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A version holds for Fourier series as well: if is an integrable function on a bounded interval, then the Fourier coefficients ^ of tend to 0 as . This follows by extending f {\displaystyle f} by zero outside the interval, and then applying the version of the Riemann–Lebesgue lemma on the entire real line.
The converse does not hold; not all Lebesgue-integrable functions are Riemann integrable. The Lebesgue–Vitali theorem does not imply that all type of discontinuities have the same weight on the obstruction that a real-valued bounded function be Riemann integrable on [a, b].
of a Riemann integrable function defined on a closed and bounded interval are the real numbers and , in which is called the lower limit and the upper limit. The region that is bounded can be seen as the area inside a {\displaystyle a} and b {\displaystyle b} .
Although all bounded piecewise continuous functions are Riemann-integrable on a bounded interval, subsequently more general functions were considered—particularly in the context of Fourier analysis—to which Riemann's definition does not apply, and Lebesgue formulated a different definition of integral, founded in measure theory (a subfield ...
The Lebesgue criterion for integrability states that a bounded function is Riemann integrable if and only if the set of all discontinuities has measure zero. [5] Every countable subset of the real numbers - such as the rational numbers - has measure zero, so the above discussion shows that Thomae's function is Riemann integrable on any interval.
The Riemann–Stieltjes integral appears in the original formulation of F. Riesz's theorem which represents the dual space of the Banach space C[a,b] of continuous functions in an interval [a,b] as Riemann–Stieltjes integrals against functions of bounded variation. Later, that theorem was reformulated in terms of measures.
Therefore, if some sequence is equidistributed in [a, b], it is expected that this sequence can be used to calculate the integral of a Riemann-integrable function. This leads to the following criterion [1] for an equidistributed sequence: Suppose (s 1, s 2, s 3, ...) is a sequence contained in the interval [a, b]. Then the following conditions ...
This often happens when the function f being integrated from a to c has a vertical asymptote at c, or if c = ∞ (see Figures 1 and 2). In such cases, the improper Riemann integral allows one to calculate the Lebesgue integral of the function. Specifically, the following theorem holds (Apostol 1974, Theorem 10.33):