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I found the following example of a sequence of Riemann integrable functions $f_n$ whose pointwise limit function is still Riemann integrable, but $\int_0^1 f(x)dx \neq \lim_{n \to \infty} \int_0^1 f_n(x)dx$. I was wondering how we can prove the pointwise convergence rigorously.

Let $f_n:[0,1] \to \mathbb{R}$ be defined by $f_n(x) = 2n$ when $x \in \left[\frac{1}{2n}, \frac{1}{n}\right]$ and $f_n(x) = 0$ elsewhere. This sequence is supposed to converge pointwise to $0$. However, I'm having some trouble proving the fact.

For $x \neq 0$ and $\epsilon > 0$ there exists a $n_0 \in \mathbb{N}$, such that $n_0 > 1/x$ by the Archimedean property of $\mathbb{R}$. It follows that $1/n_0 < x$ and thus $x \notin \left[\frac{1}{2n_0},\frac{1}{n_0}\right]$ yielding $\left|f_n(x)\right| = 0$ for all $n \geq n_0$. But what about $x = 0$ ? Both $\frac{1}{2n}$ and $\frac{1}{n}$ converge to $0$ for $n \to \infty$. I don't see how the sequence converges to the zero function at $x = 0$: The first 55 functions of the sequence

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    $\begingroup$ I think you mean "such that $n_0 > 1/x$", not "such that $n_0 > x$". For $x = 0$, clearly $0 < 1/(2n)$ for every positive integer $n$, so $x = 0 \not\in [1/(2n), 1/n]$. Therefore, $f_n(0) = 0$ for all $n$. $\endgroup$
    – user169852
    Aug 29, 2017 at 1:39
  • $\begingroup$ where's the problem with $n_0 > x$? $\endgroup$ Aug 29, 2017 at 1:46
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    $\begingroup$ $n_0 > x$ is equivalent to $1/n_0 < 1/x$, not $1/n_0 < x$. $\endgroup$
    – user169852
    Aug 29, 2017 at 3:41
  • $\begingroup$ Of course. Thanks. $\endgroup$ Aug 29, 2017 at 21:39

1 Answer 1

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It appears that $f_n(0)=0$ for all $n$, because $0$ is never in the given interval. This makes convergence at that point trivial, no?

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