How to show with given hints that f is measurable with f(x+y)=f(x)+f(y) implies that f(x)=Ax for some A∈R?
The following exercise is from an Analysis book by Eiolt-LieB, second edtion page 76:
Assume f:R→R is measurable such that f(x+y)=f(x)+f(y). Prove that f(x)=Ax for some A∈R.
Hints:
a)Prove the result when f is continuous.
b) Next: if f is not continuous then, consider fε(x)=exp(if)⋆jε(x). Where
jε(x)=εj(εx) is a moliffier sequence. That is j is smooth of compact support with ∫Rj(x)dx=1.
I was able to solve the first question in the hint. But I don't how to use Hint(b). Would anyone help?
Also I would likt to know how to compute
limε→0fε(x)=?
I failed to use the Dominated Convergence Theorem.
This question has been asked in one of my previous questions:
Let g:R→R be a measurable function such that g(x+y)=g(x)+g(y). Then g(x)=g(1)x .
But the solution there does not use the hints in this post.
Answer
Let's write g:x↦exp(if(x)) and gε=g∗jε. By standard theory, we know that gε is continuous for every ε>0. Also we know that for all x,y∈R we have
gε(x+y)=∫Rg(x+y−t)jε(t)dt=∫Rg(x)⋅g(y−t)jε(t)dt=g(x)⋅gε(y).
Thus, if gε(y)≠0 we have
g(x)=gε(x+y)gε(y)
for all x, hence the continuity of g. This implies g(x)=exp(icx) for some c∈R, and hence
f(x)=cx+h(x),
where h:R→2πZ⊂R is additive. That implies h≡0.
So all that remains is to show that for suitable y and ε we have gε(y)≠0. That follows since gεε↓0→g in L1loc(R), so there is a sequence εk→0 such that gεk→g pointwise almost everywhere.
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