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TheoremStatement: Literature-sourcedProof: AI-adaptedprecheck passaudited 2026-08-28
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A nonnegative improper Riemann integral on a half-line agrees with the Lebesgue integral

Statement

Assume the Axiom of Countable Choice. Let a∈R and let f:[a,∞)→[0,∞) be Riemann integrable on every compact interval [a,R] with R>a. If the improper Riemann integral ∫a∞f(x) dx converges in the sense of Improper integrals over unbounded intervals, then f is Lebesgue integrable on [a,∞) and ∫[a,∞)f dλ1=∫a∞f(x) dx.

Facts & Assumptions

Given: The Axiom of Countable Choice, a real a, a nonnegative function f:[a,∞)→[0,∞) that is Riemann integrable on every [a,R] with R>a, and a finite improper Riemann integral L:=∫a∞f(x) dx.

[L1]

On every compact interval, a bounded Riemann integrable function is Lebesgue integrable there with the same value. (A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral)

[L2]

Monotone convergence holds for nonnegative measurable functions. (Monotone convergence for the integral)

[L3]

The improper integral over [a,∞) is the limit of the truncated Riemann integrals as the right endpoint tends to +∞. (Improper integrals over unbounded intervals)

Proof

technique · direct
1.1L1construct

For each natural number n≥1, define fn:=f χ[a,a+n]. Then 0≤fn≤fn+1 and fn(x)↑f(x) for every x≥a. By [L1] applied on [a,a+n], ∫[a,∞)fn dλ1=∫[a,a+n]f dλ1=∫aa+nf(x) dx.

2.1step 1.1L2L3∎

Since fn↑f, [L2] gives ∫[a,∞)f dλ1=lim⁡n→∞∫[a,∞)fn dλ1=lim⁡n→∞∫aa+nf(x) dx. Because a+n→+∞, [L3] identifies the last limit with the given improper integral L. Hence ∫[a,∞)f dλ1=L, and in particular the Lebesgue integral is finite, so f is integrable on the half-line.

Depends on

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Sources