How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
The Gauge Integral and Cousin's Lemma: Examples and Counterexamples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Binary Operations, Monoids, Groups and Subgroups
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Countability and Uncountability
- Darboux, L'Hôpital, and Taylor's Theorem
- Divisibility, Greatest Common Divisors and Bézout's Identity
- Foundations of the Real Numbers for Analysis
- Improper Integrals
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Order, Zorn's Lemma, and the Axiom of Choice
- Power Series and Real-Analytic Functions
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sine, Cosine, and the Definition of Pi
- Suprema and Infima
- The Derivative and the Mean Value Theorems
- The Gauge Integral and Cousin's Lemma
- The Riemann Integral: Definition and Integrability
- The ZFC Axioms and the Basic Set Constructions
- Topology of ℝ
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
3 · Logical flowchart
4 · Definitions, theorems and proofs
None yet.
5 · Examples, counterexamples and false statements
The indicator of the irrationals is Henstock–Kurzweil integrable with integral
Example
Let be the indicator of the irrationals. The indicator of the irrationals is Henstock–Kurzweil integrable with integral , but it is not Riemann integrable.
The indicator of the irrationals is Henstock–Kurzweil integrable with integral and is not Riemann integrable.
The indicator of the irrationals is Henstock–Kurzweil integrable with integral .
Facts & Assumptions
Given: The function for irrational and for rational .
The rationals are countably infinite: ( is countably infinite).
The rationals and the irrationals are both dense in (Both and are dense in , and every nonempty open subset of is uncountable).
Darboux integrability means equality of the lower and upper Darboux integrals (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
HK integrability requires one gauge to control every fine tagged Riemann sum (The Henstock–Kurzweil integral on a compact interval).
Verification
Enumerate the rationals in as using [L1]; for a requested , choose the gauge at below and choose any fixed positive gauge at irrational tags.
In a fine partition, a fixed tag occurs on at most two cells, so the total length of rational-tagged cells is below ; hence , and [L4] gives the stated HK value.
By [L2], every partition cell contains points where and points where , so every lower Darboux sum is and every upper Darboux sum is ; [L3] therefore rules out Riemann integrability.
has an unbounded derivative whose Henstock–Kurzweil integral is
Example
Define and for . Then is differentiable on and
has an unbounded derivative whose Henstock–Kurzweil integral is .
The derivative of is Henstock–Kurzweil integrable on .
Facts & Assumptions
Given: The displayed function and its derivative candidate .
If , is differentiable in the domain-relative sense, including at the endpoints, and , then is Henstock–Kurzweil integrable and (Every derivative is Henstock–Kurzweil integrable and satisfies Newton–Leibniz).
For every integer , , , and (Quarter-turn values and shifts by pi/2 and pi, The zero sets of sine and cosine and the least positive common period 2 pi).
If is differentiable at and is differentiable at , then the chain rule gives (The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with ).
The product rule holds for differentiable real functions, and the quotient rule holds where the denominator is nonzero (Sums, scalar multiples, products and quotients: , , , and when ).
Sine and cosine have derivatives and (The derivatives of sine and cosine are cosine and minus sine).
For every real , (Parity and the Pythagorean identity for sine and cosine).
Verification
Applying [L3], [L4], and [L5] gives the displayed derivative for , while [L6] gives and hence . For every natural , at the values in [L2] give , which is unbounded.
Applying [L1] gives HK integrability and .
has a Henstock–Kurzweil integral on
Example
Define and for . Then has a noncompact Henstock–Kurzweil integral on . No value for that integral is asserted here.
Facts & Assumptions
Given: The removable extension in the Example; differentiability of sine at gives .
Dirichlet's improper-integral test applies when the first factor is locally Riemann integrable with a bounded truncation primitive and the second is nonnegative, nonincreasing, and tends to zero (Dirichlet's test for improper integrals).
Every Riemann integrable function is Henstock–Kurzweil integrable with the same integral (Every Riemann integrable function is Henstock–Kurzweil integrable with the same integral).
Sine is differentiable at zero with derivative , and is a primitive of sine (The derivatives of sine and cosine are cosine and minus sine).
Every continuous function on a compact interval is Riemann integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
A noncompact HK integral is the finite limit of its compact truncation integrals (Henstock–Kurzweil integrals on half-open and unbounded intervals by compact truncation limits).
For every real , (Parity and the Pythagorean identity for sine and cosine).
Henstock–Kurzweil integrals restrict to compact subintervals and add over adjacent intervals (Henstock–Kurzweil integrability on subintervals and additivity over adjacent intervals).
Verification
On the first factor is continuous and hence locally Riemann integrable by [L4], while its primitive is bounded by [L3] and [L6]. Apply [L1] with second factor , which is nonnegative, decreasing, and tends to zero; the compact truncation integrals therefore have a finite limit.
The derivative clause in [L3] gives the removable limit at zero, so [L4] makes the extension Riemann integrable on each compact truncation and [L2] makes it HK integrable there. By [L7], for every its integral on is the fixed integral on plus the integral on ; the limit from step 1.1 and [L5] therefore give the noncompact HK integral.
Cousin's lemma yields the Heine–Borel theorem on a compact interval
Example
Cousin's lemma implies that every open cover of a compact interval has a finite subcover, the interval form of Heine-Borel.
Facts & Assumptions
Given: An open cover of .
Every gauge on a compact interval admits a fine tagged partition (Cousin's lemma: every gauge on a compact interval admits a fine tagged partition).
Every nonempty set of reals bounded above has a least upper bound (Complete ordered field (least-upper-bound property)).
Verification
For each , let be half the supremum of the radii in whose centered interval at lies in some member of ; openness makes this set nonempty, [L2] supplies its positive supremum, and the supremum property ensures the -interval lies in at least one covering member, so is a gauge.
Apply [L1] to obtain a fine tagged partition; for its finitely many tags, choose covering members containing the corresponding gauge neighborhoods, and these members cover every partition cell and hence , with a one-point interval covered by one member.
Remarks
The conclusion is the interval form of the published Heine-Borel by bisection: every closed bounded interval is compact, obtained here by the distinct Cousin-lemma route.
False: every derivative is Riemann integrable
Statement
False claim: Every derivative on a compact interval is Riemann integrable.
Facts & Assumptions
Given: The false universal claim.
has an unbounded derivative whose Henstock–Kurzweil integral is ( has an unbounded derivative whose Henstock–Kurzweil integral is ).
Every derivative is Henstock–Kurzweil integrable (Every derivative is Henstock–Kurzweil integrable and satisfies Newton–Leibniz).
The Darboux definition of Riemann integrability begins with a bounded function on (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
Refutation
Suppose the claim were true; [L1] supplies a derivative unbounded near zero, while [L3] requires boundedness for Riemann integrability, a contradiction.
The correct conclusion for the same derivative is [L2]: it is HK integrable and [L1] evaluates its integral by endpoint difference.
Remarks
The bounded Volterra derivative gives a stronger, distinct failure of Riemann integrability (Volterra's function is differentiable everywhere with bounded derivative, but its derivative is not Riemann integrable); it is not used in this refutation.
False: every Henstock–Kurzweil integrable function is bounded
Statement
False claim: Every Henstock–Kurzweil integrable function on a compact interval is bounded.
Facts & Assumptions
Given: The false universal claim.
has an unbounded derivative whose Henstock–Kurzweil integral is ( has an unbounded derivative whose Henstock–Kurzweil integral is ).
Refutation
Suppose the claim were true; the derivative in [L1] is HK integrable and unbounded on the same compact interval.
This contradicts the claimed boundedness, so the claim is false.
Henstock–Kurzweil integrability does not imply integrability of the absolute value
Statement refuted
Henstock–Kurzweil integrability implies Henstock–Kurzweil integrability of the absolute value. The derivative of on refutes this implication.
Facts & Assumptions
Given: The derivative from the stated example.
The derivative of is Henstock–Kurzweil integrable on ( has an unbounded derivative whose Henstock–Kurzweil integral is ).
A finite-endpoint noncompact integral extends to a proper HK integral if and only if the truncation limit exists (Hake's theorem: a finite-endpoint generalized integral is a proper Henstock–Kurzweil integral after assigning the endpoint value).
The harmonic series diverges (For rational , converges iff ).
Substitution for derivatives evaluates the integral of a composed derivative by its endpoint values (Henstock–Kurzweil substitution for a derivative composed with a differentiable map).
If and are HK integrable on a compact interval and there, then (Monotonicity of the Henstock–Kurzweil integral).
Every continuous function on a compact interval is Riemann integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
Every Riemann integrable function is Henstock–Kurzweil integrable with the same integral (Every Riemann integrable function is Henstock–Kurzweil integrable with the same integral).
Counterexample
By [L1], is HK integrable on .
Put and . On each compact interval , both and are continuous, so [L6] and [L7] make locally HK integrable. Since , [L4] and [L5] give , whose partial sums diverge by comparison with [L3].
Suppose were properly HK integrable on ; [L2] would make its truncation integrals converge as the left endpoint tends to zero, contradicting the unbounded sums of step 2.1.
False: Henstock–Kurzweil integrability implies Riemann integrability
Statement
False claim: Every Henstock–Kurzweil integrable function is Riemann integrable.
Facts & Assumptions
Given: The false implication.
The indicator of the irrationals is Henstock–Kurzweil integrable with integral and is not Riemann integrable (The indicator of the irrationals is Henstock–Kurzweil integrable with integral ).
Refutation
Suppose the implication were true; [L1] gives a function satisfying its hypothesis but not its conclusion.
This contradiction refutes the implication, so the converse of the Riemann-to-HK theorem is false.
False: every Henstock–Kurzweil integrable function is a derivative
Statement
False claim: Every Henstock–Kurzweil integrable function on an interval is the derivative of some function.
Facts & Assumptions
Given: The indicator of the irrationals on .
The indicator of the irrationals is Henstock–Kurzweil integrable with integral (The indicator of the irrationals is Henstock–Kurzweil integrable with integral ).
Every derivative has the intermediate-value property (Darboux's theorem: every derivative has the intermediate-value property).
The rationals and irrationals are both dense in (Both and are dense in , and every nonempty open subset of is uncountable).
Refutation
By [L1], is HK integrable, and [L3] makes it take both values and on every nondegenerate subinterval while taking no value strictly between them.
Suppose were a derivative; step 1.1 contradicts the intermediate-value property [L2], so the false claim is refuted.
Sources
- Alessandro Fonda, The Kurzweil-Henstock Integral for Undergraduates, Ch. 1
- Andrew Bruckner, Judith Bruckner and Brian Thomson, Real Analysis, Exercise 1:21.2
- Andrew Bruckner, Judith Bruckner and Brian Thomson, Real Analysis, Section 1.21
- Andrew Bruckner, Judith Bruckner and Brian Thomson, Real Analysis, Section 1.2