Riemann integrable then J-integrable

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SUMMARY

In the context of integration theory, if a bounded function \( f: E \rightarrow \mathbb{R} \) defined on a closed Jordan domain \( E \subset \mathbb{R}^n \) is Riemann integrable, it is also J-integrable. The proof hinges on the relationship between Riemann sums and the sums defined for Jordan domains. Specifically, the upper and lower Riemann sums converge to the same limit as the partitions refine, thereby establishing that the infimum of the upper volume and the supremum of the lower volume are equal, confirming J-integrability.

PREREQUISITES
  • Understanding of Riemann integration and its definitions.
  • Familiarity with Jordan domains in \( \mathbb{R}^n \).
  • Knowledge of upper and lower Riemann sums.
  • Basic concepts of limits and convergence in mathematical analysis.
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  • Study the properties of Jordan domains in \( \mathbb{R}^n \).
  • Explore the differences between Riemann and J-integrability.
  • Investigate the implications of J-integrability in higher dimensions.
  • Learn about the applications of integration theory in real analysis.
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Mathematicians, students of real analysis, and anyone studying integration theory, particularly those interested in the relationships between different types of integrability.

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Let $E\subset\mathbb{R}^n$ be a closed Jordan domain and $f:E\rightarrow\mathbb{R}$ a bounded function. We adopt the convention that $f$ is extended to $\mathbb{R}^n\setminus E$ by $0$.
Let $\jmath$ be a finite set of Jordan domains in $\mathbb{R}^n$ that cover $E$. Define $M_J=sup\left \{ f(x)\;|\;x\in J \right \}$, $m_J=inf\left \{ f(x)\;|\;x\in J \right \}$

$W(f;\jmath )=\sum_{J\in\jmath ,J\cap E\neq \varnothing }M_JVol(J)\;\;\;\;\;\;\;\;\;\;$(upper R-sum)
$w(f;\jmath )=\sum_{J\in\jmath ,J\cap E\neq \varnothing }m_JVol(J)\;\;\;\;\;\;\;\;\;\;$(lower R-sum)Define $\overline{vol}(f;E)=inf\left \{ W(f;\jmath ) \right \}\;$, $\;\underline{vol}(f;E)=sup\left \{ w(f;\jmath ) \right \}$.Say that $f$ is $J$-integrable on $E$ if $\overline{vol}(f;E)=\underline{vol}(f;E)$. **Prove** that if $f$ is Riemann integrable on $E$ then it is $J$-integrable.

How to relate this? The definition of Riemann integrable has only a difference that $\jmath$ is an n-dimensional rectangle and $J$ is a grid on $\jmath$.
 
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Since $f$ is Riemann-integrable, then by definition, there exists a sequence of partitions $\left \{ P_k \right \}_{k\in\mathbb{N}}$ such that $\lim_{k\rightarrow\infty}R(f;P_k)=\int_E f(x)dx$ and $\lim_{k\rightarrow\infty}L(f;P_k)=\int_E f(x)dx$. Let $\jmath_k$ be the set of $J$-domains that corresponds to the partition $P_k$, so that for each element $x\in P_k$ there is a unique $J\in\jmath_k$ such that $x\in J$. Then we have $$\lim_{k\rightarrow\infty}W(f; \jmath_k)=\lim_{k\rightarrow\infty}R(f;P_k)=\int_E f(x)dx$$and $$\lim_{k\rightarrow\infty}w(f; \jmath_k)=\lim_{k\rightarrow\infty}L(f;P_k)=\int_E f(x)dx$$Hence, we have $$\overline{vol}(f;E)=\lim_{k\rightarrow\infty}W(f; \jmath_k)=\lim_{k\rightarrow\infty}w(f; \jmath_k)=\underline{vol}(f;E)$$Therefore, $f$ is $J$-integrable on $E$.
 

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