For a bounded function, the lower and upper integrals are the supremum of lower Darboux sums and infimum of upper Darboux sums. It is Riemann integrable when these agree.
Here for , so . On it has only finitely many discontinuities and is piecewise continuous, hence integrable. On its upper-minus-lower contribution is at most . Taking proves integrability on .
Changing variables givesThe average of a continuous function over tends to as . The two terms therefore tend to and , proving the stated limit.
The continuous approximation of a Riemann-integrable function follows here by choosing partitions with upper-minus-lower sum below . On each subinterval choose the midpoint of the infimum and supremum to form a step function . ThenReplace each of the finitely many jumps of by a linear transition on intervals of sufficiently small total length, obtaining a continuous with . Hence , and uniformly for every subinterval ,
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