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sciences, and the student displayed (1904) and Lec,ons sur les series trig -
an independent, critical mind that led onometrique (1906)-made his ideas
him to question the statements of pro- better known just prior to their wide-
fessors. From 1897 to 1899 he worked spread acceptance and development.
in the library of the Ecole and pub- In 1910 he moved to the Sorbonne. He
lished four papers. One of these, "Sur was maitre de conferences (lecture
une generalisation de l'integrale de- master) in mathematical analysis until
finie" ("On a Generalization of the Def- 1919, when he became professeur
inite Integral," 1900), contained the d'application de la geornOtrie a
famous definition of what has come to /'analyse. In 1921 he was appointed
be known as the Lebesgue integral. professor at the College de France
He also provided a simpler proof of and the next year was elected to the
Weierstrass' approximation theorem Paris Academie des Sciences. In
and studied functions without deriva- 1930 he was elected a foreign
tives. Hermite and others, who con- member of the Royal Society of Lon-
sidered such functions scandalous, don.
EARLY TWENTIETH CENTURY 721
720 CLASSICS OF MATHEMATICS
had to demonstrate that S actually If fi and 3 represent the lower and among themselves by less than e. We vented, but that does not matter-as the
tended to a limit in the conditions he upper bounds of f(x) in (xi, xi+j), then S are led to consider the values of f(x) de- sum of an infinity of indivisibles, each
considered. A similar necessity appears lies between fined by of which was the ordinate, positive or
every time one replaces an experimen- negative, of f(x). Very well! We have
S= - xd and S = Z 7,(xf+1 xd. Yi < (x) <Yi+i simply grouped together the indivisibles
tal notion by a purely logical defintion.
One should add that the interest of the Riemann showed that for the definition The corresponding values of x form a of comparable size. We have, as one
defined object is no longer obvious, it of Cauchy to apply it is sufficient that set E. In Figure 2 this set Ei consists of says in algebra, collected similar terms.
can be developed only from a study of four intervals. With some continuous One could say that, according to
the properties following from the defini- S S= 1(f; f;)(xr +1 x,) functions it might consist of an infinity Riemann's procedure, one tried to add
tion. This is the price of logical progress. of intervals. For an arbitrary function it the indivisibles by taking them in the
What Cauchy did is so substantial tends toward zero for a particular se- might be very complicated. But this order in which they were furnished by
that it has a kind of philosophic sweep. quence of partitions of the interval from matters little. It is this set E1 which plays the variation in x, like an unsystematic
It is often said that Descartes reduced a to b into smaller and smaller subdivi- the role analogous to the interval (xi, merchant who counts coins and bills at
geometry to algebra. I would say more sions (xi, Darboux added that x1+1) in the usual definition of the inte- random in the order in which they came
willingly that by the use of coordinates under the usual operation of passage to gral of continuous functions, since it to hand, while we operate like a
he reduced all geometries to that of the the limit S and S always give two defi- tells us the values of x which give to f(x) methodical merchant who says:
nite numbers have m(E,) pennies which are worth 1
straight line, and that the straight line, in approximately equal, values. I
giving us the notions of continuity and f a f(x) dx and Ja f(x) dx. If ni is any number whatever taken
< yi+i, the
m(E,),
I have m(E2) nickels worth 5 m(E,),
irrational number, has permitted algebra between yi and vi+j, yi <
I have m(E3) dimes worth 10 m(E3), etc.
to attain its present scope. These numbers are generally different values of f(x) for points of Ei differ from
In order to achieve the reduction of and are equal only when the Cauchy- -fj; by less than E. The number 71; is going Altogether then I have
all geometries to that of the straight line, Riemann integral exists. to play the role which f(ed played in S=1 m(E,) + 2 m(E2) + 5 m(E3) + .
it was necessary to eliminate a certain From a logical point of view, these formula (1). As to the role of the length
number of concepts related to geome- are very natural definitions aren't they? or measure xi+j x; of the interval (xi, The two procedures will certainly
tries of several dimensions such as the However, one can say that from a prac- xi+j), it will be played by a measure lead the merchant to the same result
length of a curve, the area of a surface, tical point of view they have been use- m(E;) which we shall assign to the set E1 because no matter how much money he
and the volume of a body. The progress less. In particular, Riemann's definition in a moment. In this way we form the has there is only a finite number of
realized by Cauchy lies precisely here. has the drawback of applying only sum coins or bills to count. But for us who
After him, in order to complete the rarely and in a sense by chance. must add an infinite number of indivisi-
S = Imm(E,). (2)
arithmetization of mathematics it was It is evident that breaking up the bles the difference between the two
sufficient for the arithmeticians to con- interval (a, b) into smaller and smaller Let us look closely at what we have just methods is of capital importance.
struct the linear continuum from the subintervals (xi, xi+ 1) makes the dif- done and, in order to understand it bet- We now consider the definition of the
natural numbers. ferences fi fi smaller and smaller if f(x) ter, repeat it in other terms. number m(E1) attached to E1. The anal-
And now, should we limit ourselves is continuousTand that the continued re- The geometers of the seventeenth ogy of this measure to length, or even to
to doing analysis? No. Certainly, every- finement of the subdivision will make S century considered the integral of f(x)- a number of coins, leads us naturally to
thing that we do can be translated into S tend toward zero if there are only a the word "integral" had not been in- say that, in the example of Fig. 2, m(E;)
arithmetical language, but if we re- few points of discontinuity. But we have
nounce direct, geometrical, and intui- no reason to hope that the same thing
tive views, if we are reduced to pure will happen for a function that is discon-
logic which does not permit a choice tinuous everywhere. To take smaller
among things that are correct, then we intervals (xj, xi+j), that is to say values
would hardly think of many questions, of f(x) corresponding to values of x
and certain concepts, for example, most closer together, does not in any way
of the ideas that we are going to exam- guarantee that one takes values of f(x) Yi + 1
ine here today, would escape us com- whose differences become smaller. 711
will be the sum of the lengths of the four construct sets Er which are now sets of l'Ecole Polytechnique, Vol. I, but with this 2. C. R. Acad. Sci. Paris, 132, 1900, pp.
intervals that make up E1, and that, in an points in the plane and no longer on a modification, essential for our purpose, that 1025-1028. Definitions equivalent to that
we enclose the set E, to be measured in given here have been proposed by various
example where Ei is formed from an in- line. To these sets we must now attrib- authors. The most interesting are due to W.
finity of intervals, m(E1) will be the sum ute a plane measure, and this measure intervals whose number may be infinite,
while Jordan employed only a finite number. H. Young, Phil. Trans. Roy. Soc. London,
of the length of all these intervals. In the is deduced from the area of rectangles 204, 1905, pp. 221-252, and Proc. London
This use of a denumerable infinity in place of
general case it leads us to proceed as Math. Soc., 9, 1911, pp. 15-50. See also, for
a < x < 0; y < y < 8 a finite number of intervals was suggested by
follows. Enclose Ei, in a finite or de- the work of Borel, who himself had utilized example, the notes of Borel and M. F. Riesz,
numerably infinite number of intervals, in exactly the same way as the linear this idea in order to get a definition of meas- C. R. Acad. Sci. Paris, 154, 1912, pp. 413-
and let h, 12, . be the length of these measure was derived from the length of ure (Lecons sur la theorie des fonctions). 415, 641-643.
intervals. We obviously wish to have intervals. Once measure is defined,
formula (2) gives the sums S from which
m(E,) < I, + + .
the integral is obtained by passage to
If we look for the greatest lower the limit. Hence the definition that we
bound of the second member for all have considered extends immediately to
possible systems of intervals that cover functions of several variables.
this bound will be an upper bound of Here is another extension which
m(E1). For this reason we represent it by applies equally well regardless of the
m(E1), and we have number of variables, but which ex- I