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Measure Theory and Functional Analysis




                    Notes          4.2 Summary

                                      A real-valued function f defined on [a,b] is said to be absolutely continuous on [a,b], if for
                                       an arbitrary   0, however small,   a,  0, such that

                                           n                        n
                                             f b   f a   , whenever   b  a    .
                                                r    r                 r  r
                                           r 1                     r 1
                                      Every absolutely continuous function is continuous.
                                      Every absolutely continuous function f defined on [a,b] is of bounded variation.

                                   4.3 Keywords


                                   Absolute Continuity of Functions: Absolute continuity of functions is a smoothness property
                                   which is stricter than continuity and uniform continuity.
                                   Absolute Continuous Function: A real-valued function f defined on [a,b] is said to be absolutely
                                   continuous on [a,b], if for an arbitrary   0, however small,   a,  0, such that

                                                        n                       n
                                                          f b  f a                b  a    ,
                                                            r     r   whenever     r  r
                                                       r 1                     r 1
                                   where  a 1  b 1  a 2  b 2  ... a n  b n i.e.  a ’s  and  b ’s  are  forming  finite  collection
                                                                               i
                                                                      i
                                    a ,b : i  1,2,...,n of pair-wise disjoint intervals.
                                     i  i
                                   4.4 Review Questions


                                   1.  Define absolute continuity for a real variable. Show that f(x) is an indefinite integral, if F
                                       is absolutely continuous.

                                   2.  If f,g: [0,1]   R  are absolutely continuous, prove that f + g and fg are also absolutely
                                       continuous.

                                   3.  Show that the set of all absolutely continuous functions on an interval I is a linear space.
                                   4.  If g is a non-decreasing absolutely continuous function on [a,b] and f is absolutely continuous
                                       on [g(a), g(b)], show that fog is also absolutely continuous on [a,b].
                                   5.  If f is absolutely continuous on [a,b] and  f' x  0 for almost all  x [a,b],  show that f is
                                       non-decreasing on [a,b].

                                   4.5 Further Readings





                                   Books       Krishna B Athreya, N Soumendra Lahiri,  Measure Theory and Probability Theory,
                                               Springer (2006).








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