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If is integrable on with values in and is continuous on , then is integrable
Statement
Let and be reals, let be integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ) with
and let be continuous on (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point). Then the composite is integrable on .
The order of the hypotheses is the whole content, and it does not reverse. What is assumed is continuous after integrable: the outer function is the continuous one. Weakening the outer function to a merely integrable makes the statement false, and the witness is on the companion page. The remaining variant — merely integrable with continuous — is neither proved nor refuted anywhere on this page, and the companion page's witness does not bear on it, its inner function being discontinuous at every rational. Nothing here asserts anything about that variant.
Facts & Assumptions
Given: Reals and , an integrable with values in , a continuous , and a real . Write .
Riemann's criterion: a bounded on is integrable if and only if for every real there is a partition with (Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with , The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
For a partition of and bounded : with and , and (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and , The oscillation of on a set and the oscillation at a point, both taken in the extended reals, Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, Finite sums and finite products, by recursion, Laws of finite sums and finite products).
with and are closed bounded intervals, hence compact (Heine-Borel by bisection: every closed bounded interval is compact, Open cover, subcover, compact subset of (every open cover has a finite subcover), and sequentially compact subset, Intervals of : the nine order-convex forms, nondegeneracy, and length).
A continuous real function on a compact subset of is bounded there (A continuous real function on a compact subset of is bounded, Lower bound, bounded below, bounded set).
Heine-Cantor: a continuous real function on a compact is uniformly continuous on , so for every real there is a real with for all with (Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous, proved -natively from sequential compactness, Uniform continuity of : one serving every pair of points of ).
Finite sums: additivity, scaling and monotonicity in the terms (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clauses 1, 2 and 4).
Ordered-field arithmetic and the absolute value: multiplying an inequality by a nonnegative quantity and adding constants preserve it, the order is total and transitive, a positive real has a positive inverse, and follows from (Ordered field, Complete ordered field (least-upper-bound property), Basic properties of the absolute value). The nonstrict forms follow from the strict ones by adjoining the case of equality.
For every real there is a real with , for instance ; and the Archimedean property in reciprocal form (For every in a complete ordered field there is a natural with , Every complete ordered field is Archimedean).
Proof
is compact, so is bounded there: fix a real with for every . Hence for every and is bounded.
By [L5] applied on the compact with , fix a real with whenever and ; then put , a positive real with and .
So whenever satisfy , since .
Since , so is , and [L1] supplies a partition of with .
Fix and write . If then any have with , so by step 2.1, whence by [L2].
If instead then , while always, by [L2] and step 1.1.
In both cases : in the first case the second summand is nonnegative and the first alone dominates, and in the second case dominates by itself.
Summing over with [L6] and using and [L2] gives .
By step 2.2 the second summand is below , and by step 1.2, so .
Let a real be given. Running steps 1.2 to 6.1 with , a positive real since , produces a partition with .
As was arbitrary and is bounded by step 1.1, [L1] makes integrable on .
Remarks
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Step 4.1 is what replaces the usual split of the index range. The classical proof separates the indices into a good set and a bad set and sums over each; the finite-sum toolkit used here is that of Laws of finite sums and finite products, stated for and carrying no clause that splits a range into a subset and its complement, so the split is carried instead by a single inequality valid at every index, whose two summands are exactly the two contributions. The bound obtained is the same one.
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The hypothesis is what makes defined at all, and exist because an integrable is bounded (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and ). Taking to be any interval containing the range of is legitimate and changes nothing, since a continuous function on a larger compact interval restricts to a continuous one.
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What the theorem does not say. It does not say that is integrable when is merely integrable, and it does not say that can be computed from . The first is refuted on the companion page. For the second, take on with the constant and with the indicator of : both are integrable with integral , while and , so is not a function of .
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Forward reference, orientation only. The reversal refuted on the companion page is Integrable and integrable with not integrable: the order of the hypotheses in the composition theorem cannot be reversed ↗; nothing above depends on it.
Depends on
- Riemann's criterion: a bounded $f$ on $[a,b]$ is Darboux integrable if and only if for every real $\varepsilon > 0$ there is a partition $P$ with $U(f,P) - L(f,P) < \varepsilon$
- 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 $U(f,P) = \sum_i M_i \Delta_i$
- 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 $\int_a^b f$
- 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
- Heine-Cantor in $\mathbb{R}$: a continuous real function on a compact subset of $\mathbb{R}$ is uniformly continuous, proved $\mathbb{R}$-natively from sequential compactness
- A continuous real function on a compact subset of $\mathbb{R}$ is bounded
- Uniform continuity of $f : A \to \mathbb{R}$: one $\delta$ serving every pair of points of $A$
- Heine-Borel by bisection: every closed bounded interval $[a,b]$ is compact
- Open cover, subcover, compact subset of $\mathbb{R}$ (every open cover has a finite subcover), and sequentially compact subset
- Laws of finite sums and finite products
- Finite sums and finite products, by recursion
- The oscillation $\omega_f(S) = \sup\{\,|f(x) - f(y)| : x, y \in S\,\}$ of $f$ on a set and the oscillation $\omega_f(c) = \inf_{\delta > 0} \omega_f(A \cap N_\delta(c))$ at a point, both taken in the extended reals
- Lower bound, bounded below, bounded set
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
- Ordered field
- Complete ordered field (least-upper-bound property)
- Basic properties of the absolute value
- Every complete ordered field is Archimedean
- For every $\varepsilon > 0$ in a complete ordered field there is a natural $n \ge 1$ with $1/n < \varepsilon$
Used by
- If f,g are integrable on [a,b] then so are | f|, f², fg, max(f,g) and min(f,g), and |∫ₐᵇ f| ≤ ∫ₐᵇ| f| Corollary
- Integrable φ and integrable f with φ∘ f not integrable: the order of the hypotheses in the composition theorem cannot be reversed Counterexample
- For a ≤ b and f : [a,b] → ℝᵐ integrable when a<b, ‖∫ₐᵇ f‖₂ ≤ ∫ₐᵇ ‖ f‖₂; for a<b, ‖ f‖₂ is integrable Theorem
- Substitution: if φ is differentiable on [c,d] with φ' integrable and f is continuous on an interval containing φ([c,d]), then ∫_φ(c)^φ(d) f = ∫_cᵈ (f∘φ) φ' Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 127 results over 19 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
- Riemann integral (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 6 (standard reference, not scraped)
- Springer article on compositions of Riemann-integrable functions (standard reference, not scraped)