A MONOTONE FUNCTION IS INTEGRABLE

Theorem. Let f be a monotone function on [a, b] then f is integrable on [a, b].

Proof. We will prove it for monotonically decreasing functions. The proof for increasing
functions is similar.
First note that if f is monotonically decreasing then f (b) ≤ f (x) ≤ f (a) for all x ∈ [a, b] so
f is bounded on [a, b].
Denote by Pn the partition of [a, b] into n equal intervals.
b−a b−a b−a b−a
Pn = {a < a + <a+2 < · · · < xk = a + k < ··· < a + n = b}
n n n n
We compute: µ ¶
b−a b−a b−a
xk − xk−1 =a+k − a + (k − 1) =
n n n
Since f is monotonic:

mk = inf{f (x)|xk−1 ≤ f (x) ≤ xk } = f (xk )

Mk = sup{f (x)|xk−1 ≤ f (x) ≤ xk } = f (xk−1 )

Therefore,
n
X n
X b−a
L(f, Pn ) = mk (xk − xk−1 ) = f (xk )
k=1 k=1
n
Xn Xn
b−a
U (f, Pn ) = Mk (xk − xk−1 ) = f (xk−1 )
k=1 k=1
n
Thus,

U (f, Pn ) − L(f, Pn ) =
n
X n
b−a X b−a
f (xk−1 ) − f (xk ) =
k=1
n k=1
n
à n n
!
b−a X X
f (xk−1 ) − f (xk ) =
n k=1 k=1
à n−1 n
!
b−a X X
f (xk ) − f (xk ) =
n k=0 k=1

b−a b−a
(f (x0 ) − f (xn )) = (f (b) − f (a))
n n

1
Therefore
(b − a)(f (a) − f (b))
lim U (f, Pn ) − L(f, Pn ) = lim =0
n→∞ n→∞ n
By the sequential characterization of integrability, f is integrable on [a, b]. ¤