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Banach indicatrix via crossings: TVst(Fσ)≤∫(i∗,++i∗,−)(h) dhTV_s^t(F_\sigma)\le\int (i^{*,+}+i^{*,-})(h)\,dhTVst​(Fσ​)≤∫(i∗,++i∗,−)(h)dh

Proved
ExcursionCoupling.eVariationOn_le_lintegral_crossing_count

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,

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

where i]s,t]∗,+(h)i^{*,+}_{]s,t]}(h)i]s,t]∗,+​(h) and i]s,t]∗,−(h)i^{*,-}_{]s,t]}(h)i]s,t]∗,−​(h) count the increasing, resp. decreasing, points (x,h)(x,h)(x,h) of the completed graph of FσF_\sigmaFσ​ with x∈ ]s,t]x\in\,]s,t]x∈]s,t].

This refines the elementary bound TVst(Fσ)≤∫i]s,t]∗TV_s^t(F_\sigma)\le\int i^*_{]s,t]}TVst​(Fσ​)≤∫i]s,t]∗​, in which the generalized intermediate value theorem only produces some generalized solution in each straddled cell. Here the solution produced must be an actual crossing, which is exactly the extra content: for almost every level hhh every generalized solution of Fσ=hF_\sigma=hFσ​=h is either an increasing or a decreasing point, because the levels at which a solution is merely touched are the values of local extrema and hence form a countable set.

Combined with the reverse inequality (which follows from i∗,++i∗,−≤i∗i^{*,+}+i^{*,-}\le i^*i∗,++i∗,−≤i∗ pointwise and eq. (6)) this gives eq. (7) of Juillet 2019.

Formalization note. Both sides may be +∞+\infty+∞ a priori; the statement is in the extended nonnegative reals, with counts given by 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 eVariationOn_le_lintegral_crossing_count
    (μ ν : Measure ℝ) [IsFiniteMeasure μ] [IsFiniteMeasure ν] (s t : ℝ) (_hst : s ≤ t) :
    eVariationOn (Fsigma μ ν) (Icc s t)
      ≤ ∫⁻ h : ℝ,
          (({x ∈ Ioc s t | (x, h) ∈ posPoints (Fsigma μ ν)}.encard.toENNReal)
            + ({x ∈ Ioc s t | (x, h) ∈ negPoints (Fsigma μ ν)}.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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