Additivity and linearity lemmas for Riemann and Riemann–Stieltjes integrals
Linearity in the integrand and additivity over subintervals for Riemann and Riemann–Stieltjes integrals
Additivity and linearity lemmas for Riemann and Riemann–Stieltjes integrals
Additivity and linearity (Riemann integral): Let be Riemann integrable and let . Then:
is Riemann integrable on , and $ \int_a^b (\alpha f(x)+\beta g(x)),dx
\alpha\int_a^b f(x),dx+\beta\int_a^b g(x),dx. $- For any , is Riemann integrable on and on , and
Additivity and linearity (Riemann–Stieltjes integral): Let be increasing . If are Riemann–Stieltjes integrable with respect to on and , then is Riemann–Stieltjes integrable with respect to and $ \int_a^b (\alpha f+\beta g),d\gamma
\alpha\int_a^b f,d\gamma+\beta\int_a^b g,d\gamma. c\in[a,b] \int_a^b f,d\gamma=\int_a^c f,d\gamma+\int_c^b f,d\gamma. $
These are the basic algebraic rules that make integration behave like a linear functional and allow interval decomposition.