7 .5 Algebraic Properties of the Integral 399
By Riemann's condition for integrability (7.2.14) there is a partition 'P =
{ Xo, X1, · · · , Xn} of [a, b] such that
S(f, P) -$_(!, P) < o^2 •
For each i = 1, 2, · · · , n, we use the notation
mi(f) = inf{f(x): Xi- 1 ::; x::; xi} and
mi (g o J) = inf { (g o J) ( x ) : Xi-l ::; x ::; xi}
(15)
and similarly for Mi(f) and Mi(g of). Divide the set N = {1, 2, · · · , n} into
two subsets:
(a) Suppose i E N 1. Then
x,y E [xi-1,xi] =? lf(x) - f(y)I::; Mi(f) -mi(f) < o
=? l(g o J)(x) - ( 9 o J)(y)I < c by (14).
Thus, I: (Mi(g of) -mi(9 o J)) 6i ::; L c 6i = c L 6i
iEN1 iEN1 iEN1
::; c(b - a).
(b) Suppose i E N2· Then Mi(g o J) -mi(9 o J)::; B - A, so
M·(f) -m·(f)
Now i E N2 =? Mi(f) -mi(f) ~ o, so '
0
' ~ 1, so
I: 6i ::; I: Mi(f) -mi(f) 6i = ~ L [Mi(f) - m i(f)]6i
iEN2 iEN2 O O iEN 2
1 1
::; J [S(f, P) -$_(!, P)] < J · 82 = o by (15)
< c by definition of o.
Putting (17) and (18) together, we have
L (Mi(g o J) -mi(9 o f)) 6i < (B - A)c.
iEN2
(16)
(18)
(19)