Algebra of Riemann integrable functions

Riemann integrable functions are closed under linear combinations and products
Algebra of Riemann integrable functions

Let f,g:[a,b]Rf,g:[a,b]\to\mathbb{R} be .

Proposition:

  • For any α,βR\alpha,\beta\in\mathbb{R}, the function αf+βg\alpha f+\beta g is Riemann integrable.
  • The product fgfg is Riemann integrable.
  • Consequently, f2f^2 is Riemann integrable.

These closure properties are essential: they guarantee the Riemann integral behaves well under the usual algebraic operations on functions.

Proof sketch: Linearity is standard from linearity of sums and the integrability definition via / . For products, note that Riemann integrable functions are , so fM|f|\le M and gN|g|\le N. Use the identity fg=14((f+g)2(fg)2) fg=\frac{1}{4}\bigl((f+g)^2-(f-g)^2\bigr) to reduce product integrability to integrability of squares, and show that if hh is integrable then h2h^2 is integrable (e.g., by of xx2x\mapsto x^2 and the , or by oscillation estimates).