Riemann implies continuity at a point

Edgar Elizeche
St. Stephens College
May 2, 2014
Theorem 1. Every integrable function has a point of continuity
First well prove the following lemmas.
Lemma 1. If f R[a, b] then [c, d] [a, b] such that M
[c,d]
m
[c,d]
<
Proof. Assume not. Then such that P = {a = x
0
, ..., x
n
= b}
M
i
m
i

n

i=1
(M
i
m
i
)x
i

n

i=1
x
i
= (b a)
Then for = (b a)/2 the oscillatory sum is greater than that.
CONTRADICTION!
Lemma 2. There is a sequence of intervals [a
n+1
, b
n+1
] [a
n
, b
n
] such that
M
[a
n
,b
n
]
m
[a
n
,b
n
]
0 as n
Proof. Apply lemma 1 several times to [a
n
, b
n
] with a
0
= a, b
0
= b and
=
1
n
Proof. Applying lemma 2 to [a, b] We get that the oscillation can be made
small in the nested intervals.
Then, this implies also that b
n
a
n
0 otherwise the oscillatory sum
will not tend to 0 (or the function is constant in an interval, which also
give the result). Now, by the nested interval property (Cauchy property for
closed sets) [a, b] such that [a
n
, b
n
]n N. Now this is unique as
b
n
a
n
0. Now we claim that is a point of continuity.
Let > 0 be given.
By construction of lemma 2 we get an n N such that M
[a
n
,b
n
]
m
[a
n
,b
n
]

. Then |f(x) f()| x [a
n
, b
n
]. Letting = b
n
a
n
we get the
continuity.
1