Integrable Functions

David Ding December 12, 2011

Abstract In this article, we dene Riemann integration and the concept of measure 0. We prove that integrable functions are precisely those whose set of discontinuities have measure 0. The content of this article is largely based o that in Calculus on Manifolds by Michael Spivak.

Denition of the Riemann Integral

Denition 1. A partition of an interval [a, b] is a sequence t0 , t1 , ..., tk , with a = t0 t1 tk = b. Denition 2. A partition of [a1 , b1 ] [a2 , b2 ] [an , bn ] is a collection P = {P1 , . . . , Pn }, where Pi is a partition of [ai , bi ]. Denition 3. A subrectangle of a partition P = {{t1,0 , t1,1 , . . .}, {t2,0 , t2,1 , . . .}, . . . {tn,0 , . . .}} is the rectangle [t1,i1 , t1,i1 +1 ] [t2,i2 , t2,i2 +1 ] [tn,in , tn,in +1 ]. Let S be a set. We write the minimum and maximum of f : Rn R on S as min(f, S) = inf{f (x) : x S} and max(f, S) = inf{f (x) : x S} respectively. We dene the volume of a rectangle [a1 , b1 ] [an , bn ] as (b1 a1 ) (bn an ). Denition 4. The lower sum of f over partition P is dened as L(f, P ) = upper sum is similarly dened as U (f, P ) = SP max(f, S)v(S). Finally, we dene the Riemann integral: Denition 5. A function f : Rn R is integrable over A Rn if sup{L(f, P )} = inf{U (f, P )}, and the integral of f over A is dened as this value.
SP

min(f, S)v(S). The

Measure Zero and Content Zero

> 0, there is a cover {U1 , U2 , . . .} of A by

Denition 6. A subset A of Rn has measure 0 if for every closed rectangles such that v(Ui ) < . i=1

If A has measure 0, then all subsets of A have measure 0. Any nite set and countably innite set has measure 0. In addition, any countable union of measure 0 sets has measure 0. 1

Denition 7. A subset A of Rn has content 0 if for every > 0, there is a nite cover {U1 , U2 , . . . , Uk } of A by closed rectangles such that k v(Ui ) < . i=1 Content 0 is a stronger condition than measure 0; all sets with content 0 have measure 0, but not all measure 0 sets have content 0. However, for compact sets, the two notions are equivalent: Theorem 1. If A is compact and has measure 0, then A has content 0. Proof. Let > 0, and let {U1 , U2 , . . .} be a cover of A by open rectangles with v(Ui ) < . Since A is i=1 compact, there is a nite sub-cover Uj1 , . . . , Ujk of A, so k v(Uji ) < v(Ui ) < . i=1 i=1 Corollary 1. The interval [a, b] has measure 0. Proof. Let {U1 , . . . , Uk be a nite cover of [a, b], and suppose (without loss of generality) Ui [a, b] for all i. Let a = t0 < . . . < tj = b be all the endpoints of all the Ui . Then, v(Ui ) is the sum of certain tl tl1 , and since for all l, [tl1 , tl ] Ui for some i, k v(Ui ) k = b a. Thus, [a, b] does not have content i=1 j=1 0, so it does not have measure 0 by Theorem 1.

Integrable Functions

Denition 8. Let f : Rn R be bounded. Let max(a, f, ) = sup{f (x) : x A, |x a| < } and min(a, f, ) = inf{f (x) : x A, |x a| < }, for a Rn . Dene the oscillation o(f, a) of f at a as lim0 max(a, f, ) min(a, f, ). Theorem 2 (Lebesgue integrability condition). Let A be a closed rectangle and f : A R a bounded function. Let B be the set of discontinuities of f . Then, f is integrable if and only if B has measure 0. Proof. First, suppose B has measure 0. Let > 0, {U1 , U2 , . . .} be a cover of B by closed rectangles with v(Ui ) < . For each x A B, dene Vx as a closed rectangle containing x with maxVx (f ) i=1 minVx (f ) < . Since A is compact, a nite number of these Vx and Ui cover A. Now, consider a partition P such that each subrectangle S is in one of the two groups: 1. S1 , the subrectangles S that lie in one of the Ui . 2. S2 , the subrectangles S that lie in one of the Vx . Let M be an upper bound for |f (x)| on A, so maxS (f ) mins (f ) < 2M for all subrectangles S of the partition P . Then, max(f ) min(f ) v(S) < 2M
SS1 S S SS1

v(S) < 2M .

For S S2 , we have maxS (f ) minS (f ) <

for x S, so v(S) < v(A).

SS2

max(f ) min(f ) v(S) <

SS2 S S

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

SS1

max(f ) min(f ) v(S) +

S S SS2

max(f ) min(f ) v(S)

S S

2M + v(A) . Since M and v(A) are constants, we can make U (f, P ) L(f, P ) as small as we want, so f is integrable. Now suppose f is integrable. Let B = {x : o(f, x) }. Since B = B1 B 1 B 1 , it suces to show 2 3 that each B1/n has measure 0. Let > 0 and P be a partition of A such that U (f, P ) L(f, P ) < /n. Let S be the collection of subrectangles S of P that intersect B1/n . Then, S is a cover of B1/n , and for S S, 1 maxS (f ) minS (f ) n . Thus, 1 n v(S)
SS SS

max(f ) min(f ) v(S)

S S

SP

max(f ) min(f ) v(S)

S S

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

SS

v(S) < . Therefore, B1/n has measure 0, as desired.

Example: Let f (x) = 0 if x is irrational and f (x) = 1 for rational x = p . This function is known as the q q Thomae function. We claim that limxa f (x) = 0 for all a. Let > 0, and let N be an integer with
1 N

< . Dene p Q : q > N }. q

AN = {x =

Since Q AN is a nite set, there is an excluded neighborhood U of a with U (Q AN ) = . Then, if x 1 is a rational in U , x is in AN , and so f (x) = 1 < N < . Since f (x) = 0 for irrational x, 0 f (x) < for q all x U . Thus, limxa f (x) = 0 as claimed. Therefore, we see that f (x) is discontinuous at all the rationals and is continuous at all the irrationals. Since the set of rationals has measure 0, f (x) is integrable.

References
[1] Michael Spivak, Calculus on Manifolds. W. A. Benjamin, Inc., New York, 1965.