A Concise, Elementary Proof of Arzelà's Bounded Convergence Theorem

Abstract

Arzelà's bounded convergence theorem (1885) states that if a sequence of Riemann integrable functions on a closed interval is uniformly bounded and has an integrable pointwise limit, then the sequence of their integrals tends to the integral of the limit. It is a trivial consequence of measure theory. However, denying oneself this machinery transforms this intuitive result into a surprisingly difficult problem; indeed, the proofs first offered by Arzelà and Hausdorff were long, difficult, and contained gaps. In addition, the proof is omitted from most introductory analysis texts despite the result's naturality and applicability. Here, we present a novel argument suitable for consumption by freshmen.

3 pages, 3 figures