TheoremBase

Agreement of the Riemann and Lebesgue Integrals for Continuous Functions on a Closed Interval

Statement

Let a<ba<b be real numbers, let [a,b][a,b] be the closed interval determined by aa and bb, and let (R,dR)(\mathbb{R},d_{\mathbb{R}}) be the real line, that is, R\mathbb{R} equipped with the absolute value metric. Let h:[a,b]→Rh:[a,b]\to\mathbb{R} be continuous on [a,b][a,b], as a map from the subset [a,b][a,b] of (R,dR)(\mathbb{R},d_{\mathbb{R}}) into (R,dR)(\mathbb{R},d_{\mathbb{R}}). Define the zero extension h~:R→R\tilde{h}:\mathbb{R}\to\mathbb{R} by h~(x)=h(x)\tilde{h}(x)=h(x) for x∈[a,b]x\in[a,b] and h~(x)=0\tilde{h}(x)=0 otherwise. Then the following hold.

Claim 1. hh is Riemann integrable on [a,b][a,b], by Continuous Functions on Compact Intervals are Riemann Integrable.

Claim 2. h~\tilde{h} is measurable with respect to the Borel σ\sigma-algebra and integrable with respect to Lebesgue measure λ\lambda.

Claim 3. The two integrals agree:

∫Rh~ dλ=∫abh(x) dx,\int_{\mathbb{R}}\tilde{h}\,d\lambda=\int_{a}^{b}h(x)\,dx,

where the right-hand side is the Riemann integral of claim 1.

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