6.5 Suppose f is a bounded real function on [a, b], and f 2 R on [a, b]. Does it follow that f R ?

? Does the answer change if we assume that f 3 R ? Proof The answer to the rst question is no. If fact, put f ( x) = 1, if x [a, b] Q,

Rudin Ex. 5

1, if x / [a, b] Q, Similarly to the last problem, We can show that f / R on [a, b]. On the other hand, it is clear that f 2 1 R on [a, b]. The answer to the second question is yes. If f 3 R on [a, b], then f 3 is bounded on [a, b]. For (x) = x1/3 , it is continuous everywhere. By Theorem 6.11, we know that h = f 3 R on [a, b]. It is clear that h f , since h(x) = ( f 3 )(x) = f 3 (x) The result follows. 6.6 Suppose f is a real function on (0, 1] and f R on [c, 1] for every c > 0. Dene
1 1 1 /3

= f (x),

x [a, b].

Rudins Ex. 7

f (x) dx = lim
0

c0

f (x) dx
c

if this limit exists (and is nite). (a) If f R on [0, 1], show that this denition of the integral agrees with the old one. (b) Construct a function f such that the above limit exists, although it fails to exist with |f | in place of f . Proof (a) If f R on [0, 1], then f R on [0, c] and [c, 1]. It is also known that f is bounded on [0, 1]. Let |f (x)| M for x [0, 1]. Then, by Theorem 6.12, we have
1 1 c c

f (x) dx
0 c

f (x) dx =
0

f (x) dx
0

|f (x)| dx cM,

which implies
1 c0 1

lim

f (x) dx =
c 0

f (x) dx.

This completes part (a). (b) Consider the function f dened on [0, 1], n 1 1 1 1 (1) , if < x , n = 1, 2, 3, . . . , n n n+1 n+1 n f (x) = 0, if x = 0.

(1)n . In fact, the n c0+ c n=1 latter series converges by Theorem 3.43. Suppose the sum is A. Let > 0 be given. We choose N such that n N implies We rst show that lim f (x) dx exists and equals to
n

k=1 1 N +1 .

(1)k A < . k

Take =

We shall show that if 0 < c < , we have

1

f (x) dx A < .
c

For 0 < c < , there exist an positive integer n satisfying n N + 1 such that 1/(n + 1) < c 1/n. Since f has nitely many discontinuities on [1/(n + 1), 1], by Theorem 6.12, it is easy to see that if n is even,
1 1 1

f (x) dx
1/(n+1) c

f (x) dx
1/n

f (x) dx;

i Ii f if f If = has nitely many discontinuities.

if n is odd,
1 1 1

f (x) dx
1/(n+1) c 1

f (x) dx
1/n

f (x) dx.

In both cases, we have f (x) dx A < ,

c

since for n N + 1, we always have

1 n

f (x) dx A =
1/(n+1) k=1

(1)k A < , k

and
1

n1

f (x) dx A =
1/n 1 k=1

(1)k A < . k

Next, we show that lim +

c0

|f (x)| dx does not exist. In fact, for any c (0, 1], there
c 1 n+1

is an integer n such that

n

<c

1 n.

Since
1 1 n1

k=1

1 = k

|f (x)| dx
1/(n+1) 1 c

|f (x)| dx
1/n

|f (x)| dx =
k=1

1 , k

we know that lim

c0+

|f (x)| dx = .
c

6.7 Suppose f R on [a, b] for every b > a where a is xed. Dene

b

Rudins Ex. 8

f (x) dx = lim
a

f (x) dx
a

if this limit exists (and is nite). In that case, we say that the integral on the left converges. If it also converges after f has been replaced by |f |, it is said to converge absolutely. Assume that f (x) 0 and that f decreases monotonically on [1, ). Prove that

f (x) dx
1

converges if and only if

f (n)
n=1

converges.

Proof Suppose
n=1

f (n) converges. To show that

1 b

f (x) dx converges, since f 0,

we only need to show that

1

f (x) dx is bounded with respect to b.

For each positive integer n, put g (x) = f (n) for x [n, n + 1). Then g is a function dened on [1, ). Since f is decreases monotonically, it is clear that g f . For any b, we choose an integer n such that n b. Then
b n n n1

f (x) dx
1 b 1

f (x) dx
1

g (x) dx =
k=1

f (k )
k=1

f (k ),

so that
1

f (x) dx is bounded.

Conversely, suppose
1

f (x) dx converges. To show that

n n=1

f (n) converges, since

f 0, we only need to show that

k=1

f (k ) is bounded with respect to n.

For each positive integer n, put h(x) = f (n + 1) for x [n, n + 1). Then h is a function dened on [1, ). Since f is decreases monotonically, we know that h f . Hence
n n n

f (k ) = f (1) +
k=1 k=2

f (k ) f (1) +
1 n

h(x) dx

f (1) +
1

f (x) dx f (1) +
1

f (x) dx,

so that
k=1

f (k ) is bounded.