Let $f,g$ be Riemann integrable functions, prove that the function $ h(x) $ defined by $$ h\left( x \right) = \max \left\{ {f\left( x \right),g\left( x \right)} \right\} $$ is also Riemann integrable.
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Call $\Delta_\sigma(u)$ the difference between the upper and lower Darboux sums of a function $u$ with respect to a subdivision $\sigma$. By definition of Riemann integrability, $\inf_\sigma\Delta_\sigma(f)=\inf_\sigma\Delta_\sigma(g)=0$. Call $M_I(u)$ and $m_I(u)$ the supremum and the infinum of a function $u$ on an interval $I$. Then, for every interval $I$, $M_I(h)=\max\{M_I(f),M_I(g)\}$ and $m_I(h)\geqslant\max\{m_I(f),m_I(g)\}$, hence $$ M_I(h)-m_I(h)\leqslant\max\{M_I(f)-m_I(f),M_I(g)-m_I(g)\}, $$ which implies $$ M_I(h)-m_I(h)\leqslant M_I(f)-m_I(f)+M_I(g)-m_I(g). $$ Summing this over the intervals $I$ defining a subdivision $\sigma$, one gets $\Delta_\sigma(h)\leqslant\Delta_\sigma(f)+\Delta_\sigma(g)$. For every positive $t$, there exists $\sigma$ such that $\Delta_\sigma(f)\leqslant t$ and $\tau$ such that $\Delta_\tau(g)\leqslant t$. For every subdivision $\varrho$ containing $\sigma$ and $\tau$, one gets $$ \Delta_\varrho(h)\leqslant \Delta_\varrho(f)+\Delta_\varrho(g)\leqslant\Delta_\sigma(f)+\Delta_\tau(g)\leqslant2t. $$ This proves that $\inf_\sigma\Delta_\sigma(h)=0$ hence $h$ is Riemann integrable. |
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