Bourbaki

Exercise 11, § 1

Functions of a Real Variable, II, 81

With the same hypotheses as in exerc. 10 show that for every ε>0\varepsilon > 0 there exists a number ρ>0\rho > 0 such that for every subdivision of [a, b][a,\ b] into intervals [xi, xi+1][x_i,\ x_{i+1}] of length ≤ρ\leq \rho (0≤i≤n−10 \leq i \leq n-1) one has

∣∫ab∣f(t).g(t)∣ dt−∑i=0n−1[f(ui).g(vi)](xi+1−xi)∣≤ε \left| \int_a^b |\mathbf{f}(t).\mathbf{g}(t)|\,dt - \sum_{i=0}^{n-1} [\mathbf{f}(u_i).\mathbf{g}(v_i)] (x_{i+1} - x_i) \right| \leq \varepsilon
for any choice, for each index ii, of points ui, viu_i,\ v_i in [xi, xi+1][x_i,\ x_{i+1}] (reduce to the case where f\mathbf{f} and g\mathbf{g} are step functions).

Solution

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Transcribed from the printed volume. Not translated.