How Does the Upper Envelope Function Relate to the Riemann-Stieltjes Integral?

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SUMMARY

The discussion centers on the relationship between the upper envelope function and the Riemann-Stieltjes integral. It establishes that if \( f \) is a bounded function on \([a,b]\) and \( h \) is its upper envelope, then \( R \overline{\int}_a^b f = \int_a^b h \). The participant clarifies the misunderstanding regarding the definition of a step function, emphasizing that the indicator function of the rationals is not a step function, which resolves the confusion about the inequality involving \( \phi \) and \( h \).

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Homework Statement



Let ##f## be a bounded function on [a,b] and let ##h## be the upper envelope of ##f##. Then ##R \overline{\int}_a^b f = \int _a^b h. ## (if ##\phi \geq f ## is a step function, then ##\phi \geq h## except at a finite number of points, and so ##\int _a^b h \leq R \overline{\int}_a^b f##. But there is a sequence ##\phi _n## of step functions such that ##\phi _n \rightarrow h## so that ##\int _a^b h = lim \int _a^b \phi _n \geq R \overline{\int}_a^b f##).

Homework Equations



Given ##f##, the upper envelope ##h## is defined as

##h(y) = \inf _{\delta > 0} \sup_{|x-y|< \delta} f(x) ##

The Attempt at a Solution



My question with the problem is with this statement:

"if ##\phi \geq f ## is a step function, then ##\phi \geq h## except at a finite number of points, and so ##\int _a^b h \leq R \overline{\int}_a^b f##."

I may be misunderstanding the definition of upper envelope, but suppose ##f## is defined as:

##f(x) = 0## for ##x \in \mathbb{R} - \mathbb{Q}## and ##f(x) = 1## for ##x \in \mathbb{Q}##. Then the upper envelope should be ##h(x) = 1## everywhere? Since every open set around each point in [a,b] will contain a rational number. On the other hand, ##f## itself is a step function, so if we set ##\phi = f##, we have a step function such that ##\phi \geq f##, but there are uncountably many points where ##h \geq \phi## which is in contradiction with the statement in the problem. Am I misunderstanding anything here?

Thanks for any help, it is greatly appreciated!
 
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A step function is defined piecewise on finitely many intervals - the indicator function of the rationals is NOT a step function
 
Aha! Thank you! My boneheaded self kept reading "step function" but thinking "simple function" :redface:
 

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