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Moreover, a function f defined on a bounded interval is Riemann-integrable if and only if it is bounded and the set of points where f is discontinuous has Lebesgue measure zero. An integral which is in fact a direct generalization of the Riemann integral is the Henstock–Kurzweil integral .
The Lebesgue criterion for integrability states that a bounded function is Riemann integrable if and only if the set of all discontinuities has measure zero. [5] Every countable subset of the real numbers - such as the rational numbers - has measure zero, so the above discussion shows that Thomae's function is Riemann integrable on any interval.
A bounded function, , is Riemann integrable on [,] if and only if the correspondent set of all essential discontinuities of first kind of has Lebesgue's measure zero. The case where E 1 = ∅ {\displaystyle E_{1}=\varnothing } correspond to the following well-known classical complementary situations of Riemann integrability of a bounded ...
The Dirichlet function is not Riemann-integrable on any segment of despite being bounded because the set of its discontinuity points is not negligible (for the Lebesgue measure). The Dirichlet function provides a counterexample showing that the monotone convergence theorem is not true in the context of the Riemann integral.
The given functions (f, g) may be discontinuous, provided that they are locally integrable (on the given interval). In this case, Lebesgue integration is meant, the conclusions hold almost everywhere (thus, in all continuity points), and differentiability of g is interpreted as local absolute continuity (rather than continuous differentiability).
An improper Riemann integral of the first kind, where the region in the plane implied by the integral is infinite in extent horizontally. The area of such a region, which the integral represents, may be finite (as here) or infinite. An improper Riemann integral of the second kind, where the implied region is infinite vertically.
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The Riemann–Stieltjes integral appears in the original formulation of F. Riesz's theorem which represents the dual space of the Banach space C[a,b] of continuous functions in an interval [a,b] as Riemann–Stieltjes integrals against functions of bounded variation. Later, that theorem was reformulated in terms of measures.