diff --git a/src/fa/rs/path.tex b/src/fa/rs/path.tex index 7eedbb1..121e97f 100644 --- a/src/fa/rs/path.tex +++ b/src/fa/rs/path.tex @@ -116,7 +116,7 @@ By the \hyperref[Dominated Convergence Theorem]{theorem:dct-bochner-vector}, $\gamma_t \in C^\infty([a, b]; F)$. - (2): For sufficiently small $t$, $\supp(\varphi) \subset (-\eps, \eps)$. In which case, by assumption, $\gamma_t(a) = \gamma(a)$ and $\gamma_t(b) = \gamma(b)$. + (2): For sufficiently small $t$, $\supp{\varphi} \subset (-\eps, \eps)$. In which case, by assumption, $\gamma_t(a) = \gamma(a)$ and $\gamma_t(b) = \gamma(b)$. (3): Since $\gamma$ is piecewise $C^1$ and $\gamma_t \in C^\infty([a, b]; F)$, \[ diff --git a/src/fa/rs/rs-bv.tex b/src/fa/rs/rs-bv.tex index 9019e8e..3f40dc7 100644 --- a/src/fa/rs/rs-bv.tex +++ b/src/fa/rs/rs-bv.tex @@ -77,11 +77,13 @@ Let $f \in C([a, b]; E)$, $G \in BV([a, b]; F)$, then \begin{enumerate} \item $f \in RS([a, b], G)$. - \item For any $\seq{(P_n, t_n)} \subset \scp_t([a, b])$ with $\sigma(P_n) \to 0$, + \item For equicontinuous family $\cf \subset C([a, b]; E)$ and $\seq{(P_n, t_n)} \subset \scp_t([a, b])$ with $\sigma(P_n) \to 0$, \[ \int_a^b fdG = \limv{n}S(P_n, t_n, f, G) \] + uniformly for all $f \in \cf$. + \end{enumerate} \end{proposition} \begin{proof} @@ -102,3 +104,47 @@ In addition, for any $\seq{(P_n, t_n)}$ as in (2), $\limv{n}S(P_n, t_n, f, G)$ exists by sequential completeness. Since $\angles{S(P, c, f, G)}_{(P, c) \in \scp_t([a, b])}$ is Cauchy, the limit $\lim_{(P, c) \in \scp_t([a, b])}S(P, c, f, G)$ exists as well and is equal to $\limv{n}S(P_n, t_n, f, G)$. \end{proof} + + +\begin{theorem}[Fubini's Theorem for Riemann-Stieltjes Integrals] +\label{theorem:rs-fubini} + Let $[a, b], [c, d] \subset \real$, $E, F, G, H$ be a locally convex space over $K \in \RC$ with $H$ being sequentially complete, $E \times F \times G \to H$ with $(x, y, z) \mapsto xyz$ be a $3$-linear map\footnote{$E, F, G$ are assumed to be disjoint, so the product is well-defined regardless of the order of the terms.}, $\alpha \in BV([a, b]; F)$, $\beta \in BV([c, d]; G)$, and $f \in C([a, b] \times [c, d]; E)$, then + \[ + \int_a^b \int_c^d f(s, t) \beta(dt) \alpha(ds) = \int_c^d\int_a^b f(s, t) \alpha(ds) \beta(dt) + \] +\end{theorem} +\begin{proof} + Let + \[ + g: [a, b] \to L(F; H) \quad s \mapsto \int_c^d f(s, t) \beta(dt) + \] + + then for any $(P = \seqfz{x_j}, c = \seqf{c_j}) \in \scp_t([a, b])$, + \begin{align*} + S(P, c, g, \alpha) &= \sum_{j = 1}^n g(c_j) [\alpha(x_j) - \alpha(x_{j-1})] \\ + &= \sum_{j = 1}^n \int_c^d f(c_j, t) \beta(dt) [\alpha(x_j) - \alpha(x_{j-1})] \\ + &= \int_c^d S(P, c, f(\cdot, t), \alpha) \beta(dt) + \end{align*} + + + Since $\alpha \in BV([a, b]; F)$, by \autoref{proposition:rs-bv-continuous}, for any $\seq{(P_n, c_n)} \subset \scp_t([a, b])$, + \[ + \int_a^b \int_c^d f(s, t) \beta(dt) \alpha(ds) = \limv{n}S(P_n, c, g, \alpha) + \] + + and + \[ + \limv{n}S(P_n, c_n, f(\cdot, t), \alpha) = \int_a^b f(s, t) \alpha(ds) + \] + + uniformly for all $t \in [c, d]$. Since $\beta \in BV([c, d]; G)$, + \[ + \int_c^d\int_a^b f(s, t) \alpha(ds) \beta(dt) = \limv{n}\int_c^d S(P_n, c_n, f(\cdot, t), \alpha) \beta(dt) + \] + + by \autoref{proposition:rs-complete}. +\end{proof} + + + +