Riemann's proof of the existence of definite integrals

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SUMMARY

Riemann's proof of the existence of definite integrals establishes that all continuous functions on a closed interval are integrable, while noting that not all continuous functions are integrable over unbounded domains. Specifically, the proof demonstrates that for any piecewise continuous function \( f: [a,b] \to E \) (where \( E \) is a finite-dimensional vector space like \( \mathbb{R} \) or \( \mathbb{C} \)), there exists a sequence of step functions \( (s_n)_n \) that uniformly converges to \( f \). This convergence leads to the conclusion that the integral of \( f \) over the interval \( [a,b] \) is well-defined as the limit of the integrals of the step functions.

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  • Understanding of Riemann integrals
  • Familiarity with piecewise continuous functions
  • Knowledge of finite-dimensional vector spaces
  • Basic concepts of uniform convergence
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  • Study the properties of Riemann integrals in detail
  • Explore the concept of uniform convergence in mathematical analysis
  • Learn about piecewise continuous functions and their applications
  • Investigate the implications of integrability in various mathematical contexts
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Hello,

Since it was mentioned in my textbook, I've been trying to find Riemann's proof of the existence of definite integrals (that is, the proof of the theorem stating that all continuous functions are integrable). If anyone knows where to find it or could point me in the right direction, I would much appreciate it :)
 
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No, it is not true that all continuous functions are integrable (##f = 1## is continuous and not integrable on ##\mathbb{R}_+##). However, it is true that continuous functions on a segment are integrable (even piecewise continuous functions).
This comes from the fact that for every piecewise continuous functions ##f: [a,b] \to E ##, ##E## finite dimensional vector space, such as ##\mathbb{R}## or ##\mathbb{C}##, there exists a sequence ##(s_n)_n## of step functions that converges uniformely toward ##f##. Therefore the sequence ##(\int_{[a,b]} s_n)_n ## converges in ##E## as it is a Cauchy sequence, and its limit is called integral of ##f## on ##[a,b]##.
 

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