Riemman-Stieltjes Integral: Proving Supremum Property

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SUMMARY

The Riemann-Stieltjes integral is defined for a bounded function f on the interval J:=[-a,a] with respect to a monotonically increasing function α. The supremum property states that the integral ∫fdα equals the supremum of the lower sums L(P,f,α) over all symmetric partitions P* of J that include 0. To prove this, it is sufficient to demonstrate that for any ε>0, there exists a symmetric partition P* such that the difference ∫fdα - L(P*,f,α) is less than ε. This involves finding an initial partition P and refining it to create the desired symmetric partition P*.

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Let α>0, J:=[-a,a] and f:J→ℝ a bounded function.
Let α an increases monotonically on J and P* the set of all partitions P of J containing 0 and such that are symmetric,i.e, x in P iff -x in P. Prove that
fdα= sup L(P,f,α) with P in P*
 
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It is sufficient to show that for a given e>0, there exist a P* such that fdα-L(P*,f,α)<e.
Find a P first and let P* be a refinement of P, which is also symmetric and containing 0. Then P* is what you want.
 

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