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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.