Show a function is Riemann integrable.

real-analysisriemann-integration

Let $a<b$ be real numbers and suppose that $f_n:[a,b] \to \mathbb{R}, n\in\mathbb{N}$, is a sequence of continuous functions that converges to a function $f:[a,b]\to\mathbb{R}$ uniformly. I'm asked to "justify briefly" why this function is Riemann integrable. Also show that

$$\lim_{n\to\infty}\int_{a}^{b}f_n(x)dx=\int_{a}^{b}f(x)dx.$$

Am I being asked to prove that all bounded and continuous functions in $\mathbb{R}$ are Riemann integrable? How would I go about doing this?

Best Answer

It is a well known result that if a sequence of continuous functions converges uniformly, its limit function is continuous . Another well known result is that any continuous function is Riemann integrable in an interval $[a,b]$. For the second part, note that

$|\int_{a}^{b} f_n\, dx - \int_{a}^{b} f \, dx| = |\int_{a}^{b} (f_n-f)\, dx|\leq \int_a^b |f_n - f|dx \leq (b-a)\max_{[a,b]}|f_n -f| $

which goes to zero as $n$ approaches to infinity

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