Assume f element of R(alpha) on [a,b] where alpha is of bounded variation on [a,b] .let V(x) denote the total variation of alpha on [a,x] if a less than x less than or equal to b and let V(a) =0 .show that | integral a to b fdalpha| less than or equal to integral a to b |f| dv less than or equal to MV (b).
Consider,
"|\\int_a^bfd(\\alpha)|\\le \\int_a^b|fd(\\alpha)|\\\\\n\\le\\int_a^b|f||d(\\alpha)|\\\\\n\\le sup\\int_a^b |f||d(\\alpha)|\\\\\n=\\int_a^b |f|sup |d(\\alpha)|\\\\\n=\\int_a^b|f|dv ; v= sup|\\alpha| \\\\\n\\le sup \\int_a^b|f| dv\\\\\n=\\int_a^bsup|f|dv\\\\\n =sup|f| \\int_a^bdv \\\\\n=MV|_a^b ; M= sup |f|[a, b]\\\\\n=M (V(b)-V(a))\\\\\n=M(V(b)-0);since, v(a) =0\\\\\n=MV(b)\\\\\nTherefore, \\\\\n|\\int_a^bfd(\\alpha)| \\le \\int_a^b|f|dv\\le MV(b)"
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