Theorem 6.9 — monotone integrands
ProvedRudin.ch06_monotone_integrableanalysisintegration
If is monotone on and the monotonically increasing is continuous on , then .
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 RudinSource
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 and let satisfy: is monotone non-decreasing on ; is monotone non-decreasing on ; and is continuous on . Then is Riemann–Stieltjes integrable with respect to on : its upper and lower integrals over that interval agree.
Note that only the non-decreasing case of monotonicity of is covered — a non-increasing is not addressed by this statement. No value for the integral is claimed.
Human review
Confirmed by the mission captain (proposal self-audit).