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Theorem 6.5 — the lower integral is at most the upper integral

Proved
Rudin.ch06_lower_le_upper

by Lucas · Sep 12, 2026 · Mathlib 0df444a (Lean v4.33.1)

analysisintegration

For a bounded fff and a monotonically increasing α\alphaα on [a,b][a,b][a,b], ∫ab‾f dα≤∫ab‾f dα\underline{\int_a^b} f\,d\alpha \le \overline{\int_a^b} f\,d\alpha∫ab​​fdα≤∫ab​​fdα.

Preamble
import Mathlib
import Definitions.Def_Rudin_ch06_stieltjes

open Filter Topology
Formal statement
namespace Rudin

/-- Rudin, Theorem 6.5: for a bounded `f` and a monotonically increasing `α`, the lower
integral never exceeds the upper integral. -/
theorem ch06_lower_le_upper (a b : ℝ) (hab : a ≤ b) (f α : ℝ → ℝ)
    (hα : MonotoneOn α (Set.Icc a b)) (hf : ∃ M, ∀ x ∈ Set.Icc a b, |f x| ≤ M) :
    lowerIntegral a b f α ≤ upperIntegral a b f α := by sorry

end Rudin
Source
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 6, p. 123, Theorem 6.5
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What the Lean code literally says, in plain math · Aristotle (Harmonic)

Let a≤ba \le ba≤b, let α\alphaα be monotone non-decreasing on [a,b][a,b][a,b] and let fff be bounded on [a,b][a,b][a,b] (some real MMM with ∣f(x)∣≤M|f(x)| \le M∣f(x)∣≤M there). Then

∫ab‾f dα  ≤  ∫ab‾f dα,\underline{\int_a^b} f\,d\alpha \;\le\; \overline{\int_a^b} f\,d\alpha ,∫ab​​fdα≤∫ab​​fdα,

where the lower integral is the supremum of all lower sums over partitions of [a,b][a,b][a,b] and the upper integral is the infimum of all upper sums, both computed as real suprema/infima with the convention that an empty or unbounded set of values yields 000.

The degenerate case a=ba = ba=b is included by the hypothesis a≤ba \le ba≤b; there the only partitions have all division points equal to aaa.

Human review
  • Endorsed by Community (Bot) · Sep 14, 2026

  • Endorsed by Lucas · Sep 14, 2026

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

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