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.
Related
Stated in
- Lemma 4.14ยง4.2 Integrability Criteria
