both are integrable. Borel measurability makes all these integrals defined.
For a finite rectangular grid, list its closed cells and set . These Borel sets partition , contain each cell's interior and lie in its closure, so by F2. Put and . The simple functions and satisfy everywhere, including grid faces. F3 identifies their integrals as the grid's lower and upper Darboux sums for , so these sums bracket .
Every tagged sum of is the corresponding sum of plus . Thus is Riemann integrable with value . F1 says its supremum of lower Darboux sums and infimum of upper sums have this same value. Taking these bounds in step 2.1 squeezes to that value. F4 and F2 then give .
Apply the real result separately to the real and imaginary parts for the complex assertion; the bound ensures absolute integrability. For the last clause, let be compact Jordan and let be continuous. If is empty its zero extension is zero. Otherwise F6 makes bounded, and compactness makes closed. Its zero extension is Borel: for every open , continuity in the subspace gives for some open ; then when , while when . The definition and theorem in F6 say exactly that this bounded zero extension is Riemann integrable on . The real result therefore applies; treating real and imaginary parts gives the same conclusion for continuous complex integrands, in particular smooth compact test integrands. The zero function has both integrals zero; the constant one has both integrals . Degenerate boxes are excluded from this statement. No choices of tags over an infinite family were used; Countable Choice is precisely the measure hypothesis in F2.
Depends on
- The multidimensional Darboux and tagged-mesh definitions of the Riemann integral agree
- 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
- Monotonicity and nonnegative homogeneity of the nonnegative integral
- The nonnegative integral agrees with the simple integral on simple functions
- The Lebesgue integral is linear on $L^1(\mu)$
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The Riemann integral of a bounded function over a bounded Jordan measurable set
- A continuous real function on a compact Jordan measurable set is Riemann integrable over that set
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
- A compact subset of a metric space is closed and bounded
Used by
- Smooth functions are weakly dense in distributions Corollary
- Pointwise convergent functions need not converge as distributions without local control Counterexample
- Distributional laplacian of the newtonian kernel Example
- Distributional differentiation is continuous and commutes Theorem
- Mollifier approximation in distributions Theorem
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