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ZixuanZhang
ZixuanZhang
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Additivity of the Integral over Subintervals

For , is integrable iff and are integrable; then .

Statement

For and , is integrable iff its restrictions and are both integrable, and in that case

Proof

Write , , and .

Suppose is integrable and let . There is a partition of with ; WLOG for some (otherwise add to , which can only make the gap smaller). Then with and partitions of and , and

Hence

so both restrictions are integrable.

Conversely, given partitions of and whose gaps are each , the same equalities give with , so is integrable on . Finally,

and since is arbitrary, forces equality.

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