Theorem 6.12(c), converse direction — integrability on two adjacent intervals glues
ProvedRudin.ch06_integral_glue_of_boundedanalysisintegration
Let , let be monotonically increasing on , and let be bounded on . If on and on , then on and
Rudin's Theorem 6.12(c) asserts the implication in the other direction, from integrability on to integrability on the two pieces. The converse recorded here is what one uses to integrate a function assembled from pieces — for instance a function with finitely many jumps, integrated by treating each piece separately — and it follows from the same partition constructions, because the upper integral and the lower integral are each additive over adjacent intervals.
Preamble
import Mathlib import Definitions.Def_Rudin_ch06_stieltjes open Filter Topology
Formal statement
namespace Rudin
/-- Converse of Rudin, Theorem 6.12(c): a bounded `f` that is integrable on `[a, c]` and on
`[c, b]` is integrable on `[a, b]`, and the two integrals add up to the integral over `[a, b]`. -/
theorem ch06_integral_glue_of_bounded (a c b : ℝ) (hac : a ≤ c) (hcb : c ≤ b) (f α : ℝ → ℝ)
(hα : MonotoneOn α (Set.Icc a b))
(hfb : ∃ M, ∀ x ∈ Set.Icc a b, |f x| ≤ M)
(h₁ : RSIntegrable a c f α) (h₂ : RSIntegrable c b f α) :
RSIntegrable a b f α ∧
RSIntegral a c f α + RSIntegral c b f α = RSIntegral a b f α := by sorry
end RudinSource
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 6, p. 128, Theorem 6.12(c) (converse direction)