A Concise, Elementary Proof of Arzel\`a's Bounded Convergence Theorem

Abstract

Arzel\`a'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 Arzel\`a 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.