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Unit 4: Absolute Continuity




                                                                                                Notes
             n             n
               f b   f a =   f b   f a  f a  f a
                  r    r        r              r
             r 1           r 1
             n
                f b  f a  f a  f a
                  r              r
            r 1
          Now taking supremum over all collections of P  of [a , b ] for i = 2,...,n, we get
                                                i    i  i
                n  b
                   i
                  V f    .
                  a  i
                r 1
              b i  a i  b  i
          But  V f  V f  V f
              a    a    a
                         i
             b    b    a
             i    i     i
             V f  V f  V f
             a    a    a
             i
             b i
             V f  v b i  v a i
             a i

              n
                v b   v a  <
                   i    i
             i 1
            v x is absolutely continuous.

          Theorem 4: A necessary and sufficient condition that a function should be an indefinite integral
          is that it should be absolutely continuous.
          Proof: Condition is sufficient.
          Let f(x) be an absolutely continuous function over the closed interval [a,b].

          Therefore f is of bounded variation and hence we can express f(x) as
                 f(x) = f (x) – f (x)
                       1    2
          where f (x) and f (x) are monotonically increasing functions and hence both are differentiable.
                1       2
             n                        n
               v b   v a  <  whenever   b  a
                  r    r                 r  r
            r 1                      r 1
            f  is also absolutely continuous on [a,b].
          Case II: Given f is absolutely continuous on [a,b].

             for a given   0,  a   0 s.t.

           n
              f b  f a  <  ,                                                       ...(i)
                i    i
           i 1





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