Measure, Integration & Real Analysis · Problem 1A.7
Measures — Sheldon Axler
Mathematics — Measure Theory · riemann-integral-dyadic-partitions
Problem
Suppose f:[a,b]→R is a bounded function. For n∈Z+, let Pn denote the partition that divides [a,b] into 2n intervals of equal size. Prove that
L(f,[a,b])=n→∞limL(f,Pn,[a,b])andU(f,[a,b])=n→∞limU(f,Pn,[a,b]).