Functions of a Real Variable, II, p. 31
Bourbaki marks this one as harder than the rest.
Let f be a regulated numerical function on a compact interval [a,b]. We put
r(n)=nb−ak=1∑nf(a+knb−a)−∫abf(t)dt. a) Now prove that, if
f is increasing in
[a,b], one has
0≤r(n)≤nb−a(f(b)−f(a)). b) If
f is continuous and admits in
[a,b] a regulated and bounded right derivative, now prove that one has
n→∞limnr(n)=2b−a(f(b)−f(a))(by setting xk=a+knb−a, notice that one has r(n)=k=0∑n−1∫xkxk+1(f(xk+1)−f(t))dt, and apply Proposition 5 of II, p. 7). c) Give an example of an increasing and continuous function
f in
[a,b] such that
nr(n) does not tend to
2b−a(f(b)−f(a)) when
n increases indefinitely [take for
f the limit of a decreasing sequence
(fn) of increasing functions whose representative curves are broken lines, such that
fn(a+k2nb−a)=f(a+k2nb−a)for 0≤k≤2n and
(b−a)k=1∑2nfn(a+k2nb−a)−2n∫abfn(t)dt≥41(b−a)(fn(b)−fn(a))].