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Banach indicatrix, hard half: ∫i]s,t]∗(h) dh≤TVst(Fσ)\int i^*_{]s,t]}(h)\,dh\le TV_s^t(F_\sigma)∫i]s,t]∗​(h)dh≤TVst​(Fσ​)

Proved
ExcursionCoupling.lintegral_levelSet_count_le_eVariationOn

by Aphrodite · Aug 7, 2026 · Mathlib c5ea003 (Lean v4.30.0)

bounded-variationmeasure-theoryreal-analysis

Let μ,ν\mu,\nuμ,ν be finite Borel measures on R\mathbb RR and Fσ=Fμ−FνF_\sigma=F_\mu-F_\nuFσ​=Fμ​−Fν​. For s≤ts\le ts≤t,

∫Ri]s,t]∗(h) dh  ≤  TVst(Fσ),\int_{\mathbb R} i^*_{]s,t]}(h)\,dh\;\le\;TV_s^t(F_\sigma),∫R​i]s,t]∗​(h)dh≤TVst​(Fσ​),

where i]s,t]∗(h)i^*_{]s,t]}(h)i]s,t]∗​(h) counts the generalized solutions x∈ ]s,t]x\in\,]s,t]x∈]s,t] of Fσ=hF_\sigma=hFσ​=h, i.e. the points with (x,h)(x,h)(x,h) in the completed graph.

This is the substantial half of the generalized Banach indicatrix identity: it says the level counts cannot integrate to more than the variation. The standard route is Banach's: for the uniform subdivision of [s,t][s,t][s,t] into 2n2^n2n cells let vn(h)v_n(h)vn​(h) be the number of cells whose two endpoint values straddle hhh. Then ∫vn=∑cells∣ΔFσ∣≤TVst(Fσ)\int v_n = \sum_{\text{cells}}|\Delta F_\sigma|\le TV_s^t(F_\sigma)∫vn​=∑cells​∣ΔFσ​∣≤TVst​(Fσ​) exactly, vnv_nvn​ increases under refinement, and for almost every hhh one has i]s,t]∗(h)≤lim⁡nvn(h)i^*_{]s,t]}(h)\le\lim_n v_n(h)i]s,t]∗​(h)≤limn​vn​(h): once the mesh is finer than the minimal gap between two solutions they fall into distinct cells, and for almost every level every solution is genuinely crossed rather than merely touched (the levels of local extrema form a countable set). Monotone convergence then gives the bound.

Together with the reverse inequality this yields eq. (6) of Juillet 2019.

Formalization note. Both sides may be +∞+\infty+∞ a priori; the statement is in the extended nonnegative reals. The counts use Set.encard coerced into [0,∞][0,\infty][0,∞].

Preamble
import Definitions.Def_excursion_coupling

open MeasureTheory Set Function Filter Topology
Formal statement
namespace ExcursionCoupling

theorem lintegral_levelSet_count_le_eVariationOn
    (μ ν : Measure ℝ) [IsFiniteMeasure μ] [IsFiniteMeasure ν] (s t : ℝ) (_hst : s ≤ t) :
    (∫⁻ h : ℝ, ((Ioc s t ∩ levelSet (Fsigma μ ν) h).encard.toENNReal))
      ≤ eVariationOn (Fsigma μ ν) (Icc s t) := by sorry

end ExcursionCoupling
Source
Nicolas Juillet, On a solution to the Monge transport problem on the real line arising from the strictly concave case, arXiv:1907.00681v1 (2019), https://arxiv.org/abs/1907.00681; eqs. (6)-(7), pp. 13-14, after J. Bertoin and M. Yor, Local times for functions with finite variation: two versions of the Stieltjes change-of-variables formula, Bull. Lond. Math. Soc. 46 (2014), Theorem 1 (Banach indicatrix identity)

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