THE RIEMANN-LEBESGUE LEMMA

Strauss avoids proving this result in his Ch. 5, but that obliges him to use an ad hoc dodge to establish
the special case that he needs to prove his pointwise convergence theorem for Fourier series. My feeling is
that since the Riemann-Lebesgue lemma (for Riemann-integrable functions) is so easy to prove and is useful
in so many situations, we might as well take the time to give the proof.

0. Statement of the Riemann-Lebesgue Lemma: The result is easy to state:

Let f be a Riemann-integrable function defined on an interval a ≤ x ≤ b of the real line. Then for any
real β
Z b
lim f (x) cos(αx + β) dx = 0 .
|α|→∞ a

This statement is less general than it looks. Because cos(αx+β) = cos β cos(αx)−sin β sin(αx), the statement
of the lemma is in fact equivalent (take β to be a suitable multiple of π/2) to the two statements
Z b
lim f (x) cos(αx) dx = 0 and
|α|→∞ a
Z b
lim f (x) sin(αx) dx = 0 ,
|α|→∞ a

or to the complex form

Z b
lim f (x)eiαx dx = 0
|α|→∞ a

and it’s a toss-up as to which is the easiest to prove (though I think it’s the complex form). In any event,
the proof proceeds by cases, moving from very simple functions to general Riemann-integrable functions. I’ll
only state the proof for the cosine, but it’s easy to see how to change it to the case of the sine or to the
complex-exponential formulation.

1. The Constant Case: This is absurdly simple: if f (x) ≡ c is a constant function, then
Z b
sin(αb + β) − sin(αa + β)
c · cos(αx + β) dx = c ·
α
Z a 
 b 
  1+1
 c · cos(αx + β) dx ≤ |c| · → 0 as |α| → ∞.
 a  |α|

2. The Step-Function Case: Here we need to recall what a step function on the interval [a, b] is,
namely, a function defined in the following way. One takes a finite “partition” a = x0 < x1 < · · · < xn = b
of the interval [a, b], a sequence of n constants c1 , . . . , cn , and defines the function s(x) by

For a ≤ x ≤ b, s(x) = cj if xj−1 ≤ x < xj (j = 1, . . . , n)

s(b) = c (this value can be chosen arbitrarily).

In the setting of the Riemann-Lebesgue lemma, a function defined in this way behaves just as constants do,
because it is “piecewise constant”:
Z b n Z
X xj
s(x) · cos(αx + β) dx = cj · cos(αx + β) dx
a j=1 xj−1
Z 
 b  X n
  2
 s(x) cos(αx + β) dx ≤ |cj | → 0 as |α| → ∞, term-by-term.
 a  |α| j=1

1 Math 423:01 Fall 2001

 3. Riemann-Integrable Functions: Because of the definition of the Riemann integral, this case isn’t
much different from that of step functions; however, it’s one of the few places in elementary mathematics
at which one has to go back to the definition of the Riemann integral in order to prove something.(1) One
of the ways of defining the notion “f (x) is Riemann-integrable on [a, b]” is to say(2) that “the result of
approximating the (signed) area under the graph of f (x) on [a, b] by inscribed rectangles is the same as
the result of approximating it by circumscribed rectangles.” Stated formally, this would say that for every
preassigned error  > 0 it is possible to find a partition a = x0 < x1 < · · · < xn = b of the interval and two
sequences of numbers c1 , . . . , cn and C1 , . . . , Cn , such that
(1) On each partition interval xj−1 ≤ x ≤ xj the inequalities cj ≤ f (x) ≤ Cj hold, j = 1, . . . , n;
X
n X
n
(2) Cj · (∆xj ) − cj · (∆xj ) < , where ∆xj = xj − xj−1 , the length of the j-th interval of the
j=1 j=1
partition.
Here (1) says that the rectangles whose bases are [xj−1 , xj ] and whose heights are cj and Cj respectively are
inscribed under and circumscribed over the area under the graph of f (x) on [xj−1 , xj ] respectively, while (2)
says that the difference between the “area that is too large” and the “area that is too small” will be as small
as you please, provided that the partition a = x0 < · · · < xn = b is chosen correctly. Now those “areas of
unions of rectangles” are really the integrals of step functions: if we define two step functions s(x) and S(x)
by (
cj for xj−1 ≤ x < xj , j = 1, . . . , n − 1;
s(x) =
cn for xn−1 ≤ x ≤ xn
(
Cj for xj−1 ≤ x < xj , j = 1, . . . , n − 1;
S(x) =
Cn for xn−1 ≤ x ≤ xn
then evidently we have s(x) ≤ f (x) ≤ S(x) for all a ≤ x ≤ b and
X n Z b Z b Z b X
n
cj · (∆xj ) = s(x) dx ≤ f (x) dx ≤ S(x) dx = Cj · (∆xj ) .
j=1 a a a j=1

Since the difference between the two approximating sums is < , we have the two relations
s(x) ≤ f (x) for all a ≤ x ≤ b
Z b Z b Z b Z b Z b
0≤ [f (x) − s(x)] dx = f (x) dx − s(x) dx ≤ S(x) dx − s(x) dx < 
a a a a a
and these are really the things we need to establish the Riemann-Lebesgue lemma for a Riemann-integrable
function f (x).
We assume that the function f (x) has been given. This is a formal proof of a limiting relation:
we
Z will show that given any permissible error  > 0 there exists an A > 0, such that if |α| ≥ A then
 b 
 
 f (x) cos(αx + β) dx < . First, we apply the discussion of Riemann integrals given above to the func-
 a 

tion f (x) and the error , so that we find a partition a = x0 < x1 < · · · < xn = b and a simple function
( 2
cj for xj−1 ≤ x < xj , j = 1, . . . , n − 1
s(x) = such that
cn for xn−1 ≤ x ≤ xn
s(x) ≤ f (x) for all a ≤ x ≤ b
Z b Z b Z b

0≤ [f (x) − s(x)] dx = f (x) dx − s(x) dx < .
a a a 2
(1)
Actually, we’re using the lower Darboux integral, not that anybody would notice.
(2)
There are nice pictures of these approximations in the current calculus textbook, J. Stewart, Calculus: Early T ranscendentals,
4th ed., pp. 368–371.

2 Math 423:01 Fall 2001

We then have (we’re simply “adding zero”)
Z b Z b Z b
f (x) cos(αx + β) dx = [f (x) − s(x)] cos(αx + β) dx + s(x) cos(αx + β) dx
Z a
 Z a
 Z
a

 b   b   b 
     
 f (x) cos(αx + β) dx ≤  [f (x) − s(x)] cos(αx + β) dx +  s(x) cos(αx + β) dx .
 a   a   a 
We shall be finished if we show how to control the size of both terms on the r. h. side of the last set-off line
above. The first term is easy: since the absolute value of an integral can be estimated by the integral of the
absolute value of the integrand, we have
Z  Z Z b
 b  b
  
 [f (x) − s(x)] cos(αx + β) dx ≤ |f (x) − s(x)| · 1 dx = [f (x) − s(x)] dx <
 a  a a 2
(note that we used the fact that s(x) ≤ f (x) implies that 0 ≤ f (x) − s(x) = |f (x) − s(x)|). But the second
term is also easy, because it involves the step function s(x), and we know by §2 above that the Riemann-
LebesgueZ lemma holds for step functions. Consequently, we know that there exists an A for which |α| ≥ A
 b 
  
implies  s(x) cos(αx + β) dx < . Putting the two things together gives
 a  2
Z 
 b 
   
|α| ≥ A =⇒  f (x) cos(αx + β) dx < + = 
 a  2 2
and that establishes the Riemann-Lebesgue lemma for general Riemann-integrable functions.

4. Easy Cases, Extensions and Non-Extensions: It’s easy to see that the Riemann-Lebesgue
lemma should be true for differentiable functions, because one can simply integrate by parts:
Z b Z
f (x) sin(αx + β) ib 1 b 0
f (x) cos(αx + β) dx = − f (x) sin(αx + β) dx .
a α a α a
Z b
2 · max(|f (a)|, |f (b)|) 1
The two terms can be estimated by and |f 0 (x)| dx respectively, and both of
|α| |α| a
these estimates tend to zero like 1/|α|. What is surprising about the Riemann-Lebesgue lemma (in the form
in which one needs it) is that f (x) doesn’t even have to be continuous. Of course there is no estimate of the
speed at which the integral will tend to 0 as |α| gets large.
It is easy to extend the result of §3 to improperly-Riemann-integrable
Z ∞ functions
Z ∞ f (x), provided that the
improper integral of |f (x)| also exists. For example, if f (x) dx exists and |f (x)| dx also converges,
Z ∞ a a

then given any  > 0 we may find b > a for which |f (x)| dx < and then write
b 2
Z ∞ Z b Z ∞
f (x) cos(αx + β) dx = f (x) cos(αx + β) dx + f (x) cos(αx + β) dx
Z ∞
a

 Z b
a
 b
    Z ∞ 

   
 f (x) cos(αx + β) dx ≤  f (x) cos(αx + β) dx +  f (x) cos(αx + β) dx
a  a  b
Z  Z
 b  ∞
 
≤ f (x) cos(αx + β) dx + |f (x) cos(αx + β)| dx
 a  b
Z 
 b  
 
≤ f (x) cos(αx + β) dx + .
 a  2

There exists an A for which |α| > A will make the first term < and thus make
Z ∞  2
 
 f (x) cos(αx + β) dx <  .

a

3 Math 423:01 Fall 2001

 Z 1
1 dx
A similar argument, mutatis mutandis, can be made for functions like √ , for which the integral √
x 0 x
exists improperly.
One has to be a bit more careful, however, in cases involving improper Riemann integrals that converge
because of some sort of cancellation phenomenon; the reason is that the Riemann-Lebesgue lemma is itself
true only because of cancellation (for large values of |α|, most of the integral of a step function “cancels itself
out” and that’s what makes the size of the integral small). For example, what makes the famous Fresnel
integrals of geometrical optics
Z ∞ Z ∞ r
π
cos(x2 ) dx = sin(x2 ) dx =
−∞ −∞ 2

be convergent integrals is a lot of cancellation (of the area of arches above the x-axis with that of arches
below the x-axis). Consider the integral
Z ∞ Z
1 ∞
sin(x2 ) cos(αx) dx = [sin(x2 + αx) + sin(x2 − αx)] dx
−∞ 2 −∞
Z
1 ∞
= [sin(x2 + αx + α2 /4 − α2 /4) + sin(x2 − αx + α2 /4 − α2 /4)] dx (completing the square)
2 −∞
Z
1 ∞
= [sin((x + α/2)2 ) cos(α2 /4) − cos((x + α/2)2 ) sin(α2 /4)
2 −∞
+ sin((x − α/2)2 ) cos(α2 /4) − cos((x − α/2)2 ) sin(α2 /4)] dx (addition/subtraction formulas)
r r r r 
1 π π π π
= cos(α /4) −
2 2
sin(α /4) + cos(α /4) −
2 2
sin(α /4) (translate the integrals)
2 2 2 2 2
r r  2 
π π √ √ α +π
= · [cos(α /4) − sin(α /4)] =
2 2
· { 2 [cos(α /4 + π/4)]} = π cos
2
(addition formula).
2 2 4

Evidently this function of α does not tend to zero as |α| → ∞.

4 Math 423:01 Fall 2001