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Zheyuan Wu
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# Math4121 Lecture 13
## Hidden Chapter 1
This chapter is not covered in the lecture but I still want to mention it here.
At first, when the integral was first invented, it was thought to be the area under the curve or above the curve, using intuitive geometric definition from the mysterious common sense of the homo-sapiens. There was not a rigorous definition of the integral from the eighteenth century, when it was first invented, to the nineteenth century, when Riemann, Lebesgue, and others rigorously defined the integral.
The integral was thought to be the anti-derivative, for the general publics.
However, we want to apply the integral to more general functions, rather than just the differentiable functions.
So, we need a rigorous definition of the integral, one potential solution is the Cauchy-Riemann integral.
### Riemann integral
Recall from the previous lectures, we have the following definition of the Riemann integral:
A function $f$ is Riemann integrable on $[a,b]$ if there exists a number $V$ such that for every $\epsilon>0$, there exists a $\delta>0$ such that for every partition $P=\{x_0=a,x_1,\cdots,x_n=b\}$ of $[a,b]$ with mesh less than $\delta$, we have
$$
\left|\sum_{i=1}^{n}f(x_i^*)(x_i-x_{i-1})-V\right|<\epsilon
$$
where $x_i^*$ is a point in the $i$-th subinterval $[x_{i-1},x_i]$.
This sum only exists if the Darboux's sum defined by the following is small:
### Darboux's sum
Let $M_i=\sup_{x\in [x_{i-1},x_i]}f(x)$ and $m_i=\inf_{x\in [x_{i-1},x_i]}f(x)$.
Then, the Darboux's sum is defined as
$$
\underline{S}(f,P)=\sum_{i=1}^{n}m_i(x_i-x_{i-1})
$$
and
$$
\overline{S}(f,P)=\sum_{i=1}^{n}M_i(x_i-x_{i-1})
$$
In this case, small means that $\forall \epsilon>0$, there exists a $\delta>0$ such that if $x_i-x_{i-1}<\delta$, then
$$
\sum_{i=1}^{n}(M_i-m_i)(x_i-x_{i-1})<\epsilon
$$
$(M_i-m_i)$ is the oscillation of $f$ on the $i$-th subinterval $[x_{i-1},x_i]$.
#### Theorem 2.1: Riemann's Integrability Criterion (corollary version)
A function $f$ is Riemann integrable on $[a, b]$ if and only if for every $\sigma>0$ be the bound for the oscillation of $f$, and for any $\epsilon>0$, we can find a subinterval length $\delta$, such that for any partition $P$ of $[a, b]$ with each subinterval has length less than $\delta$, the length of the sum of the lengths of the subintervals where the oscillation exceeds $\sigma$ is less than $\epsilon$.
That is, mathematically, $\forall \sigma,\epsilon>0$, a function $f$ is Riemann integrable on $[a, b]$ if there exists $\delta>0$ such that $\forall P=\{x_0=a,x_1,\ldots,x_n=b\}$ where $x_i-x_{i-1}<\delta$.
$$
\sum_{x_i\in J}\Delta x_i<\epsilon,\quad \text{where} \quad J=\{x_i|(M_i-m_i)>\sigma\}
$$
#### Theorem 2.2: Darboux Integrability Condition
Let $f$ be a bounded function on $[a,b]$. This function is Riemann integrable on $[a, b]$ if and only if for every $\epsilon > 0$, there exists a partition $P$ of $[a, b]$ such that the upper sum $\overline{S}(P;f)-\underline{S}(P;f)<\epsilon$
## New book Chapter 2
Riemann's motivation: Fourier series

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## Recap
### Hankel developed Riemann's integrabilty criterion.
### Hankel developed Riemann's integrability criterion
#### Definition: Oscillation
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where $\mathcal{P}=\{i:\omega(f,I_i)>\sigma\}$.
Proof as homework questions.
Proof:
#### Corollary 2.4
To prove Riemann's Integrability Criterion, we need to show that a bounded function $f$ is Riemann integrable if and only if for every $\sigma, \epsilon > 0$, there exists a partition $P$ of $[a, b]$ such that the sum of the lengths of the intervals where the oscillation exceeds $\sigma$ is less than $\epsilon$.
EOP
#### Proposition 2.4
For point $c\in[a,b]$, define the oscillation at $c$ as
@@ -54,7 +58,7 @@ $$
c_e(S) = \inf_{c\in C_s}\ell(C)
$$
where $\C_s$ is the set of all finite covers of $S$.
where $C_s$ is the set of all finite covers of $S$.
Example:

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#### Theorem: $\mathbb{R}$ is uncountable
Easy proof using[Cantor's diagonal argument](https://notenextra.trance-0.com/Math4111/Math4111_L6#theorem-214).
Easy proof using [Cantor's diagonal argument](https://notenextra.trance-0.com/Math4111/Math4111_L6#theorem-214).
A new one

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Math4121_L11: "Introduction to Lebesgue Integration (Lecture 11)",
Math4121_L12: "Introduction to Lebesgue Integration (Lecture 12)",
Math4121_L13: "Introduction to Lebesgue Integration (Lecture 13)",
Math4121_L14: {
display: 'hidden'
},
Math4121_L15: {
display: 'hidden'
},
Math4121_L16: {
display: 'hidden'
},
Math4121_L17: {
display: 'hidden'
},
Math4121_L14: "Introduction to Lebesgue Integration (Lecture 14)",
Math4121_L15: "Introduction to Lebesgue Integration (Lecture 15)",
Math4121_L16: "Introduction to Lebesgue Integration (Lecture 16)",
Math4121_L17: "Introduction to Lebesgue Integration (Lecture 17)",
Math4121_L18: {
display: 'hidden'
},