Linear Combination of Integrals/Definite/Proof 2

Proof
It is clear that for step functions $s$ and $t$:


 * $\displaystyle \int_a^b \lambda \map s x + \mu \map t x \rd x = \lambda \int_a^b \map s x \rd x + \mu \int_a^b \map t x \rd x$

Under any partition, the lower sums and upper sums of $f$ and $g$ are step functions, so the above formula relates the lower and upper sums of $f$ and $g$ to the lower and upper sums of the linear combinations of $f$ and $g$.

Because this identity is preserved for all possible partitions of $\closedint a b$, it is preserved for the supremum and infimum of all possible lower and upper sums, so the linear combinations of $f$ and $g$ are integrable.