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Theorem 6.9 — monotone integrands

Proved
Rudin.ch06_monotone_integrable

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

analysisintegration

If fff is monotone on [a,b][a,b][a,b] and the monotonically increasing α\alphaα is continuous on [a,b][a,b][a,b], then f∈R(α)f \in \mathcal{R}(\alpha)f∈R(α).

Preamble
import Mathlib
import Definitions.Def_Rudin_ch06_stieltjes

open Filter Topology
Formal statement
namespace Rudin

/-- Rudin, Theorem 6.9: if `f` is monotone on `[a, b]` and the monotonically increasing
integrator `α` is continuous on `[a, b]`, then `f` is integrable with respect to `α`. -/
theorem ch06_monotone_integrable (a b : ℝ) (hab : a ≤ b) (f α : ℝ → ℝ)
    (hf : MonotoneOn f (Set.Icc a b)) (hα : MonotoneOn α (Set.Icc a b))
    (hαc : ContinuousOn α (Set.Icc a b)) :
    RSIntegrable a b f α := by sorry

end Rudin
Source
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 6, p. 126, Theorem 6.9
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What the Lean code literally says, in plain math · Aristotle (Harmonic)

Let a≤ba \le ba≤b and let f,α:R→Rf, \alpha : \mathbb{R}\to\mathbb{R}f,α:R→R satisfy: fff is monotone non-decreasing on [a,b][a,b][a,b]; α\alphaα is monotone non-decreasing on [a,b][a,b][a,b]; and α\alphaα is continuous on [a,b][a,b][a,b]. Then fff is Riemann–Stieltjes integrable with respect to α\alphaα on [a,b][a,b][a,b]: its upper and lower integrals over that interval agree.

Note that only the non-decreasing case of monotonicity of fff is covered — a non-increasing fff is not addressed by this statement. No value for the integral is claimed.

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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