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Henstock Integrable Functions are Lebesgue Integrable on a Portion

Article  in  Proceedings of the American Mathematical Society · January 1991


DOI: 10.1090/S0002-9939-1991-1034883-6

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proceedings of the
american mathematical society
Volume 111. Number 1, January 1991

HENSTOCK INTEGRABLE FUNCTIONS


ARE LEBESGUE INTEGRABLE ON A PORTION

ZOLTÁN BUCZOLICH

(Communicated by R. Daniel Mauldin)

Abstract. If a real function / defined on an interval / C Rm is Henstock


integrable, then one can always find a nondegenerate subinterval J C / on
which / is Lebesgue integrable.

Introduction
In his memoir [O; 4.6.4, p. 87] Krzysztof M. Ostaszewski mentioned that "the
question posed by Karták in [K]—whether, for a Perron-integrable function, one
can find a nondegenerate interval on which it is Lebesgue-integrable—remains
unanswered." In this paper we give an affirmative answer to this question.
The one-dimensional case of our theorem is an old and well-known result [S,
Theorem 1.4, Chapter VIII].
Recall that the (classical) Henstock integral is equivalent to the Perron inte-
gral [O, Chapter 2, p. 20]. Since our proof is based on the Henstock integration
process we shall use the name Henstock integral in the statement of our theorem.

Preliminaries
By Rm we denote the w-dimensional Euclidean space. By an interval I we
mean a set of the form x^,[a(, b/\. The w-dimensional Lebesgue measure
of the set £cRffl is denoted by \E\. The Lebesgue integral of a function /
over a set E is denoted by (L) JEf. We say that the intervals 7 and J are
non-overlapping if int(7) n int(/) = 0 . If the intervals Bt. c 7 , i = I, ... , k ,
are non-overlapping and 7 = U{72;.: / = 1, ... , k}, then we say that the set
D = {B¡: i = 1,... , k} is a division of 7 . A partition of an interval 7 is a
collection P = {{B¡, x¡) : i = 1, ... , k}, where D(P) = {B¡: i = 1, ... , k} is
a division of 7 and x¡ G'Bj,, i = 1,..., k.' If a function ô : I —»(0, +00) and
a partition P of I is given we say that P is ¿-fine if Bt c {y: dist(x(, y) <
ô(Xj)} for every i<= 1,,.., k. If / is a function defined on 7 and P is a

Received by the editors September 18, 1989.


1980 Mathematics Subject Classification (1985 Revision). Primary 26A39, 26A42.
This paper was prepared while the author visited the University of California at Davis.

©1991 American Mathematical Society


0002-9939/91 $1.00+ $.25 per page

127

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128 zoltan buczolich

partition of 7 , then we put


k
a(f,P) = J2f(xi)\Bl\.
1=1

We also recall the definition of the Henstock integral.


Definition. A function /:/->R is Henstock integrable on 7 if there is a real
number denoted by (77) f} f with the following property: for every e > 0,
there is a S : I —►
(0, +00) such that

a(f,P)-(H)jf <s
for each ¿-fine partition of 7.
We remark that Henstock integrable functions are measurable. This holds
even for generalizations of the Henstock integral, see for example [PI, 4.3 Corol-
lary] or [P2, 4.5 Corollary].
The main result
Theorem. If I c Rm ¿s an interval and f is Henstock integrable on I, then
there exists a nondegenerate interval J c I such that f is Lebesgue integrable
on J.
Proof. Using the existence of (77) /7 /, choose ¿: I —►
(0, +00) such that if P
and P' are ¿-fine partitions of 7 then
\a{f,P)-a{f, P')\ < \I\.
Put An = {jce/: |/(x)| < n, S(x) > l/n}. Since ô(x) is positive and f(x) is
finite we have UneN ^n = J ' aní*>^ Baire's Category Theorem, there exists an
n e N and a portion J c 7 such that An is dense in / . We can also assume
that diam(/) < l/n . We shall prove that (L)/y/ exists. For a contradiction
suppose that this is not true. Then (7_) fy |/| = +00, and we can choose a
measurable set E c J such that
I r I
\(L) f\>3-n-\I\.
I Je I
Put
f f(x), if x e £,
<?(•*)= {
[ 0, otherwise.
Since g(x) is Lebesgue and a fortiori Henstock integrable, we choose ô : / —»
(0, +00) such that ¿'(x) < ¿(x) for x e J , and if T5' is a ¿'-fine partition of
/ then
a{g,P')-{L)j f <n\I\.
Suppose that P' is a fixed ¿'-fine partition of J. Choose P* a ¿-fine
partition of 7 \ / and put Px = P' U P*. Then Px is a ¿-fine partition of 7 .

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henstock integrable functions 124

Suppose that P' = {{B¡, x¡): / = 1, ..., k'}. If x¡ $ E then put x" = x(. If
x( e E then, using the density of An in /, choose an x" e An n Bi. Put 7>" =
{{Bi, x'¡): i = 1, ... , k'}. Since ¿(x) > l/n for x e An, diam(7) < l/n,
and ¿' < ¿ the partition P" is ¿-fine on J. Put P2 = P" U P*. Then P2 is
¿-fine on 7. We obtain

\I\>\a(f,P,)-a(f,P2)\ £ /(x,)|5,|+ E /(x;.)|7i.|


{B,x,)€P' (B(,*,)€/''

E MW- E /(*f)i*4
{BI>X¡)€P" (Bl,x';)eP"

E M)W- E /K")i^ *o-


(B^x^eP' (B,,x")Ç.P"

Using the fact that if x( <£ £ then x; = x;" , we have

E /(*mi- E /(*?)W
x,e£, (ß,, x,)gp' x¡eE, (B¡, x" )eP"

>W(g,P)\ E f(x")\Bi = *|-*2-


*je£,(5,,x,")6/>"

Recalling that |(L) /y #| > 3 • n • |/| and |fj(g , 7>')- (L) /y g| < «|7|, we obtain
T, > 2«|7|. To estimate yV2recall that x" G ^„ and hence |/(x")| < n . Thus
*F2<n\J\ < n\I\. Therefore we obtain |7| >y¥x-y¥2 >2n\I\-n\I\ = n\I\ > |7|,
a contradiction proving our theorem. □

References
[K] K. Karták, K leorii vicerozmërného inlegrdlu, Casopis Pest. Mat. 80 (1955), 400-414.
[O] K. M. Ostaszewski, Henstock integration in the plane, Mem. Amer. Math. Soc, no. 63,
Amer. Math. Soc, Providence, RI, 1986.
[PI] W. F. Pfeffer, The multidimensional fundamental theorem of calculus, J. Austral. Math. Soc.
Ser. A 43 (1987), 143-170.
[P2] _, The divergence theorem. Trans. Amer. Math. Soc. 295 (1986), 665-685.
[S] S. Saks, Theory of the integral, Hafner, New York, 1937.

Eötvös Loránd University, Department of Analysis, Budapest, Múzeum krt 6-8, H-


1088, Hungary

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