陶哲轩实分析（上）11.8及习题-Analysis I 11.8

Exercise 11.8.1

We prove this by induction on $n$. More precisely, we let $P(n)$ be the property that whenever $I$ is a bounded interval, and whenever $\mathbf{P}$ is a partition of $I$ with cardinality $n$, that $\alpha [I]={\sum }_{J\in \mathbf{P}}\alpha [J]$ .
The case $P(0)$ and $P(1)$ are all easy to prove. Now suppose inductively that $P(n)$ is true for $n\ge 1$, let $I$ be a bounded interval, and $\mathbf{P}$ be a partition of $I$ with cardinality $n+1$.
If $I$ is the empty set or a point, then all the intervals in $\mathbf{P}$ must also be either the empty set or a point and so every interval has length zero and the claim is trivial. Thus we will assume that $I$ is an interval of the form $(a,b],[a,b),(a,b)$ or $[a,b]$.
Let us first suppose that $b\in I$, i.e., $I$ is either $(a,b]$ or $[a,b]$. Since $b\in I$, we know that one of the intervals $K$ in $\mathbf{P}$ contains $b$. Since $K$ is contained in $I$, it must therefore be of the form $(c,b],[c,b]$, or { b } \{b\} { b} for some real number $c$, with $a\le c\le b$ (in the latter case of K = { b } K=\{b\} K={ b}, we set $c:=b$). In particular, this means that the set $I-K$ is also an interval of the form $[a,c],(a,c),(a,c],[a,c)$ when $c>a$, or a point or empty set when $a=c$. Either way, we easily see that
$$\alpha [I]=\alpha (b)-\alpha (a)=\alpha (b)-\alpha (c)+\alpha (c)-\alpha (a)=\alpha [K]+\alpha [I-K]$$
On the other hand, since $\mathbf{P}$ forms a partition of $I$, we see that P − { K } \mathbf P-\{K\} P−{ K} forms a partition of $I-K$, By the induction hypothesis, we thus have
α [ I − K ] = ∑ J ∈ P − { K } α [ J ] α[I-K]=\sum_{J\in \mathbf P-\{K\}}α[J] α[I−K]=J∈P−{ K}∑​α[J]
Combining these two identities, we obtain
$$\alpha [I]=\sum _{J\in \mathbf{P}}\alpha [J]$$
Now suppose that $b\notin I$, i.e., I is either $(a,b)$ or $[a,b)$, Then one of the intervals $K$ also is of the form $(c,b)$ or $[c,b)$. In particular, this means that the set $I-K$ is also an interval of the form $[a,c],(a,c),(a,c],[a,c)$ when $c>a$, or a point or empty set when $a=c$. The rest of the argument then proceeds as above.

Exercise 11.8.2

Proposition: Let $I$ be a bounded interval, and let $f:I\to \mathbf{R}$ be a function. Suppose that $\mathbf{P}$ and ${\mathbf{P}}^{\prime }$ are partitions of $I$ such that $f$ is piecewise constant both with respect to $\mathbf{P}$ and with respect to ${\mathbf{P}}^{\prime }$. Then $p.c.{\int }_{[\mathbf{P}]}fd\alpha =p.c.{\int }_{[{\mathbf{P}}^{\prime }]}fd\alpha$.
Proof: By Lemma 11.2.7, we know $f$ is piecewise constant with respect to $\mathbf{P}\#{\mathbf{P}}^{\prime }$, thus the value
$$p.c.{\int }_{[\mathbf{P}\#{\mathbf{P}}^{\prime }]}fd\alpha =\sum _{J\in \mathbf{P}\#{\mathbf{P}}^{\prime }}{c}_J\alpha [J]$$
is well defined. Now choose any $K\in \mathbf{P}$, then P K = { J ∈ P # P ′ : J ⊆ K } \mathbf P_K=\{J\in \mathbf P\# \mathbf P':J\subseteq K\} PK​={ J∈P#P′:J⊆K} is a partition of $K$, and $f$ is constant with constant value $c_K$ on both $K$ and all elements of ${\mathbf{P}}_K$, thus by Theorem 11.1.13 we have $c_J=c_K,\forall J\in {\mathbf{P}}_K$, and
$$\alpha [K]=\sum _{J\in {\mathbf{P}}_K}\alpha [J]⟹c_K\alpha [K]=\sum _{J\in {\mathbf{P}}_K}{c}_K\alpha [J]=\sum _{J\in {\mathbf{P}}_K}{c}_J\alpha [J]$$
Also, consider the set { J ∈ P # P ′ : J ⊆ K  for some  K ∈ P } ⊆ P # P ′ \{J\in \mathbf P\# \mathbf P':J\subseteq K \text{ for some }K\in \mathbf P\}\subseteq \mathbf P\# \mathbf P' { J∈P#P′:J⊆K for some K∈P}⊆P#P′, for any $J\in$