Let be real numbers, let be the closed interval determined by and , and let be the real line, that is, equipped with the absolute value metric. Let be continuous on , as a map from the subset of into . Define the zero extension by for and otherwise. Then the following hold.
Claim 1. is Riemann integrable on , by Continuous Functions on Compact Intervals are Riemann Integrable.
Claim 2. is measurable with respect to the Borel -algebra and integrable with respect to Lebesgue measure .
Claim 3. The two integrals agree:
where the right-hand side is the Riemann integral of claim 1.
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