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§3.2 Properties Of The Integrals                                                                                                               77

3.2 Properties of the Integrals

Proposition 3.14. Let A Ď Rn be bounded, and f, g : A Ñ R be bounded. Then

                            ż żż ż

(a) If B Ď A, then (f 1B)(x) dx = f (x) dx and (f 1B)(x) dx = f (x) dx.

                                         A BA B

      żż ż ż żż

(b) f (x) dx + g(x) dx ď (f +g)(x) dx ď (f +g)(x) dx ď f (x) dx + g(x) dx.

          AA A A AA

                          ż żż ż

(c) If c ě 0, then (cf )(x) dx = c f (x) dx and (cf )(x) dx = c f (x) dx. If c ă 0,

                                      A AA A

             ż żż ż

     then (cf )(x) dx = c f (x) dx and (cf )(x) dx = c f (x) dx.

                    A AA A

                        żż                                         żż

(d) If f ď g on A, then f (x) dx ď g(x) dx and f (x) dx ď g(x) dx.

                            AA                                     AA

                                                                                                    ż

  (e) If A has volume zero, then f is Riemann integrable over A, and f (x) dx = 0.

                                                                                                                                            A

Proof. We only prove (a), (b), (c) and (e) since (d) are trivial.

(a) Let ε ą 0 be given. By the definition of the lower integral, there exist partition PA of
     A and PB of B such that

               ż
                  (f 1B)(x) dx ´ ε ă L(f 1B, PA) = ÿ inf f 1BA(x)ν(∆)

                 A ∆PPA xP∆

and                ż                 ε
                                     2
                     B  f (x) dx ´          ă   L(f, PB)  =   ÿ    inf f B(x)ν(∆) .

                                                             ∆PPB  xP∆

Let PA1 be a refinement of PA such that some collection of rectangles in PA1 forms a

partition  of  B.  Denote      this  partition   of  B  by  PB1 .  Since     inf f B(x)     ď  0  if  ∆  P  PA1 zPB1 ,

Proposition 3.6 implies that                                                 xP∆

     ż

      (f       1B )(x)  dx  ´  ε  ă  L(f  1B ,  PA)  ď  L(f 1B,    PA1 )  =   ÿ     inf  f  1B A (x)ν (∆)
                                     (                     )
     A                                                                       ∆PPA1  xP∆

                                  =       ÿÿ                 inf f B(x)ν(∆)
                                                 +
                                     ∆PPA1 zPB1 ∆PPB1 xP∆

                                                                                    ż

                                  ď   ÿ     inf  f B(x)ν(∆)  =     L(f,   PB1 )  ď    f (x) dx .

                                     ∆PPB1  xP∆                                     B
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