Monotonicity, additivity and bounds for the Riemann-Stieltjes integral (Rudin 6.12 b,c,d), corrected
ProvedRudin.ch06_monotonicity_and_bounds_of_boundedBasic properties of the Riemann–Stieltjes integral. Let be monotonically increasing on and let on , both bounded. Then:
- (Monotonicity.) If on , then .
- (Additivity over adjacent intervals.) For every , on and on , and
- (Bound.) If on , then .
These are parts (b), (c) and (d) of Rudin's Theorem 6.12.
Formalization note. Boundedness is part of Rudin's standing setup in Chapter 6 — his consists of bounded functions — and it must be stated explicitly here. Upper and lower sums are built from sSup and sInf, which return the junk value on sets that are unbounded, so an unbounded function can satisfy the formal integrability predicate with integral . On with , take and for : every upper sum set is unbounded below and every lower sum is with the value attained at the trivial partition, so both the upper and the lower integral come out . With one has on while part 1 would demand . The two boundedness hypotheses match those already carried by Rudin.ch06_linearity.
import Mathlib import Definitions.Def_Rudin_ch06_stieltjes open Filter Topology
namespace Rudin
/-- Rudin, Theorem 6.12(b), (c), (d), with the boundedness hypotheses of Chapter 6: the integral
is monotone in the integrand, additive over adjacent intervals, and bounded by `M (α b - α a)`
when `|f| ≤ M`. -/
theorem ch06_monotonicity_and_bounds_of_bounded (a b : ℝ) (hab : a ≤ b) (f g α : ℝ → ℝ)
(hα : MonotoneOn α (Set.Icc a b))
(hf : RSIntegrable a b f α) (hg : RSIntegrable a b g α)
(hfb : ∃ M, ∀ x ∈ Set.Icc a b, |f x| ≤ M) (hgb : ∃ M, ∀ x ∈ Set.Icc a b, |g x| ≤ M) :
((∀ x ∈ Set.Icc a b, f x ≤ g x) → RSIntegral a b f α ≤ RSIntegral a b g α) ∧
(∀ c ∈ Set.Icc a b, RSIntegrable a c f α ∧ RSIntegrable c b f α ∧
RSIntegral a c f α + RSIntegral c b f α = RSIntegral a b f α) ∧
(∀ M : ℝ, (∀ x ∈ Set.Icc a b, |f x| ≤ M) →
|RSIntegral a b f α| ≤ M * (α b - α a)) := by sorry
end Rudin