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Unit 3: Differentiation of an Integral




                                                                                                Notes
                                          n  x i
                                             |f(t)|dt
                                         i 1 x i 1

                                         b
                                       =  |f(t)|dt
                                         a

                                         b
                                   b
                                  T (F)   |f(t)|dt
                                   a
                                         a
          But |f| is integrable therefore.

                                 b
                                  |f|dt
                                 a
                                   b
                                  T (F) <
                                   a
                                     F  BV [a, b]
          Hence the Proof.
          Theorem 1: Let f be an integrable on [a, b].

            x
          If  f(t)dt  0  x [a, b]  then f = 0 a.e. in [a, b].
            a
          Proof: Let if possible, f   0 a.e. in [a, b].
          Let f (t) > 0 on a set E of positive measure, then there exists a closed set F   E with m (F) > 0.

          Let A = (a, b) – F.
          Then A is an open set.

                  b
          Now      f(t) dt  f(t) dt
                  a       A  F

                  b
          But      f(t) dt  0
                  a

                   b
                    f(t)dt 0
                  A  F

                   f(t) dt  f(t) dt  0
                  A       F

                   f(t) dt  f(t) dt  0  f(t) dt  f(t) dt
                  A       F           A        F





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