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 f,g:[a,b]Rf,g:[a,b]\to\mathbb{R} be and let α,βR\alpha,\beta\in\mathbb{R}. Then:

  • αf+βg\alpha f+\beta g is Riemann integrable on [a,b][a,b], 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 c[a,b]c\in[a,b], ff is Riemann integrable on [a,c][a,c] and on [c,b][c,b], and abf(x)dx=acf(x)dx+cbf(x)dx. \int_a^b f(x)\,dx=\int_a^c f(x)\,dx+\int_c^b f(x)\,dx.

Additivity and linearity (Riemann–Stieltjes integral): Let γ:[a,b]R\gamma:[a,b]\to\mathbb{R} be . If f,gf,g are with respect to γ\gamma on [a,b][a,b] and α,βR\alpha,\beta\in\mathbb{R}, then αf+βg\alpha f+\beta g is Riemann–Stieltjes integrable with respect to γ\gamma and $ \int_a^b (\alpha f+\beta g),d\gamma

\alpha\int_a^b f,d\gamma+\beta\int_a^b g,d\gamma. Moreover,forany Moreover, for any 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 decomposition.