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Section 1.3 The Space of Riemann Integrable Functions

Introduction.

Here we discuss the relation between the space of Riemann integrable functions on \([a, b]\) and \(L^{1}[a, b]\text{,}\) the completion of \(C[a, b]\) under the \(L^{1}[a, b]\) norm.
We first make the following definition.

Definition 1.3.1.

Let \(f\) be defined on an interval \(I\text{.}\) The oscillation of a function \(f\) over the set \(S \subset I\) is defined to be
\begin{equation*} \sup_{S}f - \inf_{S}f = M(f, S)-m(f, S) \end{equation*}
and is denoted as \(\osc(f, S)\text{.}\)
The oscillation of a function \(f\) at a point \(x\) is defined to be
\begin{equation*} \lim_{r\searrow 0} \osc(f, I\cap I(x, r)), \end{equation*}
and is denoted as \(\osc(f)(x)\text{.}\) Here \(I(x, r)\) is the open interval of radius \(r\) centered at \(x\text{.}\)

Proof.

For any real number \(a\text{,}\) if \(x_{0}\in \{x: \osc(f)(x) < a\}\text{,}\) then there exists some \(r>0\) such that \(\osc(f, I(x_{0}, r)) < a\text{.}\) For any \(x \in I(x_{0}, r)\text{,}\) we observe that \(\osc(f)(x)\le \osc(f, I(x_{0}, r)) < a\text{.}\) Thus \(I(x_{0}, r) \subset \{x: \osc(f)(x) < a\}\text{,}\) proving that the latter is open.
Note that
\begin{equation} \{x: f \text{ discontinuous at } x\}= \cup_{k\in \bbN} \{y: \osc(f)(y)\ge \frac 1k\},\tag{1.3.1} \end{equation}
namely, \(\{x: f \text{ discontinuous at } x\}\) is a countable union of of the closed sets \(\{y: \osc(f)(y)\ge \frac 1k\}\text{.}\)

Proof.

Suppose that \(f\) is Riemann integrable on \(I\) and that \(\epsilon>0\) is given. Then the Darboux integrability criterion gives us a partition \(\cP:=\{I_{\alpha}\}\) such that
\begin{equation*} \int_{I}\, f -\frac{\epsilon}{2} < L(f, \cP)\le \int_{I}\, f \le U (f, \cP) < \int_{I}\, f + \frac{\epsilon}{2}, \end{equation*}
which implies that
\begin{equation*} \sum_{\alpha} \osc(f,I_{\alpha})\vert I_{\alpha} \vert =U (f, \cP)-L (f, \cP) < \epsilon. \end{equation*}
Suppose that (1.3.2) holds. Then \(U (f, \cP)-L (f, \cP) < \epsilon,\) and
\begin{equation*} 0\le \upint_{I}\, f -\lowint_{\;I} \, f \le U (f, \cP)-L (f, \cP) < \epsilon. \end{equation*}
Since \(\epsilon >0\) is arbitrary, it follows that \(\upint_{I}\, f -\lowint_{\;I} \, f=0\text{,}\) and \(f\) is Riemann integrable on \(I\text{.}\)
Finally, suppose that \(f\) is continuous on the closed interval \(I\text{,}\) then it is uniformly continuous on \(I\text{.}\) For any given \(\epsilon >0\text{,}\) there exists \(\delta >0\) such that for any partition \(\cP:=\{I_{\alpha}\}\) of \(I\) with \(\lambda (P) < \delta\text{,}\) we have \(\osc(f, I_{\alpha}) < \epsilon/\vert I\vert\) for all \(I_{\alpha} \in \cP\text{.}\) It then follows that
\begin{equation*} \sum_{\alpha} \osc(f,I_{\alpha})\vert I_{\alpha} \vert \le \epsilon, \end{equation*}
proving the Riemann integrability of \(f\) on \(I\text{.}\)

Definition 1.3.4.

A set \(S\subset \bbR\) is said to have content \(0\text{,}\) if for any \(\epsilon >0\text{,}\) there exists a finite cover \(\{I_{i}\} \) of \(S\) by intervals such that
\begin{equation*} \sum_{i}\vert I_{i}\vert < \epsilon. \end{equation*}
We are now ready to formulate the following theorem.

Proof.

We will use (1.3.1) for the only if part.
Suppose that \(f\) is Riemann integrable on \(I\text{.}\) For each \(k\in \bbN\text{,}\) we will prove that the closed set \(D_{k}:=\{y: \osc(f)(y)\ge \frac 1k\}\) is a set of content \(0\text{.}\)
Given any \(\epsilon >0\text{.}\) There exists a partition \(\cP=\{I_{\alpha}\}\) of \(I\) such that
\begin{equation*} \sum_{\alpha} \osc(f, I_{\alpha})\vert I_{\alpha} \vert < \frac{\epsilon}{2k}. \end{equation*}
The intervals in \(\cP\) are divided into two subgroups: the subgroup \(\cL_{k}\) consisting those \(I_{\alpha}\) such that \(\osc(f, I_{\alpha})\ge \frac{1}{2k}\text{,}\) and the subgroup \(\cS_{k}\) consisting those \(I_{\alpha}\) such that \(\osc(f, I_{\alpha})< \frac{1}{2k}\text{.}\) Then it follows from
\begin{equation*} \frac{1}{2k} \sum_{I_{\alpha}\in \cL_{k} } \vert I_{\alpha} \vert \le \sum_{I_{\alpha}\in \cL_{k} } \osc(f, I_{\alpha})\vert I_{\alpha} \vert < \frac{\epsilon}{2k} \end{equation*}
that
\begin{equation*} \sum_{I_{\alpha}\in \cL_{k} } \vert I_{\alpha} \vert < \epsilon. \end{equation*}
We now claim that
\begin{equation*} D_{k}\subset \cup_{I_{\alpha}\in \cL_{k} } I_{\alpha}. \end{equation*}
This will show that \(D_{k}\) is a set of content \(0\text{.}\)
If the claim were not true, there would exist some \(x \in D_{k} \setminus \cup_{I_{\alpha}\in \cL_{k} } I_{\alpha}\text{.}\) Thus \(x \in \cup_{I_{\alpha}\in \cS_{k} } I_{\alpha}\text{.}\) Since the complement of \(\cup_{I_{\alpha}\in \cL_{k} } I_{\alpha}\) is open, there exists some interval \(I(x, r) \subset \cup_{I_{\alpha}\in \cS_{k} } I_{\alpha}\text{.}\) If \(x\in \text{ interior}(I_{\alpha})\) for some \(I_{\alpha} \in \cS_{k}\text{,}\) it would force \(\frac 1k \le \osc(f)(x)\le \osc(f, I_{\alpha}) < \frac{1}{2k}\text{,}\) which would be a contradiction. So \(x\) can only be on the boundary of one or more \(I_{\alpha} \in \cS_{k}\text{.}\) We can choose \(r>0\) small enough such that any \(y\in I(x, r)\) and \(x\) will be in one such common interval. Therefore, \(\vert f(y)-f(x)\vert < \frac{1}{2k}\text{.}\) This would lead to \(\osc(f)(x)\le \osc(f, I(x, r)) < \frac 1k\text{,}\) contradicting \(x \in D_{k}\text{.}\)
For the if part, take any \(\epsilon > 0\text{,}\) then choose \(k\) such that \(k^{-1} < \epsilon\text{.}\) The closed set \(D_{k}=\{y: \osc(f)(y)\ge \frac 1k\}\) is a subset of the negligible set \(D\text{,}\) so can be covered by a union \(G\) of a finite number of intervals such that \(|G| < \epsilon\text{.}\) Every point \(x\in [a, b]\setminus G\) has an open interval \(I(x, r)\) such that \(\osc(f, I(x, r)) < k^{-1}\text{.}\) The closed set \([a, b]\setminus G\) can be covered by the union of a finite number of such intervals and one can find a fine enough partition \(\cP=\{I_{i}\}\) of \([a, b]\) such that if any \(I_{i}\) contains a point of \(D_{k}^{c}\text{,}\) then \(\osc(f, I_{i})< k^{-1}\text{;}\) and the union of those \(I_{i}\subset D_{k} \) has their sum of lengths \(< \epsilon\text{.}\) This would give
\begin{equation*} \sum_{i} \osc(f, I_{i})|I_{i}| \le k^{-1}(b-a) + 2\epsilon \sup_{[a, b]}|f| , \end{equation*}
which proves that \(f\) satisfies the Riemann integrability criterion.

Proof.

Since the set \(D\) of discontinuity of \(f\) is negligible, for any \(\epsilon > 0\) there exists an open set \(G\) in \([a, b]\) such that it covers \(D\) and \(|G| < \epsilon\text{.}\) For every point \(x\) in the closed set \([a, b]\setminus G\text{,}\) \(\osc(f)(x)=0\text{,}\) so \(f\) is a continuous function on this closed set. It can be extended to a continuous function \(c(x)\) on \([a, b]\) such that \(\max_{[a, b]}|c(x)| \le \max_{[a,b]}|f(x)|\text{.}\) Then this \(c\) satisfies our requirements.

Exercise 1.3.7.

Suppose that \(c(x)\in C[a, b]\) and \(E\subset [a, b]\) is negligible. Is it true that any modification of \(c(x)\) on \(E\) into a bounded function \(\tilde c(x)\) will remain to have a negligible set of discontinuity and remain Riemann integrable on \([a, b]\text{?}\)

Exercise 1.3.8.

Suppose that \(E\) is a closed negligible subset of \([a, b]\text{.}\) Prove that the set of discontinuity of the characteristic function \(\chi_{E}(x)\) is precisely \(E\text{.}\)

Exercise 1.3.9.

Suppose that \(E\) is the union of at most countably many closed negligible subsets of \([a, b]\text{.}\) Prove that there is a bounded function \(f(x)\) defined on \([a, b]\) whose set of discontinuity is precisely \(E\text{.}\)