Sunday, 14 June 2015

real analysis - Continuous differentiability implies Lipschitz continuity



Here's a statement in Zygmund's Measure and Integral on page 17:




If f has a continuous derivative on [a,b], then (by the mean-value theorem) f satisfies a Lipschitz condition on [a,b].




This does not seem obvious to me. How can I show it?




Also, what does a continuous derivative imply? Can we conclude the function is differentiable? If so, how can I prove it?


Answer



By the mean value theorem,



f(x)f(y)=f(ξ)(xy)


for some ξ(y,x). But since f is continuous and [a,b] is compact, then f is bounded in that interval, say by C. Thus taking absolute values yields



|f(x)f(y)|C|xy|


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