Exercise 11.8.1
We prove this by induction on n n n. More precisely, we let P ( n ) P(n) P(n) be the property that whenever I I I is a bounded interval, and whenever P \mathbf P P is a partition of I I I with cardinality n n n, that α [ I ] = ∑ J ∈ P α [ J ] α[I]=\sum_{J\in \mathbf P}α[J] α[I]=∑J∈Pα[J] .
The case P ( 0 ) P(0) P(0) and P ( 1 ) P(1) P(1) are all easy to prove. Now suppose inductively that P ( n ) P(n) P(n) is true for n ≥ 1 n\geq 1 n≥1, let I I I be a bounded interval, and P \mathbf P P be a partition of I I I with cardinality n + 1 n+1 n+1.
If I I I is the empty set or a point, then all the intervals in P \mathbf P 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 I I is an interval of the form ( a , b ] , [ a , b ) , ( a , b ) (a,b],[a,b),(a,b) (a,b],[a,b),(a,b) or [ a , b ] [a,b] [a,b].
Let us first suppose that b ∈ I b\in I b∈I, i.e., I I I is either ( a , b ] (a,b] (a,b] or [ a , b ] [a,b] [a,b]. Since b ∈ I b\in I b∈I, we know that one of the intervals K K K in P \mathbf P P contains b b b. Since K K K is contained in I I I, it must therefore be of the form ( c , b ] , [ c , b ] (c,b],[c,b] (c,b],[c,b], or { b } \{b\} {
b} for some real number c c c, with a ≤ c ≤ b a\leq c\leq b a≤c≤b (in the latter case of K = { b } K=\{b\} K={
b}, we set c : = b c:=b c:=b). In particular, this means that the set I − K I-K I−K is also an interval of the form [ a , c ] , ( a , c ) , ( a , c ] , [ a , c ) [a,c],(a,c),(a,c],[a,c) [a,c],(a,c),(a,c],[a,c) when c > a c>a c>a, or a point or empty set when a = c a=c a=c. Either way, we easily see that
α [ I ] = α ( b ) − α ( a ) = α ( b ) − α ( c ) + α ( c ) − α ( a ) = α [ K ] + α [ I − K ] α[I]=α(b)-α(a)=α(b)-α(c)+α(c)-α(a)=α[K]+α[I-K] α[I]=α(b)−α(a)=α(b)−α(c)+α(c)−α(a)=α[K]+α[I−K]
On the other hand, since P \mathbf P P forms a partition of I I I, we see that P − { K } \mathbf P-\{K\} P−{
K} forms a partition of I − K I-K 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
α [ I ] = ∑ J ∈ P α [ J ] α[I]=\sum_{J\in \mathbf P}α[J] α[I]=J∈P∑α[J]
Now suppose that b ∉ I b\notin I b∈/I, i.e., I is either ( a , b ) (a,b) (a,b) or [ a , b ) [a,b) [a,b), Then one of the intervals K K K also is of the form ( c , b ) (c,b) (c,b) or [ c , b ) [c,b) [c,b). In particular, this means that the set I − K I-K I−K is also an interval of the form [ a , c ] , ( a , c ) , ( a , c ] , [ a , c ) [a,c],(a,c),(a,c],[a,c) [a,c],(a,c),(a,c],[a,c) when c > a c>a c>a, or a point or empty set when a = c a=c a=c. The rest of the argument then proceeds as above.
Exercise 11.8.2
Proposition: Let I I I be a bounded interval, and let f : I → R f:I\to\mathbf R f:I→R be a function. Suppose that P \mathbf P P and P ′ \mathbf P' P′ are partitions of I I I such that f f f is piecewise constant both with respect to P \mathbf P P and with respect to P ′ \mathbf P' P′. Then p . c . ∫ [ P ] f d α = p . c . ∫ [ P ′ ] f d α p.c.\int_{[\mathbf P]} fdα=p.c.\int_{[\mathbf P']}fdα p.c.∫[P]fdα=p.c.∫[P′]fdα.
Proof: By Lemma 11.2.7, we know f f f is piecewise constant with respect to P # P ′ \mathbf P\#\mathbf P' P#P′, thus the value
p . c . ∫ [ P # P ′ ] f d α = ∑ J ∈ P # P ′ c J α [ J ] p.c.\int_{[\mathbf P\#\mathbf P']}fdα=\sum_{J\in \mathbf P\# \mathbf P'}c_J α[J] p.c.∫[P#P′]fdα=J∈P#P′∑cJα[J]
is well defined. Now choose any K ∈ P K\in \mathbf P K∈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 K K, and f f f is constant with constant value c K c_K cK on both K K K and all elements of P K \mathbf P_K PK, thus by Theorem 11.1.13 we have c J = c K , ∀ J ∈ P K c_J=c_K,\forall J\in \mathbf P_K cJ=cK,∀J∈PK, and
α [ K ] = ∑ J ∈ P K α [ J ] ⟹ c K α [ K ] = ∑ J ∈ P K c K α [ J ] = ∑ J ∈ P K c J α [ J ] α[K]=\sum_{J\in \mathbf P_K}α[J] \implies c_K α[K]=\sum_{J\in \mathbf P_K}c_K α[J]=\sum_{J\in \mathbf P_K}c_J α[J] α[K]=J∈PK∑α[J]⟹cKα[K]=J∈PK∑cKα[J]=J∈PK∑cJα[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 ∈ P # P ′ J\in \mathbf P\# \mathbf P' J∈