Linearity of the Riemann Integral of Continuous Functions, and Passage to a Uniform Limit
lemmaAnalysislem:uniform-convergence-riemann-integral-2026aThe Riemann integral of continuous functions on a compact interval is linear and bounded by the length of the interval times a bound on the integrand, and it passes to uniform limits and to termwise integration of uniformly convergent series.
In the setting of The Real Numbers: Standing Notation and Background, let be real numbers with , let be the closed interval determined by and , regarded as a subset of the real line , and let the codomain carry the same metric . Continuity on is that notion for maps from to formed with these metrics, and denotes the absolute value of . Every integral written below is the Riemann integral on of a function continuous on , which is Riemann integrable there by A Continuous Function on a Closed Interval is Riemann Integrable §integrable. Pointwise sums and scalar multiples of functions on are formed as in The Real Vector Space of Real-Valued Functions on a Set. Uniform convergence of a sequence of functions and uniform convergence of a series of functions are as defined there, read with , and convergence of a series of real numbers is as defined there. Then the following hold.
1. (Linearity)¶ Let be continuous on and let . Then and are continuous on , and
2. (Order bound)¶ Let be continuous on and let satisfy for every . Then
3. (Uniform limits)¶ Let be a sequence in the set of functions from to , let , suppose that is continuous on for every , and suppose that converges uniformly to on . Then is continuous on , and the sequence of real numbers converges to .
4. (Termwise integration of a series)¶ Let be a sequence in the set of functions from to , let , suppose that is continuous on for every , and suppose that the series converges uniformly to on . Then is continuous on , the series converges, and
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