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Banach indicatrix, easy half: TVst(F)≤∫i]s,t]∗(h) dhTV_s^t(F)\le\int i^*_{]s,t]}(h)\,dhTVst​(F)≤∫i]s,t]∗​(h)dh for càdlàg FFF

Proved
ExcursionCoupling.eVariationOn_le_lintegral_levelSet_count

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

bounded-variationmeasure-theoryreal-analysis

Let F:R→RF:\mathbb R\to\mathbb RF:R→R be càdlàg (right-continuous with left limits) and let s≤ts\le ts≤t. Write i]s,t]∗(h)i^*_{]s,t]}(h)i]s,t]∗​(h) for the number of generalized solutions x∈ ]s,t]x\in\,]s,t]x∈]s,t] of F=hF=hF=h, i.e. the number of points x∈ ]s,t]x\in\,]s,t]x∈]s,t] with (x,h)(x,h)(x,h) in the completed graph of FFF. Then

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

This is the elementary half of the generalized Banach indicatrix identity, and it holds with no bounded-variation assumption (both sides may be +∞+\infty+∞).

The proof is a single application of the generalized intermediate value theorem. For a finite increasing sample u0≤⋯≤unu_0\le\dots\le u_nu0​≤⋯≤un​ inside [s,t][s,t][s,t], the iii-th increment satisfies ∣F(ui+1)−F(ui)∣=Leb( ]min⁡,max⁡[ )|F(u_{i+1})-F(u_i)| = \mathrm{Leb}\big(\,]\min,\max[\,\big)∣F(ui+1​)−F(ui​)∣=Leb(]min,max[) where min⁡,max⁡\min,\maxmin,max are the endpoints of the value interval, so the whole sum equals ∫Rv(h) dh\int_{\mathbb R} v(h)\,dh∫R​v(h)dh with v(h)v(h)v(h) the number of indices iii for which hhh lies strictly between F(ui)F(u_i)F(ui​) and F(ui+1)F(u_{i+1})F(ui+1​). Each such index produces, by the generalized intermediate value theorem, a generalized solution inside ]ui,ui+1]]u_i,u_{i+1}]]ui​,ui+1​]; these half-open intervals are pairwise disjoint and contained in ]s,t]]s,t]]s,t], so v(h)≤i]s,t]∗(h)v(h)\le i^*_{]s,t]}(h)v(h)≤i]s,t]∗​(h) pointwise. Taking the supremum over samples gives the claim.

Formalization note. The total variation is Mathlib's eVariationOn over Icc s t, the count is Set.encard coerced into [0,∞][0,\infty][0,∞], and càdlàg is spelled as right continuity within Ici x together with existence of a left limit at every point.

Preamble
import Definitions.Def_excursion_coupling

open MeasureTheory Set Function Filter Topology
Formal statement
namespace ExcursionCoupling

theorem eVariationOn_le_lintegral_levelSet_count (F : ℝ → ℝ)
    (hright : ∀ x : ℝ, ContinuousWithinAt F (Ici x) x)
    (hleft : ∀ x : ℝ, ∃ L : ℝ, Tendsto F (𝓝[<] x) (𝓝 L))
    (s t : ℝ) :
    eVariationOn F (Icc s t)
      ≤ ∫⁻ h : ℝ, ((Ioc s t ∩ levelSet F h).encard.toENNReal) := 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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