[Math] Principles of math analysis by Rudin, Chapter 6 Problem 7

calculusintegrationreal-analysis

Suppose $f$ is a real function on $(0, 1]$ and $f \in \mathscr{R}$ on $[c,1]$ for every $c>0$. Define $\int_0^1 f(x)dx=\lim_{c\to 0} \int_c^1 f(x)dx$ if this limit exists (and is finite).

(a) If $f \in \mathscr{R}$ on $[0,1]$, show that this definition of the integral agrees with the old one.

(b) Construct a function $f$ such that the above limit exists, although it fails to exist with $|f|$ in place of $f$.


This is Problem 7 of Chapter 6 in Principles of Mathematical Analysis by Rudin. For (a), I can prove the equation is correct but I am not sure what does 'definition agrees' mean? For (b), I have no idea.

Thank you in advance.

Best Answer

$b$) Using the well known integral $$ \int_{1}^\infty \frac{\sin x}{x}\mathrm dx $$ which converges conditionally, we reflect reflect everything to near $0$ by sending $$ x\to 1/x $$ and find $$ \int_{1}^\infty\frac{\sin x}{x}\mathrm dx= \int_0^1\frac{\sin(1/y)}{y}\mathrm dy $$

For part $a$, you must prove using the definition of the Riemann integral that for a function which is integrable on $[0,1]$, the number $$ \int_0^1 f(x)\mathrm dx $$ is the same as the number $$ \lim_{c\to 0^+}\int_c^1f(x)\mathrm dx $$

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