[Math] Prove that the lower sum is the infimum of all Riemann sums over a closed, bounded partition

real-analysis

Let $f$ be bounded on $[a,b]$ and let $P = \{a = x_0…x_n = b\}$ be a partition of $[a,b]$.
Prove that the lower sum of $f$ over $P$ is the infimum of the set of
all Riemann sums of $f$ over $P$.

My attempt at a proof is as follows, please let me know if it's correct:

Let $s(P) = \sum_{1}^{n} m_j (x_j – x_{j-1})$ be the lower sum of $f$ over $P$, where $m_j = \inf_{x_{j-1} \leq x \leq x_j} f$. Since $m_j = \inf_{x_{j-1} \leq x \leq x_j} f$, it must also be the minimum of each subinterval, as the subintervals are closed intervals. So $s(P)$ must be the smallest Riemann sum of $f$ over $P$, which in turn implies that it's the infimum of all Riemann sums of $f$ over $P$.

Best Answer

By definition of infimum you need to show the following : let $\epsilon>0$ then there exists a Riemann sum $S(f, P) $ such that $s(P) \leq S(f, P) <s(P) +\epsilon$. To do so just note that $m_{i} $ is infimum of $f$ on $[x_{i-1},x_{i}]$ and hence there is a point $t_{i} \in[x_{i-1},x_{i}]$ such that $$m_{i} \leq f(t_{i}) <m_{i} +\frac{\epsilon} {b-a} $$ Multiplying the above by $(x_{i} - x_{i-1})$ and summing from $i=1$ to $n$ we get $$\sum_{i=1}^{n}m_{i}(x_{i}-x_{i-1})\leq \sum_{i=1}^{n}f(t_{i})(x_{i}-x_{i-1})<\sum_{i=1}^{n}m_{i}(x_{i}-x_{i-1})+\frac{\epsilon} {b-a} \sum_{i=1}^{n}(x_{i}-x_{i-1})$$ ie $$s(P) \leq S(f, P) <s(P) +\epsilon$$ and we are done.

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