A convergence theorem for generalized Riemann integrals (Q1890604): Difference between revisions

A sequence \(\{f_n\}\) of generalized Riemann integrable functions defined on \([a, b]\) is said to be \(\gamma\)-convergent to \(f\) if for every \(\varepsilon> 0\) there is an integer \(N\) such that if \(n\geq N\) there is \(\delta_n(x)> 0\) such that if \(P\) is any \(\delta_n\)-fine partition of \([a, b]\) then \(|S(f_n, P)- S(f, P)|< \varepsilon\), where \(S(f_n, P)\) and \(S(f, P)\) denote the Riemann sums over \(P\) of \(f_n\) and \(f\), respectively. The author proves that \(\{f_n\}\) is \(\gamma\)- convergent to \(f\) if and only if \(f\) is integrable on \([a, b]\) and \(\int^b_a f= \lim_{n\to \infty} \int^b_a f_n\).