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In this paper from 1849, Bonnet claims that it's "very easy" to prove the following statement

Let $f,\phi:[a,b]\to \mathbb R$ be two continuous functions. Suppose $\forall x\in [a,b], A\leq \int_a^x \phi(t) dt\leq B$. If $f\geq 0$ and $f$ decreases then $\forall x\in [a,b], Af(a)\leq \int_a^x \phi(t)f(t) dt\leq Bf(a)$

Can you prove Bonnet's statement ? If $\phi \geq 0$, it's not difficult to prove $\int_a^x \phi(t)f(t) dt\leq Bf(a)$, but I can't find anything else...

Gabriel Romon
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  • It seems that the lower limit should be $A f(x)$ instead of $A f(a)$. – Math Lover Aug 15 '17 at 17:00
  • @MathLover no, it's definitely $Af(a)$. – Gabriel Romon Aug 15 '17 at 17:01
  • I'm reminded of this: "Whenever I meet in La Place with the words "Thus it plainly appears," I am sure that hours, and perhaps days, of hard study will alone enable me to discover how it plainly appears. Nathaniel Bowditch, Memoir of Nathaniel Bowditch (1839)" – John Hughes Aug 15 '17 at 20:32

1 Answers1

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This is generally true with $\phi$ integrable and $f$ decreasing. One approach is to use Riemann sums for proof. Another is to use Riemann-Stieltjes integration.

Defining $\Phi(x) = \int_a^x \phi(t) \, dt$ we have $\Phi$ absolutely continuous, and it is a general property of Riemann-Stieltjes integrals that (with $f$ monotone),

$$\int_a^b \phi(x)f(x) \, dx = \int_a^b f \, d\Phi. $$

Applying integration by parts we obtain

$$\int_a^b \phi(x)f(x) \, dx = \int_a^b f \, d\Phi = \Phi(b)f(b) - \Phi(a)f(a) - \int_a^b \Phi \, df.$$

Since $\Phi(a) = 0$ it follows that

$$\tag{*}\int_a^b \phi(x)f(x) \, dx = \Phi(b)f(b) - \int_a^b\Phi \,df.$$

Since $\Phi$ is continuous it is bounded on $[a,b]$. Let $A = \inf_{x \in [a,b]}\Phi(x)$ and $B = \sup_{x \in [a,b]}\Phi(x)$.

Since $A \leqslant \Phi(x) \leqslant B$ for all $x \in [a,b]$ and $f$ is decreasing we have

$$\tag{**}A(f(a) - f(b)) \leqslant -\int_a^b \Phi\, df \leqslant B(f(a) - f(b)).$$

From (*) and (**) it follows that

$$Af(a) - Af(b) + \Phi(b) f(b) \leqslant \int_a^b \phi(x) f(x) \, dx \leqslant Bf(a) - Bf(b) + \Phi(b) f(b),$$

and

$$Af(a) + (\Phi(b) - A)f(b) \leqslant \int_a^b f(x) h(x) \, dx \leqslant Bf(a) -(B- \Phi(b))f(b).$$

Since $A \leqslant \Phi(b) \leqslant B$ and $f$ is non-negative, we have $(\Phi(b)-A)f(b) \geqslant 0$ and $(B- \Phi(b))f(b) \geqslant 0$.

Therefore,

$$Af(a) \leqslant \int_a^b \phi(x) f(x) \, dx \leqslant Bf(a).$$

RRL
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