Uniform convergence and integration
Uniform limits of integrable functions are integrable and integrals commute with uniform limits
Uniform convergence and integration
Uniform convergence and integration (Riemann): Let be Riemann integrable for each , and suppose uniformly on . Then:
- is Riemann integrable on , and
- the integrals converge to the integral of the limit:
This theorem justifies passing limits through integrals when convergence is uniform, and it is a standard tool in approximation and series-of-functions arguments.