Discontinuities of monotone functions
In the mathematical field of analysis, a well-known theorem describes the set of discontinuities of a monotone real-valued function of a real variable; all discontinuities of such a (monotone) function are necessarily jump discontinuities and there are at most countably many of them.
Usually, this theorem appears in literature without a name. It is called Froda's theorem in some recent works; in his 1929 dissertation, Alexandru Froda stated that the result was previously well-known and had provided his own elementary proof for the sake of convenience.[1] Prior work on discontinuities had already been discussed in the 1875 memoir of the French mathematician Jean Gaston Darboux.[2]
Definitions
[edit ]Denote the limit from the left by {\displaystyle f\left(x^{-}\right):=\lim _{z\nearrow x}f(z)=\lim _{\stackrel {h\to 0}{h>0}}f(x-h)} and denote the limit from the right by {\displaystyle f\left(x^{+}\right):=\lim _{z\searrow x}f(z)=\lim _{\stackrel {h\to 0}{h>0}}f(x+h).}
If {\displaystyle f\left(x^{+}\right)} and {\displaystyle f\left(x^{-}\right)} exist and are finite then the difference {\displaystyle f\left(x^{+}\right)-f\left(x^{-}\right)} is called the jump[3] of {\displaystyle f} at {\displaystyle x.}
Consider a real-valued function {\displaystyle f} of real variable {\displaystyle x} defined in a neighborhood of a point {\displaystyle x.} If {\displaystyle f} is discontinuous at the point {\displaystyle x} then the discontinuity will be a removable discontinuity , or an essential discontinuity , or a jump discontinuity (also called a discontinuity of the first kind).[4] If the function is continuous at {\displaystyle x} then the jump at {\displaystyle x} is zero. Moreover, if {\displaystyle f} is not continuous at {\displaystyle x,} the jump can be zero at {\displaystyle x} if {\displaystyle f\left(x^{+}\right)=f\left(x^{-}\right)\neq f(x).}
Precise statement
[edit ]Let {\displaystyle f} be a real-valued monotone function defined on an interval {\displaystyle I.} Then the set of discontinuities of the first kind is at most countable.
One can prove[5] [3] that all points of discontinuity of a monotone real-valued function defined on an interval are jump discontinuities and hence, by our definition, of the first kind. With this remark the theorem takes the stronger form:
Let {\displaystyle f} be a monotone function defined on an interval {\displaystyle I.} Then the set of discontinuities is at most countable.
Proofs
[edit ]This proof starts by proving the special case where the function's domain is a closed and bounded interval {\displaystyle [a,b].}[6] [7] The proof of the general case follows from this special case.
Proof when the domain is closed and bounded
[edit ]Two proofs of this special case are given.
Proof 1
[edit ]Let {\displaystyle I:=[a,b]} be an interval and let {\displaystyle f:I\to \mathbb {R} } be a non-decreasing function (such as an increasing function). Then for any {\displaystyle a<x<b,} {\displaystyle f(a)~\leq ~f\left(a^{+}\right)~\leq ~f\left(x^{-}\right)~\leq ~f\left(x^{+}\right)~\leq ~f\left(b^{-}\right)~\leq ~f(b).} Let {\displaystyle \alpha >0} and let {\displaystyle x_{1}<x_{2}<\cdots <x_{n}} be {\displaystyle n} points inside {\displaystyle I} at which the jump of {\displaystyle f} is greater or equal to {\displaystyle \alpha }: {\displaystyle f\left(x_{i}^{+}\right)-f\left(x_{i}^{-}\right)\geq \alpha ,\ i=1,2,\ldots ,n}
For any {\displaystyle i=1,2,\ldots ,n,} {\displaystyle f\left(x_{i}^{+}\right)\leq f\left(x_{i+1}^{-}\right)} so that {\displaystyle f\left(x_{i+1}^{-}\right)-f\left(x_{i}^{+}\right)\geq 0.} Consequently, {\displaystyle {\begin{alignedat}{9}f(b)-f(a)&\geq f\left(x_{n}^{+}\right)-f\left(x_{1}^{-}\right)\\&=\sum _{i=1}^{n}\left[f\left(x_{i}^{+}\right)-f\left(x_{i}^{-}\right)\right]+\sum _{i=1}^{n-1}\left[f\left(x_{i+1}^{-}\right)-f\left(x_{i}^{+}\right)\right]\\&\geq \sum _{i=1}^{n}\left[f\left(x_{i}^{+}\right)-f\left(x_{i}^{-}\right)\right]\\&\geq n\alpha \end{alignedat}}} and hence {\displaystyle n\leq {\frac {f(b)-f(a)}{\alpha }}.}
Since {\displaystyle f(b)-f(a)<\infty } we have that the number of points at which the jump is greater than {\displaystyle \alpha } is finite (possibly even zero).
Define the following sets: {\displaystyle S_{1}:=\left\{x:x\in I,f\left(x^{+}\right)-f\left(x^{-}\right)\geq 1\right\},} {\displaystyle S_{n}:=\left\{x:x\in I,{\frac {1}{n}}\leq f\left(x^{+}\right)-f\left(x^{-}\right)<{\frac {1}{n-1}}\right\},\ n\geq 2.}
Each set {\displaystyle S_{n}} is finite or the empty set. The union {\displaystyle S=\bigcup _{n=1}^{\infty }S_{n}} contains all points at which the jump is positive and hence contains all points of discontinuity. Since every {\displaystyle S_{i},\ i=1,2,\ldots } is at most countable, their union {\displaystyle S} is also at most countable.
If {\displaystyle f} is non-increasing (or decreasing) then the proof is similar. This completes the proof of the special case where the function's domain is a closed and bounded interval. {\displaystyle \blacksquare }
Proof 2
[edit ]For a monotone function {\displaystyle f}, let {\displaystyle f\nearrow } mean that {\displaystyle f} is monotonically non-decreasing and let {\displaystyle f\searrow } mean that {\displaystyle f} is monotonically non-increasing. Let {\displaystyle f:[a,b]\to \mathbb {R} } is a monotone function and let {\displaystyle D} denote the set of all points {\displaystyle d\in [a,b]} in the domain of {\displaystyle f} at which {\displaystyle f} is discontinuous (which is necessarily a jump discontinuity).
Because {\displaystyle f} has a jump discontinuity at {\displaystyle d\in D,} {\displaystyle f\left(d^{-}\right)\neq f\left(d^{+}\right)} so there exists some rational number {\displaystyle y_{d}\in \mathbb {Q} } that lies strictly in between {\displaystyle f\left(d^{-}\right){\text{ and }}f\left(d^{+}\right)} (specifically, if {\displaystyle f\nearrow } then pick {\displaystyle y_{d}\in \mathbb {Q} } so that {\displaystyle f\left(d^{-}\right)<y_{d}<f\left(d^{+}\right)} while if {\displaystyle f\searrow } then pick {\displaystyle y_{d}\in \mathbb {Q} } so that {\displaystyle f\left(d^{-}\right)>y_{d}>f\left(d^{+}\right)} holds).
It will now be shown that if {\displaystyle d,e\in D} are distinct, say with {\displaystyle d<e,} then {\displaystyle y_{d}\neq y_{e}.} If {\displaystyle f\nearrow } then {\displaystyle d<e} implies {\displaystyle f\left(d^{+}\right)\leq f\left(e^{-}\right)} so that {\displaystyle y_{d}<f\left(d^{+}\right)\leq f\left(e^{-}\right)<y_{e}.} If on the other hand {\displaystyle f\searrow } then {\displaystyle d<e} implies {\displaystyle f\left(d^{+}\right)\geq f\left(e^{-}\right)} so that {\displaystyle y_{d}>f\left(d^{+}\right)\geq f\left(e^{-}\right)>y_{e}.} Either way, {\displaystyle y_{d}\neq y_{e}.}
Thus every {\displaystyle d\in D} is associated with a unique rational number (said differently, the map {\displaystyle D\to \mathbb {Q} } defined by {\displaystyle d\mapsto y_{d}} is injective). Since {\displaystyle \mathbb {Q} } is countable, the same must be true of {\displaystyle D.} {\displaystyle \blacksquare }
Proof of general case
[edit ]Suppose that the domain of {\displaystyle f} (a monotone real-valued function) is equal to a union of countably many closed and bounded intervals; say its domain is {\displaystyle \bigcup _{n}\left[a_{n},b_{n}\right]} (no requirements are placed on these closed and bounded intervals[a] ). It follows from the special case proved above that for every index {\displaystyle n,} the restriction {\displaystyle f{\big \vert }_{\left[a_{n},b_{n}\right]}:\left[a_{n},b_{n}\right]\to \mathbb {R} } of {\displaystyle f} to the interval {\displaystyle \left[a_{n},b_{n}\right]} has at most countably many discontinuities; denote this (countable) set of discontinuities by {\displaystyle D_{n}.} If {\displaystyle f} has a discontinuity at a point {\displaystyle x_{0}\in \bigcup _{n}\left[a_{n},b_{n}\right]} in its domain then either {\displaystyle x_{0}} is equal to an endpoint of one of these intervals (that is, {\displaystyle x_{0}\in \left\{a_{1},b_{1},a_{2},b_{2},\ldots \right\}}) or else there exists some index {\displaystyle n} such that {\displaystyle a_{n}<x_{0}<b_{n},} in which case {\displaystyle x_{0}} must be a point of discontinuity for {\displaystyle f{\big \vert }_{\left[a_{n},b_{n}\right]}} (that is, {\displaystyle x_{0}\in D_{n}}). Thus the set {\displaystyle D} of all points of at which {\displaystyle f} is discontinuous is a subset of {\displaystyle \left\{a_{1},b_{1},a_{2},b_{2},\ldots \right\}\cup \bigcup _{n}D_{n},} which is a countable set (because it is a union of countably many countable sets) so that its subset {\displaystyle D} must also be countable (because every subset of a countable set is countable).
In particular, because every interval (including open intervals and half open/closed intervals) of real numbers can be written as a countable union of closed and bounded intervals, it follows that any monotone real-valued function defined on an interval has at most countable many discontinuities.
To make this argument more concrete, suppose that the domain of {\displaystyle f} is an interval {\displaystyle I} that is not closed and bounded (and hence by Heine–Borel theorem not compact). Then the interval can be written as a countable union of closed and bounded intervals {\displaystyle I_{n}} with the property that any two consecutive intervals have an endpoint in common: {\displaystyle I=\cup _{n=1}^{\infty }I_{n}.} If {\displaystyle I=(a,b]{\text{ with }}a\geq -\infty } then {\displaystyle I_{1}=\left[\alpha _{1},b\right],\ I_{2}=\left[\alpha _{2},\alpha _{1}\right],\ldots ,I_{n}=\left[\alpha _{n},\alpha _{n-1}\right],\ldots } where {\displaystyle \left(\alpha _{n}\right)_{n=1}^{\infty }} is a strictly decreasing sequence such that {\displaystyle \alpha _{n}\rightarrow a.} In a similar way if {\displaystyle I=[a,b),{\text{ with }}b\leq +\infty } or if {\displaystyle I=(a,b){\text{ with }}-\infty \leq a<b\leq \infty .} In any interval {\displaystyle I_{n},} there are at most countable many points of discontinuity, and since a countable union of at most countable sets is at most countable, it follows that the set of all discontinuities is at most countable. {\displaystyle \blacksquare }
Jump functions
[edit ]Examples. Let x1 < x2 < x3 < ⋅⋅⋅ be a countable subset of the compact interval [a,b] and let μ1, μ2, μ3, ... be a positive sequence with finite sum. Set
- {\displaystyle f(x)=\sum _{n=1}^{\infty }\mu _{n}\chi _{[x_{n},b]}(x)}
where χA denotes the characteristic function of a compact interval A. Then f is a non-decreasing function on [a,b], which is continuous except for jump discontinuities at xn for n ≥ 1. In the case of finitely many jump discontinuities, f is a step function . The examples above are generalised step functions; they are very special cases of what are called jump functions or saltus-functions.[8] [9]
More generally, the analysis of monotone functions has been studied by many mathematicians, starting from Abel, Jordan and Darboux. Following Riesz & Sz.-Nagy (1990), replacing a function by its negative if necessary, only the case of non-negative non-decreasing functions has to be considered. The domain [a,b] can be finite or have ∞ or −∞ as endpoints.
The main task is to construct monotone functions — generalising step functions — with discontinuities at a given denumerable set of points and with prescribed left and right discontinuities at each of these points. Let xn (n ≥ 1) lie in (a, b) and take λ1, λ2, λ3, ... and μ1, μ2, μ3, ... non-negative with finite sum and with λn + μn > 0 for each n. Define
- {\displaystyle f_{n}(x)=0,円,円} for {\displaystyle ,円,円x<x_{n},,円,円f_{n}(x_{n})=\lambda _{n},,円,円f_{n}(x)=\lambda _{n}+\mu _{n},円,円} for {\displaystyle ,円,円x>x_{n}.}
Then the jump function, or saltus-function, defined by
- {\displaystyle f(x)=,円,円\sum _{n=1}^{\infty }f_{n}(x)=,円,円\sum _{x_{n}\leq x}\lambda _{n}+\sum _{x_{n}<x}\mu _{n},}
is non-decreasing on [a, b] and is continuous except for jump discontinuities at xn for n ≥ 1.[10] [11] [12] [13]
To prove this, note that sup |fn| = λn + μn, so that Σ fn converges uniformly to f. Passing to the limit, it follows that
- {\displaystyle f(x_{n})-f(x_{n}-0)=\lambda _{n},,円,円,円f(x_{n}+0)-f(x_{n})=\mu _{n},,円,円,円} and {\displaystyle ,円,円f(x\pm 0)=f(x)}
if x is not one of the xn's.[10]
Conversely, by a differentiation theorem of Lebesgue, the jump function f is uniquely determined by the properties:[14] (1) being non-decreasing and non-positive; (2) having given jump data at its points of discontinuity xn; (3) satisfying the boundary condition f(a) = 0; and (4) having zero derivative almost everywhere.
Proof that a jump function has zero derivative almost everywhere.
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Property (4) can be checked following Riesz & Sz.-Nagy (1990), Rubel (1963) and Komornik (2016). Without loss of generality, it can be assumed that f is a non-negative jump function defined on the compact [a,b], with discontinuities only in (a,b). Note that an open set U of (a,b) is canonically the disjoint union of at most countably many open intervals Im; that allows the total length to be computed l(U)= Σ l(Im). Recall that a null set A is a subset such that, for any arbitrarily small ε' > 0, there is an open U containing A with l(U) < ε'. A crucial property of length is that, if U and V are open in (a,b), then l(U) + l(V) = l(U ∪ V) + l(U ∩ V).[15] It implies immediately that the union of two null sets is null; and that a finite or countable set is null.[16] [17] Proposition 1. For c > 0 and a normalised non-negative jump function f, let Uc(f) be the set of points x such that
for some s, t with s < x < t. Then Uc(f) is open and has total length l(Uc(f)) ≤ 4 c−1 (f(b) – f(a)). Note that Uc(f) consists the points x where the slope of h is greater that c near x. By definition Uc(f) is an open subset of (a, b), so can be written as a disjoint union of at most countably many open intervals Ik = (ak, bk). Let Jk be an interval with closure in Ik and l(Jk) = l(Ik)/2. By compactness, there are finitely many open intervals of the form (s,t) covering the closure of Jk. On the other hand, it is elementary that, if three fixed bounded open intervals have a common point of intersection, then their union contains one of the three intervals: indeed just take the supremum and infimum points to identify the endpoints. As a result, the finite cover can be taken as adjacent open intervals (sk,1,tk,1), (sk,2,tk,2), ... only intersecting at consecutive intervals.[18] Hence
Finally sum both sides over k.[16] [17] Proposition 2. If f is a jump function, then f '(x) = 0 almost everywhere. To prove this, define
a variant of the Dini derivative of f. It will suffice to prove that for any fixed c > 0, the Dini derivative satisfies Df(x) ≤ c almost everywhere, i.e. on a null set. Choose ε > 0, arbitrarily small. Starting from the definition of the jump function f = Σ fn, write f = g + h with g = Σn≤N fn and h = Σn>N fn where N ≥ 1. Thus g is a step function having only finitely many discontinuities at xn for n ≤ N and h is a non-negative jump function. It follows that Df = g' +Dh = Dh except at the N points of discontinuity of g. Choosing N sufficiently large so that Σn>N λn + μn < ε, it follows that h is a jump function such that h(b) − h(a) < ε and Dh ≤ c off an open set with length less than 4ε/c. By construction Df ≤ c off an open set with length less than 4ε/c. Now set ε' = 4ε/c — then ε' and c are arbitrarily small and Df ≤ c off an open set of length less than ε'. Thus Df ≤ c almost everywhere. Since c could be taken arbitrarily small, Df and hence also f ' must vanish almost everywhere.[16] [17] |
As explained in Riesz & Sz.-Nagy (1990), every non-decreasing non-negative function F can be decomposed uniquely as a sum of a jump function f and a continuous monotone function g: the jump function f is constructed by using the jump data of the original monotone function F and it is easy to check that g = F − f is continuous and monotone.[10]
See also
[edit ]- Continuous function – Mathematical function with no sudden changes
- Bounded variation – Real function with finite total variation
- Monotone function
Notes
[edit ]- ^ So for instance, these intervals need not be pairwise disjoint nor is it required that they intersect only at endpoints. It is even possible that {\displaystyle \left[a_{n},b_{n}\right]\subseteq \left[a_{n+1},b_{n+1}\right]} for all {\displaystyle n}
References
[edit ]- ^ Froda, Alexandre (3 December 1929). Sur la distribution des propriétés de voisinage des functions de variables réelles (PDF) (Thesis). Paris: Hermann. JFM 55.0742.02.
- ^ Jean Gaston Darboux, Mémoire sur les fonctions discontinues, Annales Scientifiques de l'École Normale Supérieure, 2-ème série, t. IV, 1875, Chap VI.
- ^ a b Nicolescu, Dinculeanu & Marcus 1971, p. 213.
- ^ Rudin 1964, Def. 4.26, pp. 81–82.
- ^ Rudin 1964, Corollary, p. 83.
- ^ Apostol 1957, pp. 162–3.
- ^ Hobson 1907, p. 245.
- ^ Apostol 1957.
- ^ Riesz & Sz.-Nagy 1990.
- ^ a b c Riesz & Sz.-Nagy 1990, pp. 13–15
- ^ Saks 1937.
- ^ Natanson 1955.
- ^ Łojasiewicz 1988.
- ^ For more details, see
- ^ Burkill 1951, pp. 10−11.
- ^ a b c Rubel 1963
- ^ a b c Komornik 2016
- ^ This is a simple example of how Lebesgue covering dimension applies in one real dimension; see for example Edgar (2008).
Bibliography
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