Oscillation criterion lemma

Upper minus lower sum equals the oscillation sum, yielding a practical integrability criterion
Oscillation criterion lemma

Let f:[a,b]Rf:[a,b]\to\mathbb{R} be . For a subinterval I[a,b]I\subseteq[a,b], define the of ff on II by ω(f;I)=supxIf(x)infxIf(x) [0,), \omega(f;I)=\sup_{x\in I} f(x)-\inf_{x\in I} f(x)\ \in[0,\infty), where and denote the .

Oscillation identity: If P={a=x0<x1<<xn=b}P=\{a=x_0<x_1<\cdots<x_n=b\} is a , then U(f,P)L(f,P)=i=1nω(f;[xi1,xi])(xixi1). U(f,P)-L(f,P)=\sum_{i=1}^n \omega\bigl(f;[x_{i-1},x_i]\bigr)\,(x_i-x_{i-1}).

Oscillation criterion (Riemann integrability): A bounded function ff is on [a,b][a,b] if and only if for every ε>0\varepsilon>0 there exists a partition PP such that i=1nω(f;[xi1,xi])(xixi1)<ε. \sum_{i=1}^n \omega\bigl(f;[x_{i-1},x_i]\bigr)\,(x_i-x_{i-1})<\varepsilon.

This criterion repackages U(f,P)L(f,P)U(f,P)-L(f,P) into a concrete “local oscillation” quantity and is a standard starting point for proving integrability of classes of functions.