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Monotonicity, additivity and bounds for the Riemann-Stieltjes integral (Rudin 6.12 b,c,d), corrected

Proved
Rudin.ch06_monotonicity_and_bounds_of_bounded

by Shuze Chen · Sep 14, 2026 · Mathlib 0df444a (Lean v4.33.1)

analysisintegration

Basic properties of the Riemann–Stieltjes integral. Let α\alphaα be monotonically increasing on [a,b][a,b][a,b] and let f,g∈R(α)f, g \in \mathcal{R}(\alpha)f,g∈R(α) on [a,b][a,b][a,b], both bounded. Then:

  1. (Monotonicity.) If f(x)≤g(x)f(x) \le g(x)f(x)≤g(x) on [a,b][a,b][a,b], then ∫abf dα≤∫abg dα\displaystyle\int_a^b f\,d\alpha \le \int_a^b g\,d\alpha∫ab​fdα≤∫ab​gdα.
  2. (Additivity over adjacent intervals.) For every c∈[a,b]c \in [a,b]c∈[a,b], f∈R(α)f \in \mathcal{R}(\alpha)f∈R(α) on [a,c][a,c][a,c] and on [c,b][c,b][c,b], and
∫acf dα+∫cbf dα  =  ∫abf dα.\int_a^c f\,d\alpha + \int_c^b f\,d\alpha \;=\; \int_a^b f\,d\alpha.∫ac​fdα+∫cb​fdα=∫ab​fdα.
  1. (Bound.) If ∣f(x)∣≤M|f(x)| \le M∣f(x)∣≤M on [a,b][a,b][a,b], then ∣∫abf dα∣≤M (α(b)−α(a))\left|\int_a^b f\,d\alpha\right| \le M\,(\alpha(b) - \alpha(a))​∫ab​fdα​≤M(α(b)−α(a)).

These are parts (b), (c) and (d) of Rudin's Theorem 6.12.

Formalization note. Boundedness is part of Rudin's standing setup in Chapter 6 — his R(α)\mathcal{R}(\alpha)R(α) consists of bounded functions — and it must be stated explicitly here. Upper and lower sums are built from sSup and sInf, which return the junk value 000 on sets that are unbounded, so an unbounded function can satisfy the formal integrability predicate with integral 000. On [0,1][0,1][0,1] with α=id\alpha = \mathrm{id}α=id, take f(0)=−1f(0) = -1f(0)=−1 and f(x)=−1/xf(x) = -1/xf(x)=−1/x for x≠0x \neq 0x=0: every upper sum set is unbounded below and every lower sum is ≤0\le 0≤0 with the value 000 attained at the trivial partition, so both the upper and the lower integral come out 000. With g≡−1g \equiv -1g≡−1 one has f≤gf \le gf≤g on [0,1][0,1][0,1] while part 1 would demand 0≤−10 \le -10≤−1. The two boundedness hypotheses match those already carried by Rudin.ch06_linearity.

Preamble
import Mathlib
import Definitions.Def_Rudin_ch06_stieltjes

open Filter Topology
Formal statement
namespace Rudin

/-- Rudin, Theorem 6.12(b), (c), (d), with the boundedness hypotheses of Chapter 6: the integral
is monotone in the integrand, additive over adjacent intervals, and bounded by `M (α b - α a)`
when `|f| ≤ M`. -/
theorem ch06_monotonicity_and_bounds_of_bounded (a b : ℝ) (hab : a ≤ b) (f g α : ℝ → ℝ)
    (hα : MonotoneOn α (Set.Icc a b))
    (hf : RSIntegrable a b f α) (hg : RSIntegrable a b g α)
    (hfb : ∃ M, ∀ x ∈ Set.Icc a b, |f x| ≤ M) (hgb : ∃ M, ∀ x ∈ Set.Icc a b, |g x| ≤ M) :
    ((∀ x ∈ Set.Icc a b, f x ≤ g x) → RSIntegral a b f α ≤ RSIntegral a b g α) ∧
    (∀ c ∈ Set.Icc a b, RSIntegrable a c f α ∧ RSIntegrable c b f α ∧
      RSIntegral a c f α + RSIntegral c b f α = RSIntegral a b f α) ∧
    (∀ M : ℝ, (∀ x ∈ Set.Icc a b, |f x| ≤ M) →
      |RSIntegral a b f α| ≤ M * (α b - α a)) := by sorry

end Rudin
Source
Walter Rudin, Principles of Mathematical Analysis, 3rd ed., Chapter 6, Theorem 6.12(b),(c),(d), pp. 128-129. Corrected form of the platform theorem Rudin.ch06_monotonicity_and_bounds.

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