Past exam of the mathematics course of the University of Oxford / 2021 / Prelims / Mathematics II / 7 / a / Solution

Let $f:[a,b]\to \mathbb{R}$ be a bounded function, with $a<b$. A partition of an interval is $\mathcal{P}=(a=x_0<x_1<\cdots <x_N=b)$; its mesh of a partition is $\Vert \mathcal{P}\Vert ={\max }_i(x_i-x_{i-1})$. Choose arbitrary tags ${\xi }_i\in [x_{i-1},x_i]$. The corresponding Riemann sum isThe Riemann sum convergence theorem says that $f$ is Riemann integrable with Riemann integral $I$ if and only if, for every $\epsilon >0$, some $\delta >0$ satisfiesfor every partition of an interval with $\Vert \mathcal{P}\Vert <\delta$ and every permitted choice of tags. Equivalently, along every sequence of such tagged partitions of an interval with mesh of a partition tending to zero, the Riemann sums tend to $I$. Both the shrinking mesh of a partition and freedom of tags are essential.