Uniform convergence of integrable functions

hooker27
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This question arised in my last math class:

If a sequence of functions f_n uniformly converges to some f on (a, b) (bounded) and all f_n are integrable on (a, b), does this imply that f is also integrable on (a, b) ??
(f_n do not necessarily have to be continous, if they were, the answer would be obvious)

Note: It is not certain, which type of integral is meant, it can be Newton, Riemann or Lebesgue. Let me please know if the answer depends on which type of integral is used.

- If it is true, could you please tell me where (on www) I might find a proof??
- If it is not true, could you please show me a sequence for which it is not true??

Thanks a lot, H.
 
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An easy way to see Riemann integrability is to note that if fn is continuous at x for all n, then f is continuous at x. Therefore, a discontinuity point of f must be a discontinuity point of some fn (the converse need not be true). Thus, the set of discontinuity points of f is contained in the union of the discontinuity points of the fn. For each fn, the set of discontinuity points is a zero set (assuming Riemann integrability), so the set of discontinuity points of f is contained in the countable union of zero sets, hence is contained in a zero set, hence is a zero set, so f is Riemann integrable.

Lebesgue integrability is preserved as well, I believe. Try looking up the Lebesgue dominated convergence theorem.
 
What, precisely, do you mean by "Newton" integrable? I don't recognise that term.
 
HallsofIvy said:
What, precisely, do you mean by "Newton" integrable? I don't recognise that term.
Maybe there is s different name for that in english. What I know as Newton's integral is this:
if a function f is defined on (a,b) and there exists some F such that F'(x) = f(x) for all x from (a,b) (in other words - the function F is an antiderivative of f on (a,b) ) then Newton's integral of f over (a,b), denoted as
\int_{a}^{b}f(x)dx
is defined as
\lim_{x\to b-}F(x)-\lim_{x\to a+}F(x).

So what I call "Newton integrable" is:
- function must have an antiderivative
- the limits (above) of the antiderivative must exist
- the expression with the limits (above) must be well defined (not \infty -\infty etc.)

As for my previous question: of all discontinous functions f_n have antiderivatives, does their uniform limit f also have an antiderivative?
 
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