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A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral
Statement
Assume the Axiom of Countable Choice. Let and let be bounded and Riemann integrable. Then is Lebesgue measurable on and is integrable there, and its Lebesgue integral equals its Riemann integral:
This is the point at which the completeness of Lebesgue measure is used essentially: the proof obtains a Borel function equal to almost everywhere, and measurability of itself is then a completeness statement.
Facts & Assumptions
Given: The Axiom of Countable Choice, reals , a bounded Riemann integrable function , its Riemann integral , and a real with on .
The envelope lemma produces bounded Borel functions with and (A bounded Riemann integrable function admits Borel Darboux envelopes with the same Lebesgue integral)
A nonnegative measurable function has integral exactly when it vanishes almost everywhere. (A nonnegative measurable function has integral exactly when it vanishes almost everywhere)
On a complete measure space, a function equal almost everywhere to a measurable function is measurable. (On a complete measure space, equality almost everywhere preserves measurability)
Lebesgue measure on is complete. (Assuming countable choice, is a sigma-algebra containing every elementary set and is a complete measure extending elementary volume)
Two integrable functions that agree almost everywhere have the same integral over every measurable set. (Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree)
If a real measurable function is bounded in absolute value by a nonnegative integrable function, then its absolute value has finite integral; a measurable real function is integrable exactly when the integral of its absolute value is finite. (Closure properties of measurable functions used by the integral, Monotonicity and nonnegative homogeneity of the nonnegative integral, The nonnegative integral agrees with the simple integral on simple functions, The integral of a nonnegative simple function, Integrable real and complex functions, and their integrals)
The interval is Lebesgue measurable with measure . (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included)
Proof
By [L1], choose bounded Borel functions on with [L1, L2] and both integrals equal to . Then and So [L2] gives almost everywhere. Since , the same null set yields almost everywhere.
By [L4], the measure space is [step 1.1, L3, L4] complete. The function is measurable because it is Borel, so [L3] applied to step 1.1 shows that is Lebesgue measurable.
The constant function is a nonnegative simple measurable [step 2.1, L1, L6, L7] function, and [L6] together with [L7] gives Since step 2.1 makes measurable and , [L6] yields Hence is Lebesgue integrable on . The same estimate applies to , because [L1] gives .
Steps 1.1 and 3.1 show that and are integrable and agree [step 1.1, step 3.1, L1, L5] almost everywhere. Taking the measurable set in [L5] gives By [L1], the right-hand side is . So the Lebesgue and Riemann integrals of agree.
Depends on
- A bounded Riemann integrable function admits Borel Darboux envelopes with the same Lebesgue integral
- A nonnegative measurable function has integral $0$ exactly when it vanishes almost everywhere
- On a complete measure space, equality almost everywhere preserves measurability
- Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree
- Assuming countable choice, $\mathcal{L}(\mathbb{R}^n)$ is a sigma-algebra containing every elementary set and $\lambda_n$ is a complete measure extending elementary volume
- Closure properties of measurable functions used by the integral
- Monotonicity and nonnegative homogeneity of the nonnegative integral
- The nonnegative integral agrees with the simple integral on simple functions
- The integral of a nonnegative simple function
- Integrable real and complex functions, and their integrals
- 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
Used by
- Brownian paths have infinite total variation Corollary
- Distribution of a one-sided Brownian hitting time Corollary
- Law of the Brownian maximum Corollary
- A large adverse zero-order term destroys Dirichlet coercivity Counterexample
- Finite speed of propagation does not imply strong Huygens Counterexample
- Hilbert transform is not strong type (1,1) Counterexample
- Iid strong law fails at infinite absolute mean Counterexample
- Infinite variance can defeat square-root-n CLT scaling Counterexample
- Point evaluation is unbounded below the Sobolev continuity threshold Counterexample
- Pointwise limit discontinuous at zero signals mass escape Counterexample
- Regular conditional laws are not unique on null conditioning values Counterexample
- The density ratio is undefined on zero marginal fibres Counterexample
- The sine integral is improperly Riemann integrable and not Lebesgue integrable Counterexample
- Wave energy need not be conserved through an open boundary Counterexample
- A Dirac mass has precisely sufficiently negative Sobolev order Example
- Bayes formula for a finite mixture with continuous observation Example
- Cauchy law and its characteristic function Example
- Characteristic function of a gaussian law Example
- Characteristic function of the uniform law Example
- Chebyshev extremal nodes converge to the arcsine equilibrium measure Example
- CLT for sums of uniform random variables Example
- Conditional density of a bivariate normal law Example
- Density inversion for a triangular characteristic function Example
- Functional calculus for a multiplication operator Example
- Harmonic measure of a real interval from the upper half-plane Example
- Harmonic measure of an arc of the unit circle Example
- Hilbert transform of the line Poisson kernel Example
- Independent sums via characteristic functions Example
- Ito formula for Brownian powers Example
- L² forcing defines an H⁻¹ functional Example
- Legendre polynomials from Gram–Schmidt Example
- Matching C¹ pieces across a hyperplane have no jump derivative Example
- Odd reflection at a Dirichlet endpoint Example
- One-dimensional Dirichlet Green kernel on an interval Example
- Poincare on an interval: the length dependence is linear Example
- Radial powers approach the Morrey borderline exponent Example
- Regular conditional law of one coordinate given another Example
- Strong law estimator of an integrable mean Example
- The absolute value has a weak first derivative Example
- The Fourier series of a sawtooth and the Basel sum Example
…and 36 more results.
Dependency tree · two levels
54 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
- Richard F. Bass, Real Analysis for Graduate Students, Version 5.0, Theorem 9.1 (standard reference, not scraped)
- Richard L. Wheeden and Antoni Zygmund, Measure and Integral: An Introduction to Real Analysis, Theorem (5.52) (standard reference, not scraped)