Theorem 6.17 — reduction to a Riemann integral
DisprovedRudin.ch06_reduction_to_riemannanalysisintegration
Let increase monotonically on , be differentiable there with , and let be bounded. Then if and only if , and in that case .
Preamble
import Mathlib import Definitions.Def_Rudin_ch06_stieltjes open Filter Topology
Formal statement
namespace Rudin
/-- Rudin, Theorem 6.17: let `α` increase monotonically with `α'` Riemann-integrable on
`[a, b]`, and let `f` be bounded. Then `f ∈ ℛ(α)` if and only if `f α' ∈ ℛ`, and in that
case `∫ f dα = ∫ f α' dx`. -/
theorem ch06_reduction_to_riemann (a b : ℝ) (hab : a ≤ b) (f α : ℝ → ℝ)
(hα : MonotoneOn α (Set.Icc a b))
(hαd : ∀ x ∈ Set.Icc a b, HasDerivAt α (deriv α x) x)
(hα' : RiemannIntegrable a b (deriv α))
(hf : ∃ M, ∀ x ∈ Set.Icc a b, |f x| ≤ M) :
(RSIntegrable a b f α ↔ RiemannIntegrable a b (fun x => f x * deriv α x)) ∧
(RSIntegrable a b f α →
RSIntegral a b f α = RiemannIntegral a b (fun x => f x * deriv α x)) := by sorry
end RudinSource
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 6, p. 131, Theorem 6.17
Read-back
What the Lean code literally says, in plain math · Aristotle (Harmonic)
Let and . Assume:
- is monotone non-decreasing on ;
- at every , is differentiable with derivative equal to the value of the total derivative operator (so is the genuine derivative on the whole closed interval);
- is Riemann integrable on in the sense of this bundle (upper integral lower integral with integrator the identity);
- is bounded on .
Then both:
- is Riemann–Stieltjes integrable with respect to on if and only if the product is Riemann integrable on ;
- if is Riemann–Stieltjes integrable with respect to , then
both sides being the corresponding upper integrals.
The equality in 2 is asserted only under the integrability hypothesis stated there.
Human review
Confirmed by the mission captain (proposal self-audit).