Let f:[a,b]→R be bounded
. For a subinterval I⊆[a,b], define the oscillation
of f on I by
ω(f;I)=HAHAHUGOSHORTCODE733s2HBHBx∈If(x)−HAHAHUGOSHORTCODE733s3HBHBx∈If(x) ∈[0,∞).
Oscillation identity: If P={a=x0<x1<⋯<xn=b} is a partition
, then
U(f,P)−L(f,P)=∑i=1nω(f;[xi−1,xi])(xi−xi−1).
Oscillation criterion (Riemann integrability): A bounded function f is Riemann integrable
on [a,b] if and only if for every ε>0 there exists a partition P such that
∑i=1nω(f;[xi−1,xi])(xi−xi−1)<ε.
This criterion repackages U(f,P)−L(f,P) into a concrete “local oscillation” quantity and is a standard starting point for proving integrability of classes of functions.
Proof sketch:
On each subinterval, the upper
contribution is MiΔxi with Mi=supf and the lower
contribution is miΔxi with mi=inff, so the difference is (Mi−mi)Δxi=ω(f;Ii)Δxi. The criterion is immediate from the definition of Riemann integrability as the ability to make U(f,P)−L(f,P) arbitrarily small.