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Exercise 1.11 (Riemann integrable functions are absolutely integrable)
If is a Riemann integrable function on a compact interval [a,b], show that is also absolutely integrable, and that the Lebesgue integral (with Lebesgue measure restricted to [a,b]) coincides with the Riemann integral . Similarly if is Riemann integrable on a box .
Answers
- On Lebesgue measurablity of the Riemann-integrable functions see Exercise 1.3.9 from Measure Theory.
- On compatibility of the Lebesgue integral and the Riemann integral, see Exercise 1.3.17 from Measure Theory.
2021-08-15 00:00