A left-continuous cumulative function of an atomic measure with positive masses at a dense countable set has dense discontinuities. Nevertheless it is bounded and monotone on a compact interval, hence a Riemann-integrable function. Finite step-function sums approximate it uniformly because the positive masses are summable. Thus dense discontinuities do not imply failure of the Riemann integral.
For a nondecreasing function, the endpoint bounds show it is bounded. On the uniform partition into intervals, its Darboux sums satisfy
For a nonincreasing function apply the same calculation to , or use . Thus every monotone function on is Riemann integrable.
For the unheaded rational-weight example, each summand is nonnegative, and increasing only adds indices. Hence its sum is nondecreasing and lies between zero and one, including the separately specified value at zero. It is a left-continuous cumulative function of an atomic measure.
If and , the index appears in the sum at but not at . All other changes are nonnegative, so . This remains true for arbitrarily small positive , proving discontinuity at , including a right discontinuity at zero when that rational is encountered. Every interval of positive length contains such a rational in its interior. The discontinuities are therefore dense, although the function is Riemann integrable by the monotone-function result just proved.
More concretely, truncate after the first weights. The resulting finite sum of step functions is integrable, and the uniform tail is at most . This also proves integrability and gives, if its value is desired,
The integral formula follows by integrating the finite sums and using the uniform tail bound. Here “every interval” has the usual nondegenerate-interval meaning; a singleton is not being asserted to contain a discontinuity.