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I am having trouble with a step in the proof of the statement: Let $f$ be integrable on $[a,b]$, and let $a<c<b$. Then $f$ is integrable on both $[a,c]$ and $[c,b]$, and $\int_a^b f = \int_a^c f + \int_c^b f$. The proof is presented in my textbook. In it, we use the Null's Partition Criterion, (though I am not sure if this is a standard result/typically named this, so I have included the statement below)

The Criterion states that given a bounded function over an interval $[a,b]$, and any sequence of partitions of $[a,b]$, $\{P_n\}$, such that $ ||P_n|| \to 0$ as $n \to\infty$:

(a) If $f$ is integrable on $[a,b]$, then, $$\lim_{n \to \infty} L(f,P_n) = \int_a^b f$$ and

$$\lim_{n \to \infty} U(f,P_n) = \int_a^b f$$

(b) If there is a number $I$ such that $\lim_{n \to \infty} L(f,P_n)$ and $\lim_{n \to \infty} U(f,P_n)$ both exist and equal $I$, then $f$ is integrable on $[a,b]$ and $I = \int_a^b f$

In the proof we start by letting $\{P_n\}$ be a sequence of partitions over the interval such that for all $n\geq 2$, $P_n$ includes the point $c$ as a partition point, and the mesh tends to $0$ as $n \to \infty$.

We define $\{Q_n\}$ to consist of those subintervals in $P_n$ that lie in $[a,c]$. Thus $\{Q_n\}$ is partition over $[a,c]$.

We end up proving the statement: $$U(f,Q_n) - L(f,Q_n) \leq U(f,P_n) - L(f,P_n)$$

The book then states, that since $U(f,P_n) - L(f,P_n) \to 0$ as $n \to \infty$ (by the Null Partitions Criterion), that by the Null Partitions Criterion, $f$ is integrable on $[a,c]$.

It is this last application of the Null Partitions Criterion that confuses me. I understand that by the limit inequality rule, we have that: $$\lim_{n \to \infty} (U(f,Q_n) - L(f,Q_n)) \leq 0$$

We can say that $\lim_{n \to \infty} (U(f,Q_n) - L(f,Q_n)) = 0$ since we know that the result must be greater than or equal to $0$ as well, by the relationship between upper and lower Riemann sums.

Since we are applying the Null Partitions Criterion, we must show that $\lim_{n \to \infty} L(f,Q_n)$ and $\lim_{n \to \infty} U(f,Q_n)$ both exist and equal $0$ to apply the theorem. However, I do not necessarily see the equivalence between this, and $$\lim_{n \to \infty} (U(f,Q_n) - L(f,Q_n)) = 0$$

Specifically, the combination rules for sequences tell us that if $\lim_{n \to \infty} a_n = m$ and $\lim_{n \to \infty} b_n = l$, then $\lim_{n \to \infty} a_n+b_n = m+l$, but the converse is not necessarily true. So in the case of the proof, we would have to know a priori that $\lim_{n \to \infty} U(f,Q_n)$ and $\lim_{n \to \infty} L(f,Q_n)$ converge in order to know that $$\lim_{n \to \infty} (U(f,Q_n) - L(f,Q_n)) = \lim_{n \to \infty} L(f,Q_n) + \lim_{n \to \infty} U(f,Q_n)$$

Ultimately my (two) questions are: (a) Is my bolded statement correct? Is it true that the sequence combination rules are such that the converse is not generally true? (b) If I am correct about the converse not generally being true, then why is this a valid step in the proof? How can we assume that there is a convergence of the upper and lower Riemann limits over $Q_n$?

I know it seems very intuitively obvious, but I don't see rigorously why we can make this assumption. The book also makes a point of mentioning that this theorem is often treated as 'obvious' even though it is not, so I am just trying to make sure I understand the proof completely.

masiewpao
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    There are several equivalent definitions of the Riemann integral. You might want to look at a better book that uses the standard machinery. – RRL May 15 '20 at 19:22
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    I wonder why the your book gives two statements as null criterion and both of them not being sufficiently powerful. A better and powerful statement is as follows: the function $f$ is Riemann integrable on $[a, b] $ if and only if $U(f, P_n) - L(f, P_n) \to 0$ as $n\to\infty $. – Paramanand Singh May 16 '20 at 01:58
  • @ParamanandSingh We have used the criterion to prove a couple of other results, which I found to be very helpful. But certainly in this case the proof that RRL presented, and one using Riemann Criterion for Integrability, seem simpler. I was wondering if the proof itself is even valid, because I could not find a way to 'decompose' the limits without making assumptions about the convergence of the sums over $Q_n$ – masiewpao May 16 '20 at 09:05
  • I think you had better get hold of Apostol's Mathematical Analysis where the Riemann integral is handled in proper manner both using Darboux sums and Riemann sums. Apostol also discusses the way limit of these sums is defined (one approach via refinement of partitions is presented in text and another one via mesh tending to $0$ is in exercise). I have discussed these in one of my answers. – Paramanand Singh May 16 '20 at 09:33
  • @ParamanandSingh Thank you for the recommendation I will try to get my hands on that book at some point! For what it's worth I think this book has actually been very good, and they gave a rigorous treatment of the integral earlier on which I followed and enjoyed. They also proved lots of related results. This is the first proof I've come across in the book that I couldn't quite get after thinking about it; perhaps they have made a slight error. – masiewpao May 16 '20 at 14:01

1 Answers1

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As you surmised, knowing only that $\lim_{n \to \infty} (a_n - b_n) = 0$ does not guarantee that the limits of the individual sequences $(a_n)$and $(b_n)$ exist. A counterexample is $a_n = b_n = \sin n$.

Hence, the fact that $\lim_{n \to \infty} (U(f,Q_n) - L(f,Q_n)) = 0$ -- by itself, without knowing other properties of Darboux sums and the Riemann integral -- is not enough to prove that $f$ is Riemann integrable on $[a,c]$.

However, for a bounded function, lower and upper Darboux sums are always bounded such that for any partitions $Q'$ and $Q''$ we have

$$L(f,Q') \leqslant \sup_{Q} L(f,Q) \leqslant \inf_{Q} U(f,Q) \leqslant U(f,Q''),$$

where, by definition, the lower Darboux integral is $\underline{\int}_a^{\,c}f(x) \, dx = \sup_{Q} L(f,Q)$ and the upper Darboux integral is $\overline{\int}_a^{\,c}f(x) \, dx = \inf_{Q} U(f,Q)$.

Thus, for the given sequence of partitions $(Q_n)$ we have

$$0 \leqslant \overline{\int_a}^{\,c}f(x) \, dx- \underline{\int}_a^{\,c}f(x) \, dx \leqslant U(f,Q_n) - L(f, P_n)$$

Since the RHS converges to $0$ as $n \to \infty$, it follows from the squeeze theorem that

$$\underline{\int}_a^{\,c}f(x) \, dx = \overline{\int_a}^{\,c}f(x) \, dx$$

which is a (definitionally equivalent) condition for the existence of the Riemann integral, that is

$$\underline{\int}_a^{\,c}f(x) \, dx = \overline{\int_a}^{\,c}f(x) \, dx= \int_a^c f(x) \, dx$$

A shorter proof would use the Riemann criterion for integrability, which states that $f$ is Riemann integrable if for any $\epsilon > 0$ there is a partition $Q$ such that $U(f,Q) - L(f,Q) < \epsilon$.

RRL
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  • Thank you, this proof makes sense to me! We have also used Riemann criterion for integrability for other proofs, so I am not sure why we haven't for this. To clarify, it seems that from the step they have given it is actually not possible to apply the Null Partition Criterion to the inequality? (at least not without doing some work; in the book the conclusion comes immediately after presenting the inequality) – masiewpao May 16 '20 at 09:02
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    @masiewpao: You’re welcome. The criterion part b is not enough because you can’t establish the existence of $I$ just from the inequality. – RRL May 17 '20 at 04:48