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Homework Statement
Prove or give a counter example of the following statement:
If [itex]f: [a,b] \to [c,d][/itex] is linear and [itex]g:[c,d] \to \mathbb{R}[/itex] is Riemann integrable then [itex]g \circ f[/itex] is Riemann integrable
Homework Equations
The Attempt at a Solution
I'm going to attempt to prove the statement is true.
Let [itex]f(x) = ax + b[/itex]. I'm going to assume [itex]a > 0[/itex] and do a similar proof for [itex]a < 0[/itex] if this one is alright.
Fix [itex]n \in \mathbb{N}[/itex] such that [itex]\frac{1}{n} \leq a[/itex].
Fix [itex]\epsilon > 0[/itex]
Since g is Riemann integrable [itex]\exists P = \{y_0, y_1, ..., y_n\}[/itex] such that [itex]U(g,P) - L(g,P) \lt \frac{\epsilon}{n}[/itex]. Where [itex]P[/itex] is a partition of [itex][c,d][/itex].
Let [itex]Q = \{x_0, x_1, ..., x_n\}[/itex] where [itex]x_i = \frac{y_i - b}{a}[/itex]. Since [itex]f(x)[/itex] is strictly increasing, [itex]x \in [x_{i-1}, x_i] \implies f(x) \in [y_{i-1}, y_i][/itex].
This means [itex]M_i = \sup\{ g(y): y \in [y_{i-1}, y_i]\} = \sup\{g(f(x)): x \in [x_{i-1}, x_i]\}[/itex] and likewise for the infimum over the interval, which I will label [itex]m_i[/itex].
[tex]\implies \\ U(g \circ f ,Q) - L(g \circ f ,Q) = \sum_{i=1}^n \left(M_i - m_i\right) (x_i - x_{i-1}) \\<br /> = \sum_{i=1}^n \left(M_i - m_i\right) \frac{(y_i - y_{i-1})}{a} \\<br /> \leq \sum_{i=1}^n \left(M_i - m_i\right) (y_i - y_{i-1}) n \\<br /> = n \left(U(g,P) - L(g,P)\right) \\<br /> \leq n \frac{\epsilon}{n} = \epsilon[/tex]
I was hoping someone could confirm my reasoning is okay or point out a place I made a mistake. Thanks