Construction of the Lebesgue integral as an

extension of the Riemann integral

Chady Ben Hamida
May 2018

1 Introduction
The goal of this paper is to construct the Lebesgue integral on the interval [0,1]
as an extension of the usual Riemann integral by means of density and completion
arguments. In our approach, we remind the reader of some basic notions about
metric spaces and vector spaces, such as norms and completenes. We then start
with the set of continuous functions on [0,1] that we will denote by C([0, 1]) and
R1
equip this space with the Riemann integral 0 as a metric. We show that the metric
R1
space (C([0, 1]), 0 ) is not complete and attempt to construct the its completion,
which we will denote by L1 ([0, 1]). We define its elements, and define its metric by
extending the Riemann integral to a new integral in L1 ([0, 1]). We will use this in
order to show various properties of L1 ([0, 1]), mainly that it is a linear space, and
that some notions in C([0, 1]) (such as elements being non-negative) are consistent
in the new complete metric space.

2 Preliminaries on metric spaces

2.1 Definitions and some properties
In this section, we start by giving a definition of a norm in a vector space over R.

Definition 2.1.1 A norm function on a vector space V is a function

||.|| : V → R≥0

that satisfies the following properties

1. For x and y in V , ||x + y|| ≤ ||x|| + ||y||
2. If c is a scalar (in R), then ||cx|| = |c|.||x||
3. ||x|| = 0 if and only if x = 0

1
The ordered pair (V, ||.||) is called a normed vector space.
Also, we can prove that a norm on a vector space V can define a metric d on V
by the following formula
d(x, y) := ||x − y||
We can easily check that d satisfies the properties of a metric.
1. For x, y ∈ V , we have d(x, y) = 0 so ||x − y|| = 0 so x − y = 0 by property 3
of a norm so x = y

2. For x, y ∈ V , we have d(y, x) = ||y − x|| = ||(−1)(x − y)|| = | − 1|.||x − y|| =

d(x, y) (by property 2)
3. For x0 , y 0 ∈ V , we have ||x0 + y 0 || ≤ ||x0 || + ||y 0 ||. Setting x0 = x − y, y 0 = y − z,
we get ||x−y+y−z|| = ||x−z|| = d(x, z) ≤ ||x−y||+||y−z|| = d(x, y)+d(y, z)
and so d satisfies the triangle equality.

2.2 Completion of a normed vector space

Let (M, d) be a metric space.
For this, we recall some definitions.
Definition 2.2.1 If {an } is a sequence in a metric space (M, d) such that for every
 > 0, there exists a positive integer N , such that if m, n ≥ N then

d(an , am ) < 

then we say that {an } is Cauchy.

Definition 2.2.2 A metric space M is called complete if every Cauchy sequence in

M is convergent. Also, we can intuitively guess the definiton of a completion of a
metric space.
A metric space (M1 , d1 ) is called the completion of (M, d) if
• (M1 , d1 ) is complete

• M ⊂ M1
• For every x, ∈ M , we have d(x, y) = d1 (x, y)

Now that we have established the definiton of a normed vector space, it’s interesting
to look at the completion of (M, d) if (M, d) is a normed vector space (V, ||.||) over
R. We introduce the following theorem about metric spaces in general.
Theorem 2.2.1 Every metric space (M, d) has a completion (M1 , d1 ).

2
We will not give a full construction of the completion here. Roughly speaking, we
can construct (M1 , d1 ) using Cauchy sequences in (M, d). More precisely, (M1 , d1 )
is the set of equivalence classes of these sequences, and we say that two sequences
are equivalent if limn→∞ d(xn , yn ) = 0. A full proof is given in ”Foundations of
Mathematical analysis” by by Johnsonbaugh and Pfaffenberger. We will also go
over this again in more details in the following sections.

Now let (M, d) be a normed vector space with norm denoted ||.|| By the above
theorem, we can find a completion (M1 , d1 ).
We define the function
||.||1 : M1 → R≥0 , ||.||1 : a 7→ lim ||an ||
n→∞

Theorem 2.2.2 ||.||1 is a norm in M1 , Moreover, (M1 , ||.||1 ) is a normed vector

space.
Proof
To prove this, we only need to check all the axioms metioned in Def 2.1
1. Let a and b elements of (M1 , d1 ), the equivalence classes of {an } and {bn } in
(M, d) respectively. Since ||.|| is a norm, then for all integer n we have
||an − bn || ≤ ||an || + ||bn ||
and so
||a − b||1 = lim ||an − bn || ≤ lim ||an || + lim ||bn || = ||a||1 + ||b||1
n→∞ n→∞ n→∞

which proves that ||.||1 satisfies the triangle inequality.

2. Let c be a scalar.
||c.a||1 = lim ||can || = lim |c|.||an || = |c| lim ||an || = |c|||a||1
n→∞ n→∞ n→∞

3. ||a||1 = limn→∞ ||an || = d(an , 0) = 0 and so a = 0

Thus, we have proved that ||.||1 is a norm, and so the completion of a normed vector
space is a complete normed vector space.

3 Lebesgue integral via completion

3.1 The set C([0, 1])
We recall that C([0, 1]) is the set of all continuous functions from [0, 1] to R. We
consider the function d1 on C([0, 1]) defined by
Z 1
2
d : C[0, 1] → R, d : (f, g) 7→ |f − g|
0
.

3
Lemma 3.1.1 The function d1 defined as above is a metric.
Proof of Lemma
The first axioms (symmetry of d and d(x, y) = 0 if and only if x = y) are easy
to check and so we will only prove the triangle inequality. Let f, g, h ∈ C[0, 1].
Consider Z Z 1 Z 1 1
|f − g| + |g − h| = |f − g| + |g − h|
0 0 0

Now by the triangle inequality over real numbers, we can see that for all x ∈ [0, 1],
we have

|f (x) − g(x) + g(x) − h(x)| = |f (x) − h(x)| ≤ |f (x) − g(x)| + |g(x) − h(x)|

and so Z 1 Z 1
|f (x) − h(x)|dx ≤ |f (x) − g(x)|dx + |g(x) − h(x)|dx
0 0
or Z 1 Z 1 Z 1
|f − h| ≤ |f − g| + |g − h|
0 0 0
which proves the triangle inequality.
Theorem 3.1.1 The metric space (C([0, 1]), d1 ) is not complete.
Proof
To show this, it suffices to exhibit an example of a sequence in C([0, 1]) that is
Cauchy but that
 does not converge. Consider
0
 if 0 ≤ x ≤ 21
fn (x) := n(x − 2 ) if 12 < x ≤ 12 + n1
1

if 12 + n1 < x ≤ 1

1


We will not attempt to prove that fn is continuous for every n as this is fairly
easy to check. However, we have to prove that {fn } is a Cauchy sequence in C([0, 1]).
Let m, n integers and assume without loss of generality that m ≤ n. We have
Z 1
|fn − fm |
0
1 1 1 1 1
2+n 2+m 1
Z 2
Z Z Z
= |fn − fm | + |fn − fm | + |fn − fm | + |fn − fm |
1 1 1 1 1
0 2 2+n 2+m

1 1 Z 12 + m1 
2+n
Z    
1 1
= (n − m) x − dx + 1−m x− dx
1
2
2 1
2+n
1 2

Note that we split the integral this way because between 0 and 21 , we have fn (x) =
R1 R1
fm (x) = 0 and so 02 |fn − fm | = 0. Similarly we get 1 + 1 |fn − fm | = 0 because
2 m
1 1 1
between 2 +m and 1, we have fm (x) = 1, and since 2 + n1 ≤ 1
2
1
+m , then fn (x) = 1

4
and so fn − fm = 0.
These integrals are easy to calculate. We will not show the entirety of the boring
computation here, but after going through it, we get
1 1 1 1
2+n 2+m
Z   Z   
1 1
= (n − m) x − dx + 1−m x− dx
1
2
2 1 1
2+n
2

1 1 1+ 1 m m 1+ 1
= (n − m)[ x2 − x] 21 n + [− x2 + (1 + )x] 21 + m
1
2 2 2 2 2 2 n

2 2
= −
m n
Obviously, when m and n get arbitrarily large, then
Z 1
2 2 2
|fn − fm | = − <
0 m n m
gets arbitrarily small. More formally,
R1 for every  > 0, there exists a positive integer
N such that if m, n ≥ N , then 0 |fn − fm | < , which proves that {fn } is Cauchy.

Now, we prove that {fn } does not converge. Obviously, we have that fn (x) →
1 if 12 < x ≤ 1 and fn (x) → 0 if 0 ≤ x ≤ 12 and so {fn } does not converge.
We have thus constructed a Cauchy sequence in (C([0, 1]), d1 ) that does not con-
verge and so we conclude that the metric d1 on (C([0, 1]), d1 ) is not complete.
R1
We can easily check that 0 satisfies all the axioms of the norm as defined above,
and so we can view (C([0, 1]), d1 ) as a normed vector space (C([0, 1]), ||.||1 ). And
R1
so for the rest of this write up, we will use 0 and ||.||1 in C([[0, 1]) interchange-
ably. It’s natural to think of the completion of (C([0, 1]), d1 ), which according to
Theorem 2.2.2 must be a complete normed vector space with the norm being the
extension of the old one. We will treat this in more details in the following section.

3.2 The completion of (C([0, 1]), d1 )

We denote by L1 ([0, 1]) the completion of (C([0, 1]), d1 ). As for now, the elements
of L1 ([0, 1]) are abstract, but we will define them as equivalence classes of Cauchy
sequences. More formally, let

L := {{fn } | {fn } Cauchy sequence in (C([0, 1]), d1 )}

We say that {fn } and {gn } are equivalent if limn→∞ fn = limn→∞ gn and we write
{fn } ∼ {gn }. We can easily check that ∼ is an equivalence relation by verifying
that all the axioms hold. We will not prove this here, and it is left to the reader to
check.
For every Cauchy sequence {fn } ∈ (C([0, 1]), d1 ), we denote by

f := {{gn } | {gn } ∼ {fn }}

5
the equivalence class of {fn } and we let L1 ([0, 1]) be the set of the equivalence
classes.
In order for this definition of L1 ([0, 1]) to hold, we need to extend the metric d1 in
C([0, 1]). To accomplish this, we must extend the Riemann integral continuously
to a new integral in L1 ([0, 1]).
For every f, g ∈ L1 ([0, 1]) the equivalence classes of {fn } and {gn } , let
Z 1 Z 1
|f − g| = lim |fn − gn |
0 n→∞ 0
R1
We prove that 0 is well defined in L1 .
R1
We start by showing that limn→∞ 0 |fn − gn | exists, knowing that {fn } and {gn }
are Cauchy in C[0, 1]. We have
Z 1 Z 1 Z 1
| fn − fm | ≤ |fn − fm | = d1 (fn , fm )
0 0 0

(The above inequality can be proven using the R fact Rthat −|f (x)| ≤ f (x) ≤ |f (x)|
for every real x and integrating, we get that | f | ≤ |f | ).

Since {fn } is a Cauchy sequence in L1 , then by the above inequality, we must

R1 R1
have that { 0 fn } is a Cauchy sequence in C[0, 1] and so limn→∞ 0 |fn − gn | must
exist.
Now suppose that we have {fn } and {gn } Cauchy sequences in C[0, 1] such that
{fn } ∼ {gn }. We have
Z 1 Z 1 Z 1
| fn − gn | ≤ |fn − gn |
0 0 0
R1
and since we have limn→∞ fn = limn→∞ gn , then |fn −gn | → 0 and so 0
|fn −gn | →
0, and so from our inequality, we get that

lim |fn | = lim |gn |

n→∞ n→∞

We conclude that our extension is well defined.

However, it is still not immediately obvious that this new integral is linear. But
since we know that C[0, 1] is a normed vector space (and so a linear space), then
its completion L1 [0, 1] must also be a linear space. Knowing this, we can define
addition and scalar multiplication over L1 . If we have fn ∈ C([0, 1]) and fn → f ,
and gn ∈ C([0, 1]) and gn → g, then f + g is defined to be the equivalent class such
that fn + gn → f + g. Similarly, if c is a scalar, then cf is the equivalence class of
cfn → cf .
We formalize this in the following

6
Theorem 3.2.1 For all α, β ∈ R, and f, g ∈ L1 we have
Z Z Z
(αf + βg) = α f + β g

Proof
We can easily prove this using basic properties of limits. Let fn and gn Cauchy
sequences in C([0, 1]) and fn → f and gn → g in L1 ([0, 1]). Then
Z Z 1
(αf + βg) = lim (αfn + βgn )
n→∞ 0

Z 1 Z 1
=α fn + β gn (Since each of these limits exist)
0 0
Z Z
=α f +β g
R1
which proves that 0
in L1 is linear.
R1
It only remains to verify that 0 : L1 × L1 → R is continuous. We give a proof
that may not be completely rigorous, as it is fairly easy for the reader to go over
the details.
Let fn ∈ C([0, 1]) and fn → f . Note first that
Z 1 Z 1
| fn | ≤ |fn | = ||fn ||1
0 0

and so
Z 1 Z 1
| f| ≤ |f | Because of the continuity of the norm ||.||1 (1)
0 0

Now let {fn } be an arbitrary sequence in L1 ([0, 1]) that converges to 0.

Z
| fn | ≤ ||fn ||1 By (1)
R
||fn ||1 tends to zero as n tends to infinity and so does | fn |, and so this gives us
R1
the continuity of 0

We will define the notion of a positive function in L1 .

Definition 3.2.1 We say that f ≥ 0 in L1 ([0, 1]) if there exists a function fj ∈
C([0, 1]) such that fj ≥ 0 for all j and fj → f in L1 ([0, 1])
Intuitively, this definition makes sense.
We will show more formally that this definition is consistent, meaning that if
f ∈ C([0, 1]), then f ≥ 0 in L1 if and only if f ≥ 0 in C([0, 1]).

7
Proof
Let f be a function in C([0, 1]). Suppose that f ≥ 0, and so it suffices to take
fn = f and fn → f in L1 . By our definition, we get that f ≥ 0 in L1 .
Conversely, let f ≥ 0 in L1 ([0, 1]). This means that there exists fj ∈ C([0, 1]) such
that fj ≥ 0 for every j and fj → f . Assume by contradiction that f is not positive
in C([0, 1]). In particular, say f (x) = c < 0 for some particular x. Then there must
exist δ > 0 such that x ∈ (x − δ, x + δ), with (x − δ, x + δ) ⊂ [0, 1]. We must have
Z 1 Z x+δ
|fj − f | ≥ |fj − f | ≥ 2δ|c| > 0
0 x−δ
R1
and so since 0
|fj − f | > 0, then its limit cannot be zero, which is a contradiction.

We have thus established that Def 3.2.1 makes sense.

Also, we can use this definition to show that if f, g 1 such that f ≥ 0 and g ≥ 0,
then f + g ≤ 0.
First note that since L1 has the structure of a vector space, then it makes sense to
write f + g.
We have f ≥ 0 and so there exists fj ∈ C([0, 1]) such that fj ≥ 0 for all j and
fj → f . Similarly, g ≥ 0 and so there exists gi ∈ C([0, 1]) such that gi ≥ 0 for all i
and gi → g. We know that fj + gi → f + g and fj + gi ≥ 0 for all i, j. This finishes
the proof.
R1
Also, we can see that if f ∈ L1 such that f ≥ 0, then 0 f ≥ 0. This is because we
have Z 1 Z 1
f = lim fn with fn → f
0 n→∞ 0
R1 R1
and if we take fn ≥ 0, then 0
fn ≥ 0 and limn→∞ 0
fn . The result follows.