TheoremBase

Each clause is checked directly: the real clauses from the rules of an ordered field, the [0,∞] clause from associativity of its product, the affine clauses by an ε-δ estimate and by solving the inequalities u < ax+b ≤ v, and the remaining clauses from the definitions they concern.

Proof

Routine facts about real numbers, maps and the type Real\mathrm{Real} are used without comment (Routine Facts, Continued: Typed Arithmetic, Maps and Predicativity, Arithmetic and Order Rules in the Real Numbers, Stated for ℝ). Recall that s<ts<t means s≤ts\le t and s≠ts\neq t (Partial and Total Orders on a Set and the Associated Strict Relation (iii)).

Proof of (i). By Rules of Arithmetic and Order in an Ordered Field (vii), 0<10<1, and in particular 0≤10\le1.

Proof of (ii). Let x∈Rx\in\mathbb{R} with x≠0x\neq0. Then 0≤x⋅x0\le x\cdot x by Rules of Arithmetic and Order in an Ordered Field (vii), and x⋅x≠0x\cdot x\neq0 by Rules of Arithmetic and Order in an Ordered Field (iii), applied to the two nonzero factors xx and xx. Hence 0<x⋅x0<x\cdot x.

Proof of (iii). Let x∈Rx\in\mathbb{R}. If x=0x=0, then x⋅x=0⋅0=0x\cdot x=0\cdot0=0. So x⋅x≠0x\cdot x\neq0 forces x≠0x\neq0.

Proof of (iv). Let yy be an element of Real\mathrm{Real}. Two elements of Real\mathrm{Real} are equal exactly when their sets are (The Real Numbers as a Type (i)), and 00, 11, ++ and ⋅\cdot of Real\mathrm{Real} are those of R\mathbb{R} (The Real Numbers as a Type (ii)); so it suffices to show 1+y⋅y≠01+y\cdot y\neq0 in R\mathbb{R} for the real number yy. In R\mathbb{R}, 0≤y⋅y0\le y\cdot y and 0<10<1 by Rules of Arithmetic and Order in an Ordered Field (vii), and adding y⋅yy\cdot y to both sides of 0<10<1 preserves the strict inequality (Rules of Arithmetic and Order in an Ordered Field (iv)):

y⋅y<1+y⋅y.y\cdot y<1+y\cdot y .

Suppose 1+y⋅y=01+y\cdot y=0. Then y⋅y<0y\cdot y<0, that is, y⋅y≤0y\cdot y\le0 and y⋅y≠0y\cdot y\neq0 (Partial and Total Orders on a Set and the Associated Strict Relation (iii)). Together with 0≤y⋅y0\le y\cdot y, antisymmetry of ≤\le (Arithmetic and Order Rules in the Real Numbers, Stated for ℝ (viii)) gives y⋅y=0y\cdot y=0, a contradiction. Hence 1+y⋅y≠01+y\cdot y\neq0.

Proof of (v). Let a∈Ra\in\mathbb{R} with a≠0a\neq0. By Arithmetic and Order Rules in the Real Numbers, Stated for ℝ (ix), ∣a∣∈R|a|\in\mathbb{R} and 0≤∣a∣0\le|a|; and ∣a∣≠0|a|\neq0, since ∣a∣=0|a|=0 only for a=0a=0 (Rules of Arithmetic and Order in an Ordered Field (x)). Hence 0<∣a∣0<|a|. As ∣a∣≠0|a|\neq0, its reciprocal ∣a∣−1∈R|a|^{-1}\in\mathbb{R} is defined and satisfies ∣a∣⋅∣a∣−1=1|a|\cdot|a|^{-1}=1 (Negatives, Differences, Reciprocals and Quotients (ii), The Real Numbers as a Type (vii)), so ∣a∣−1⋅∣a∣=1|a|^{-1}\cdot|a|=1 by commutativity of the product. Finally 0<∣a∣−10<|a|^{-1} by Rules of Arithmetic and Order in an Ordered Field (viii).

Proof of (vi). Let k,l∈Rk,l\in\mathbb{R} with 0<k0<k and 0<l0<l, and let x∈[0,∞]x\in[0,\infty]. Then k,l∈[0,∞]k,l\in[0,\infty] by The Extended Real Line, Its Order, and [0,∞] (ii), and the product of kk and ll in [0,∞][0,\infty] is their product k⋅lk\cdot l in R\mathbb{R}, as both are real (Addition and Multiplication on [0,∞] (ii)). The product on [0,∞][0,\infty] is associative (Arithmetic in [0,∞]: Monoid Laws, Distributivity, Monotonicity and Cancellation (ii)), so k (l x)k\,(l\,x) is the product in [0,∞][0,\infty] of k lk\,l and xx, that is, (k⋅l) x(k\cdot l)\,x.

Proof of (vii). Let a,b∈Ra,b\in\mathbb{R} and TT be as stated. The real line (R,dR)(\mathbb{R},d_{\mathbb{R}}) is a metric space by The Absolute Value Metric on the Real Numbers (i), and dR(s,t)=∣s−t∣d_{\mathbb{R}}(s,t)=|s-t| for s,t∈Rs,t\in\mathbb{R} (The Distance on the Real Numbers Is a Map with Values the Absolute Differences (ii)). For x,x′∈Rx,x'\in\mathbb{R}, using ∣s⋅t∣=∣s∣⋅∣t∣|s\cdot t|=|s|\cdot|t| (Rules of Arithmetic and Order in an Ordered Field (x), Differences, Quotients and Absolute Values of Real Numbers, and Their Order in the Extended Real Line, Read in the Type Real (iv)),

dR(T(x),T(x′))=∣(ax+b)−(ax′+b)∣=∣a (x−x′)∣=∣a∣⋅dR(x,x′).d_{\mathbb{R}}\bigl(T(x),T(x')\bigr)=\bigl|(ax+b)-(ax'+b)\bigr|=|a\,(x-x')|=|a|\cdot d_{\mathbb{R}}(x,x').

As ∣a∣|a| is a real number with 0≤∣a∣0\le|a| (Arithmetic and Order Rules in the Real Numbers, Stated for ℝ (ix)), TT is Lipschitz with constant ∣a∣|a|, and therefore continuous by A Lipschitz Map is Uniformly Continuous and Continuous (ii).

Proof of (viii). Let a,b,u,v∈Ra,b,u,v\in\mathbb{R} and TT be as stated. Both sides of each identity are subsets of R\mathbb{R}, and a real number xx lies in T−1[(u,v]]T^{-1}[(u,v]] exactly when T(x)∈(u,v]T(x)\in(u,v] (The Image and the Preimage of a Class under a Class (ii), Intervals of the Real Line (ii)), that is, when u<ax+b≤vu<ax+b\le v. Adding −b-b, resp. bb, to all sides (Rules of Arithmetic and Order in an Ordered Field (iv)), this holds if and only if

u−b<ax≤v−b.u-b<ax\le v-b .

Put p=(u−b)/ap=(u-b)/a and q=(v−b)/aq=(v-b)/a. A quotient s/as/a is the real number whose product with aa is ss (Differences, Quotients and Absolute Values of Real Numbers, and Their Order in the Extended Real Line, Read in the Type Real (ii)), so

p⋅a=u−b,q⋅a=v−b.p\cdot a=u-b,\qquad q\cdot a=v-b .

We compare xx with pp and qq by multiplying with a positive factor, which preserves and reflects both ≤\le and << (Rules of Arithmetic and Order in an Ordered Field (vi)).

Case 0<a0<a. Multiplying by aa, we get p<xp<x if and only if p⋅a<x⋅ap\cdot a<x\cdot a, that is, u−b<axu-b<ax; and x≤qx\le q if and only if x⋅a≤q⋅ax\cdot a\le q\cdot a, that is, ax≤v−bax\le v-b. So the condition is p<x≤qp<x\le q, that is, x∈((u−b)/a,(v−b)/a]x\in\bigl((u-b)/a,(v-b)/a\bigr].

Case a<0a<0. Put c=−ac=-a; then 0<c0<c (Rules of Arithmetic and Order in an Ordered Field (v)), and y⋅c=−(y⋅a)y\cdot c=-(y\cdot a) for every y∈Ry\in\mathbb{R} (Rules of Arithmetic and Order in an Ordered Field (ii)); in particular

x⋅c=−(ax),p⋅c=−(u−b),q⋅c=−(v−b).x\cdot c=-(ax),\qquad p\cdot c=-(u-b),\qquad q\cdot c=-(v-b).

Negation reverses ≤\le, and hence also << (Rules of Arithmetic and Order in an Ordered Field (v)). So u−b<axu-b<ax if and only if x⋅c<p⋅cx\cdot c<p\cdot c, that is, multiplying by cc, if and only if x<px<p; and ax≤v−bax\le v-b if and only if q⋅c≤x⋅cq\cdot c\le x\cdot c, that is, q≤xq\le x. So the condition is q≤x<pq\le x<p, that is, x∈[(v−b)/a,(u−b)/a)x\in\bigl[(v-b)/a,(u-b)/a\bigr).

In either case the two sides have the same elements, so they are equal.

Proof of (ix). Let n∈Nn\in\mathbb{N} and x,y∈Rnx,y\in\mathbb{R}^{n}. For every k∈[n]k\in[n],

(x+y)k=xk+yk=yk+xk=(y+x)k(x+y)_{k}=x_{k}+y_{k}=y_{k}+x_{k}=(y+x)_{k}

by Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations (iv) and commutativity of the sum of R\mathbb{R}. As x+yx+y and y+xy+x lie in Rn\mathbb{R}^{n}, they are equal by Euclidean Space Rn\mathbb{R}^n: n-Tuples of Real Numbers with Their Componentwise Operations (iii).

Proof of (x). Let n∈Nn\in\mathbb{N}. Both Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations (i) and Real Matrices: the Set of Real m x n Matrices with Their Entrywise Operations (i) define Mn(R)\mathcal{M}_{n}(\mathbb{R}) as Mn×n(R)\mathcal{M}_{n\times n}(\mathbb{R}), the set R[n]×[n]\mathbb{R}^{[n]\times[n]} of all maps [n]×[n]→R[n]\times[n]\to\mathbb{R}, from the same segment [n][n] and the same set R\mathbb{R}. So the two sets are the same set.

Proof of (xi). Let (X,F,μ)(X,\mathcal{F},\mu) be a measure space and h∈M+(X,F)h\in\mathcal{M}^{+}(X,\mathcal{F}). (The earlier versions of σ\sigma-algebras, of measure spaces, of M+(X,F)\mathcal{M}^{+}(X,\mathcal{F}) and of its integral, in which the results used below are stated, define the same objects: The Earlier and the New Versions of the Definitions of σ-Algebras, Measures, Measurable Functions and Integrals Agree (i), The Earlier and the New Versions of the Definitions of σ-Algebras, Measures, Measurable Functions and Integrals Agree (iii), The Earlier and the New Versions of the Definitions of σ-Algebras, Measures, Measurable Functions and Integrals Agree (v).) For each A∈FA\in\mathcal{F}, the map h1Ah\mathbf{1}_{A} lies in M+(X,F)\mathcal{M}^{+}(X,\mathcal{F}) and the integral of hh over AA (Integrals of Functions over a Measurable Subset (ii)) is

∫Ah dμ=∫Xh1A dμ\int_{A}h\,d\mu=\int_{X}h\mathbf{1}_{A}\,d\mu

by Integrals over Measurable Subsets (i). (So A↦∫Ah dμA\mapsto\int_{A}h\,d\mu is a map F→[0,∞]\mathcal{F}\to[0,\infty]: the map A↦h1AA\mapsto h\mathbf{1}_{A} from F\mathcal{F} to M+(X,F)\mathcal{M}^{+}(X,\mathcal{F}), Maps and Relations Given by Formulas (i), followed by the integral on M+(X,F)\mathcal{M}^{+}(X,\mathcal{F}).) By Measure with a Density (i), hμh\mu is the function on F\mathcal{F} with these values; hence hμ:F→[0,∞]h\mu:\mathcal{F}\to[0,\infty] and (hμ)(A)=∫Ah dμ(h\mu)(A)=\int_{A}h\,d\mu for every A∈FA\in\mathcal{F}.

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