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Uniformly close integrable functions have integrals differing by at most the interval length times their uniform error
Statement
Let , and let and be integrable between and . If and
throughout the closed interval with endpoints and , then
Facts & Assumptions
Given: Reals , functions integrable between them, and a real with on the interval between them.
Linear combinations of integrable functions are integrable and their integrals are the corresponding linear combinations, including for oriented limits (Integrable functions on form a set closed under sums and scalar multiples, and , The integral with oriented limits: and ).
If , an integrable function satisfying on has (If on and both are integrable then ; and ).
For every real , and ; for , exactly when (Basic properties of the absolute value).
Proof
If , both oriented integrals are and the asserted inequality holds.
Suppose and put . Then is integrable and .
The hypothesis gives , while [L3] gives ; hence on , and [L2] gives .
Hence when .
If , apply step 3.1 to the ordered pair and use antisymmetry of oriented integrals; the same bound results because .
The alternatives , , and are exhaustive, and steps 1.1, 3.1, and 4.1 give the claimed inequality.
Depends on
- Integrable functions on $[a,b]$ form a set closed under sums and scalar multiples, and $\int_a^b(\lambda f+\mu g) = \lambda\int_a^b f + \mu\int_a^b g$
- If $f \le g$ on $[a,b]$ and both are integrable then $\int_a^b f \le \int_a^b g$; and $m(b-a) \le \int_a^b f \le M(b-a)$
- The integral with oriented limits: $\int_a^a f := 0$ and $\int_b^a f := -\int_a^b f$
- Basic properties of the absolute value
Used by
- A uniform limit of Riemann-integrable functions is Riemann integrable, and its integral is the limit of their integrals Theorem
- If continuously differentiable functions converge at one point and their derivatives converge uniformly on a closed interval, then the functions converge uniformly to a differentiable function whose derivative is the derivative limit Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 46 results over 14 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- MIT OpenCourseWare 18.100B, Real Analysis, Lectures 20–21 (standard reference, not scraped)
- W. Trench, Introduction to Real Analysis (standard reference, not scraped)