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718 CLASSICS OF MATHEMATICS EARLY TWENTIETH CENTURY 719

method of superposition, still common theory of measurement and, in particu-


in many high school textbooks. lar, Euclid's theory of proportion. The
The Playfair parallel postulate appears final postulate (the postulate of com-
as the only postulate in Group IV; it is, pleteness) is not required for the deriva- Chapter IX
of course, equivalent to Euclid's parallel tion of the theorems of Euclidean The Early 20th Century to 1932
postulate. Using the postulates of the geometry, but it makes possible the es-
first three groups one can prove that tablishment of a one-to-one corre- Section C
there is at least one line through the spondence between the points on any Selected Topics: The Development of General Abstract Theories
given point A and not intersecting the line and the set of all real numbers, and
given line m. is necessary for the free use of the real
The first postulate of the last group number system in analytic, or coordi-
(the postulate of Archimedes) corre- nate, geometry....
sponds to the familiar process of es- HENRI (LEON) LEBESGUE (1875-1941)
timating the distance from one point of
a line to another by the use of a measur-
ing stick; it guarantees that if we start at
the one point and lay off toward the NOTE:
second point a succession of equal dis- One of the leading mathematicians criticized his innovative studies of
tances (equal to the length of the 1. David Hilbert, The Foundations of of the early 20th century, Henri them. Lebesgue taught and continued
measuring stick) we will ultimately pass Geometry, trans. by E. J. Townsend (Chicago: Lebesgue was born into a middle his research at the Lycee Centrale in
the second point. Upon this postulate The Open Court Publishing Company, 3rd class family near Paris, France. His Nancy from 1899 to 1902. The results
can be made to depend the entire edition 1938). father worked in typography and his of this research on the theory of inte-
mother taught at an elementary gration appeared in his doctoral dis-
school. The parents both had intellec- sertation, "Integrale, Longeur, Aire"
tual interests that led them to have a ("Integral, Length, Surface"), which
substantial library in their home, and was presented in 1902 at the Sor
the intellectual ability of young bonne.
Lebesgue quickly became apparent The first two university appoint-
to his teachers. Following the early ments of Lebesgue were at Rennes
death of his father, local philanthropy (1902-06) and at Poitiers (1906-10).
made it possible for him to continue While at Rennes he twice gave the
his education. Cours Peccot at the College de
Lebesgue began higher education France, the first on his new integral
at the Ecole Normale Superieure and the second on trigonometric
where he studied from 1894 to 1897. series. The two resulting mono-
Paul Langevin taught him the physical graphs-Lecons sur /'integration .

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

Radon achieved a notable generaliza- search. Such theories have applica-


Lebesgue's election to the Paris definition of the definite integral which
tions in harmonic analysis (general-
Academie marks a dividing point in generalized the Riemann integral tion when he defined the Lebesgue-
Stieltjes integral in 1913. The devel- ized Fourier analysis), ergodic theory,
his career. By then he had published (1854). The basis for its generality is spectral theory, and the theory of
nearly 90 books and articles mainly that a Lebesgue integrable function opment of abstract theories of meas-
ure and integration has come to probability.
on the theory of integration, the struc- does not have to be continuous nearly
ture of sets and functions, calculus of everywhere (except on a set of meas- dominate recent mathematical re-
variations, theory of surface areas, ure 0). It needs only to have pointwise
and dimension theory. Based on this convergence. The Lebesgue integral
work, his reputation had steadily is a major achievement in modern real
grown and he had received numerous analysis. It is the standard integral of
honors, including Prix Ponce let mathematical analysis today and will 131. From "The Development of the Integral
(1914), Prix Saintour (1917), and Prix surely hold this position well into the
Petit d'Ormoy (1919). He remained ac- future. Conc-pt" (1926)*
tive after 1922, but his writings re- Importantly Lebesgue recognized
flected broadening interests in that his new integral was an analytical HENRI LEBESGUE
pedagogical and historical questions tool capable of overcoming theoreti-
as well as in basic geometry. He ad- cal difficulties that had beset
vocated teaching mathematics in a Riemann's theory of integration, most Leaving aside all technicalities, we teristic of modern mathematics. Cauchy
simple, genetic style that drew upon notably those concerning Fourier are going to examine the successive defined continuous functions and their
analysis and the fundamental theorem modifications and enrichments of the integrals in about the same way as we
the history of ideas. He stated that the
role of the teacher in class was "to concept of the integral and the appear- do today. In order to arrive at the inte-
of the calculus, f ba f' (x)dx = f(b) - ance of other notions used in recent re- gral of f(x) it suffices to form the sums
think in front of his students" and that f(a).
students "gain nothing from a solution search on functions of a real variable. (Fig. 1)
that is satisfying from the logical, but In Fourier analysis Lebesgue proved Before Cauchy there was no defini- S = If( 0(x,+1 - (1)
not from the human point of view." He that for any bounded series of tion of the integral in the modern mean-
upheld the cumulative, historic Lebesgue-integrable functions term- ing of the word "definition." One which surveyors and mathematicians
character of mathematical research, by-term integration is permissible merely said which areas had to be have always used to approximate area,
writing in the preface to his Lessons (this is not always valid for Riemann- added or subtracted in order to obtain and then deduce the integral f a f(x) dx
on Integration (1928): "In order to do integrable functions) and that if a the integral" a f(x) dx. by passage to the limit.
useful work it is necessary to march trigonometric series can represent a For Cauchy a definition was neces- Although the legitimacy of such a
along paths opened by previous bounded function, that series is the sary, because with him there appeared passage to the limit was evident for one
workers; acting otherwise, one runs Fourier series of the function. In the the concern for rigor which is charac- who thought in terms of area, Cauchy
too great a risk of creating a science late 19th century, mathematicians had
without links with the rest of mathe- with increasing frequency identified
matics." functions with bounded derivatives y
The outstanding contribution of that are not integrable in Riemann's
Lebesgue to mathematics was the sense. For these functions the funda-
theory of integration that now bears mental theorem was meaningless.
his name. At the close of the 19th cen- Lebesgue proved that these difficul-
tury, mathematical analysis was effec- ties with bounded derivatives disap-
tively limited to continuous functions peared when his new integral was
because the Riemann method of inte- applied. He thereby provided the "al-
gration applied only to continuous most everywhere" version of the fun- x
and a few discontinuous functions. damental theorem of the calculus. 0
While still a university student, In other mathematical research,
Lebesgue drew upon Rene Baire's Lebesgue coined the term "summa-
study of discontinuous functions, ble," made progress in the theory of FIGURE 1
Camille Jordan's measure-theoretical multiple integrals, and derived his
treatment of Riemann's integral, and pavement theorem, which is signifi-
*Source: This translation of "Sur le developpement de la notion d'integrale" is taken from
Emile Borel's definitions of measure cant in topology. With others he also part II of Henri Lebesgue, Measure and the Integral, edited with a biographical essay by
and measurability to formulate a new endeavored to generalize and extend Kenneth 0. May (1966), 177-183. It is reprinted by permission of Holden-Day, Inc.
theory of measure and to frame a new his theory of integration. Johann
722 CLASSICS OF MATHEMATICS EARLY TWENTIETH CENTURY 723

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

pletely. Let us be guided by the goal to be


For a long time certain discontinuous attained-to collect approximately
functions have been integrated. equal values of f(x). It is clear then that 0
Cauchy's definition still applies to these we must break up not (a, b), but the
integrals, but it is natural to examine, as interval (f,f) bounded by the lower and
did Riemann, the exact capacity of this upper bounds of f(x) in (a, b). Let us do
definition. FIGURE 2
this with the aid of number yi differing
724 CLASSICS OF MATHEMATICS EARLY TWENTIETH CENTURY 725

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

plain only in the case where it is a ques-


m(E,) < m(E). (3) tion of integrating f(x) in the interval (a,
If C is the set of points of the interval b). I have said that it is a question of
(a, b) that do not belong to E1, we have summing indivisibles represented by the
similarly various ordinates at points x, y = f(x). A
moment ago, we collected these indivis-
m(C) < m(C). ibles according to their sizes. Now let
us merely group them according to their
Now we certainly wish to have signs. We will have to consider then the
m(E,) + m(C) = m [(a, b)] = b - a; set EP of points in the plane whose ordi-
nates are positive, and the set Er, of
and hence we must have points whose ordinates are negative. As
m(E,)> b - a - m(C). (4) I recalled at the beginning of my lec-
ture, for the simple case where f(x) is
The inequalities (3) and (4) give us continuous, even before Cauchy's time
upper and lower bounds for m(Ei). One one wrote
can easily see that these two in-
f a f(x) dx = area (Er) - area (E).
equalities are never contradictory.
When the lower and upper bounds for This leads us to assert
Ei are equal, m(E1) is defined, and we
say then that Ei is measurable.' f a f(x) dx = ms(E1,) - ms(E),
A function f(x) for which the sets Ei where m, stands for a plane measure.
are measurable for all choices of yi is This new definition is equivalent to the
called measurable. For such a function preceding one. It brings us back to the
formula (2) defines a sum S. It is easy to intuitive method before Cauchy, but the
prove that when the yi vary so that E definition of measure puts it on a solid
tends toward zero, the S tend toward a logical foundation.
definite limit which is, by definition,2
f a f(x) dx.
This first extension of the notion of
the definite integral led to many others. NOTES
Let us suppose that it is a question of
integrating a function f(x, y) of two vari- 1. The definition of measure of sets used
ables. Proceeding exactly as before, we here is that of C. Jordan, Coors d'analyse de

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