McGill University
Department of Mathematics and Statistics
MATH 243 Analysis 2, Winter 2020
The Cauchy Criterion for Riemann Integrability
The following important theorem is equivalent in spirit to the Cauchy criterion for sequences. It
will allow us to prove Riemann integrability of a function without having to know the value of its
integral in advance.
Theorem (Cauchy Criterion for Riemann Integrability). A function f : [a, b] → R is Riemann
integrable on [a, b] iff for all ε > 0 there exists δ > 0 such that for all tagged partitions Ṗ and Q̇ of
[a, b] of mesh less than δ it holds that |S(f ; Ṗ) − S(f ; Q̇)| < ε.
Rb
Proof. “⇒” Let L := a f and let ε > 0. Then there exists δ > 0 such that for all tagged partitions
Ṗ of [a, b] of mesh less than δ it holds that |S(f ; Ṗ) − L| < 2ε . Let Ṗ and Q̇ be tagged partitions
of [a, b] of mesh less than δ. Then |S(f ; Ṗ) − L| < 2ε and |S(f ; Q̇) − L| < 2ε . Consequently,
|S(f ; Ṗ) − S(f ; Q̇)| = |[S(f ; Ṗ) − L] − [S(f ; Q̇) − L]|
ε ε
≤ |S(f ; Ṗ) − L| + |S(f ; Q̇) − L| < + =ε
2 2
This is what we had to show.
“⇐”: This direction of the proof is far more difficult. This is not surprising: in order to prove
that f is Riemann integrable on [a, b] by the definition of Riemann integrability, we need to have
a candidate L for the value of the integral. But no such L can be easily derived from the Cauchy
condition. The idea for finding a candidate for L is that we will consider a sequence of partitions
of [a, b] of finer and finer mesh; we will prove that the sequence of Riemann sums corresponding to
Rb
these partitions converges; the value L of this limit will then be our candidate for a f .
Assume that f satisfies the Cauchy condition. Let n ∈ N be arbitrary and let ε := n1 . There
exists δn0 > 0 such that for all tagged partitions Ṗ and Q̇ of mesh less than δn0 it holds that
|S(f ; Ṗ) − S(f ; Q̇)| < n1 .
Let δ1 := δ10 , δ2 := min{δ10 , δ20 },. . . , δn := min{δ10 , . . . , δn0 },. . . . Then
δ1 ≥ δ2 ≥ δ3 ≥ . . . (1)
and
δn ≤ δn0 (2)
for all n ∈ N.
it follows immediately from (2) that for all tagged partitions Ṗ and Q̇ of mesh less than δn it holds
that
1
|S(f ; Ṗ) − S(f ; Q̇)| < (3)
n
Now let for all n ∈ N Ṗn be a partition of [a, b] of mesh less than δn . Let m > n. Then ||Ṗm || <
(1)
δm ≤ δn and it follows from (3) that
1
|S(f ; Ṗn ) − S(f ; Ṗm )| < (4)
n
Now let an := S(f ; Ṗn ) for all n ∈ N and consider the sequence of real numbers (an ). Let ε > 0
(4)
and let N ∈ N such that N1 < ε. Then for all m > n ≥ N it holds that |an − am | < n1 ≤ N1 < ε.
But this just means that (an ) is a Cauchy sequence which in turn means that (an ) converges.
Let L := lim (an ) = lim (S(f ; Ṗn )). We will now show that f is Riemann integrable and that
Rb
a f = L.
It follows immediately from (4) that for all m > n we have
1 1
− < S(f ; Ṗn ) − S(f ; Ṗm ) < (5)
n n
Consider n to be fixed and consider m to be a variable. (S(f ; Ṗm )) converges to L; taking limits,
it thus follows from (5) that
1 1
− ≤ S(f ; Ṗn ) − L ≤ (6)
n n
Consequently, we have for all n ∈ N that
1
|S(f ; Ṗn ) − L| ≤ (7)
n
2 1
Now let ε > 0 and let n > ε ⇔ n < 2ε . Let Ṗ be an arbitrary partition of [a, b] of mesh less than
δn . Then
|S(f ; Ṗ) − L| = |[S(f ; Ṗ) − S(f ; Ṗn )] + [S(f ; Ṗn ) − L]|
= |S(f ; Ṗ) − S(f ; Ṗn )| + |S(f ; Ṗn ) − L|
| {z } | {z }
(3) (7)
1
< n
< 2ε ≤ 1
n
< 2ε
<ε
Rb
This proves that f is Riemann integrable on [a, b] with integral a f = L.
