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Integral test for convergence
(section)
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==Proof== The proof uses the [[Direct comparison test|comparison test]], comparing the term <math>f(n)</math> with the integral of <math>f</math> over the intervals <math>[n-1,n)</math> and <math>[n,n+1)</math> respectively. The monotonic function <math>f</math> is [[Continuous function|continuous]] [[almost everywhere]]. To show this, let :<math>D=\{ x\in [N,\infty)\mid f\text{ is discontinuous at } x\}</math> For every <math>x\in D</math>, there exists by the [[Dense set|density]] of <math>\mathbb Q</math>, a <math>c(x)\in\mathbb Q</math> so that <math>c(x)\in\left[\lim_{y\downarrow x} f(y), \lim_{y\uparrow x} f(y)\right]</math>. Note that this set contains an [[Open set|open]] [[non-empty]] interval precisely if <math>f</math> is [[discontinuous]] at <math>x</math>. We can uniquely identify <math>c(x)</math> as the [[rational number]] that has the least index in an [[enumeration]] <math>\mathbb N\to\mathbb Q</math> and satisfies the above property. Since <math>f</math> is [[Monotonic function|monotone]], this defines an [[Injective function|injective]] [[Function (mathematics)|mapping]] <math>c:D\to\mathbb Q, x\mapsto c(x)</math> and thus <math>D</math> is [[Countable set|countable]]. It follows that <math>f</math> is [[Continuous function|continuous]] [[almost everywhere]]. This is [[Necessity and sufficiency|sufficient]] for [[Riemann integrability]].<ref>{{Cite journal| issn = 0002-9890| volume = 43 | issue = 7| pages = 396β398| last = Brown| first = A. B.| title = A Proof of the Lebesgue Condition for Riemann Integrability| journal = The American Mathematical Monthly| date = September 1936| jstor = 2301737| doi = 10.2307/2301737}}</ref> Since {{math|''f''}} is a monotone decreasing function, we know that :<math> f(x)\le f(n)\quad\text{for all }x\in[n,\infty) </math> and :<math> f(n)\le f(x)\quad\text{for all }x\in[N,n]. </math> Hence, for every integer {{math|''n'' β₯ ''N''}}, {{NumBlk|:|<math> \int_n^{n+1} f(x)\,dx \le\int_{n}^{n+1} f(n)\,dx =f(n)</math>|{{EquationRef|2}}}} and, for every integer {{math|''n'' β₯ ''N'' + 1}}, {{NumBlk|:|<math> f(n)=\int_{n-1}^{n} f(n)\,dx \le\int_{n-1}^n f(x)\,dx. </math>|{{EquationRef|3}}}} By summation over all {{math|''n''}} from {{math|''N''}} to some larger integer {{math|''M''}}, we get from ({{EquationNote|2}}) :<math> \int_N^{M+1}f(x)\,dx=\sum_{n=N}^M\underbrace{\int_n^{n+1}f(x)\,dx}_{\le\,f(n)}\le\sum_{n=N}^Mf(n) </math> and from ({{EquationNote|3}}) :<math> \begin{align} \sum_{n=N}^Mf(n)&=f(N)+\sum_{n=N+1}^Mf(n)\\ &\leq f(N)+\sum_{n=N+1}^M\underbrace{\int_{n-1}^n f(x)\,dx}_{\ge\,f(n)}\\ &=f(N)+\int_N^M f(x)\,dx. \end{align} </math> Combining these two estimates yields :<math>\int_N^{M+1}f(x)\,dx\le\sum_{n=N}^Mf(n)\le f(N)+\int_N^M f(x)\,dx.</math> Letting {{math|''M''}} tend to infinity, the bounds in ({{EquationNote|1}}) and the result follow.
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