Uniform limit of integrable functions is integrable
Uniform convergence preserves Riemann integrability and allows exchanging limit and integral
Uniform limit of integrable functions is integrable
Let be Riemann integrable for each and suppose uniformly on .
Proposition:
- The limit function is Riemann integrable on .
- The integrals converge to the integral of the limit:
This is the standard mechanism for proving integrability of limits and justifies passing limits through integrals under uniform convergence.
Proof sketch: Uniform convergence gives . Then which implies the integral identity and forces to be integrable because the integrals of are finite and the upper /lower sums of are controlled by those of plus a uniform error.