Example of Lebesgue Integral but not Riemann Integrable

In summary, the Dirichlet function is discontinuous at a number of points and is not Riemann integrable.
  • #1
Nusc
760
2
What's Example of Lebesgue Integrable function which is not Riemann Integrable?
 
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  • #2
There are plenty. Can you think of a characteristic function of a nonempty measurable set (of finite measure) that is discontinuous everywhere? Why will this do?
 
  • #3
There's example 7.4 on page 145 -- in the limit, this is the classic example of a non-Riemann-integrable function.

But I don't understand why this will do.
 
  • #4
Nusc said:
There's example 7.4 on page 145 -- in the limit, this is the classic example of a non-Riemann-integrable function.

But I don't understand why this will do.
I get annoyed when people refer to examples in specific books- do they expect everyone to have the book in front of them? But here, you don't even say what book!

The simplest example of a Lebesque integrable function that is not Riemann integrable is f(x)= 1 if x is irrational, 0 if x is rational.

It is trivially Lebesque integrable: the set of rational numbers is countable, so has measure 0. f = 1 almost everywhere so is Lebesque integrable and its integral, from 0 to 1, is 1.

But if no matter how we divide the interval from x= 0 to x= 1 into intervals, every interval contains both rational and irrational numbers: the "lower sum" is always 0 and the "upper sum" is always 1. As we increase the number of intervals to infinity, those do NOT converge.
 
  • #5
Consider the following set $A= Q \cap [0,1]$. Where Q is the set of rational numbers of course. Now consider the characteristic function of $A$ denoted $X_A$ defined as follow: $X_A(x)=0$ when $x \in A$ and $x=0$ otherwise. Since this function is almost zero everywhere, then its Lebesgue integral is clearly 0. However, it is easily proved that $X_A$ is not Riemann integrable. As an argument but not proof to support this, the function is discontinuous at uncountable number of points.

Vignon S. Oussa
 
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  • #6
Could you give us another, more complicated example? It seems like the Dirichlet function is everywhere!

thanks!
riesling
 
  • #7
riesling said:
Could you give us another, more complicated example? It seems like the Dirichlet function is everywhere!

thanks!
riesling

What kind of example do you want?? You can also have

[tex]f(x)=x~\text{for}~x\neq \mathbb{Q}~\text{and}~f(x)=0~\text{otherwise}[/tex]
 
  • #8
Thanks! I'm looking for some where the set of discontinuities and the set of continuities are both of non-zero measure...Is that posible...I know of a type of Cantor set which has positive measure...are there others?
 

What is an example of a Lebesgue Integral that is not Riemann Integrable?

An example of this is the function f(x) = 1, where x is irrational, and f(x) = 0, where x is rational. This function is Lebesgue Integrable, but not Riemann Integrable.

What is the difference between Lebesgue Integral and Riemann Integral?

The Lebesgue Integral and Riemann Integral are two different ways of calculating the area under a curve. The main difference is that the Riemann Integral uses the concept of partitions and limits to approximate the area, while the Lebesgue Integral uses a measure theory approach that considers the "size" of the intervals over which the function is being integrated.

Why is the example of Lebesgue Integral but not Riemann Integrable important?

Understanding this example is important because it illustrates the limitations of the Riemann Integral and highlights the need for a more general approach, such as the Lebesgue Integral, in certain cases. It also allows for a deeper understanding of the fundamental differences between these two types of integrals.

Can a function be both Lebesgue Integrable and Riemann Integrable?

Yes, a function can be both Lebesgue Integrable and Riemann Integrable. In fact, if a function is Riemann Integrable, it is also Lebesgue Integrable. However, the converse is not always true, as shown by the example of Lebesgue Integral but not Riemann Integrable.

What are the practical applications of Lebesgue Integral?

The Lebesgue Integral has many practical applications in fields such as physics, engineering, and economics. It allows for the integration of more complicated functions, including those that are not Riemann Integrable. It is also used in the development of more advanced mathematical concepts, such as the theory of probability and measure theory.

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