Some functions

Specific Functions

Staircase Function

Definition:

If $g(x)$ is defined at $[a,b]$, which is the union of finite intervals having no intersection with each other and in each intersection it’s a constant function, then it’s a staircase function.

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Properties:

1, Staircase function is definitely Riemann integrable.

Gamma Function

Definition:
$$\Gamma (p+1)={\int }_0^{+\infty }{t}^p{e}^{-t}\text{d}t.$$
Properties:

$\Gamma (1)=1,\Gamma (s+1)=s\Gamma (s),\ln \Gamma \text{ is convex}.$

These 3 conditions uniquely determines this function.

And we know that $\Gamma (n)=(n-1)!$

$\Gamma (\frac{1}{2})=\sqrt{\pi }.$

Beta Function

$$B(a,b)=\frac{\Gamma (a)\Gamma (b)}{\Gamma (a+b)}.$$

Check Function

Definition:
$${\delta }_{i,j}=\{\begin{array}{l}0,i\ne j.\\ 1,i=j.\end{array}$$

Class of Functions

Functions of Bounded Variation

Definition:

$\forall \text{ partition }p\text{ at }[a,b],V_p(f):=\sum |f(x_i)-f(x_{i-1})|.$

$f$ is of bounded variation at $[a,b]$, if $\sup V_p(f)\exists$, set down as total variation $V(f)$.

Properties:

Monotonic functions are of bounded variation.

$f$ is of bounded variation, if $f^{\prime }$ is bounded.

$f$ is bounded, if it is of bounded variation.

$V(f)=0.\iff f\equiv C$.

$V(f\pm g)⩽V(f)+V(g).$

$V(fg)⩽\sup |f|V(g)+\sup |g|V(f).$

$V(1/f)⩽V(f)/m^2,|f|⩾m>0.$

$V_x:=V_f\text{ at }[a,x]$.

Obviously, $V_x$ is increasing.

And consider a refinement $p^{\ast }$ of partition $p,V_p(f)⩽V_{p^{\ast }}(f)$.

Consider interval $U_0^{-}(x_0,\delta )$.

$\forall \text{ partition }p\text{ at }(x_0-\delta ,x_0),V_f(p)⩾|f(x_0)-f(x_0-\delta )|$, because the right part is produced by a partition having only endpoints.

Thus $\frac{V_p(f)}{\delta }-\frac{|f(x_0)-f(x_0-\delta )|}{\delta }$ .

Consider $\delta \to 0$, you know $D(x)=V_x-f(x)$ is increasing.

Then any function of bounded variation can be decomposed as the difference of two increasing functions.

Thus it’s definitely Riemann integrable.