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I am reading the appendix to chapter 13 in Spivak's Calculus (third edition, Cambridge University Press) and am stuck on the proof of theorem 1.

Theorem 1: Suppose that $f$ is integrable on $[a,b]$. Then for every $\epsilon>0$ there is some $\delta>0$ such that, if $P=\{t_0,\ldots,t_n\}$ is any partition of $[a,b]$ with all lengths $t_i-t_{i-1}<\delta$, then $$\left|\sum_{i=1}^n f(x_i)(t_i-t_{i-1})-\int_a^b f(x)\mathrm{d}x\right|<\epsilon,$$for any Riemann sum formed by choosing $x_i$ in $[t_{i-1},t_i]$.

The subsequent proof has two parts; when $f$ is continuous and when it is not. I will skip the first part of the proof, since I understand this part (see here for the first part of the proof).

Proof: The argument in the general case is simple (though perhaps a bit messy), using Problem 13-27, which says that there are continuous functions $g\leq f\leq h$ satisfying $$\int_a^b g \leq \int_a^b f \leq \int_a^b h \tag{1},$$ with $$\int_a^b h-\int_a^b g<\epsilon.$$ We have $$\sum_{i=1}^n g(x_i)(t_i-t_{i-1})\leq \sum_{i=1}^n f(x_i)(t_i-t_{i-1})\leq \sum_{i=1}^n h(x_i)(t_i-t_{i-1}),$$ and since the theorem holds for continuous functions, we know that for $t_i-t_{i-1}<\delta$, the left- and right-hand sides of this inequality are close to the left- and right-hand sides of $(1)$. This implies that the two middle terms $$\int_a^b f \ \text{and} \ \sum_{i=1}^n f(x_i)(t_i-t_{i-1}),$$ must be close to $\int_a^b h-\int_a^b f$, which is small. Detailed inequalities are left to the skeptical reader.

First of all, I suspect $\int_a^b h-\int_a^b f$ is a typo. He means probably $\int_a^b h-\int_a^b g$. Secondly, I am trying to work out the detailed inequalities which Spivak omitted, but am stuck on this part. The goal is to obtain $$\underbrace{\left|\sum_{i=1}^n f(x_i)(t_i-t_{i-1})-\int_a^b f\right|}_{(*)}\leq \ldots<\epsilon.$$ I have tried finding an upper bound to $(*)$ and add in $0$, but without being able to make it all smaller than $\epsilon$. Grateful for any help!

psie
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1 Answers1

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Let $\epsilon/2>0$, then:

  1. There exists continous $f$, and $g$ that satisfy (1) such that $\left|\int_a^b h-\int_a^b g\right|<\epsilon/2$.
  2. From the Theorem 1.1: There exists $\delta>0$ such that if $t_i-t_{i-1}<\delta$ then $\left|\sum_{i=1}^n h(x_i)(t_i-t_{i-1})-\int_a^b h\right|<\epsilon/2$

\begin{align} \left|\sum_{i=1}^n f(x_i)(t_i-t_{i-1})-\int_a^b f\right|&\leq \left|\sum_{i=1}^n h(x_i)(t_i-t_{i-1})-\int_a^b g\right|\\&= \left|\sum_{i=1}^n h(x_i)(t_i-t_{i-1})-\int_a^b h +\int_a^b h-\int_a^b g\right|\\&\leq \left|\sum_{i=1}^n h(x_i)(t_i-t_{i-1})-\int_a^b h\right| +\left|\int_a^b h-\int_a^b g\right|\\&< \frac{\epsilon}{2}+\frac{\epsilon}{2}=\epsilon. \end{align}