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absolutely continuous
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liyi
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#1
absolutely continuous
extrance exam for master's degree

f is absolutely continuous on \mathbb{R}
Prove that there exist two non-negative constants A and B such that
|f(x)|\leq A|x|+B for all x\in \mathbb{R}

PostPosted: Thu Jan 27, 2005 12:14 am  Back to top 
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alekk
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#2
Re: absolutely continuous
extrance exam for master's degree

liyi wrote:
f is absolutely continuous on \mathbb{R}
Prove that there exist two non-negative constants A and B such that
|f(x)|\leq A|x|+B for all x\in \mathbb{R}

take A such that |y-x| \leq A => |f(y)-f(x)| \leq 1 and B such that |f(x)| \leq B on [-1;1]
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Please, could you rephrase your question in the form of the answer?

PostPosted: Thu Jan 27, 2005 7:29 am  Back to top 
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liyi
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#3
maybe you mean that
|y-x|<1/A?

PostPosted: Thu Jan 27, 2005 5:28 pm  Back to top 
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Leon Parsek
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#4
Maybe I dind't understand your question.

Otherwise the statement is wrong, since e.g. f(x)=e^x or f(x)=x^2 are absolutely continuous on \mathbb R but not bounded by A|x|+B for any A,B\in\mathbb R?

Absolute continuity - without any reference to a specific measure - means, that f(x) can be written as an (parameter-)integral w.r.t Lebesgue-measure, e.g. x^2=81+\int_9^{x} 2u\;du...

It seems that your question originates from complex analysis, and 'absolutely continuous' has to be changed into 'entire + ...' or something else (I can't remember)?

Hm,
Leon

PostPosted: Sun Jan 30, 2005 1:52 pm  Back to top 
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grobber
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#5
I'm pretty sure liyi was referring to something like this, in this case. f(x)=x^2 is not absolutely continuous, and neither is e^x. First of all, the function should be uniformly continuous, and your examples are not.

PostPosted: Sun Jan 30, 2005 2:08 pm  Back to top 
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Leon Parsek
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#6
Dear grabber

The definitions given on the linked page coincide with my (read theorem 2): an absolutely continuous function is a function with (Lebesgue- or Radon-Nikodym-) derivative.

Absolutely continuity on \mathbb R does not imply uniform continuity. If instead liyi means** a.c. on a closed interval [a,b], the statement is trivial, since we may chose arbitrary large constants A and B.

Sincerely,
Leon

*(do you [like me] hate people that throw notions like an octopus squirts ink?)
**(please excuse my english)

PostPosted: Sun Jan 30, 2005 2:36 pm  Back to top 
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liyi
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#7
Leon Parsek wrote:
Absolutely continuity on \mathbb R does not imply uniform continuity.

Why?

PostPosted: Sun Jan 30, 2005 5:16 pm  Back to top 
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liyi
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#8
Leon Parsek wrote:
Absolute continuity - without any reference to a specific measure - means, that f(x) can be written as an (parameter-)integral w.r.t Lebesgue-measure, e.g. x^2=81+\int_9^{x} 2u\;du...

Dear Parsek,

In this way, the integrand (which is 2u in your example) should be *integrable on \mathbb{R}*.

PostPosted: Sun Jan 30, 2005 5:19 pm  Back to top 
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Leon Parsek
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#9
Dear Liyi, dear grabber

I have now discovered our/my/your problem.

1. Absolute continuity (w.r.t. Lebesgue measure \lambda) is a notion of measure theory, where it is used for a measure \mu if \lambda(A)=0 implies \mu(A)=0 for measurable sets A. Using this definition even unbounded measures \mu are allowed - I first supposed, that this definition was meant. The Radon-Nikodym theorem (theorem 2 of the link) says that \mu(A)=\int_A f\;d\lambda for some function f that is locally L_1(\mu) (here we have our problem). Thus my examples are a.c. in this sense (see e.g. Mr.Rudin's book).

2. But you are both right, if you restrict your attention to finite (real-valued) measures \mu. For these measures the Radon-Nikodym theorem says, that \mu(A)=\int_A f\;d\lambda for some proper L_1(\mu)-function f. Moreover in this case the alternative definition, grabber gave in his link, applies: \mu is a.c. iff for every \epsilon>0 there is a \delta>0, so that |\lambda(A)|<\delta implies |\mu(A)|<\epsilon. These functions are clearly uniformly continuous.

And after sleeping n nights, with n>0, I now think that Liyi actually meant this definition, as grabber suspected. So let's forget the more general definition and focus on absolutely continuous functions, 2nd definition, and try to solve problem.

Regards,
Leon

PostPosted: Mon Jan 31, 2005 4:22 am  Back to top 
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Leon Parsek
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#10
I just recognized that alekk gave a solution to the problem 250 years ago (sorry for the confusion).

Here is my version. According to the uniform continuity of f we can find an A>0, so that |f(x)-f(y)|<1 whenever |x-y|<1/A. Then letting A|x|\leq n\leq A|x|+1 we get |f(x)-f(0)|=|\sum_{k=1}^n f(xk/n)-f(x(k-1)/n)|
\leq\sum_{k=1}^n |f(xk/n)-f(x(k-1)/n)|\leq n\leq A|x|+1,
so that |f(x)|\leq A|x|+B with B=|f(0)|+1.

Leon

PS: Can we sharpen the result, if we use absolute continuity instead of the weaker condition of uniform continuity?

PostPosted: Mon Jan 31, 2005 5:53 am  Back to top 
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liyi
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#11
hmm. I was wondering that why it needs "absolutely continuous" which is stricter than "uniformly continuous"...
So I posted it...

PostPosted: Mon Jan 31, 2005 5:26 pm  Back to top 
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