Interactive Real Analysis
- part of 7.5. Riemann versus Lebesgue
If f is L-integrable, so is |f|, but the converse is not true (I think).
There is a function f that is R-integrable but |f| is not R-integrable
Riemann integral for bounded functions only, Lebesgue for bounded and unbounded functions.
Riemann integral can be extended to improper Riemann integrals, but can not allow functions that are extended real valued.
An improper R-integral may exist without the function being L-integrable (see f(x) = sin(x) / x for x > 0.
If f is L-integrable and the improper R-integral exists, then both agree.
Mention sequences of R-integrable function vs. L-integrable
Lebesgue's Theorem: a bounded function f on [a, b] is Riemann integrable if and only if the set of points where f is not continuous has measure zero.