Riemann Stieltje’s Integral (R-S Integral):

Upper and Lower Riemann Stieltje’s Sum:

Let ‘f’ be a real valued bounded function defined in the closed interval [a, b] and ‘g’ be another real valued
monotonically non-decreasing function on [a, b]. Let P= {𝑎 = 𝑥0 , 𝑥1 , 𝑥2 , … … … . , 𝑥𝑛−1 , 𝑥𝑛 = 𝑏} be a partition of [a,
b]. Since, ‘f’ is bounded on [a, b], it is also bounded in each of the sub-intervals of the partition P and must attain it’s
supremum and infimum.

Let 𝑀𝑘 𝑎𝑛𝑑 𝑚𝑘 be the supremum and infimum of ‘f’ in the kth sub-interval [𝑥𝑘−1 , 𝑥𝑘 ] for all k = 1,2,………,n
respectively. Let us put,

𝑀𝑘 = Supremum or l.u.b {𝑓(𝑥): 𝑥𝜖[𝑥𝑘−1 , 𝑥𝑘 ]}

𝑚𝑘 = Infimum or g.l.b {𝑓(𝑥): 𝑥𝜖[𝑥𝑘−1 , 𝑥𝑘 ]}

Now,

U (P, f, g) = 𝑀1 𝛿𝑔1 + 𝑀2 𝛿𝑔2 + ⋯ … … … … … . . +𝑀𝑛 𝛿𝑔𝑛

= ∑𝑛𝑘=1 𝑀𝑘 𝛿𝑔𝑘

L (P, f, g) = 𝑚1 𝛿𝑔1 + 𝑚2 𝛿𝑔2 + ⋯ … … … … … . . +𝑚𝑛 𝛿𝑔𝑛

= ∑𝑛𝑘=1 𝑚𝑘 𝛿𝑔𝑘

Where, 𝛿𝑔𝑘 = 𝑔(𝑥𝑘 ) − 𝑔(𝑥𝑘−1 ) is length of Kth sub-interval [𝑥𝑘−1 , 𝑥𝑘 ] for all k = 1, 2,………,n. Clearly, 𝛿𝑔𝑘 > 0.

The number U (P, f, g) and L (P, f, g) are called upper and lower R-S sum of ‘f’ with respect to ‘g’ corresponding to
the partition P of [a, b] respectively.

Prove:

If ‘f’ is a real valued bounded function defined on [a, b] and ‘g’ is another real valued monotonically non-
decreasing function on [a, b]. Then for any partition P of [a, b],

𝒎[𝒈(𝒃) − 𝒈(𝒂)] ≤ 𝐋 (𝐏, 𝐟, 𝐠) ≤ 𝐔 (𝐏, 𝐟, 𝐠) ≤ 𝑴[𝒈(𝒃) − 𝒈(𝒂)]

M= Supremum or l.u.b {𝒇(𝒙): 𝒙[𝒂, 𝒃]}

m= Infimum or g.l.b {𝒇(𝒙): 𝒙𝝐[a, b]}

Proof:

Let ‘f’ be a real valued bounded function defined on [a, b] and ‘g’ be another real valued monotonically non-
decreasing function on [a, b]. Also let ‘m’ and ‘M’ be the infimum and supremum of ‘f’ on [a, b] respectively. Then,

M= Supremum or l.u.b {𝑓(𝑥): 𝑥[𝑎, 𝑏]}

m= Infimum or g.l.b {𝑓(𝑥): 𝑥𝜖[a, b]}

For any partition P= {𝑎 = 𝑥0 , 𝑥1 , 𝑥2 , … … … . , 𝑥𝑛−1 , 𝑥𝑛 = 𝑏} of [a, b], let 𝑀𝑘 𝑎𝑛𝑑 𝑚𝑘 be the supremum and infimum
of ‘f’ in the kth sub-interval [𝑥𝑘−1 , 𝑥𝑘 ] for all k = 1,2,………,n respectively. That is,
𝑀𝑘 = Supremum or l.u.b {𝑓(𝑥): 𝑥𝜖[𝑥𝑘−1 , 𝑥𝑘 ]}

𝑚𝑘 = Infimum or g.l.b {𝑓(𝑥): 𝑥𝜖[𝑥𝑘−1 , 𝑥𝑘 ]}

Then,

U (P, f, g) = 𝑀1 𝛿𝑔1 + 𝑀2 𝛿𝑔2 + ⋯ … … … … … . . +𝑀𝑛 𝛿𝑔𝑛

= ∑𝑛𝑘=1 𝑀𝑘 𝛿𝑔𝑘

L (P, f, g) = 𝑚1 𝛿𝑔1 + 𝑚2 𝛿𝑔2 + ⋯ … … … … … . . +𝑚𝑛 𝛿𝑔𝑛

= ∑𝑛𝑘=1 𝑚𝑘 𝛿𝑔𝑘

Where, 𝛿𝑔𝑘 = 𝑔(𝑥𝑘 ) − 𝑔(𝑥𝑘−1 ) is length of Kth sub-interval [𝑥𝑘−1 , 𝑥𝑘 ] for all k = 1, 2,………,n. Clearly, 𝛿𝑔𝑘 > 0.

Clearly,

𝑚 ≤ 𝑚𝑘 ≤ 𝑀𝑘 ≤ 𝑀

Multiplying throughout by 𝛿𝑔𝑘 and summing over k, we get

∑𝑛𝑘=1 𝑚𝛿𝑔𝑘 ≤ ∑𝑛𝑘=1 𝑚𝑘 𝛿𝑔𝑘 ≤ ∑𝑛𝑘=1 𝑀𝑘 𝛿𝑔𝑘 ≤ ∑𝑛𝑘=1 𝑀𝛿𝑔𝑘

m ∑𝑛𝑘=1 𝛿𝑔𝑘 ≤ L (P, f, g) ≤ U (P, f, g) ≤ 𝑀 ∑𝑛𝑘=1 𝛿𝑔𝑘

Here,

∑𝑛𝑘=1 𝛿𝑔𝑘 = ∑𝑛𝑘=1[𝑔(𝑥𝑘 ) − 𝑔(𝑥𝑘−1 )]

= 𝑔(𝑥1 ) − 𝑔(𝑥0 ) + 𝑔(𝑥2 ) − 𝑔(𝑥1 ) + ⋯ … … … … … … … + 𝑔(𝑥𝑛 ) − 𝑔(𝑥𝑛−1 )

= 𝑔(𝑥𝑛 ) − 𝑔(𝑥0 )

= 𝑔(𝑏) − 𝑔(𝑎)

Hence,

𝑚[𝑔(𝑏) − 𝑔(𝑎)] ≤ L (P, f, g) ≤ U (P, f, g) ≤ 𝑚[𝑔(𝑏) − 𝑔(𝑎)]

Upper and Lower Riemann Stieltje’s Integral:

The inequalities 𝑚[𝑔(𝑏) − 𝑔(𝑎)] ≤ L (P, f, g) ≤ U (P, f, g) ≤ 𝑚[𝑔(𝑏) − 𝑔(𝑎)] show that L (P, f, g) and U (P, f, g)
form a bounded set. So, by the completeness property of real number system, the greatest lower bound of U (P, f, g)
and the lowest upper bound of L (P, f, g) taken over all partitions of [a, b] exists. Using the g.l.b (infimum) and l.u.b
(supremum), we may define upper and lower Riemann Stieltje’s integrals in the following ways.

1. The infimum of the upper sum U (P, f, g) taken over all partitions of [a, b] is known as upper Riemann
−𝑏
Stieltje’s integral of ‘f’ with respect to ‘g’ over [a, b] and is denoted by ∫𝑎 𝑓𝑑𝑔. Thus,
−𝑏
∫ 𝑓𝑑𝑔 = inf {U (P, f, g) ∶ Pϵ ℘[a, b]}
𝑎
2. The supremum of the lower sum L (P, f, g) taken over all partitions of [a, b] is known as upper Riemann
𝑏
Stieltje’s integral of ‘f’ with respect to ‘g’ over [a, b] and is denoted by ∫−𝑎 𝑓𝑑𝑔. Thus,
 𝑏
∫−𝑎 𝑓𝑑𝑔 = Sup {L (P, f, g) ∶ Pϵ ℘[a, b]}

𝑤ℎ𝑒𝑟𝑒, ℘[a, b]denotes the collection of all possible partitions of [a, b].

Riemann Stieltje’s integrable function:

A function f: [a, b] → R bounded in the closed interval [a, b] is said to be Riemann Stieltje’s integrable if it’s
upper and lower integral exists and are equal. The common value of these integrals is called the R-S integral or
𝑏
simply the integral of ‘f’ with respect to ‘g’ over [a, b] and is given by∫𝑎 𝑓𝑑𝑔.

Thus,

−𝑏 𝑏 𝑏
∫𝑎 𝑓𝑑𝑔 = ∫−𝑎 𝑓𝑑𝑔=∫𝑎 𝑓𝑑𝑔

If g(x) = x for all 𝑥𝜖[𝑎, 𝑏], the R-S integral of ‘f’ with respect to ‘g’ converts to R- integral.

Theorem 1:

If ‘f’ be a real valued bounded function defined on [a, b]. If P and P* are partitions of [a, b] where P* is a
refinement of the partition P, then for any monotonically non-decreasing function ‘g’.

L (P, f, g) ≤ L (P ∗ , f, g) ≤ U (P ∗ , f, g) ≤ U (P, f, g)

Proof:

Let ‘f’ be the real valued bounded function in the closed interval [a, b] and ‘g’ be another real valued
monotonically non-decreasing function defined on [a, b]. Suppose, P* is the refinement of the partition P.
Assume that, P* contains just one more point than P and that point is ‘c’ which lies in the K th sub-interval
[𝑥𝑘−1 , 𝑥𝑘 ] i.e. 𝑐𝜖[𝑥𝑘−1 , 𝑥𝑘 ] such that 𝑥𝑘−1 < 𝑐 < 𝑥𝑘 .That is,

P= {𝑎 = 𝑥0 , 𝑥1 , 𝑥2 , … … … . , 𝑥𝑘−1 , 𝑥𝑘 , … … … … … . , 𝑥𝑛−1 , 𝑥𝑛 = 𝑏} and

P*= {𝑎 = 𝑥0 , 𝑥1 , 𝑥2 , … … … . , 𝑥𝑘−1 , 𝑐, 𝑥𝑘 , … … … … … . , 𝑥𝑛−1 , 𝑥𝑛 = 𝑏}

Since, the function ‘f’ is bounded over [a, b], it is also bounded on every sub-interval [𝑥𝑘−1 , 𝑥𝑘 ] for all k = 1,
2,………,n and on the interval [𝑥𝑘−1 , 𝑐] and [𝑐, 𝑥𝑘 ] as well.

1. Let 𝑤1 , 𝑤2 and 𝑚𝑘 be the infimum of ‘f’ in the interval [𝑥𝑘−1 , 𝑐], [𝑐, 𝑥𝑘 ] and [𝑥𝑘−1 , 𝑥𝑘 ]. Then, clearly we
can write;
𝑚𝑘 ≤ 𝑤1 and 𝑤2 such that 𝑤1 − 𝑚𝑘 ≥ 0& 𝑤2 − 𝑚𝑘 ≥ 0
Now,
L (P*, f, g) = 𝑚1 𝛿𝑔1 + 𝑚2 𝛿𝑔2 + ⋯ … … … … + 𝑤1 𝛿𝑔𝑐 + 𝑤2 𝛿𝑔𝑘 … … … … . . +𝑚𝑛 𝛿𝑔𝑛
L (P, f, g) = 𝑚1 𝛿𝑔1 + 𝑚2 𝛿𝑔2 + ⋯ … … … … + 𝑚𝑘 𝛿𝑔𝑘 … … … … . . +𝑚𝑛 𝛿𝑔𝑛
Subtracting L (P, f, g) from L (P*, f, g), we get,
L (P*, f, g) - L (P, f, g) = 𝑚1 𝛿𝑔1 + 𝑚2 𝛿𝑔2 + ⋯ … … … … + 𝑤1 𝛿𝑔𝑐 + 𝑤2 𝛿𝑔𝑘 … … … … . . +𝑚𝑛 𝛿𝑔𝑛 −
𝑚1 𝛿𝑔1 − 𝑚2 𝛿𝑔2 − ⋯ … … … … − 𝑚𝑘 𝛿𝑔𝑘 … … … … . . −𝑚𝑛 𝛿𝑔𝑛
= 𝑤1 𝛿𝑔𝑐 + 𝑤2 𝛿𝑔𝑘 − 𝑚𝑘 𝛿𝑔𝑘
= 𝑤1 [𝑔(𝑐) − 𝑔(𝑥𝑘−1 )] + 𝑤2 [𝑔(𝑥𝑘 ) − 𝑔(𝑐)] − 𝑚𝑘 [𝑔(𝑥𝑘 ) − 𝑔(𝑥𝑘−1 )]

= 𝑤1 [𝑔(𝑐) − 𝑔(𝑥𝑘−1 )] + 𝑤2 [𝑔(𝑥𝑘 ) − 𝑔(𝑐)] − 𝑚𝑘 [{𝑔(𝑥𝑘 ) − 𝑔(𝑐)} + {𝑔(𝑐) − 𝑔(𝑥𝑘−1 )}]

L (P*, f, g) - L (P, f, g) = 𝑤1 [𝑔(𝑐) − 𝑔(𝑥𝑘−1 )] + 𝑤2 [𝑔(𝑥𝑘 ) − 𝑔(𝑐)] − 𝑚𝑘 {𝑔(𝑥𝑘 ) − 𝑔(𝑐)} − 𝑚𝑘 {𝑔(𝑐) − 𝑔(𝑥𝑘−1 )}

= (𝑤1 − 𝑚𝑘 )[𝑔(𝑐) − 𝑔(𝑥𝑘−1 )] + (𝑤2 − 𝑚𝑘 )[𝑔(𝑥𝑘 ) − 𝑔(𝑐)]

Since, 𝑤1 − 𝑚𝑘 ≥ 0& 𝑤2 − 𝑚𝑘 ≥ 0 and 𝑔(𝑐) − 𝑔(𝑥𝑘−1 ) > 0& 𝑔(𝑥𝑘 ) − 𝑔(𝑐) > 0 are always true. So,

L (P*, f, g) - L (P, f, g) ≥ 0

L (P, f, g) ≤ L (P*, f, g) ------------------ (1)

2. Let 𝑊1 , 𝑊2 and 𝑀𝑘 be the supremum of ‘f’ in the interval [𝑥𝑘−1 , 𝑐], [𝑐, 𝑥𝑘 ] and [𝑥𝑘−1 , 𝑥𝑘 ]. Then, clearly we
can write;
𝑀𝑘 ≥ 𝑊 and 𝑊2 such that 𝑊1 − 𝑀𝑘 ≤ 0& 𝑊2 − 𝑀𝑘 ≤ 0
Now,
U (P*, f, g) = 𝑀1 𝛿𝑔1 + 𝑀2 𝛿𝑔2 + ⋯ … … … … + 𝑊1 𝛿𝑔𝑐 + 𝑊2 𝛿𝑔𝑘 … … … … . . +𝑀𝑛 𝛿𝑔𝑛
U (P, f, g) = 𝑀1 𝛿𝑔1 + 𝑀2 𝛿𝑔2 + ⋯ … … … … + 𝑀𝑘 𝛿𝑔𝑘 … … … … . . +𝑀𝑛 𝛿𝑔𝑛
Subtracting L (P, f, g) from L (P*, f, g), we get,
U (P*, f, g) - U (P, f, g) = 𝑀1 𝛿𝑔1 + 𝑀2 𝛿𝑔2 + ⋯ … … … … + 𝑊1 𝛿𝑔𝑐 + 𝑊2 𝛿𝑔𝑘 … … … … . . +𝑀𝑛 𝛿𝑔𝑛 −
𝑀1 𝛿𝑔1 − 𝑀2 𝛿𝑔2 − ⋯ … … … … − 𝑀𝑘 𝛿𝑔𝑘 … … … … . . −𝑀𝑛 𝛿𝑔𝑛
= 𝑊1 𝛿𝑔𝑐 + 𝑊2 𝛿𝑔𝑘 − 𝑀𝑘 𝛿𝑔𝑘
= 𝑊1 [𝑔(𝑐) − 𝑔(𝑥𝑘−1 )] + 𝑊2 [𝑔(𝑥𝑘 ) − 𝑔(𝑐)] − 𝑀𝑘 [𝑔(𝑥𝑘 ) − 𝑔(𝑥𝑘−1 )]

= 𝑊1 [𝑔(𝑐) − 𝑔(𝑥𝑘−1 )] + 𝑊2 [𝑔(𝑥𝑘 ) − 𝑔(𝑐)] − 𝑀𝑘 [{𝑔(𝑥𝑘 ) − 𝑔(𝑐)} + {𝑔(𝑐) − 𝑔(𝑥𝑘−1 )}]

= 𝑊1 [𝑔(𝑐) − 𝑔(𝑥𝑘−1 )] + 𝑊2 [𝑔(𝑥𝑘 ) − 𝑔(𝑐)] − 𝑀𝑘 {𝑔(𝑥𝑘 ) − 𝑔(𝑐)} − 𝑀𝑘 {𝑔(𝑐) − 𝑔(𝑥𝑘−1 )}

= (𝑊1 − 𝑀𝑘 )[𝑔(𝑐) − 𝑔(𝑥𝑘−1 )] + (𝑊2 − 𝑀𝑘 )[𝑔(𝑥𝑘 ) − 𝑔(𝑐)]

Since, 𝑊1 − 𝑀𝑘 ≤ 0& 𝑊2 − 𝑀𝑘 ≤ 0 and 𝑔(𝑐) − 𝑔(𝑥𝑘−1 ) > 0& 𝑔(𝑥𝑘 ) − 𝑔(𝑐) > 0 are always true. So,

U (P*, f, g) - U (P, f, g) ≤ 0

U (P*, f, g) ≤ U (P, f, g) ------------------ (2)

Also, for any partition P*, we have

L (P*, f, g) ≤ U (P*, f, g) ------------------ (3)

Combining equation (1), (2) and (3), we get

L (P, f, g) ≤ L (P ∗ , f, g) ≤ U (P ∗ , f, g) ≤ U (P, f, g)

Theorem 2: Condition of integrability:

A necessary and sufficient condition for a bounded function f: [a, b]→ 𝑅 to be Riemann- Stieltje’s integrable or
𝑓 𝜖 𝑅 − 𝑆 𝑜𝑛 [𝑎, 𝑏] is that for every 𝜖 > 0, there exist a partition P of [a, b] such that

0 ≤ 𝑈(𝑃, 𝑓, 𝑔) − 𝐿(𝑃, 𝑓, 𝑔) < 𝜖

Proof:
Let ‘f’ be the real valued bounded function in the closed interval [a, b] and ‘g’ be another real valued monotonically
non-decreasing function defined on [a, b].

a) Necessary Condition:
Suppose that ‘f’ is Riemann- Stieltje’s (R-S) integrable over [a, b]. Then
−𝑏 𝑏 𝑏
∫𝑎 𝑓𝑑𝑔 = ∫−𝑎 𝑓𝑑𝑔=∫𝑎 𝑓𝑑𝑔

Where,
𝑏
∫𝑎 𝑓𝑑𝑔 Is the R-S integral of ‘f’ with respect to ‘g’.
−𝑏
∫ 𝑓𝑑𝑔 = inf {U (P, f, g) ∶ Pϵ ℘[a, b]}
𝑎

𝑏
∫−𝑎 𝑓𝑑𝑔 = Sup {L (P, f, g) ∶ Pϵ ℘[a, b]}
𝑤ℎ𝑒𝑟𝑒, ℘[a, b]denotes the collection of all possible partitions of [a, b].

Now, using the approximation property of Supremum and Infimum, we obtain

(1) For every 𝜖 > 0, there exist a partition 𝑃1 𝑜𝑓[𝑎, 𝑏]such that
𝜖
𝐿(𝑃1 , 𝑓, 𝑔) > 𝑆𝑢𝑝[𝐿(𝑃, 𝑓, 𝑔) −
2
𝑏
𝜖
𝐿(𝑃1 , 𝑓, 𝑔) > ∫ 𝑓𝑑𝑔 −
−𝑎 2
𝑏
𝜖
𝐿(𝑃1 , 𝑓, 𝑔) > ∫ 𝑓𝑑𝑔 −
𝑎 2
(2) For every 𝜖 > 0, there exist a partition 𝑃2 𝑜𝑓[𝑎, 𝑏]such that
𝜖
𝑈(𝑃2 , 𝑓, 𝑔) < 𝐼𝑛𝑓[𝑈(𝑃, 𝑓, 𝑔) +
2
−𝑏
𝜖
𝑈(𝑃2 , 𝑓, 𝑔) < ∫ 𝑓𝑑𝑔 +
𝑎 2
𝑏
𝜖
𝑈(𝑃2 , 𝑓, 𝑔) < ∫ 𝑓𝑑𝑔 +
𝑎 2

If we take 𝑃 = 𝑃1 ∪ 𝑃2 . Then, 𝑃1 ⊆ 𝑃 𝑎𝑛𝑑 𝑃2 ⊆ 𝑃 . So, we get the relation,

𝐿(𝑃1 , 𝑓, 𝑔) ≤ 𝐿(𝑃 = 𝑃1 ∪ 𝑃2 , 𝑓, 𝑔) ≤ 𝑈(𝑃 = 𝑃1 ∪ 𝑃2 , 𝑓, 𝑔) ≤ 𝑈(𝑃2 , 𝑓, 𝑔)

Taking the first two terms, we get

𝐿(𝑃1 , 𝑓, 𝑔) ≤ 𝐿(𝑃, 𝑓, 𝑔)

𝐿(𝑃, 𝑓, 𝑔) ≥ 𝐿(𝑃1 , 𝑓, 𝑔)

𝑏 𝜖
> ∫𝑎 𝑓𝑑𝑔 −
2

𝑏 𝜖
−𝐿(𝑃, 𝑓, 𝑔) < − ∫𝑎 𝑓𝑑𝑔 + ………………….. (1)
2

Taking last two terms, we get

𝑈(𝑃, 𝑓, 𝑔) ≤ 𝑈(𝑃2 , 𝑓, 𝑔)
 −𝑏 𝜖
< ∫𝑎 𝑓𝑑𝑔 +
2

𝑏 𝜖
∴ 𝑈(𝑃, 𝑓, 𝑔) < ∫𝑎 𝑓𝑑𝑔 + …………………… (2)
2

Adding equation (1) and (2), we get

𝑏 𝑏
𝜖 𝜖
𝑈(𝑃, 𝑓, 𝑔) − 𝐿(𝑃, 𝑓, 𝑔) < ∫ 𝑓𝑑𝑔 + − ∫ 𝑓𝑑𝑔 +
𝑎 2 𝑎 2

𝜖 𝜖
𝑈(𝑃, 𝑓, 𝑔) − 𝐿(𝑃, 𝑓, 𝑔) < +
2 2

𝑈(𝑃, 𝑓, 𝑔) − 𝐿(𝑃, 𝑓, 𝑔) < 𝜖 ………………………….(*)

Also, for any partition P of [a, b], it is obvious that,

𝐿(𝑃, 𝑓, 𝑔) ≤ 𝑈(𝑃, 𝑓, 𝑔)

𝑈(𝑃, 𝑓, 𝑔) − 𝐿(𝑃, 𝑓, 𝑔) ≥ 0…………………………(**)

Combining equation (*) and (**), we get,

0 ≤ 𝑈(𝑃, 𝑓, 𝑔) − 𝐿(𝑃, 𝑓, 𝑔) < 𝜖

(b) Sufficient Condition:

Suppose that for every 𝜖 > 0, there exist a partition P of [a, b] such that

0 ≤ 𝑈(𝑃, 𝑓, 𝑔) − 𝐿(𝑃, 𝑓, 𝑔) < 𝜖 …………………………….(3)

For any partition P of [a, b], it is obvious that,

𝐿(𝑃, 𝑓, 𝑔) ≤ 𝑆𝑢𝑝 [𝐿(𝑃, 𝑓, 𝑔)] ≤ 𝐼𝑛𝑓 [𝑈(𝑃, 𝑓, 𝑔)] ≤ 𝑈(𝑃, 𝑓, 𝑔)

𝑏 −𝑏
𝐿(𝑃, 𝑓, 𝑔) ≤ ∫ 𝑓𝑑𝑔 ≤ ∫ 𝑓𝑑𝑔 ≤ 𝑈(𝑃, 𝑓, 𝑔)
−𝑎 𝑎

Taking first two terms, we get

𝑏
𝐿(𝑃, 𝑓, 𝑔) ≤ ∫ 𝑓𝑑𝑔
−𝑎

𝑏
−𝐿(𝑃, 𝑓, 𝑔) ≥ − ∫−𝑎 𝑓𝑑𝑔 ………………………… (4)

Taking last two terms, we get

−𝑏
∫ 𝑓𝑑𝑔 ≤ 𝑈(𝑃, 𝑓, 𝑔)
𝑎

−𝑏
𝑈(𝑃, 𝑓, 𝑔) ≥ ∫𝑎 𝑓𝑑𝑔 ………………………………………. (5)

Adding equation (4) and (5), we get

 −𝑏 𝑏
𝑈(𝑃, 𝑓, 𝑔) − 𝐿(𝑃, 𝑓, 𝑔) ≥ ∫ 𝑓𝑑𝑔 − ∫ 𝑓𝑑𝑔
𝑎 −𝑎

−𝑏 𝑏
∫ 𝑓𝑑𝑔 − ∫ 𝑓𝑑𝑔 ≤ 𝑈(𝑃, 𝑓, 𝑔) − 𝐿(𝑃, 𝑓, 𝑔)
𝑎 −𝑎

≥ 0 𝑎𝑛𝑑 < 𝜖

This implies,

−𝑏 𝑏
∫ 𝑓𝑑𝑔 − ∫ 𝑓𝑑𝑔 ≥ 0
𝑎 −𝑎

−𝑏 𝑏
And ∫𝑎 𝑓𝑑𝑔 − ∫−𝑎 𝑓𝑑𝑔 < 𝜖 [𝜖 > 0]

This implies that, being a positive quantity or non-negative value less than any 𝜖 > 0. So, it must be
zero. That is,
−𝑏 𝑏
∫ 𝑓𝑑𝑔 − ∫ 𝑓𝑑𝑔 = 0
𝑎 −𝑎

−𝑏 𝑏
∫ 𝑓𝑑𝑔 = ∫ 𝑓𝑑𝑔
𝑎 −𝑎

This shows that ‘f’ is R-S integral over [a, b].