Bourbaki

Exercise 6, § 2

Functions of a Real Variable, II, 85

Let f\mathbf{f} be a regulated function on the interval ]a,+∞a, +\infty*; suppose that there exists a real decreasing function gg on ]a,+∞a, +\infty* such that ∥f(x)∥⩽g(x)\| \mathbf{f}(x) \| \leqslant g(x) on this interval and that the integral ∫a+∞g(t) dt\int_a^{+\infty} g(t)\,dt converges. Show that the series ∑n=1∞f(a+nh)\sum_{n=1}^\infty \mathbf{f}(a + nh) is absolutely convergent for every h>0h > 0, and that

lim⁡h→+∞h∑n=1∞f(a+nh)=∫a+∞f(t) dt. \lim_{h \to +\infty} h \sum_{n=1}^\infty \mathbf{f}(a + nh) = \int_a^{+\infty} \mathbf{f}(t)\,dt.

Solution

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Transcribed from the printed volume. Not translated.