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 fn:[a,b]Rf_n:[a,b]\to\mathbb{R} be for each nn, and suppose fnff_n\to f on [a,b][a,b]. Then:

  • ff is Riemann integrable on [a,b][a,b], and
  • the integrals converge to the integral of the limit: limnabfn(x)dx=abf(x)dx. \lim_{n\to\infty}\int_a^b f_n(x)\,dx=\int_a^b f(x)\,dx.

This theorem justifies passing limits through integrals when convergence is uniform, and it is a standard tool in approximation and arguments.