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@Lebesgue, Perron, and Denjoy all made major advancements in the
theory of integration; the later two generalized the fundamental theorem of calculus,
fixing the latter problem. The techniques they used, however, were inaccessible and
complicated.
@In the 1960fs Kurzweil and Henstock came up with a new integration technique
that is so powerful it includes every function the others can integrate. The technique
had the added advantage of being simple, requiring only slightly more effort to learn
than the Riemann integral. There was in fact a (failed) movement to replace the
teaching of the Riemann integral with that of the Kurzweil-Henstock integral (also
called generalized Riemann integral and gauge integral). This paper will serve as
a brief introduction to the power and simplicity behind this relatively modern idea
that simplifies and strengthens of one of the corner stones of analysis.
@Before continuing it is important to acknowledge and note that all of the ideas
of this paper are drawn from Robert G. Bartlefs A Modern Theory of Integration.
The purpose of the paper is to spread awareness of gauge theory and Bartlefs book
which is a wonderful resource for learning this new method.

The Straddle Lemma
We will use this lemma to prove one of the following theorems.
Lemma 4.3. Straddle Lemma. Let F : I ¨ R be differentiable at a point t ¸ I.
Given ƒÃ there exists ƒÃ(t) > 0 such that if u, v ¸ I satisfy
t ? ƒÂƒÃ(t) <= u <= t <= v <= t + ƒÂƒÃ(t) (4.3)
then we have
|F(v) ? F(u) ? F'(t)(u ? v)| <= ƒÃ(v ? u) (4.4)

‚‚­

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