Proof: We first prove that if f {\displaystyle f} is increasing, then f ( sup S ) = sup f ( S ) {\displaystyle f(\sup S)=\sup f(S)} and f ( inf S ) = inf f ( S ) {\displaystyle f(\inf S)=\inf f(S)} . Indeed, suppose that b = sup S {\displaystyle b=\sup S} and a = inf S {\displaystyle a=\inf S} . By definition of supremum and infimum, for each δ > 0 {\displaystyle \delta >0} the sets B δ ( b ) ∩ S {\displaystyle B_{\delta }(b)\cap S} and B δ ( a ) ∩ S {\displaystyle B_{\delta }(a)\cap S} contain some points. Hence, so do the sets f ( B δ ( b ) ∩ S ) {\displaystyle f(B_{\delta }(b)\cap S)} and f ( B δ ( a ) ∩ S ) {\displaystyle f(B_{\delta }(a)\cap S)} . By continuity of f {\displaystyle f} , whenever ϵ > 0 {\displaystyle \epsilon >0} is arbitrary and δ > 0 {\displaystyle \delta >0} is sufficiently small, f ( B δ ( a ) ∩ S ) ⊆ B ϵ ( f ( a ) ) {\displaystyle f(B_{\delta }(a)\cap S)\subseteq B_{\epsilon }(f(a))} and f ( B δ ( b ) ∩ S ) ⊆ B ϵ ( f ( b ) ) {\displaystyle f(B_{\delta }(b)\cap S)\subseteq B_{\epsilon }(f(b))} . Since f ( B δ ( a ) ∩ S ) , f ( B δ ( b ) ∩ S ) ⊆ f ( S ) {\displaystyle f(B_{\delta }(a)\cap S),f(B_{\delta }(b)\cap S)\subseteq f(S)} , we obtain sup f ( S ) ≥ f ( b ) {\displaystyle \sup f(S)\geq f(b)} and inf f ( S ) ≤ f ( a ) {\displaystyle \inf f(S)\leq f(a)} . On the other hand, for s ∈ S {\displaystyle s\in S} we have f ( a ) ≤ f ( s ) ≤ f ( b ) {\displaystyle f(a)\leq f(s)\leq f(b)} by monotonicity, so that sup f ( S ) ≤ f ( b ) {\displaystyle \sup f(S)\leq f(b)} and inf f ( S ) ≥ f ( a ) {\displaystyle \inf f(S)\geq f(a)} .
如果 f {\displaystyle f} 是递减函数,则 g ( x ) := − f ( x ) {\displaystyle g(x):=-f(x)} 是递增函数,因此 − f ( sup S ) = g ( sup S ) = sup g ( S ) = sup − f ( S ) = − inf f ( S ) {\displaystyle -f(\sup S)=g(\sup S)=\sup g(S)=\sup -f(S)=-\inf f(S)} 。类似地 f ( inf S ) = sup f ( S ) {\displaystyle f(\inf S)=\sup f(S)} 。 ◻ {\displaystyle \Box }