Direct Riemann integrability

ID: direct-riemann-integrability

A function on is directly Riemann integrable when its upper and lower sums on an equal-width mesh are absolutely finite and converge to the same finite integral as the mesh width tends to zero. A locally absolutely continuous integrable function with integrable derivative has this property: the upper-minus-lower sum is bounded by mesh width times its total variation. The derivative bound therefore gives bounded variation as well as tail control. This stronger form of integrability is a hypothesis of the key renewal theorem.

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