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Fourier_A1 : preamble, lemma 1, preposition 2-(b). Added ordered list of parentheses and lower case roman in _base.scss
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_posts/2024-10-25-Fourier_A1.md

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@@ -65,6 +65,8 @@ It is clear that
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if $P'$ is a refinement of $P$, then $\mathcal U(f,P')\le\mathcal U(f,P)$ and $\mathcal L(f,P')\ge\mathcal L(f,P)$.
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</div>
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<a href="#" class="btn btn--primary">proof</a>
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To sketch the proof of it, let $P=(a,b)$ and $P'=(a,c,b)$ are two partition of $[a,b]$.
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Then,
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Let
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$$U=\inf_P\mathcal U(f,P),\quad L=\sup_P\mathcal L(f,P).$$
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$$U=\inf_P\,\mathcal U(f,P),\quad L=\sup_P\,\mathcal L(f,P).$$
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Such $U$ and $L$ always exist since $f$ is bounded.
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Moreover,
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</div>
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<a href="#" class="btn btn--primary">proof</a>
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Suppose the former.
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It is trivial that $U\ge L$.
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Fix $\epsilon\gt0$.
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$$
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\begin{aligned}
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U-L
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&=\inf_P\mathcal U(f,P)-\sup_P\mathcal L(f,P)\\
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&=\inf_P\,\mathcal U(f,P)-\sup_P\,\mathcal L(f,P)\\
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&\le\mathcal U(f,P)-\mathcal L(f,P)\\
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&\lt\epsilon
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\end{aligned}
@@ -149,6 +152,7 @@ $$\int_a^bf(x)\,dx=U=L$$
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</div>
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For brevity, we somtimes write $\int_a^bf\,dx$ or $\int f$ instead.
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For complex functions, we have the following definitions
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<div class="notice--success" markdown="1">
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</div>
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<a href="#" class="btn btn--primary">proof</a>
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Suppose that $f$ is real valued.
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Since $[a,b]$ is compact (closed and bounded), $f$ is uniformly continuous on this interval.
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That is, for each $\epsilon\gt0$, there exists $\delta\gt0$ such that
@@ -203,8 +208,250 @@ It follows that $u$ and $v$ are both integrable and that $f$ is integrable.
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## A1.1 Basic properties
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<div class="notice--info" markdown="1">
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<br><br>
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책에는 Proposition 1.1에 주요 성질들이 적혀있고 여기에 $f$와 $g$가 적분가능하면 $f+g$와 $cf$가 적분가능하다는 게 나오고 있고, 그 이후에 Lemma 1.2로 연속함수의 합성에 의한 효과가 언급되고 그 직후에 $fg$, $|f|$도 적분가능하다는 사실이 언급되고 있다.
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그런데 $fg$, $|f|$가 적분가능하다는 사실은 $f+g$, $cf$가 적분가능하다는 사실만큼이나 중요하다고 생각되고 lemma의 증명에 proposition의 결과가 필요해보이지 않아서 lemma를 앞으로 빼고 proposition을 뒤로 넣었다.
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Rudin의 책에도 이 순서로 되어 있다.
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그리고 lemma, proposition 등의 넘버링은 원래 1.1, 1.2 등으로 되어 있었지만 이 포스트에서는 Appendix 1의 내용만 쓸 것이므로 1, 2 등으로 썼다.
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lemma 1.1의 Stein 증명이 잘 이해가 안가서 Rudin의 증명을 더 많이 봤는데, 기본적으로 두 증명이 거의 같다.
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notation은 두 증명을 적당히 조합해서 썼다.
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증명은, $\phi\circ f$에 대한 upper-lower limit의 차가 $\epsilon$의 배수보다 적어짐을 보이기 위하는 것이 목적이다.
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$\phi$의 uniform continuity로부터 $\delta$를, $f$의 적분가능성으로부터 $P$를 얻어내고, 각 subinterval에 대하여 $f$의 최댓값 $M_j$과 최솟값 $m_j$의 차이가 $\delta$와 비교했을 때 큰지($j\in A$) 작은지($j\in B$)로 나누어 생각한다.
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만약 $j\in A$이면 $\phi\circ f$의 최댓값 $M^\ast_j$과 최솟값 $m^\ast_j$의 차이가 $\epsilon$의 상수배보다 적어져서 쉽게 해결된다.
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만약 $j\in B$이면 $M_j-m_j\ge\delta$라는 사실로부터 $\sum_{j\in B}(x_j-x_{j-1})$가 $\epsilon$의 상수배보다 적다는 것을 $P$의 construction으로부터 얻어내어 해결한다.
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둘을 조합하면 증명이 완성된다.
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</div>
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<div class="notice--success" markdown="1">
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<b> Lemma 1 </b>
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Suppose that $f:[a,b]\to\mathbb R$ is integrable and that $\phi:\mathbb R\to\mathbb R$ is continuous.
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Then, $\phi\circ f:[a,b]\to\mathbb R$ is integrable.
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</div>
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<!-- ![lemma_f]({{site.url}}\images\2024-10-25-Fourier_A1\lemma_f.png){: .img-50-center} -->
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<div style="display: flex; justify-content: center; gap: 10px;">
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<img src="{{site.url}}/images/2024-10-25-Fourier_A1/lemma_f.png" style="width: 40%;" />
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<img src="{{site.url}}/images/2024-10-25-Fourier_A1/lemma_phi.png" style="width: 40%;" />
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</div>
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<a href="#" class="btn btn--primary">proof</a>
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Since $f$ is bounded, $m\le f\le M$ on $[a,b]$ for some real $m$ and $M$.
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Since $\phi$ is continuous, its range on $[m,M]$ is bounded ; $\lvert\phi\rvert\le K$ on $[m,M]$ for some $K\ge0$.
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Fix $\epsilon\gt0$.
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Since $\phi$ is uniformly continuous on $[m,M]$, there exists $\delta\gt0$ such that $\delta\lt\epsilon$ and
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$$
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m\le s,t\le M,\quad |s-t|\lt\delta\quad\Longrightarrow\quad\lvert\phi(s)-\phi(t)\rvert\lt\epsilon.
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\tag{1-1}
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$$
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Since $f$ is integrable, there exists a partition $P=(x_0,x_1,\cdots,x_N)$ of $[a,b]$ so that
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$$
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\mathcal U(f, P)-\mathcal L(f, P)\lt\delta^2.
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\tag{1-2}
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$$
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For each $j$, denote
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$$
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\begin{aligned}
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M_j&=\sup_{x_{j-1}\le x\le x_j}f(x)&m_j&=\inf_{x_{j-1}\le x\le x_j}f(x)\\
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M^\ast_j&=\sup_{x_{j-1}\le x\le x_j}\phi\circ f(x)&m^\ast_j&=\inf_{x_{j-1}\le x\le x_j}\phi\circ f(x).
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\end{aligned}
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$$
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These values exist since $f$ is bounded and $\phi$ is continuous.
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Then, by (1-2),
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$$
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\sum_{j=1}^N(M_j-m_j)(x_j-x_{j-1})\lt\delta^2
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\tag{1-3}
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$$
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Let $A=\\{j:M_j-m_j\lt\delta\\}$ and $B=\\{j:M_j-m_j\ge\delta\\}$.
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If $j\in A$, then $M^\ast_j-m^\ast_j\le\epsilon$ by (1-1).
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If $j\in B$, then we can use (1-3) to get
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$$
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\sum_{j\in B}(x_j-x_{j-1})\lt\delta
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$$
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and we also have $\lvert M^\ast_j-m^\ast_j\rvert\le 2K$.
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Therefore,
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$$
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\begin{aligned}
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\mathcal U(\phi\circ f, P)-\mathcal L(\phi\circ f, P)
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&=\sum_{j=1}^N(M^\ast_j-m^\ast_j)(x_j-x_{j-1})\\
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&=\sum_{j\in A}(M^\ast_j-m^\ast_j)(x_j-x_{j-1})+\sum_{j\in B}(M^\ast_j-m^\ast_j)(x_j-x_{j-1})\\
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&\le\epsilon\sum_{j\in A}(x_j-x_{j-1})+2K\sum_{j\in B}(x_j-x_{j-1})\\
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&\le\epsilon\sum_{j=1}^\infty(x_j-x_{j-1})+2K\delta\\
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&\le\epsilon\left[(b-a)+2K\right]
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\end{aligned}
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$$
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Since $\epsilon$ was arbitrary, $\phi\circ f$ is integrable.
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<a href="#" class="btn btn--primary">QED</a>
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<div class="notice--success" markdown="1">
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<b> Proposition 2 </b>
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Suppose that $f$ and $g$ are integrable function on $[a,b]$.
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Then
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<ol class="parenthesis">
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<li>
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$f+g$ is integrable and $\int_a^b(f+g)\,dx=\int_a^bf\,dx+\int_a^bg\,dx$.
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</li>
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<li>
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If $c$ is a constant, then $cf$ is integrable and $\int_a^bcf\,dx=c\int_a^bf\,dx$.
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</li>
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<li>
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If $f$ and $g$ are both real valued and if $f\le g$, then $\int_a^bcf\,dx\le\int_a^bg\,dx$.
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</li>
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<li>
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If $a\le c\le b$, then $\int_a^bf\,dx=\int_a^cf\,dx+\int_c^bf\,dx$.
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</li>
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<li>
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$fg$ is integrable.
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</li>
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<li>
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$\lvert f\rvert$ is integrable and $\lvert\int_a^b f\,dx\rvert\le \int_a^b\lvert f\rvert\,dx$.
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</li>
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</ol>
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</div>
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<a href="#" class="btn btn--primary">proof - a</a>
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Suppose first that $f$ and $g$ are real valued.
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Fix $\epsilon\gt0$.
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Since $f$ and $g$ are integrable, there exist $P_1$ and $P_2$ such that
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$$
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\begin{align*}
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(\mathcal U-\mathcal L)(f,P_1)&\lt\frac\epsilon2\\
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(\mathcal U-\mathcal L)(g,P_2)&\lt\frac\epsilon2
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\end{align*}
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$$
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Take $P=P_1\cap P_2=(x_0,x_1,\cdots,x_N)$.
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Since $P$ is finer than $P_1$ and $P_2$,
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$$
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\begin{align*}
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(\mathcal U-\mathcal L)(f,P)&\lt\frac\epsilon2\\
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(\mathcal U-\mathcal L)(g,P)&\lt\frac\epsilon2
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\tag{2-1}
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\end{align*}
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$$
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Thus,
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$$
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\begin{align*}
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(\mathcal U-\mathcal L)(f+g,P)
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&=\sum_{j=1}^N\left(
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\sup_{x_{j-1}\le x\le x_j}\left(f(x)+g(x)\right)
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-
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\inf_{x_{j-1}\le x\le x_j}\left(f(x)+g(x)\right)
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\right)\\
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&\le\sum_{j=1}^N\left(
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\sup_{x_{j-1}\le x\le x_j}f(x)+\sup_{x_{j-1}\le x\le x_j}g(x)
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-
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\inf_{x_{j-1}\le x\le x_j}f(x)-\inf_{x_{j-1}\le x\le x_j}g(x)
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\right)\\
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&=\sum_{j=1}^N\left(
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\sup_{x_{j-1}\le x\le x_j}f(x)
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-
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\inf_{x_{j-1}\le x\le x_j}f(x)
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\right)
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+\sum_{j=1}^N\left(
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\sup_{x_{j-1}\le x\le x_j}g(x)
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-
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\inf_{x_{j-1}\le x\le x_j}g(x)
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\right)\\
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&=(\mathcal U-\mathcal L)(f,P)+(\mathcal U-\mathcal L)(g,P)\\
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&\lt\epsilon
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\end{align*}
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$$
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Thus $f+g$ is integrable.
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With the same $P$, we can use (2-1) again to get
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$$
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\mathcal U(f,P)\le\mathcal U(f,P)-\mathcal L(f,P)+\int f\,dx\lt\int f\,dx+\frac\epsilon2.
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$$
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Similarly,
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$$
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\mathcal U(g,P)\lt\int g\,dx+\frac\epsilon2.
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$$
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By the subadditivity of the supremum,
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$$
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\begin{aligned}
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\int f+g
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&\le\mathcal U(f+g,P)\\
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&\le\mathcal U(f,P)+\mathcal U(g,P)\\
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&\lt\int f+\int g+\epsilon.
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\end{aligned}
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$$
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Since $\epsilon$ was arbitrary, $\int f+g\le\int f+\int g.$
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Similarly, $\int f+g\ge\int f+\int g$ and thus
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$$
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\int f+g=\int f+\int g.
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$$
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Now suppos that $f$ and $g$ are complex valued so that $f=f_R+if_I$ and $g=g_R+ig_I$.
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If $f$ and $g$ are both integrable, $f_R$, $f_I$, $g_R$ and $g_I$ are all integrable.
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It follows that $f_R+g_R$ and $f_I+g_I$ are both integrable and that
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$$f+g=(f_R+g_R)+i(f_I+g_I)$$
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is integrable.
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Moreover
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$$
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\begin{align*}
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\int f+g
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&=\int (f_R+g_R)+i(f_I+g_I)\\
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&=\int (f_R+g_R)+i\int(f_I+g_I)\\
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&=\int f_R+i\int f_I+\int g_R+i\int g_I\\
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&=\int f+\int g
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\end{align*}
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$$
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<a href="#" class="btn btn--primary">proof - b</a>
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$$
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\begin{aligned}
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\int_a^bcf(x)\,dx
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&=\inf_P\,\mathcal U(cf,P)\\
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&=\inf_P\,\sum_{j=1}^N\sup_{x_{j-1}\le x\le x_j}cf(x)(x_j-x_{j-1})\\
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&=c\inf_P\,\sum_{j=1}^N\sup_{x_{j-1}\le x\le x_j}f(x)(x_j-x_{j-1})\\
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&=c\inf_P\,\mathcal U(f,P)\\
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&=c\int_a^bf(x)\,dx.
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\end{aligned}
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$$
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<a href="#" class="btn btn--primary">proof - c</a>
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$$
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\begin{aligned}
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\int_a^bf(x)\,dx
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&=\inf_P\,\mathcal U(f,P)\\
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&=\inf_P\,\sum_{j=1}^N\sup_{x_{j-1}\le x\le x_j}f(x)(x_j-x_{j-1})\\
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&\le\inf_P\,\sum_{j=1}^N\sup_{x_{j-1}\le x\le x_j}g(x)(x_j-x_{j-1})\\
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&=\inf_P\,\mathcal U(g,P)\\
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&=\int_a^bg(x)\,dx
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\end{aligned}
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$$

_sass/minimal-mistakes/_base.scss

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margin-top: 0.5em;
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}
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/* parenthesis list, added in 2024-10-25 */
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ol.parenthesis {
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counter-reset: list;
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list-style-type: none;
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// margin-left: 0.5em; /* 설정가능 */
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padding-left: 0.5em; /* 설정가능 */
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}
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ol.parenthesis > li {
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counter-increment: list;
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}
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ol.parenthesis > li::before {
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content: "(" counter(list, lower-alpha) ") ";
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}
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/*
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Media and embeds
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========================================================================== */
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