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:
- Definition of α-length.
- The piecewise constant Riemann-Stieltjes integral.
- The full Riemann-Stieltjes integral.
Technical notes:
- In Lean it is more convenient to make definitions such as α-length and the Riemann-Stieltjes
integral totally defined, thus assigning "junk" values to the cases where the definition is
not intended to be applied. For the definition of α-length, the definition is intended to be
applied in contexts where left and right limits exist, and the function is extended by
constants to the left and right of its intended domain of definition; for instance, if a
function
fis defined onIcc 0 1, then it is intended thatf x = f 1for allx ≥ 1andf x = f 0for allx ≤ 0; in particular, at a right endpoint, the value of a function is intended to agree with its right limit, and similarly for the left endpoint, although we do not enforce this in our definition of α-length. (For functions defined on open intervals, the extension is immaterial.) - The notion of α-length and piecewise constant Riemann-Stieltjes integral is intended for situations where left and right limits exist, such as for monotone functions or continuous functions, though technically they make sense without these hypotheses. The full Riemann-Stieltjes integral is intended for functions that are of bounded variation, though we shall restrict attention to the special case of monotone increasing functions for the most part.
Left and right limits. A junk value is assigned if the limit does not exist.
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- Chapter11.right_lim f x₀ = lim (Filter.map f (nhdsWithin x₀ (Set.Ioi x₀)))
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- Chapter11.left_lim f x₀ = lim (Filter.map f (nhdsWithin x₀ (Set.Iio x₀)))
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- Chapter11.jump f x₀ = Chapter11.right_lim f x₀ - Chapter11.left_lim f x₀
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Definition 11.8.1
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- α[Chapter11.BoundedInterval.Icc a b]ₗ = if a ≤ b then Chapter11.right_lim α b - Chapter11.left_lim α a else 0
- α[Chapter11.BoundedInterval.Ico a b]ₗ = if a ≤ b then Chapter11.left_lim α b - Chapter11.left_lim α a else 0
- α[Chapter11.BoundedInterval.Ioc a b]ₗ = if a ≤ b then Chapter11.right_lim α b - Chapter11.right_lim α a else 0
- α[Chapter11.BoundedInterval.Ioo a b]ₗ = if a < b then Chapter11.left_lim α b - Chapter11.right_lim α a else 0
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Example 11.8.3
Definition 11.8.5 (Piecewise constant RS integral)
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- Chapter11.PiecewiseConstantWith.RS_integ f P α = ∑ J ∈ P.intervals, Chapter11.constant_value_on f ↑J * α[J]ₗ
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Example 11.8.6
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Example 11.8.7
Analogue of Proposition 11.2.13
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- Chapter11.PiecewiseConstantOn.RS_integ f I α = if h : Chapter11.PiecewiseConstantOn f I then Chapter11.PiecewiseConstantWith.RS_integ f (Exists.choose h) α else 0
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α-length non-negative when α monotone
Analogue of Theorem 11.2.16 (a) (Laws of integration) / Exercise 11.8.3
Analogue of Theorem 11.2.16 (b) (Laws of integration) / Exercise 11.8.3
Theorem 11.8.8 (c) (Laws of RS integration) / Exercise 11.8.8
Theorem 11.8.8 (d) (Laws of RS integration) / Exercise 11.8.8
Theorem 11.8.8 (e) (Laws of RS integration) / Exercise 11.8.8
Theorem 11.8.8 (f) (Laws of RS integration) / Exercise 11.8.8
Theorem 11.8.8 (g) (Laws of RS integration) / Exercise 11.8.8
Theorem 11.8.8 (g) (Laws of RS integration) / Exercise 11.8.8
Theorem 11.8.8 (h) (Laws of RS integration) / Exercise 11.8.8
Analogue of Definition 11.3.2 (Uppper and lower Riemann integrals )
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Analogue of Definition 11.3.4
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- Chapter11.RS_integ f I α = Chapter11.upper_RS_integral f I α
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- Chapter11.RS_IntegrableOn f I α = (Chapter9.BddOn f ↑I ∧ Chapter11.lower_RS_integral f I α = Chapter11.upper_RS_integral f I α)
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Analogue of various components of Lemma 11.3.3
Exercise 11.8.4
Exercise 11.8.5
Analogue of Lemma 11.3.7