The Lebesgue Integral of a Suspicious Function
Define by
(This is the Dirichlet function.)
- Show that is not Riemann integrable on .
- Compute the Lebesgue integral .
- Now consider the sequence of functions defined as follows: enumerate the rationals in as and set
Show that pointwise, compute for each , and verify the Monotone Convergence Theorem in this example.
Answer: Dirichlet Function and Lebesgue Measure Zero
Key Idea / Intuition
The Dirichlet function is the poster child for why the Lebesgue integral was invented. Riemann integration "sees" oscillation at every scale and fails, but Lebesgue integration "doesn't care" about individual points or countable sets โ a countable set has measure zero, so it contributes nothing to the integral. The sequence then gives a concrete, hands-on illustration that integrating through pointwise limits is valid here, exactly as the Monotone Convergence Theorem promises.
Formal Proof / Solution
Part 1: is not Riemann integrable
Recall: is Riemann integrable iff for every there exists a partition such that .
For any partition of , every subinterval contains both a rational and an irrational number (by density of and in ). Therefore:
So for every partition :
Hence for all , so is not Riemann integrable.
Part 2: Lebesgue integral of
The set of rationals is countable, hence has Lebesgue measure zero:
We can write , the indicator of a null set. For any non-negative measurable simple function , the Lebesgue integral is . Here itself is a simple function (two values, two measurable sets):
Alternatively: almost everywhere (a.e.), so its Lebesgue integral equals . This is the key philosophy: sets of measure zero are invisible to Lebesgue integration.
Part 3: The sequence and MCT
Pointwise convergence to : Fix any .
- If : for all , so . โ
- If : then for some . For all , , so . โ
So pointwise on all of .
Integral of : Each is the indicator of a finite set. Finite sets have measure zero, so:
Verification of MCT: The Monotone Convergence Theorem states: if a.e. and each is measurable, then
Here:
- โ
- since โ
- pointwise โ
And indeed:
The example is slightly degenerate (all integrals are ) but perfectly illustrates that the passage of the limit through the integral is valid โ and shows how Lebesgue theory handles functions that are wildly discontinuous yet perfectly integrable.
Source: Rudin - Real and Complex Analysis, Chapter 1; mathematical folklore