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Analysis.Section_11_8

Analysis I, Section 11.8: The Riemann-Stieltjes integral #

I have attempted to make the translation as faithful a paraphrasing as possible of the original text. When there is a choice between a more idiomatic Lean solution and a more faithful translation, I have generally chosen the latter. In particular, there will be places where the Lean code could be "golfed" to be more elegant and idiomatic, but I have consciously avoided doing so.

Main constructions and results of this section:

Technical notes:

@[reducible, inline]
noncomputable abbrev Chapter11.right_lim (f : ) (x₀ : ) :

Left and right limits. A junk value is assigned if the limit does not exist.

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    @[reducible, inline]
    noncomputable abbrev Chapter11.left_lim (f : ) (x₀ : ) :
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      theorem Chapter11.right_lim_def {f : } {x₀ L : } (h : Chapter9.Convergesto (Set.Ioi x₀) f L x₀) :
      right_lim f x₀ = L
      theorem Chapter11.left_lim_def {f : } {x₀ L : } (h : Chapter9.Convergesto (Set.Iio x₀) f L x₀) :
      left_lim f x₀ = L
      @[reducible, inline]
      noncomputable abbrev Chapter11.jump (f : ) (x₀ : ) :
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        theorem Chapter11.right_lim_of_continuous {X : Set } {f : } {x₀ : } (h : ε > 0, Set.Ico x₀ (x₀ + ε) X) (hf : ContinuousWithinAt f X x₀) :
        right_lim f x₀ = f x₀

        Right limits exist for continuous functions

        theorem Chapter11.left_lim_of_continuous {X : Set } {f : } {x₀ : } (h : ε > 0, Set.Ioc (x₀ - ε) x₀ X) (hf : ContinuousWithinAt f X x₀) :
        left_lim f x₀ = f x₀

        Left limits exist for continuous functions

        theorem Chapter11.jump_of_continuous {X : Set } {f : } {x₀ : } (h : X nhds x₀) (hf : ContinuousWithinAt f X x₀) :
        jump f x₀ = 0

        No jump for continuous functions

        theorem Chapter11.right_lim_of_monotone {f : } (x₀ : ) (hf : Monotone f) :
        Chapter9.Convergesto (Set.Ioi x₀) f (sInf (f '' Set.Ioi x₀)) x₀

        Right limits exist for monotone functions

        theorem Chapter11.right_lim_of_monotone' {f : } (x₀ : ) (hf : Monotone f) :
        right_lim f x₀ = sInf (f '' Set.Ioi x₀)
        theorem Chapter11.left_lim_of_monotone {f : } (x₀ : ) (hf : Monotone f) :
        Chapter9.Convergesto (Set.Iio x₀) f (sSup (f '' Set.Iio x₀)) x₀

        Left limits exist for monotone functions

        theorem Chapter11.left_lim_of_monotone' {f : } (x₀ : ) (hf : Monotone f) :
        left_lim f x₀ = sSup (f '' Set.Iio x₀)
        theorem Chapter11.jump_of_monotone {f : } (x₀ : ) (hf : Monotone f) :
        0 jump f x₀
        theorem Chapter11.right_lim_le_left_lim_of_monotone {f : } {a b : } (hab : a < b) (hf : Monotone f) :
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          Pretty printer defined by notation3 command.

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            theorem Chapter11.α_length_of_empty (α : ) {I : BoundedInterval} (hI : I = ) :
            α[I]ₗ = 0
            @[simp]
            theorem Chapter11.α_length_of_pt {α : } (a : ) :
            theorem Chapter11.α_length_of_cts {α : } {I : BoundedInterval} {a b : } (haa : a < I.a) (hab : I.a I.b) (hbb : I.b < b) (hI : I BoundedInterval.Ioo a b) ( : ContinuousOn α (BoundedInterval.Ioo a b)) :
            α[I]ₗ = α I.b - α I.a
            @[simp]
            theorem Chapter11.α_len_of_id (I : BoundedInterval) :
            (fun (x : ) => x)[I]ₗ = I.length

            Example 11.8.3

            @[reducible, inline]

            An improved version of BoundedInterval.joins that also controls α-length.

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              theorem Chapter11.BoundedInterval.join_Icc_Ioc' {a b c : } (hab : a b) (hbc : b c) :
              (Icc a c).joins' (Icc a b) (Ioc b c)
              theorem Chapter11.BoundedInterval.join_Icc_Ioo' {a b c : } (hab : a b) (hbc : b < c) :
              (Ico a c).joins' (Icc a b) (Ioo b c)
              theorem Chapter11.BoundedInterval.join_Ioc_Ioc' {a b c : } (hab : a b) (hbc : b c) :
              (Ioc a c).joins' (Ioc a b) (Ioc b c)
              theorem Chapter11.BoundedInterval.join_Ioc_Ioo' {a b c : } (hab : a b) (hbc : b < c) :
              (Ioo a c).joins' (Ioc a b) (Ioo b c)
              theorem Chapter11.BoundedInterval.join_Ico_Icc' {a b c : } (hab : a b) (hbc : b c) :
              (Icc a c).joins' (Ico a b) (Icc b c)
              theorem Chapter11.BoundedInterval.join_Ico_Ico' {a b c : } (hab : a b) (hbc : b c) :
              (Ico a c).joins' (Ico a b) (Ico b c)
              theorem Chapter11.BoundedInterval.join_Ioo_Icc' {a b c : } (hab : a < b) (hbc : b c) :
              (Ioc a c).joins' (Ioo a b) (Icc b c)
              theorem Chapter11.BoundedInterval.join_Ioo_Ico' {a b c : } (hab : a < b) (hbc : b c) :
              (Ioo a c).joins' (Ioo a b) (Ico b c)
              theorem Chapter11.Partition.sum_of_α_length {I : BoundedInterval} (P : Partition I) (α : ) :
              JP.intervals, α[J]ₗ = α[I]ₗ

              Theorem 11.8.4 / Exercise 11.8.1

              @[reducible, inline]
              noncomputable abbrev Chapter11.PiecewiseConstantWith.RS_integ (f : ) {I : BoundedInterval} (P : Partition I) (α : ) :

              Definition 11.8.5 (Piecewise constant RS integral)

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                @[reducible, inline]
                noncomputable abbrev Chapter11.f_11_8_6 (x : ) :

                Example 11.8.6

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                  @[reducible, inline]
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                    theorem Chapter11.PiecewiseConstantWith.RS_integ_eq_integ {f : } {I : BoundedInterval} (P : Partition I) :
                    (RS_integ f P fun (x : ) => x) = integ f P

                    Example 11.8.7

                    theorem Chapter11.PiecewiseConstantWith.RS_integ_eq {f : } {I : BoundedInterval} {P P' : Partition I} (hP : PiecewiseConstantWith f P) (hP' : PiecewiseConstantWith f P') (α : ) :
                    RS_integ f P α = RS_integ f P' α

                    Analogue of Proposition 11.2.13

                    @[reducible, inline]
                    noncomputable abbrev Chapter11.PiecewiseConstantOn.RS_integ (f : ) (I : BoundedInterval) (α : ) :
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                      α-length non-negative when α monotone

                      theorem Chapter11.PiecewiseConstantOn.RS_integ_add {f g : } {I : BoundedInterval} (hf : PiecewiseConstantOn f I) (hg : PiecewiseConstantOn g I) {α : } ( : Monotone α) :
                      RS_integ (f + g) I α = RS_integ f I α + RS_integ g I α

                      Analogue of Theorem 11.2.16 (a) (Laws of integration) / Exercise 11.8.3

                      theorem Chapter11.PiecewiseConstantOn.RS_integ_smul {f : } {I : BoundedInterval} (c : ) (hf : PiecewiseConstantOn f I) {α : } ( : Monotone α) :
                      RS_integ (c f) I α = c * RS_integ f I α

                      Analogue of Theorem 11.2.16 (b) (Laws of integration) / Exercise 11.8.3

                      theorem Chapter11.PiecewiseConstantOn.RS_integ_sub {f g : } {I : BoundedInterval} {α : } ( : Monotone α) (hf : PiecewiseConstantOn f I) (hg : PiecewiseConstantOn g I) :
                      RS_integ (f - g) I α = RS_integ f I α - RS_integ g I α

                      Theorem 11.8.8 (c) (Laws of RS integration) / Exercise 11.8.8

                      theorem Chapter11.PiecewiseConstantOn.RS_integ_of_nonneg {f : } {I : BoundedInterval} {α : } ( : Monotone α) (h : xI, 0 f x) (hf : PiecewiseConstantOn f I) :
                      0 RS_integ f I α

                      Theorem 11.8.8 (d) (Laws of RS integration) / Exercise 11.8.8

                      theorem Chapter11.PiecewiseConstantOn.RS_integ_mono {f g : } {I : BoundedInterval} {α : } ( : Monotone α) (h : xI, f x g x) (hf : PiecewiseConstantOn f I) (hg : PiecewiseConstantOn g I) :
                      RS_integ f I α RS_integ g I α

                      Theorem 11.8.8 (e) (Laws of RS integration) / Exercise 11.8.8

                      theorem Chapter11.PiecewiseConstantOn.RS_integ_const (c : ) (I : BoundedInterval) {α : } ( : Monotone α) :
                      RS_integ (fun (x : ) => c) I α = c * α[I]ₗ

                      Theorem 11.8.8 (f) (Laws of RS integration) / Exercise 11.8.8

                      theorem Chapter11.PiecewiseConstantOn.RS_integ_const' {f : } {I : BoundedInterval} {α : } ( : Monotone α) (h : ConstantOn f I) :

                      Theorem 11.8.8 (f) (Laws of RS integration) / Exercise 11.8.8

                      theorem Chapter11.PiecewiseConstantOn.RS_of_extend {I J : BoundedInterval} (hIJ : I J) {f : } (h : PiecewiseConstantOn f I) {α : } ( : Monotone α) :
                      PiecewiseConstantOn (fun (x : ) => if x I then f x else 0) J

                      Theorem 11.8.8 (g) (Laws of RS integration) / Exercise 11.8.8

                      theorem Chapter11.PiecewiseConstantOn.RS_integ_of_extend {I J : BoundedInterval} (hIJ : I J) {f : } (h : PiecewiseConstantOn f I) {α : } ( : Monotone α) :
                      RS_integ (fun (x : ) => if x I then f x else 0) J α = RS_integ f I α

                      Theorem 11.8.8 (g) (Laws of RS integration) / Exercise 11.8.8

                      theorem Chapter11.PiecewiseConstantOn.RS_integ_of_join {I J K : BoundedInterval} (hIJK : K.joins' I J) {f : } (h : PiecewiseConstantOn f K) {α : } ( : Monotone α) :
                      RS_integ f K α = RS_integ f I α + RS_integ f J α

                      Theorem 11.8.8 (h) (Laws of RS integration) / Exercise 11.8.8

                      @[reducible, inline]
                      noncomputable abbrev Chapter11.upper_RS_integral (f : ) (I : BoundedInterval) (α : ) :

                      Analogue of Definition 11.3.2 (Uppper and lower Riemann integrals )

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                        @[reducible, inline]
                        noncomputable abbrev Chapter11.lower_RS_integral (f : ) (I : BoundedInterval) (α : ) :
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                          theorem Chapter11.RS_integral_bound_upper_of_bounded {f : } {M : } {I : BoundedInterval} (h : xI, |f x| M) {α : } ( : Monotone α) :
                          M * α[I]ₗ (fun (x : ) => PiecewiseConstantOn.RS_integ x I α) '' {g : | MajorizesOn g f I PiecewiseConstantOn g I}
                          theorem Chapter11.RS_integral_bound_lower_of_bounded {f : } {M : } {I : BoundedInterval} (h : xI, |f x| M) {α : } ( : Monotone α) :
                          -M * α[I]ₗ (fun (x : ) => PiecewiseConstantOn.RS_integ x I α) '' {g : | MinorizesOn g f I PiecewiseConstantOn g I}
                          theorem Chapter11.RS_integral_bound_upper_nonempty {f : } {I : BoundedInterval} (h : Chapter9.BddOn f I) {α : } ( : Monotone α) :
                          theorem Chapter11.RS_integral_bound_lower_nonempty {f : } {I : BoundedInterval} (h : Chapter9.BddOn f I) {α : } ( : Monotone α) :
                          theorem Chapter11.RS_integral_bound_lower_le_upper {f : } {I : BoundedInterval} {a b : } {α : } ( : Monotone α) (ha : a (fun (x : ) => PiecewiseConstantOn.RS_integ x I α) '' {g : | MajorizesOn g f I PiecewiseConstantOn g I}) (hb : b (fun (x : ) => PiecewiseConstantOn.RS_integ x I α) '' {g : | MinorizesOn g f I PiecewiseConstantOn g I}) :
                          b a
                          theorem Chapter11.RS_integral_bound_below {f : } {I : BoundedInterval} (h : Chapter9.BddOn f I) {α : } ( : Monotone α) :
                          theorem Chapter11.RS_integral_bound_above {f : } {I : BoundedInterval} (h : Chapter9.BddOn f I) {α : } ( : Monotone α) :
                          theorem Chapter11.le_lower_RS_integral {f : } {I : BoundedInterval} {M : } (h : xI, |f x| M) {α : } ( : Monotone α) :
                          theorem Chapter11.RS_upper_integral_le {f : } {I : BoundedInterval} {M : } (h : xI, |f x| M) {α : } ( : Monotone α) :
                          theorem Chapter11.upper_RS_integral_le_integ {f g : } {I : BoundedInterval} (hf : Chapter9.BddOn f I) (hfg : MajorizesOn g f I) (hg : PiecewiseConstantOn g I) {α : } ( : Monotone α) :
                          theorem Chapter11.integ_le_lower_RS_integral {f h : } {I : BoundedInterval} (hf : Chapter9.BddOn f I) (hfh : MinorizesOn h f I) (hg : PiecewiseConstantOn h I) {α : } ( : Monotone α) :
                          theorem Chapter11.lt_of_gt_upper_RS_integral {f : } {I : BoundedInterval} (hf : Chapter9.BddOn f I) {α : } ( : Monotone α) {X : } (hX : upper_RS_integral f I α < X) :
                          theorem Chapter11.gt_of_lt_lower_RS_integral {f : } {I : BoundedInterval} (hf : Chapter9.BddOn f I) {α : } ( : Monotone α) {X : } (hX : X < lower_RS_integral f I α) :
                          @[reducible, inline]
                          noncomputable abbrev Chapter11.RS_integ (f : ) (I : BoundedInterval) (α : ) :

                          Analogue of Definition 11.3.4

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                            @[reducible, inline]
                            noncomputable abbrev Chapter11.RS_IntegrableOn (f : ) (I : BoundedInterval) (α : ) :
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                              Analogue of various components of Lemma 11.3.3

                              theorem Chapter11.RS_integ_eq_integ (f : ) (I : BoundedInterval) :
                              (RS_integ f I fun (x : ) => x) = integ f I
                              theorem Chapter11.RS_integ_of_uniform_cts {I : BoundedInterval} {f : } (hf : UniformContinuousOn f I) {α : } ( : Monotone α) :

                              Exercise 11.8.4

                              theorem Chapter11.RS_integ_with_sign (f : ) (hf : ContinuousOn f (Set.Icc (-1) 1)) :

                              Exercise 11.8.5

                              Analogue of Lemma 11.3.7