Products of Riemann Integrable Functions

For these notes, let < a < b < and : [a, b] IR be nondecreasing. We shall prove
Theorem 1 Let f : [a, b] [M, M ] be Riemann integrable with respect to on [a, b] and let : [M, M ]


IR be continuous. Then f (which is defined by f (x) = f (x) ) is integrable with respect to on
[a, b].
Corollary 2 Let f, g : [a, b] IR be bounded(1) functions which are Riemann integrable with respect to
on [a, b]. Then f g and |f | and, for any positive integer n, f n are integrable with respect to on [a, b].
Proof of Theorem 1: Let > 0.
The given data:
is continuous on the compact set [M, M ]. So is uniformly continuous. So for any > 0 (we shall
choose one later) there is a > 0 such that |(x) (y)| < for all x, y [M, M ] obeying |x y| < .
Again, since is continuous on the compact set [M, M ], it must be bounded on [M, M ]. So there is
a constant M such that |(y)| M for all |y| M .
f is integrable. So, for any > 0 (we shall choose one later), there is a partition P = {x0 , x1 , , xn }
of [a, b] such that
n
X
(Mi mi )i <
(1)
U (P , f, ) L(P , f, ) =
i=1

where, as usual, i = (xi ) (xi1 ) and

M i mi =

sup

f (x)

xi1 xxi

inf

xi1 xxi

f (x) =

sup

[f (x) f (y)]

xi1 x,yxi

The goal:
It suffices for us to prove that
U (P , f, ) L(P , f, ) =

n
X

(Mi mi )i <

i=1

where
Mi mi =

inf

xi1 x,yxi


f (x) f (y)

Set
A=



1 i n  M i mi <

B=

P
Control of iA (Mi mi )i :
If i A, then, for all xi1 x, y xi



1 i n  M i mi

f (x) f (y) Mi mi < = f (x) f (y) <
= Mi mi
Hence
X

(Mi mi )i

iA
(1)

iA

n
X

i = [(b) (a)]

i=1

If is strictly increasing, then we know that integrability implies boundedness.

c Joel Feldman.

2008. All rights reserved.

January 27, 2008

Products of Riemann Integrable Functions

P
Control of iB (Mi mi )i :
If i B, we cannot conclude that Mi mi is small. About the best we can do is




xi1 x, y xi = f (x) f (y) 2M = Mi mi 2M
On the other hand, we can show that
>

n
X

iB

(Mi mi )i

i=1

i must be very small, because, by (1),

(Mi mi )i

iB

i =

iB

i <

iB

Hence
X

(Mi mi )i

iB

2Mi < 2M

iB

The end game:

U (P , f, )L(P , f, ) =

(Mi mi )i +

iA

(Mi mi )i

iB

< [(b) (a)] + 2M

It now suffices to choose
=

2[(b)(a)]

4M

Proof of Corollary 2: The integrability of |f | and f n both follow directly from Theorem 1, with (y) = |y|
and (y) = y n , respectively. If f and g are bounded and integrable, then so is f + g. Hence, by Theorem 1,
with (y) = y 2 , we have that f 2 , g 2 and (f + g)2 = f 2 + g 2 + 2f g are all integrable. The integrability of


f g = 21 (f + g)2 f 2 g 2 now follows by linearity.

c Joel Feldman.

2008. All rights reserved.

January 27, 2008

Products of Riemann Integrable Functions