Var[(st)p,t')] (f) > a for all p > s'. Let, then, p0 > s', let
c>0. There exist partitions o0: s' = s0,0 < sO,1 < ... < Om PO'

TO: t = t0,0 < t,1 < ... < t,n = t' such that lA R f > .
 RBEo~0xx0

Now, consider the rectangle [(s',t),(s ,1,t')]. For each i,

i 1,2,..., n, there is ri, s' < ri < s 0,1 ri+1 < r such that for

each i


 [(s',toi-1),(r ,t )] 1+1

by right continuity at each (s',t 1).

 (rn,t') (so0,t') (Po,t')


 t0,n-1



 0,2
 I to,1

 (s',t) rn-r2 r1 (So01t) (Po,t)


 Figure 2-7 Breakdown of 0oXT0

 Subdividing each of the leftmost rectangles of a ox in this

manner creates a refinement P of o0XT0, hence E |AR fi > a.

Now, we also have that

 n n

 i-1 [( ,t0,i-1),(rit0, f i=1 21+1 2 '