The dominated convergence theorem (and similar theorems) is often claimed to be what makes Lebesgue integration superior to Riemann integration. But we also have the result that any (positive) Riemann-integrable function is Lebesgue integrable and that both integrals agree in this case. Thus it seems naively reasonable that the dominated convergence theorem should apply to Riemann integrals too.
Let $f_n:I\to\mathbb R^+$, where $I$ is any interval in $\mathbb R$ (possibly infinite), be a sequence of Riemann-integrable functions that converge pointwise to $f$. Suppose further that $|f(x)|\leqslant |g(x)|$ on $I$ for some Riemann-integrable function $g(x)$.
- Do we have that $\lim_{n\to\infty}\int_{I,\text{Riemann}}f_n(x)dx=\int_{I,\text{Riemann}}f(x)dx$ ?
- What if we add the premise that $f$ is also Riemann integrable?
If the answer to (1) turns out to be "no," what's a counterexample?
For example, let $r_n$ be an enumeration of the rationals in $[0,1]$, and let $f_n$ be the indicator function of $\{r_1, \ldots, r_n\}$. Then $f_n$ are Riemann integrable with $|f_n| \le 1$, but $f_n$ converges pointwise to the indicator function of the rationals, which is not Riemann integrable.