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 fn:[a,b]Rf_n:[a,b]\to\mathbb{R} be for each nn and suppose fnff_n\to f on [a,b][a,b].

Proposition:

  • The limit function ff is Riemann integrable on [a,b][a,b].
  • The integrals converge to the integral of the limit: limnabfn(x)dx=abf(x)dx. \lim_{n\to\infty}\int_a^b f_n(x)\,dx=\int_a^b f(x)\,dx.

This is the standard mechanism for proving integrability of limits and justifies passing limits through integrals under uniform convergence.

Proof sketch: Uniform convergence gives ffn0\|f-f_n\|_\infty\to 0. Then abfabfnabffn(ba)ffn0, \left|\int_a^b f-\int_a^b f_n\right| \le \int_a^b |f-f_n| \le (b-a)\|f-f_n\|_\infty\to 0, which implies the integral identity and forces ff to be integrable because the integrals of fnf_n are finite and the / of ff are controlled by those of fnf_n plus a uniform error.