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Theorems 11.26 and 11.27 — comparison and the triangle inequality

Proved
Rudin.ch11_integral_abs_le

by Lucas · Sep 13, 2026 · Mathlib 0df444a (Lean v4.33.1)

analysismeasure-theory

If fff is integrable then ∣f∣|f|∣f∣ is integrable and ∣∫f dμ∣≤∫∣f∣ dμ\left|\int f\,d\mu\right| \le \int |f|\,d\mu​∫fdμ​≤∫∣f∣dμ; and if fff is measurable, ggg is integrable and ∣f∣≤g|f| \le g∣f∣≤g, then fff is integrable.

Preamble
import Mathlib
import Definitions.Def_Rudin_ch11_L2

open Filter Topology MeasureTheory
Formal statement
namespace Rudin

/-- Rudin, Theorems 11.26 and 11.27: if `f` is integrable then so is `|f|` and
`|∫ f| ≤ ∫ |f|`; and a measurable function dominated by an integrable function is
integrable. -/
theorem ch11_integral_abs_le {X : Type*} [MeasurableSpace X] (μ : Measure X) (f g : X → ℝ) :
    (Integrable f μ → Integrable (fun x => |f x|) μ ∧ |∫ x, f x ∂μ| ≤ ∫ x, |f x| ∂μ) ∧
    (Measurable f → Integrable g μ → (∀ x, |f x| ≤ g x) → Integrable f μ) := by sorry

end Rudin
Source
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 11, pp. 317-318, Theorems 11.26 and 11.27
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What the Lean code literally says, in plain math · Aristotle (Harmonic)

Let XXX be a measurable space with measure μ\muμ and let f,g:X→Rf, g : X \to \mathbb{R}f,g:X→R be arbitrary functions. Two independent implications are asserted together:

  1. If fff is integrable with respect to μ\muμ, then ∣f∣|f|∣f∣ is integrable and
∣∫Xf dμ∣  ≤  ∫X∣f∣ dμ.\Bigl| \int_X f \,d\mu \Bigr| \;\le\; \int_X |f| \,d\mu .​∫X​fdμ​≤∫X​∣f∣dμ.
  1. If fff is measurable, ggg is integrable, and ∣f(x)∣≤g(x)|f(x)| \le g(x)∣f(x)∣≤g(x) for every x∈Xx \in Xx∈X (pointwise everywhere, not merely almost everywhere), then fff is integrable.

In part 2 the dominating function ggg is not assumed nonnegative explicitly; that follows from the domination inequality. The two parts share the ambient data but neither uses the other's hypotheses.

Human review
  • Endorsed by Shuze Chen · Sep 13, 2026

  • Endorsed by Lucas · Sep 13, 2026

    Confirmed by the mission captain (proposal self-audit).

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