TheoremBase

Integrals of Uniform Limits and of Uniformly Convergent Series

A uniform limit of integrable functions on a closed interval is integrable, and its integral is the limit of the integrals; a uniformly convergent series of integrable functions may be integrated term by term.

Statement

In the setting of The Real Line: Standing Notation and Background for Calculus on Intervals, let a,b∈Ra,b\in\mathbb{R} with a<ba<b. A map h:[a,b]→Rh:[a,b]\to\mathbb{R} is bounded if there is B∈RB\in\mathbb{R} with ∣h(t)∣≤B|h(t)|\le B for every t∈[a,b]t\in[a,b]; integrability on [a,b][a,b] and the integral ∫abh\int_{a}^{b}h are as in The Riemann Integral on a Closed Interval via Lower and Upper Integrals (iv) and The Riemann Integral on a Closed Interval via Lower and Upper Integrals (v). R[a,b]\mathbb{R}^{[a,b]} is the set of maps from [a,b][a,b] to R\mathbb{R} of Sets and Maps: Ordinary Notation (v). Uniform convergence on [a,b][a,b] is as in Pointwise and Uniform Convergence of a Sequence of Real-Valued Maps (ii), with D=S=E=[a,b]D=S=E=[a,b]; convergence of a sequence in R\mathbb{R} is as in Convergent Sequences of Real Numbers (i), and convergence and the sum of a series as in Series of Real Numbers: Partial Sums, Convergence, the Sum and Absolute Convergence (ii).

Let (fk)k∈N(f_{k})_{k\in\mathbb{N}} be a sequence in R[a,b]\mathbb{R}^{[a,b]} such that fkf_{k} is bounded and integrable on [a,b][a,b] for every k∈Nk\in\mathbb{N}, and let f:[a,b]→Rf:[a,b]\to\mathbb{R} be a map such that (fk)k∈N(f_{k})_{k\in\mathbb{N}} converges uniformly to ff on [a,b][a,b]. Then ff is bounded and integrable on [a,b][a,b], and the sequence (∫abfk)k∈N\bigl(\int_{a}^{b}f_{k}\bigr)_{k\in\mathbb{N}} converges to ∫abf\int_{a}^{b}f.

Let (gk)k∈N(g_{k})_{k\in\mathbb{N}} be a sequence in R[a,b]\mathbb{R}^{[a,b]} such that gkg_{k} is bounded and integrable on [a,b][a,b] for every k∈Nk\in\mathbb{N}; for n∈Nn\in\mathbb{N} let sn:[a,b]→Rs_{n}:[a,b]\to\mathbb{R} be the map t↦∑k=1ngk(t)t\mapsto\sum_{k=1}^{n}g_{k}(t); and let s:[a,b]→Rs:[a,b]\to\mathbb{R} be a map such that (sn)n∈N(s_{n})_{n\in\mathbb{N}} converges uniformly to ss on [a,b][a,b]. Then ss is bounded and integrable on [a,b][a,b], the series ∑k=1∞∫abgk\sum_{k=1}^{\infty}\int_{a}^{b}g_{k} converges, and

∑k=1∞∫abgk=∫abs.\sum_{k=1}^{\infty}\int_{a}^{b}g_{k}=\int_{a}^{b}s .

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