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EXERCISES ON FUNCTIONS OF BOUNDED VARIATION

AND ABSOLUTELY CONTINUOUS FUNCTIONS

We will write f ∈ BV ([a, b]) if f is a function of bounded variation on [a, b],


and f ∈ AC([a, b]) if f is absolutely continuous on [a, b].

1. (a) Let f ∈ BV ([a, b]). Show that f has right hand limits at every
point c ∈ [a, b). Is this result still true (suitably interpreted) if
a = −∞?
(b) Prove that a monotone function (and hence a function of bounded
variation) on [a, b] can have at most a countable number of dis-
continuities on [a, b].
(c) Let {cn }∞n=1 be a countable set in (a, b). Construct a bounded,
monotone function f : (a, b) → R which is discontinuous at every
point cn , and continuous at every other point of (a, b).

2. (a) Let f ∈ BV ([a, b]), and suppose that f (x) = f (a) + µf ((a, x])
for all x ∈ [a, b] (so that f is necessarily right-continuous). Show
that Tf ∈ BV ([a, b]), and that Tf (x) = Tf (a) + |µf |((a, x]).
(b) Let f ∈ AC([a, b]). Explain why Tf ∈ AC([a, b]).

3. Let f ∈ AC([, 1]) for every  ∈ (0, 1), and suppose that f is continuous
at 0. Is f ∈ AC([0, 1])? What if you assume in addition that f ∈
BV ([0, 1])?

4. A function f is said to satisfy a Lipschitz condition on [a, b] (with


Lipschitz constant M ) if there is a constant M such that |f (x)−f (y)| ≤
M |x − y| for all x, y ∈ [a, b].

(a) Show that if f satisfies a Lipschitz condition on [a, b] then f ∈


AC([a, b]).
(b) Show that a function f ∈ AC([a, b]) satisfies a Lipschitz condition
on [a, b] if and only if f 0 is bounded (i.e. f 0 is bounded on its
domain).
(c) Show that f satisfies a Lipschitz condition if any one of its Dini
derivatives (say D+ ) is bounded.
Z b
5. Let f ∈ BV ([a, b]). Show that |f 0 | ≤ Tf (b) − Tf (a), and that equal-
a
ity holds if f is absolutely continuous. Is absolute continuity a neces-
sary condition for equality?
6. Let g be a non-decreasing, absolutely continuous function on [a, b],
with g(a) = c and g(b) = d. Denote Lebesgue measure by µ.

(a) Show that for any open set U ⊂ [c, d],


Z
µ(U ) = g 0 (x) dx.
g −1 (U )

(b) Let H = {x | g 0 (x) 6= 0}. If E is a subset of [c, d] with µ(E) = 0,


then g −1 (E) ∩ H has measure 0.
(c) If E is a measurable subset of [c, d], then F = g −1 (E) ∩ H is a
measurable subset of [a, b], and
Z Z b
0
g = XE (g(x))g 0 (x) dx.
F a

(d) If f is a non-negative measurable function on [c, d], then (f ◦ g)g 0


is measurable on [a, b], and
Z d Z b
f (y) dy = f (g(x))g 0 (x) dx.
c a

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