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Measure Theory and Functional Analysis




                    Notes


                                     Notes

                                         This theorem enables us to define a new function (called variation function) say

                                                x
                                          V x   V f ,  x [a,b] .
                                                a
                                                           y    x     y
                                         If x > y in [a,b], then  V f  V f  V f .
                                                           a    a     x
                                                        y
                                          i.e. v(y) = v(x) +  V f .
                                                        x
                                            v x  is an increasing function.

                                         If  a c 1  c  2  ... c  n  b,then

                                           b    c 1  c  2    b
                                          V f  V f   V f  ... V f
                                           a    a    c       c
                                                     1       n
                                   Corollary:

                                        f  BV[a,b]  f  BV[a,c],

                                        f  BV[c,b] for each c [a,b].

                                   Theorem 5: If a function f of bounded variation in [a,b] is continuous at  c [a,b], then the function
                                                  x
                                   defined by v(x) =  V f , is also continuous at x = c and vice versa.
                                                  a
                                   Proof: Suppose f is continuous at x = c. Hence for arbitrary  /2  0, we can find a   such that
                                                                                                      1
                                   a  c  1  x  c or  x  c  1  f x  f c  /2                                  ...(i)

                                   Also we know by remark (v) after the definition (2.1.3), for above  , we can get a subdivision

                                   P =  a  x ,x ,x ,...,x n  c of [a,c]
                                             1
                                          0
                                               2
                                      c    c
                                   s.t.  V f  V f,P                                                        ...(ii)
                                      a    a      2
                                   Now choosing positive   min[ ,c x n 1 ], we get that for any x such that  c  x  c , we also
                                                             1
                                   have   x  n 1  x  x .
                                                n
                                        c    n 1
                                   (ii)  V f   f x  f x    f x   f x
                                        a         r    r 1    n    n 1  2
                                             r 1
                                             n 1
                                                       f x  f x  f x  f x  f x  f x
                                                 r     r 1   n              n 1
                                             r 1                                 2



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