TITLE: integral is equal to sum of integrals
QUESTION [5 upvotes]: Let $f$: $[0,1] \rightarrow [0,1)$ be continuous.
$$\displaystyle\int_{0}^{1} \frac{1}{1-f(t)}dt= \displaystyle\sum_{n=0}^{\infty} \int_{0}^{1}f(t)^ndt$$
Does this result hold?. $f$ is Riemann integrable. If this is gonna be proved using definitions of Riemann integrability, then how can we choose a partition $P$ to obtain expressions for upper & lower sums?

As a side note, this is like $\dfrac{1}{1-x}= \displaystyle\sum_{n=0}^{\infty} x^n$ for $|x|<1$. So, this result must hold (I believe).

REPLY [2 votes]: Let $\varepsilon > 0$, $M = \max_{x \in [0,1]}f(x)$, and $I = \int_0^1 \frac{\mathrm{d}t}{1-f(t)}$.  Then, for any integer $N > 0$, \begin{align*}
&\left| \sum_{n=0}^\infty \int_0^1 f(t)^n \, \mathrm{d}t - \int_0^1 \frac{\mathrm{d}t}{1 - f(t)} \right| \\
&\qquad = \left| \sum_{n=0}^{N-1} \int_0^1 f(t)^n \, \mathrm{d}t + \sum_{n=N}^\infty \int_0^1 f(t)^n \, \mathrm{d}t - \int_0^1 \frac{\mathrm{d}t}{1 - f(t)}\right|  \\
&\qquad = \left| \int_0^1 \sum_{n=0}^{N-1} f(t)^n \, \mathrm{d}t + \sum_{n=N}^\infty \int_0^1 f(t)^n \, \mathrm{d}t - \int_0^1 \frac{\mathrm{d}t}{1 - f(t)} \right|  \\
&\qquad = \left| \int_0^1 \frac{1 - f(t)^N}{1 - f(t)} \,\mathrm{d}t + \sum_{n=N}^\infty \int_0^1 f(t)^n \, \mathrm{d}t - \int_0^1 \frac{\mathrm{d}t}{1 - f(t)} \right|  \\
&\qquad = \left| \int_0^1 \frac{\mathrm{d}t}{1 - f(t)} - \int_0^1 \frac{f(t)^N}{1 - f(t)} \, \mathrm{d}t + \sum_{n=N}^\infty \int_0^1 f(t)^n \, \mathrm{d}t - \int_0^1 \frac{\mathrm{d}t}{1 - f(t)} \right|  \\
&\qquad = \left| - \int_0^1 \frac{f(t)^N}{1 - f(t)} \,\mathrm{d}t + \sum_{n=N}^\infty \int_0^1 f(t)^n \, \mathrm{d}t \right|  \\
&\qquad \leq \left| \int_0^1 \frac{f(t)^N}{1 - f(t)} \,\mathrm{d}t \right| + \left| \sum_{n=N}^\infty \int_0^1 f(t)^n \, \mathrm{d}t \right|  \\
&\qquad \leq \left| M^N I \right| + \left| \sum_{n=N}^\infty M^n \right|  \\
&\qquad = M^N I + \frac{M^N}{1-M}  \text{,}
\end{align*}
which is less than $\varepsilon$ as long as we choose $N$ large enough that 
$$  M^N < \frac{\varepsilon}{I + \frac{1}{1-M}}  \text{.}  $$
Since $0 \leq M < 1$, such a choice of $N$ is always possible.