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Theorem 6.17 — reduction to a Riemann integral

Disproved
Rudin.ch06_reduction_to_riemann

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

analysisintegration

Let α\alphaα increase monotonically on [a,b][a,b][a,b], be differentiable there with α′∈R\alpha' \in \mathcal{R}α′∈R, and let fff be bounded. Then f∈R(α)f \in \mathcal{R}(\alpha)f∈R(α) if and only if fα′∈Rf\alpha' \in \mathcal{R}fα′∈R, and in that case ∫abf dα=∫abf(x)α′(x) dx\int_a^b f\,d\alpha = \int_a^b f(x)\alpha'(x)\,dx∫ab​fdα=∫ab​f(x)α′(x)dx.

Preamble
import Mathlib
import Definitions.Def_Rudin_ch06_stieltjes

open Filter Topology
Formal statement
namespace Rudin

/-- Rudin, Theorem 6.17: let `α` increase monotonically with `α'` Riemann-integrable on
`[a, b]`, and let `f` be bounded.  Then `f ∈ ℛ(α)` if and only if `f α' ∈ ℛ`, and in that
case `∫ f dα = ∫ f α' dx`. -/
theorem ch06_reduction_to_riemann (a b : ℝ) (hab : a ≤ b) (f α : ℝ → ℝ)
    (hα : MonotoneOn α (Set.Icc a b))
    (hαd : ∀ x ∈ Set.Icc a b, HasDerivAt α (deriv α x) x)
    (hα' : RiemannIntegrable a b (deriv α))
    (hf : ∃ M, ∀ x ∈ Set.Icc a b, |f x| ≤ M) :
    (RSIntegrable a b f α ↔ RiemannIntegrable a b (fun x => f x * deriv α x)) ∧
    (RSIntegrable a b f α →
      RSIntegral a b f α = RiemannIntegral a b (fun x => f x * deriv α x)) := by sorry

end Rudin
Source
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 6, p. 131, Theorem 6.17
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What the Lean code literally says, in plain math · Aristotle (Harmonic)

Let a≤ba \le ba≤b and f,α:R→Rf, \alpha : \mathbb{R} \to \mathbb{R}f,α:R→R. Assume:

  • α\alphaα is monotone non-decreasing on [a,b][a,b][a,b];
  • at every x∈[a,b]x \in [a,b]x∈[a,b], α\alphaα is differentiable with derivative equal to the value α′(x)\alpha'(x)α′(x) of the total derivative operator (so α′\alpha'α′ is the genuine derivative on the whole closed interval);
  • α′\alpha'α′ is Riemann integrable on [a,b][a,b][a,b] in the sense of this bundle (upper integral === lower integral with integrator the identity);
  • fff is bounded on [a,b][a,b][a,b].

Then both:

  1. fff is Riemann–Stieltjes integrable with respect to α\alphaα on [a,b][a,b][a,b] if and only if the product x↦f(x) α′(x)x \mapsto f(x)\,\alpha'(x)x↦f(x)α′(x) is Riemann integrable on [a,b][a,b][a,b];
  2. if fff is Riemann–Stieltjes integrable with respect to α\alphaα, then
∫abf dα  =  ∫abf(x) α′(x) dx,\int_a^b f\,d\alpha \;=\; \int_a^b f(x)\,\alpha'(x)\,dx ,∫ab​fdα=∫ab​f(x)α′(x)dx,

both sides being the corresponding upper integrals.

The equality in 2 is asserted only under the integrability hypothesis stated there.

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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