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)(x−y)
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|x−y|
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