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Foss Lecture3 Appendix

This document defines and discusses uniform convergence of functions. Some key points: 1. It defines uniform convergence (u.o.c.) of functions f_n to f on compact sets as the supremum of |f_n(x) - f(x)| approaching 0 as n approaches infinity. 2. It proves this is equivalent to the norm |f_n - f| approaching 0, where norms are defined for functions over bounded intervals. 3. Several lemmas are presented, including one showing uniform convergence is implied by pointwise convergence on a dense subset for non-decreasing, continuous functions. 4. The concept of Lipschitz continuity is introduced, and

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26 views4 pages

Foss Lecture3 Appendix

This document defines and discusses uniform convergence of functions. Some key points: 1. It defines uniform convergence (u.o.c.) of functions f_n to f on compact sets as the supremum of |f_n(x) - f(x)| approaching 0 as n approaches infinity. 2. It proves this is equivalent to the norm |f_n - f| approaching 0, where norms are defined for functions over bounded intervals. 3. Several lemmas are presented, including one showing uniform convergence is implied by pointwise convergence on a dense subset for non-decreasing, continuous functions. 4. The concept of Lipschitz continuity is introduced, and

Uploaded by

Jarsen21
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
Download as pdf or txt
Download as pdf or txt
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1 Appendix: the u.o.c.

convergence
Let f
n
: R R, n = 1, 2, . . ., and f : R R be any functions.
Denition 1.

f
n
u.o.c.
f as n , if, for any compact (bounded and closed) set K,
sup
xK
[f
n
(x) f(x)[ 0 as n .
For any f and for any t > 0, dene a norm |f|
t
:
|f|
t
= sup
|x|t
[f(x)[,
and a norm |f| :
|f| =

m=1
2
m

|f|
m
1 +|f|
m
.
Lemma 1.

f
n
u.o.c.
f |f
n
f| 0 as n .
Indeed,
(). > 0, choose m
0
:

m=m
0
+1
2
m
2
m
0


2
Then choose n
0
:
|f
n
(x) f(x)|
m
0


2m
0
n n
0
.
[= |f
n
f|
m
0

m=1
|f
n
f|
m
+ 2
m
0
m
0


2m
0
+

2
= .
(). Let K be a compact non-empty set. Take m
0
1: K [m
0
, m
0
]. Set
g
n
= f
n
f. Then
|f
n
f| 0 [= 2
m
0

|g
n
|
m
0
1 +|g
n
|
m
0
0 [= |g
n
|
m
0
0 [= sup
xK
[g
n
(x)[ 0.
.
Remark 1.

For |f| to be nite, all |f|


m
have to be nite. This is always the case
if f is, say, continuous or monotone.
Remark 2.

If f is dened on a measurable subset B R only, we let f(x) = 0


x , B.
Remark 3.

Any (right- and/or left-) continuous function is determined by its val-


ues on a dense subset (e.g., by values at all rational points).
1
Lemma 2.

Let all f
n
, n = 1, 2, . . . be non-decreasing functions and f a continuous
function.
Then the following are equivalent:
(a) f
n
u.o.c.
f;
(b) for any dense subset B of the real line, f
n
(x) f(x), x B.
Proof.
( Only!). Take any m and prove that |f
n
f|
m
0. Assume, by the contrary,
that
limsup
n
|f
n
f|
m
= C > 0 (Note: C < !)
[= a subsequence n
l
: |f
n
l
f|
m
C,
[= since [m, m] is a compact set, a sequence x
l
x [m, m] such that
[f
n
l
(x
l
) f(x
l
)[ C/2, l, x
l
[m, m].
Choose > 0 : (i) B;
(ii) [f(x + ) f(x)[ C/4.
Then
f
n
l
(x
l
)f(x
l
) = f
n
l
(x
l
)f
n
l
(x+)+f
n
l
(x+)f(x+)+f(x+)f(x)+f(x)f(x
l
)
and
limsup
l
(f
n
l
(x
l
) f(x
l
)) 0 + 0 + C/4 + 0 = C/4.
Similarly, choose

> 0 : (i)

B;
(ii) f(x

) f(x) C/4.
Then
liminf
l
(f
n
l
(x
l
) f(x
l
)) C/4 we arrive at a contradiction!
.
Lemma 3.

(The triangular scheme).


Let D, d > 0 and f
n
: sup
|x|d
[f
n
(x)[ D n.
Then a subsequence n
r
: rational x,
a limit lim
r
f
nr
(x) := f(x).
Proof. Number all rational points in [d, d] in an arbitrary order: x
1
, x
2
, . . . Start
with the procedure:
Step 1. Since [f
n
(x
1
)[ D n, a subsequence n
l,1
: f
n
l,1
(x
1
) converges
(denote the limit by f(x
1
)).
. . .
2
Step r + 1. Assume we have dened a sequence n
l,r
: f
n
l,r
(x
i
) f(x
i
) i =
1, . . . , r. Since [f
n
l,r
(x
r+1
)[ D l, [= a subsequence n
l,r+1
: f
n
l,r+1
(x
r+1
)
converges (denote the limit by f(x
r+1
)).
. . .
Thus, r = 1, 2, . . ., we dened a sequence n
l,r
: f
n
l,r
(x
i
) f(x
i
) i =
1, . . . , r.
Now: set n
r
= n
r,r
.
Note: r
0
, n
r
, r r
0
is a subsequence of n
l,r
0

[= f
nr
(x
r
0
) f(x
r
0
).
.
Corollary 1.

(I). Assume, in addition, that C < : x, y [d, d],


limsup
n
[f
n
(x) f
n
(y)[ C[x y[.
If f is any limit from Lemma 3, then
[f(x) f(y)[ C[x y[, rational x, y [d, d].
Therefore,
(i) t [d, d], one can dene f(t) = lim
x
l
t
f(x
l
), where
x
l
are rational;
(ii) this limit does not depend on x
l
;
(iii) f(t) is continuous in [d, d] and
[f(t
1
) f(t
2
)[ C[t
1
t
2
[.
(II). If conditions (I) are satised d and if all f
n
are non-
decreasing, then
f
nr
u.o.c.
f.
Problem No 1. Prove the corollary.
Denition 2.

A function f is Lipshitz continuous with parameter C < if x, y


[f(x) f(y)[ C[x y[.
3
Theorem 1.

Let f : R R (or f : R
+
R) be Lipshitz continuous. Then
(a) a measurable set B B(f) R (or R
+
) : (B) = 0 and
x , B, f

(x) = lim
0
f(x + ) f(x)

, [f

(x)[ C.
(b) Let f

(x) = 0 for x B. Then x, t > 0


f(x + t) f(x) =

x+t
x
f

(z)dz.
Denition 3.

Any point x , B is a regular point of f.


Corollary 2.

Let f : R
+
R
+
be Lipshitz continuous, f(0) > 0.Assume > 0 :
regular point t 0, if f(t) > 0, then f

(t) .
Then t
0

f(0)

: f(t) = 0 t t
0
.
Proof.
First, if f(t
0
) = 0, then f(t) = 0 t t
0
, since f(t) f(t
0
) =

t
t
0
f

(z)dz 0.
Second, if f(t) > 0 t
f(0)

, then
f

f(0)

f(0)/
0
()dz + f(0) 0.
.
4

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