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ZixuanZhang
ZixuanZhang
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Continuity implies Integrability

A continuous function is Riemann integrable.

Proposition 4.12 (Continuity Implies Integrability)
If is continuous, then it is integrable.

Proof

By the Extreme Value Theorem, continuous on with is bounded.

The proof proceeds by contrapositive: if is not integrable, then is not continuous. If is not integrable, there is such that for every partition of ,

hence some has . By the Extreme Value Theorem there are with .

This applies in particular to the uniform partitions : for each pick with and . The sequences and are bounded, so by the Bolzano-Weierstrass Theorem they have convergent subsequences . Their limits satisfy , since

yet along the same indices, so and do not converge to the same limit. Thus is not sequentially continuous, hence not continuous.

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