Math 2.0

Real functions Proof

Proof of the comparison of a series and an integral

Builds on Riemann integralMonotone functions are Riemann integrableAdditivity of the integral over intervalsMonotonicity of the integral

Proof

We compare ff with a constant on each interval of length 11.

  1. If n=0n = 0, all three expressions are 00: the sums are empty and the interval [a,a][a, a] is a point. From now on let n≥1n \ge 1.
  2. Since ff is decreasing, it is monotone. So ff is Riemann integrable on [a,a+n][a, a+n] and on each subinterval, in the sense of the Riemann integral.
  3. By additivity of the integral over intervals, applied n−1n - 1 times, ∫aa+nf(x) dx=∑i=1n∫a+i−1a+if(x) dx.\int_a^{a+n} f(x)\, dx = \sum_{i=1}^{n} \int_{a+i-1}^{a+i} f(x)\, dx.
  4. Let 1≤i≤n1 \le i \le n and x∈[a+i−1,a+i]x \in [a+i-1, a+i]. Since ff is decreasing, f(a+i)≤f(x)≤f(a+i−1)f(a+i) \le f(x) \le f(a+i-1).
  5. The integral of a constant cc over an interval of length 11 is cc. By monotonicity of the integral and step 4, f(a+i)≤∫a+i−1a+if(x) dx≤f(a+i−1).f(a+i) \le \int_{a+i-1}^{a+i} f(x)\, dx \le f(a+i-1).
  6. Add the inequalities of step 5 over i=1,…,ni = 1, \dots, n and use step 3. This gives ∑i=1nf(a+i)≤∫aa+nf(x) dx≤∑i=1nf(a+i−1)=∑i=0n−1f(a+i).\sum_{i=1}^{n} f(a+i) \le \int_a^{a+n} f(x)\, dx \le \sum_{i=1}^{n} f(a+i-1) = \sum_{i=0}^{n-1} f(a+i).

Idea

On each interval [a+i−1,a+i][a+i-1, a+i] of length 11, a decreasing function lies between its value at the right end and its value at the left end. Integrating gives the bounds on each piece, and adding the pieces gives the two sums.

Reading path

To understand this page from the ground up, read these 65 pages in order. The foundations come first. The path takes the proofs Proof that Darboux and Riemann integrals agree, Proof of the approximation property of the supremum, Proof that the reals form an ordered field, with the Cauchy sequence construction, Proof that monotone functions are Riemann integrable, Proof of Riemann's criterion for integrability, Proof of the additivity of the integral over intervals, Proof that the reals are Archimedean from the completeness axiom, Proof of the monotonicity of the integral.

  1. Construction of the reals from Cauchy sequences concept
  2. Element definition
  3. Integers object
  4. Ordered field definition
  5. Partition of an interval definition
  6. Proposition concept
  7. Rational numbers object
  8. Real numbers object
  9. Sequence definition
  10. Set bounded above definition
  11. Strictly monotone function definition
  12. Set definition
  13. Ring of integers statement
  14. Archimedean ordered field definition
  15. Mesh of a partition definition
  16. Refinement of a partition definition
  17. Riemann sum definition
  18. Implication definition
  19. Predicate definition
  20. The reals form a field statement
  21. Real sequence definition
  22. Infimum definition
  23. Supremum definition
  24. Ordered pair definition
  25. The rationals form a field statement
  26. Riemann integrable function definition
  27. Existential quantifier definition
  28. Universal quantifier definition
  29. Bounded sequence definition
  30. Completeness axiom statement
  31. Cartesian product definition
  32. Riemann integral definition
  33. The rationals form an ordered field statement
  34. Subset definition
  35. Uniqueness quantifier definition
  36. Upper and lower Darboux sums definition
  37. Definite integral definition
  38. Order on the reals definition
  39. Binary relation definition
  40. Upper and lower Darboux integrals definition
  41. Antisymmetric relation definition
  42. Reflexive relation definition
  43. Transitive relation definition
  44. Function definition
  45. Preorder definition
  46. Partial order definition
  47. Monotone function definition
  48. Total order definition
  49. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  50. The reals form an ordered field statement
  51. Proof of the approximation property of the supremum proof
  52. Approximation property of the supremum statement
  53. Proof that the reals are Archimedean from the completeness axiom proof
  54. The reals are Archimedean statement
  55. Proof of the monotonicity of the integral proof
  56. Proof that Darboux and Riemann integrals agree proof
  57. Monotonicity of the integral statement
  58. Darboux and Riemann integrals agree statement
  59. Proof of Riemann's criterion for integrability proof
  60. Riemann's criterion for integrability statement
  61. Proof that monotone functions are Riemann integrable proof
  62. Proof of the additivity of the integral over intervals proof
  63. Additivity of the integral over intervals statement
  64. Monotone functions are Riemann integrable statement
  65. Proof of the comparison of a series and an integral proof

Where this leads

3 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Integral_test_for_convergence, Proof
About this page
TagNQN8PB7V34
URIm2://NQN8PB7V34
Kindproof
WritingW0 stub
MSC26A42
ProvesComparison of a series and an integral
UsesRiemann integral, Monotone functions are Riemann integrable, Additivity of the integral over intervals, Monotonicity of the integral
Changed4 November 2026

Markdown · JSON · Edit on GitHub

What this page needs for W1

  • an inventory row: the row of the inventory that the node accounts for (0 of 1)

The writing levels say how complete the text of a page is. They do not measure its truth.

What links here

No page links to this page yet.