Math 2.0

Real functions Theorem

Fundamental theorem of calculus for Lebesgue integrals

Builds on Absolute continuityLebesgue measureIntegrable functionAlmost everywhereDerivative

Statement

Let a<ba < b be real numbers, and let integrals on [a,b][a, b] be taken with respect to Lebesgue measure.

  1. Let g ⁣:[a,b]→ℝg \colon [a, b] \to \R be integrable and let F(x)=∫axg(t) dtF(x) = \int_a^x g(t) \, dt for x∈[a,b]x \in [a, b]. Then FF is absolutely continuous, and FF is differentiable with F′(x)=g(x)F'(x) = g(x) for almost every x∈[a,b]x \in [a, b].
  2. Let f ⁣:[a,b]→ℝf \colon [a, b] \to \R be absolutely continuous. Then ff is differentiable at almost every point of [a,b][a, b], the derivative f′f' is integrable on [a,b][a, b], and f(x)=f(a)+∫axf′(t) dtf(x) = f(a) + \int_a^x f'(t) \, dt for every x∈[a,b]x \in [a, b].

Remarks

Part 1 follows from the Lebesgue differentiation theorem in dimension one; absolute continuity of FF comes from the absolute continuity of the integral. For part 2, an absolutely continuous function has bounded variation, so it is a difference of two increasing functions and is differentiable almost everywhere with f′∈L1f' \in L^1. The function h=f−f(a)−∫axf′h = f - f(a) - \int_a^x f' is then absolutely continuous with h′=0h' = 0 almost everywhere, and an absolutely continuous function with zero derivative almost everywhere is constant.

Example: f(x)=∣x∣f(x) = \abs{x} on [−1,1][-1, 1] is Lipschitz, hence absolutely continuous. Its derivative is −1-1 on (−1,0)(-1, 0) and 11 on (0,1)(0, 1), undefined at 00, and ∣x∣=1+∫−1xf′(t) dt\abs{x} = 1 + \int_{-1}^{x} f'(t) \, dt for every xx.

Absolute continuity cannot be weakened to continuity in part 2. The Cantor function cc is continuous and increasing on [0,1][0, 1] with c′=0c' = 0 almost everywhere, but c(1)−c(0)=1≠0=∫01c′(t) dtc(1) - c(0) = 1 \ne 0 = \int_0^1 c'(t) \, dt.

Going deeper

For a student

The theorem shows that the absolutely continuous functions on [a,b][a, b] are exactly the indefinite Lebesgue integrals. It is the one-dimensional prototype of Sobolev spaces: absolutely continuous functions are the functions in W1,1(a,b)W^{1,1}(a, b), up to the choice of representative. In the language of measures, it says that the Lebesgue–Stieltjes measure dfdf of an absolutely continuous ff has density f′f' with respect to Lebesgue measure.

Reading path

To understand this page from the ground up, read these 9 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Absolute continuity concept
  2. Almost everywhere concept
  3. Borel sigma-algebra concept
  4. Derivative concept
  5. Euclidean space object
  6. Integrable function concept
  7. Outer measure concept
  8. Lebesgue measure object
  9. Fundamental theorem of calculus for Lebesgue integrals statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Absolute_continuity
About this page
TagRX7JSHMP8Z
URIm2://RX7JSHMP8Z
Kindstatement, theorem
WritingW0 stub
MSC26A46, 28A15
StatusThis copy of the site has no build data. Run m2 status RX7JSHMP8Z.
AboutAbsolute continuity
UsesAbsolute continuity, Lebesgue measure, Integrable function, Almost everywhere, Derivative
Changed2 November 2026

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