Let f:[a,b]→R be a monotone function (say strictly increasing).
Then, do for every ϵ>0 exist two step functions h,g so that g≤f≤h and 0≤h−g≤ϵ?
Does there exist some closed form of these functions like the one below?
I encountered the problem when trying to prove the Riemann Integrability of monotone functions via the traditional definition of the Riemann Integral (not the one with Darboux sums). The book I am reading proves that a continuous function is integrable via the process below:
Let $\mathcal{P}=\left\{ a=x_0<...
g=m1χ[x0,x1]+n∑i=2miχ(xi−1,xi]h=M1χ[x0,x1]+n∑i=2Miχ(xi−1,xi]
It is easily seen that they satisfy the "step function approximation" and as 0≤∫bah−g≤ϵ (uniform continuity) by a previous theorem f is integrable.
The book then goes on to generalise by discussing regulated functions. I would like however to see a self contained proof similar to the previous one if f is monotone. This question is reduced to the two questions asked in the beggining of the post
Answer
Let ε>0 and Nε the smallest n∈N such that
1n(b−a)(f(b)−f(a))≤ε
For n≥max{2,Nε} consider the following partition of [a,b]:
$$
\mathcal{P}=\{a=x_0
A_i={[x0,x1] for i=0(xi,xi+1] for 1≤i≤n−1
Since$f$isstrictlyincreasingforeach$i∈{0,…,n−1}$wehave
f(x_i) \le f(x) \le f(x_{i+1}) \quad \forall\ x_i \le x \le x_{i+1}.
Setting
h=\sum_{i=0}^{n-1}f(x_{i+1})\chi_{A_i},\ g=\sum_{i=0}^{n-1}f(x_i)\chi_{A_i}
wehave
g(x)\le f(x) \le h(x) \quad \forall\ x \in [a,b],
and
h(x)-g(x)=\sum_{i=0}^{n-1}\Big(f(x_{i+1})-f(x_i)\Big)\chi_{A_i}(x)>0 \quad \forall\ x \in [a,b].
$$
In addition
∫ba(h−g)=n−1∑i=0(f(xi+1)−f(xi))∫baχAi=n−1∑i=0(f(xi+1)−f(xi))(xi+1−xi)=b−ann−1∑i=0(f(xi+1)−f(xi))=1n(b−a)(f(b)−f(a))≤1Nε(b−a)(f(b)−f(a))≤ε.
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