Absolute Continuity

Shrink the total length of intervals to zero and the total change shrinks too. The Cantor function is a continuous function failing this.

Tiny input changes must not create large outputs. Such functions are exactly the ones built as integrals. The Cantor function stays flat yet climbs from 0 to 1, breaking the rule.

For example, open a tap a little and only a little πŸ’§ water comes out. The Cantor function is a strange tap that pours a bucketful while barely opened.

FΒ absolutelyΒ continuousΒ β€…β€ŠβŸΊβ€…β€Šβˆ€Ξ΅>0β€‰βˆƒΞ΄>0:βˆ‘(biβˆ’ai)<Ξ΄β‡’βˆ‘βˆ£F(bi)βˆ’F(ai)∣<Ξ΅F \text{ absolutely continuous } \iff \forall \varepsilon > 0\, \exists \delta > 0: \sum (b_i - a_i) < \delta \Rightarrow \sum |F(b_i) - F(a_i)| < \varepsilon
F(x)=F(a)+∫axf dx(f∈L1)β€…β€ŠβŸΊβ€…β€ŠFΒ absolutelyΒ continuousF(x) = F(a) + \int_a^x f\,dx\quad (f \in L^1) \iff F \text{ absolutely continuous}

Part of these learning paths

Examples & Exercises

Let f∈L1[a,b]f \in L^1[a, b] and F(x)=F(a)+∫axfF(x) = F(a) + \int_a^x f.

Prove FF is absolutely continuous.

First prove the lemma: for every Ρ>0\varepsilon > 0 there is δ>0\delta > 0 such that m(E)<δm(E) < \delta implies ∫E∣f∣<Ρ\int_E |f| < \varepsilon.

∫E∣fβˆ£β‰€Ξ΅2+Mβ‹…m(E)<Ξ΅,βˆ‘i∣F(bi)βˆ’F(ai)βˆ£β‰€βˆ«β‹ƒi[ai,bi]∣f∣<Ξ΅\int_E |f| \le \frac{\varepsilon}{2} + M \cdot m(E) < \varepsilon, \qquad \sum_{i} |F(b_i) - F(a_i)| \le \int_{\bigcup_i [a_i,b_i]} |f| < \varepsilon
F(x)=x2F(x) = x^2, Ξ΄=0.2\delta = 0.2: βˆ‘βˆ£Ξ”F∣=1βˆ’(1βˆ’0.2)2=0.36\sum |\Delta F| = 1 - (1 - 0.2)^2 = 0.36 β€” as the intervals' total length 0.20.2 shrinks, so does βˆ‘βˆ£Ξ”F∣\sum |\Delta F| (AC βœ“).
Show proof
  1. Lemma (absolutely continuous integral): apply dominated convergence to the truncations ∣fβˆ£β‹…1{∣fβˆ£β‰€M}|f| \cdot \mathbf{1}_{\{|f| \le M\}}. They converge pointwise to ∣f∣|f| as Mβ†’βˆžM \to \infty, with dominating function ∣f∣∈L1|f| \in L^1 (the hypothesis).

    Hence ∫∣fβˆ£β‹…1{∣fβˆ£β‰€M}β†’βˆ«βˆ£f∣\int |f| \cdot \mathbf{1}_{\{|f| \le M\}} \to \int |f|, i.e. the tail ∫∣f∣>M∣fβˆ£β†’0\int_{|f| > M} |f| \to 0 as Mβ†’βˆžM \to \infty.

    So some MM has ∫∣f∣>M∣f∣<Ξ΅2\int_{|f| > M} |f| < \frac{\varepsilon}{2}, and enlarging MM only shrinks the tail, so take Mβ‰₯1M \ge 1.

  2. For any measurable EE, splitting ∣f∣=∣fβˆ£β‹…1{∣f∣>M}+∣fβˆ£β‹…1{∣fβˆ£β‰€M}|f| = |f| \cdot \mathbf{1}_{\{|f| > M\}} + |f| \cdot \mathbf{1}_{\{|f| \le M\}} gives ∫E∣fβˆ£β‰€βˆ«βˆ£f∣>M∣f∣+Mβ‹…m(E)<Ξ΅2+Mβ‹…m(E)\int_E |f| \le \int_{|f| > M} |f| + M \cdot m(E) < \frac{\varepsilon}{2} + M \cdot m(E). Since Mβ‰₯1>0M \ge 1 > 0 above, Ξ΄:=Ξ΅2M\delta := \frac{\varepsilon}{2M} is well defined, and ∫E∣f∣<Ξ΅\int_E |f| < \varepsilon whenever m(E)<Ξ΄m(E) < \delta.

  3. Now let the disjoint [ai,bi][a_i, b_i] have total length below Ξ΄\delta. On each interval ∣F(bi)βˆ’F(ai)∣=∣∫aibifβˆ£β‰€βˆ«aibi∣f∣|F(b_i) - F(a_i)| = \left|\int_{a_i}^{b_i} f\right| \le \int_{a_i}^{b_i} |f|, so summing gives βˆ‘i∣F(bi)βˆ’F(ai)βˆ£β‰€βˆ‘i∫aibi∣f∣=βˆ«β‹ƒi[ai,bi]∣f∣<Ξ΅\sum_i |F(b_i) - F(a_i)| \le \sum_i \int_{a_i}^{b_i} |f| = \int_{\bigcup_i [a_i,b_i]} |f| < \varepsilon (applying the lemma to E=⋃i[ai,bi]E = \bigcup_i [a_i,b_i]) β€” i.e. FF is absolutely continuous.

  4. Numerical check (F(x)=x2F(x) = x^2, Ξ΄=0.2\delta = 0.2): packing the intervals at [1βˆ’Ξ΄,1][1 - \delta, 1] gives βˆ‘βˆ£Ξ”F∣=1βˆ’(1βˆ’0.2)2=0.36\sum |\Delta F| = 1 - (1 - 0.2)^2 = 0.36 β€” matching the caption, and 2Ξ΄βˆ’Ξ΄2β†’02\delta - \delta^2 \to 0 as Ξ΄β†’0\delta \to 0 verifies the "absolute" condition.

Prove the Cantor function cc is not absolutely continuous: the 2n2^n stage-nn Cantor intervals have total length (23)n\left(\frac23\right)^n but βˆ‘βˆ£Ξ”c∣=1\sum |\Delta c| = 1.

totalΒ length=2nβ‹…3βˆ’n=(23)nβ†’0,βˆ‘βˆ£Ξ”c∣=2nβ‹…2βˆ’n=1<ΜΈ12\text{total length} = 2^n \cdot 3^{-n} = \left(\tfrac23\right)^n \to 0, \qquad \sum |\Delta c| = 2^n \cdot 2^{-n} = 1 \not< \tfrac12
n=4n = 4: 242^4 intervals, total length (23)4=1681β‰ˆ0.1975β†’0\left(\frac23\right)^4 = \frac{16}{81} \approx 0.1975 \to 0, yet βˆ‘βˆ£Ξ”c∣=1\sum |\Delta c| = 1 β€” always 1, so not AC βœ—.
Show proof
  1. Negate absolute continuity: we show that for Ξ΅=12\varepsilon = \frac12, no Ξ΄>0\delta > 0 can satisfy the condition. The stage-nn Cantor set consists of 2n2^n closed intervals of length 3βˆ’n3^{-n} (each interval is trisected and its middle removed).

  2. Their total length is 2nβ‹…3βˆ’n=(23)nβ†’02^n \cdot 3^{-n} = \left(\frac23\right)^n \to 0, so for large nn the total length is below Ξ΄\delta. But the Cantor function cc rises by exactly 2βˆ’n2^{-n} on each stage-nn interval (fixing the next binary digit of its base-2 expansion).

  3. Hence βˆ‘βˆ£Ξ”c∣=2nβ‹…2βˆ’n=1<ΜΈ12=Ξ΅\sum |\Delta c| = 2^n \cdot 2^{-n} = 1 \not< \frac12 = \varepsilon β€” the sum stays frozen at 1 no matter how small the total length gets.

    This directly violates the definition of absolute continuity, so cc is not absolutely continuous.

    Since cc is uniformly continuous, uniform continuity does not imply absolute continuity.

  4. Numerical check (n=4n = 4): total length (23)4=1681β‰ˆ0.1975\left(\frac23\right)^4 = \frac{16}{81} \approx 0.1975, βˆ‘βˆ£Ξ”c∣=1\sum |\Delta c| = 1 β€” matching the caption. Even at n=10n = 10 the total length shrinks to β‰ˆ0.0173\approx 0.0173 while βˆ‘βˆ£Ξ”c∣\sum |\Delta c| stays 1.

Prove that F:[a,b]β†’RF:[a, b] \to \mathbb{R} with Lipschitz constant LL is absolutely continuous (use Ξ΄=Ξ΅L\delta = \frac{\varepsilon}{L}).

βˆ‘i∣F(bi)βˆ’F(ai)βˆ£β‰€Lβˆ‘i(biβˆ’ai)<Lβ‹…Ξ΅L=Ξ΅\sum_i |F(b_i) - F(a_i)| \le L \sum_i (b_i - a_i) < L \cdot \frac{\varepsilon}{L} = \varepsilon
F(x)=x2F(x) = x^2 is L=2L = 2-Lipschitz on [0,1][0, 1]: at Ξ΄=0.2\delta = 0.2, βˆ‘βˆ£Ξ”F∣=0.36<LΞ΄=0.4\sum |\Delta F| = 0.36 < L\delta = 0.4 β€” the Lipschitz bound ∣F(b)βˆ’F(a)βˆ£β‰€L(bβˆ’a)|F(b) - F(a)| \le L(b - a) directly yields absolute continuity.
Show proof
  1. Given Ξ΅>0\varepsilon > 0, set Ξ΄=Ξ΅L\delta = \frac{\varepsilon}{L} (if L=0L = 0 then FF is constant and there is nothing to prove). Take disjoint [ai,bi][a_i, b_i] with total length below Ξ΄\delta.

  2. On each interval ∣F(bi)βˆ’F(ai)βˆ£β‰€L(biβˆ’ai)|F(b_i) - F(a_i)| \le L(b_i - a_i), so summing gives βˆ‘i∣F(bi)βˆ’F(ai)βˆ£β‰€Lβˆ‘i(biβˆ’ai)<LΞ΄=Ξ΅\sum_i |F(b_i) - F(a_i)| \le L \sum_i (b_i - a_i) < L\delta = \varepsilon β€” exactly the definition of absolute continuity.

  3. Numerical check (F(x)=x2F(x) = x^2, L=2L = 2 on [0,1][0, 1]): at Ξ΄=0.2\delta = 0.2, βˆ‘βˆ£Ξ”F∣=1βˆ’(1βˆ’0.2)2=0.36<LΞ΄=0.4\sum |\Delta F| = 1 - (1 - 0.2)^2 = 0.36 < L\delta = 0.4 β€” matching the caption; the Lipschitz constant directly supplies the Ξ΄\delta of absolute continuity.

11. Integration