Bourbaki

Remark 1

Tag 087K, permanent. Cite it as [Bourbaki, Tag 087K].

Functions of a Real Variable, chapter II, § 1. PRIMITIVES AND INTEGRALS

When ff is continuous prop. 5 can be proved more simply: since ff is uniformly continuous on [x0, x][x_0,\ x] there exists a ρ>0\rho > 0 such that on every interval of length ≤ρ\leq \rho contained in [x0, x][x_0,\ x] the oscillation of ff is ≤εx−x0\leq \frac{\varepsilon}{x - x_0}; for every subdivision of [x0, x][x_0,\ x] into intervals [xi, xi+1][x_i,\ x_{i+1}] of length ≤ρ\leq \rho and every choice of tit_i in [xi, xi+1][x_i,\ x_{i+1}] for 0≤i≤n−10 \leq i \leq n-1 the step function f1f_1 equal to f(ti)f(t_i) on [xi, xi+1][x_i,\ x_{i+1}] (0≤i≤n−10 \leq i \leq n-1), and to f(x)f(x) at the point x, is such that ∥f(y)−f1(y)∥≤εx−x0\| f(y) - f_1(y) \| \leq \frac{\varepsilon}{x - x_0} on [x0,x][x_0, x]; if g1g_1 is a primitive of f1f_1 one has

g1(x)−g1(x0)=∑i=0n−1f(ti)(xi+1−xi), g_1(x) - g_1(x_0) = \sum_{i=0}^{n-1} f(t_i)(x_{i+1} - x_i),
so the relation (1) follows immediately from the mean value theorem.

In the rest of this chapter we shall confine ourselves to the study of primitives of regulated functions on an interval I. For such a function ff, with values in E, a primitive gg of ff, and for two arbitrary points x0,xx_0, x of I, the element g(x)−g(x0)g(x) - g(x_0) of E (which is clearly the same, no matter which primitive gg of ff one considers) is called the integral of the function ff from x0x_0 to xx (or over the compact interval [x0,x][x_0, x]) and is denoted by ∫x0xf(t)dt\int_{x_0}^x f(t) dt or ∫x0xf\int_{x_0}^x f. This name and notation have their origin in prop. 5 of II, p. 57, which shows that an integral can be approximated arbitrarily closely by a Riemann sum; more particularly, one can write, taking subdivisions of [x0,x][x_0, x] into equal intervals,

1x−x0∫x0xf(t)dt=lim⁡n→∞1n∑k=0n−1f(x0+kx−x0n). \frac{1}{x - x_0} \int_{x_0}^x f(t) dt = \lim_{n \to \infty} \frac{1}{n} \sum_{k=0}^{n-1} f \left( x_0 + k \frac{x - x_0}{n} \right).

In other words, the element 1x−x0∫x0xf(t)dt\frac{1}{x - x_0} \int_{x_0}^x f(t) dt is the limit of the arithmetic means of the values of ff at the left-hand endpoints of the intervals of a subdivision of [x0,x][x_0, x] into equal intervals; one also calls it the mean (or mean value) of the function ff on the interval [x0,x][x_0, x].

By definition, the function x↦∫x0xf(t)dtx \mapsto \int_{x_0}^x f(t) dt is none other than the primitive of ff which vanishes at the point x0∈Ix_0 \in I; one also denotes it by ∫x0xf(t)dt\int_{x_0}^x f(t) dt or ∫x0xf\int_{x_0}^x f.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Cites

Transcribed from the printed volume. Not translated.