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Exercise 7.4.4
Show that if for all and is integrable, then .
Answers
I claim that there exists some non-empty interval and some such that for all non-empty subintervals , there exists with . Note that once we prove this claim, we can readily show , where
We’ll prove this claim by contradiction. Suppose that for all non-empty intervals and for all , there exists a non-empty subinterval of where .
Now let , and for , let and satisfying . Now by the Nested Interval Property, . Now, satisfies for all , implying — a contradiction since for all .