Lower Sum of Refinement
Theorem
Let $\closedint a b$ be a closed interval.
Let $P$ be a finite subdivision of $\closedint a b$.
Let $Q$ be a refinement of $P$.
Then:
- $\map L {f, P} \le \map L {f, Q}$
where $\map L {f, P}$ and $\map L {f, Q}$ denotes the lower Darboux sum of $f$ with respect to $P$ and $Q$.
Proof
Write:
- $P = \set {x_0, x_1, \ldots, x_k}$
and:
- $Q = \set {y_0, y_1, \ldots, y_l}$
where:
- $a = x_0 < x_1 < \ldots < x_k = b$
and:
- $a = y_0 < y_1 < \ldots < y_l = b$
Since $P \subseteq Q$, we have $k \le l$ from Cardinality of Subset of Finite Set.
Set:
- $m_i = \inf \set {\map f x : x \in \closedint {x_{i - 1} } {x_i} }$
for each $1 \le i \le k$.
Also set:
- ${\tilde m}_j = \inf \set {\map f x : x \in \closedint {y_{j - 1} } {y_j} }$
for each $1 \le j \le l$.
Consider a pair of elements $\tuple {x_{i - 1}, x_i}$ in $P$.
Since $P \subseteq Q$, there exists $a_i, b_i$ such that:
- $\tuple {x_{i - 1}, x_i} = \tuple {y_{a_i}, y_{b_i} }$
We can see that:
- $a_1 = 0$
and:
- $b_k = l$
We also clearly have:
- $b_{i - 1} = a_i$ for each $1 \le i \le k$.
Note that:
- $\closedint {y_{j - 1} } {y_j} \subseteq \closedint {x_{i - 1} } {x_i}$
for all $a_i + 1 \le j \le b_i$.
So:
- $\set {\map f x : x \in \closedint {y_{j - 1} } {y_j} } \subseteq \set {\map f x : x \in \closedint {x_{i - 1} } {x_i} }$
for all $a_i + 1 \le j \le b_i$.
So, from Infimum of Subset, we have:
- $\inf \set {\map f x : x \in \closedint {y_{j - 1} } {y_j} } \ge \inf \set {\map f x : x \in \closedint {x_{i - 1} } {x_i} }$
for all $a_i + 1 \le j \le b_i$.
That is:
- $m_i \le {\tilde m}_j$
for each $\tuple {i, j}$ with $a_i + 1 \le j \le b_i$
We can then write:
- $\ds x_i - x_{i - 1} = \sum_{j \mathop = a_i + 1}^{b_i} \paren {y_j - y_{j - 1} }$
for each $1 \le i \le k$, giving:
\(\ds \map L {f, P}\) | \(=\) | \(\ds \sum_{i \mathop = 1}^k m_i \paren {x_i - x_{i - 1} }\) | Definition of Lower Darboux Sum | |||||||||||
\(\ds \) | \(=\) | \(\ds \sum_{i \mathop = 1}^k m_i \paren {\sum_{j \mathop = a_i + 1}^{b_i} \paren {y_j - y_{j - 1} } }\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \sum_{i \mathop = 1}^k \paren {\sum_{j \mathop = a_i + 1}^{b_i} m_i \paren {y_j - y_{j - 1} } }\) | ||||||||||||
\(\ds \) | \(\le\) | \(\ds \sum_{i \mathop = 1}^k \paren {\sum_{j \mathop = a_i + 1}^{b_i} {\tilde m}_j \paren {y_j - y_{j - 1} } }\) | since $m_i \le {\tilde m}_j$ for each $\tuple {i, j}$ with $a_i + 1 \le j \le b_i$ | |||||||||||
\(\ds \) | \(=\) | \(\ds \sum_{j \mathop = 1}^l {\tilde m}_j \paren {y_j - y_{j - 1} }\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \map L {f, Q}\) |
$\blacksquare$
Sources
- 2013: Donald L. Cohn: Measure Theory (2nd ed.) ... (previous) ... (next): $2.5$: The Riemann Integral