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Measure Theory and Functional Analysis




                    Notes
                                   since f is finite in [a,b] Now   g b ,g a h b ,h a  are finite numbers.
                                     n 1
                                        f x   h x
                                          r 1    r
                                     r 0
                                      b
                                     V f    .
                                      a
                                     f is a function of bounded variation. Alternatively, since g (x) and h(x) are both non-decreasing,
                                   so by theorem 3, g(x) – h(x) and hence f(x) is of bounded variation.
                                   Corollary: A continuous function is of bounded variation iff it can be expressed are as a difference
                                   of two continuous monotonically increasing functions. It follows from the results of Theorems
                                   5 and 8.

                                   Theorem 9: An indefinite integral is a function of bounded variation, i.e. if  f L[a,b] and F x  is

                                                                 x
                                   indefinite integral of  f x  i.e. F (x) =  f t dt,  then F  BV[a,b].Also show that
                                                                 a

                                              x
                                         b
                                          V f   f .
                                         a
                                              a
                                   Proof: Since  f L[a,b], also  f  L[a,b].

                                   Let P = x : i  0,1,2,...,n be a subdivision of the interval [a,b]. Then
                                          i

                                                     x   x
                                    n              n  i  i 1
                                      F x  i  F x i 1  f   f
                                   r 0             i 1  a  a


                                                      x       x
                                                    n  i    n  i
                                                                     f  f
                                                   i 1  x  i 1 x
                                                      i 1     i 1
                                                    b
                                                                      f  .
                                                    a
                                                         b
                                                  b
                                     f BV[a,b] and  V f,p  f .
                                                  a
                                                         a
                                   Further above result is true for any subdivision of P of [a,b]. Therefore taking supremum, we get

                                                                     b    b
                                                                       f   f .
                                                                     a    a







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