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Borel Darboux integrands in finite dimension
Statement
Assume . Let , let with , and let be bounded and Borel. If is Riemann integrable, then and its Lebesgue and Riemann integrals agree.
Facts & Assumptions
Given: Assume . Manifolds are Hausdorff, second countable and smooth, with boundary allowed; is allowed unless excluded. Densities are pointwise Borel, , and . Bounded Borel Riemann integrand on a nondegenerate n-box.
Lower and upper Darboux sums over a grid partition in : Cell infima and suprema times cell volumes define lower and upper Darboux sums.
The multidimensional Darboux and tagged-mesh definitions of the Riemann integral agree: Bounded Riemann integrability is equivalent to Darboux integrability with the same value.
A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included: Each closed or half-open rectangle has the product of its side lengths as measure.
A box with a degenerate side is Lebesgue null, and so is every coordinate hyperplane in : All grid faces are null.
Monotonicity and nonnegative homogeneity of the nonnegative integral: Nonnegative integrals are monotone and homogeneous.
The Lebesgue integral is linear on : The integral is linear on integrable functions.
The integral of a nonnegative simple function: The integral of a nonnegative simple function on disjoint sets is the sum of coefficient times measure.
The nonnegative integral agrees with the simple integral on simple functions: The nonnegative Lebesgue integral of a simple function equals its simple integral.
Proof
Choose a finite with , and put . Its Borel measurability and imply . Likewise , so is integrable.
For a finite grid , list its closed cells and disjointify them as . These are Borel and partition ; each contains the interior of and differs from it only by grid faces. Thus . Let and . Each cell is nonempty and bounded, so these are finite.
The nonnegative simple functions and satisfy everywhere, including every assigned face. Their integrals are respectively and . Hence .
Every Riemann sum of equals the corresponding sum of plus , so is Riemann integrable with value . Darboux equivalence gives . Taking supremum and infimum in the preceding bounds yields .
The constant is integrable on , so linearity gives . If , all these quantities are zero; the proof also applies to and constant-one integrands. Degenerate boxes and dimension zero are outside the stated domain.
Depends on
The multidimensional Darboux and tagged-mesh definitions of the Riemann integral agree
Lower and upper Darboux sums over a grid partition in
A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included
A box with a degenerate side is Lebesgue null, and so is every coordinate hyperplane in
Monotonicity and nonnegative homogeneity of the nonnegative integral
The Lebesgue integral is linear on
The integral of a nonnegative simple function
The nonnegative integral agrees with the simple integral on simple functions