Chapter 11: Absolute Continuous Functions
- Page ID
- 208231
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\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)Let \(a, b\in \mathbb{T}\), \(a<b\). For a given function \(f: \mathbb{T}\to \mathbb{R}\), consider an auxiliary function \(\overline{f}: [a, b]\to \mathbb{R}\) defined by \begin{equation} \label{80.6} \overline{f}(t)=\left\{ \begin{array}{l} f(t)\quad \text{if}\quad t\in \mathbb{T}\\ \\ f(t_i)+\frac{f(\sigma(t_i))-f(t_i)}{\mu(t_i)}(t-t_i)\quad \text{if}\quad t\in (t_i, \sigma(t_i)),\quad \text{for}\quad \text{some}\quad i\in I, \end{array} \right. \end{equation} with \(I\subset \mathbb{N}\) and \(\{t_i\}_{i\in I}\) given by
\[ R=\{t\in \mathbb{T}: t<\sigma(t)\}=\{t_i\}_{i\in I}. \notag\]
Let \(f: \mathbb{T}\to\mathbb{R}\) and \(\overline{f}: [a, b]\to \mathbb{R}\) is the extension of \(f\), defined by
\[ \overline{f}(t)=\left\{ \begin{array}{l} f(t)\quad \text{if}\quad t\in \mathbb{T}\\ \\ f(t_i)+\frac{f(\sigma(t_i))-f(t_i)}{\mu(t_i)}(t-t_i)\quad \text{if}\quad t\in (t_i, \sigma(t_i)),\quad \text{for}\quad \text{some}\quad i\in I, \end{array} \right.\notag\]
Then the following statements are equivalent
1. \(f\) maps every \(\Delta\)-null subset of \(\mathbb{T}\) into a null set.
2. \(\overline{f}\) maps every null subset of \([a, b]\) into a null set.
Proof
1. Let \(E\subset [a, b]\) be a null set. We will prove that \(\overline{f}(E)\) is a null set.
(a) Let \(b\notin E\). Then
\[ E= \left(\bigcup_{i\in I} (E\bigcap [t_i, \sigma(t_i))\right)\bigcup \left(E\bigcap (\mathbb{T}\backslash \mathbb{R} )\right) \notag\]
and \begin{equation} \label{80.8} \begin{array}{lll} \mu(\overline{f}(E))&\leq& \sum_{i\in I} \mu\left(\overline{f}(E\bigcap [t_i, \sigma(t_i)])\right)\\ &&+ \mu(\overline{f}(E\bigcap (\mathbb{T}\backslash R))). \end{array} \end{equation} Fix \(i\in I\). By the definition of the function \(\overline{f}\), it follows that \(\overline{f}\Bigl|_{[t_i, \sigma(t_i)]}\) is absolutely continuous. Hence,
\[ \mu((E\bigcap [t_i, \sigma(t_i)))=0. \notag\]
Now, applying the Banach-Zarecki Theorem, we get \begin{equation} \label{80.9} \mu(\overline{f}(E\bigcap [t_i, \sigma(t_i))))=0. \end{equation} Moreover, since the set \(E\bigcap (\mathbb{T}\backslash R)\) does not have any right-scattered points and \(b\notin E\bigcap (\mathbb{T}\backslash R)\), we get
\[ \begin{aligned} \mu_{\Delta}(E\bigcap (\mathbb{T}\backslash R))=& \mu(E \bigcap (\mathbb{T}\backslash R))\\ =& 0. \end{aligned} \notag\]
Hence and \(\overline{f}\Bigl|_{\mathbb{T}}=f\) and our assumptions, we obtain
\[ \begin{aligned} \mu(\overline{f}(E\bigcap (\mathbb{T}\backslash R)))=& \mu(f(E\bigcap (\mathbb{T}\backslash R))\\ =& 0. \end{aligned} \notag\]
From the last relation and from \eqref{80.8}, \eqref{80.9}, we get
\[ \mu(\overline{f}(E))=0. \notag\]
(b) Let \(b\in E\). Then we consider both sets \(E\backslash \{b\}\) and \(\{b\}\). Since
\[ \mu(\overline{f}(\{b\}))=0, \notag\]
we obtain
\[ \begin{aligned} \mu(\overline{f}(E))\leq& \mu(\overline{f}(E\backslash \{b\}))+\mu( \overline{f}(\{b\}))\\ =& 0, \end{aligned} \notag\]
i.e.,
\[ \mu(\overline{f}(E))=0. \notag\]
2. Let \(E\subset \mathbb{T}\) be a \(\Delta\)-null set.
(a) Let \(b\notin E\). Then, we obtain
\[ \begin{aligned} 0=& \mu_{\Delta}(E)\\ =& \sum_{i\in I_E}(\sigma(t_i)-t_i) +\mu(E)\\ =& \sum_{i\in I_E}(\sigma(t_i)-t_i). \end{aligned} \notag\]
Therefore, the set \(E\) does not have any right-scattered points. So,
\[ f(E)=\overline{f}(E) \notag\]
and the assertion follows.
(b) Let \(b\in E\). Consider both sets \(E\backslash \{b\}\) and \(\{b\}\). By the previous case, it follows that \(E\backslash \{b\}\) does not have any right-scattered points.Then \(\overline{f}(E\backslash \{b\})\) is a null set. Since
\[ \mu(\{b\})=0, \notag\]
then, we have that \(\overline{f}(\{b\})\) is a null set. Consequently \(\overline{f}(E)\) is a null set. This completes the proof.
For a given function \(f: \mathbb{T}\to \mathbb{R}\) and a partition \(P=\{x_0, x_1, \ldots, x_n\}\) of \(\mathbb{T}\), define
\[ V(P, f)= \sum_{k=1}^N |f(x_i)-f(x_{i-1})|. \notag\]
We define the total variation of the function \(f\) as follows.
\[ \bigvee_a^b (f)= \sup \{V(P, f): P\quad \text{partition}\quad \text{of}\quad \mathbb{T}\}. \notag\]
If \(\bigvee_a^b(f)<\infty\), we say that the function $f$ is of bounded variation on the time scale \(\mathbb{T}\).
Note that if \(f: \mathbb{T}\to \mathbb{R}\) is of bounded variation, then \(\overline{f}: \mathbb{T}\to \mathbb{R}\), defined by \eqref{80.6}, is of bounded variation.
A function \(f: \mathbb{T}\to \mathbb{R}\) is said to be absolutely continuous on \(\mathbb{T}\) if for every \(\epsilon>0\) there exists a \(\delta>0\) such that if \(\{(a_k, b_k)\bigcap \mathbb{T}\}_{k=1}^n\), with \(a_k, b_k\in \mathbb{T}\), is a finite partition disjoint family of subintervals of \(\mathbb{T}\) satisfying
\[ \sum_{k=1}^n (b_k-a_k)<\delta, \notag\]
then
\[ \sum_{k=1}^n |f(b_k)-f(a_k)|<\epsilon. \notag\]
A function \(f: \mathbb{T}\to \mathbb{R}\) is absolutely continuous on \(\mathbb{T}\) if and only if the following conditions hold.
1. \(f\) is continuous and of bounded variation on \(\mathbb{T}\).
2. \(f\) maps every \(\Delta\)-null subset of \(\mathbb{T}\) into a null set.
Proof
Let \(\overline{f}\) be the extension of the function \(f\), defined by \eqref{80.6}.
1. Let \(f\) is absolutely continuous on \(\mathbb{T}\). Then \(f\) is continuous on \(\mathbb{T}\). Now we will prove that it is of bounded variation on \(\mathbb{T}\). Let \(\delta>0\) corresponds to \(\epsilon=1\) as in the definition of absolutely continuous function on \(\mathbb{T}\). Then there exists a partition \(P=\{x_0, x_1, \ldots, x_n\}\) such that for any \(k\in \{1, \ldots, n\}\) either
\[ x_k-x_{k-1}\leq \frac{\delta}{2} \notag\]
or
\[ x_k-x_{k-1}>\frac{\delta}{2}\quad \text{and}\quad \sigma(x_{k-1})=x_k. \notag\]
If \(x_k-x_{k-1}\leq \frac{\delta}{2}\), then
\[ \bigvee_{x_{k-1}}^{x_k}(f)\leq 1. \notag\]
Thus, \(f\Bigl|_{[x_{k-1}, x_k]\bigcap \mathbb{T}}\) is of bounded variation on \([x_{k-1}, x_k]\bigcap \mathbb{T}\). If \(x_k-x_{k-1}>\frac{\delta}{2}\), then
\[ \bigvee_{x_{k-1}}^{x_k}(f)= |f(x_k)-f(x_{k-1})| \notag\]
and \(f\Bigl|_{[x_{k-1}, x_k]\bigcap \mathbb{T}}\) is of bounded variation on \([x_{k-1}, x_k]\bigcap \mathbb{T}\). Therefore \(\overline{f}\Bigl|_{[x_{k-1}, x_k]}\) is of bounded variation on \([x_{k-1}, x_k]\). Consequently \(\overline{f}\) is of bounded variation on \(\mathbb{T}\). Let now \(E\subset \mathbb{T}\) is a \(\Delta\)-null set. We will prove that \(f(E)\) is a null set. Let \(\epsilon>0\) be arbitrarily chosen and \(\delta>0\) corresponds to \(\epsilon\) as in the definition for absolutely continuous function. Because \(\mu_{\Delta}(E)=0\), we have that \(b\notin E\) and it has not any right-scattered points. Then we may choose a family \(\{[a_k, b_k]\bigcap \mathbb{T}\}_{k=1}^{\infty}\) with \(a_k, b_k\in \mathbb{T}\), of pairwise disjoint subintervals of \(\mathbb{T}\) such that
\[ E\subset \bigcup_{k=1}^{\infty} ([a_k, b_k]\bigcap \mathbb{T}) \notag\]
and
\[ \sum_{k=1}^{\infty} (b_k-a_k)<\delta. \notag\]
Hence,
\[ \begin{aligned} f(E)\subset& f\left(\bigcup_{k=1}^{\infty} ([a_k, b_k)\bigcap \mathbb{T})\right)\\ =& \bigcup_{k=1}^{\infty} f([a_k, b_k)\bigcap \mathbb{T}) \end{aligned} \notag\]
and
\[ \begin{aligned} \mu(f(E))\subset& \mu\left(f\left(\bigcup_{k=1}^{\infty} ([a_k, b_k)\bigcap \mathbb{T})\right)\right)\\ =& \bigcup_{k=1}^{\infty} \mu\left(f([a_k, b_k)\bigcap \mathbb{T})\right). \end{aligned} \notag\]
Because \(f\) is continuous on \([a_k, b_k]\bigcap \mathbb{T}\), it follows that there exist \(c_k, d_k \in [a_k, b_k]\bigcap \mathbb{T}\), \(c_k<d_k\), such that
\[ \begin{aligned} \mu\left(f([a_k, b_k)\bigcap \mathbb{T})\right)=& \mu\left(f([a_k, b_k]\bigcap \mathbb{T})\right)\\ \leq& |f(d_k)-f(c_k)|. \end{aligned} \notag\]
Since \([c_k, d_k]\subset [a_k, b_k]\) and \(f\) is absolutely continuous on \(\mathbb{T}\), we have
\[ \sum_{k=1}^n |f(d_k)-f(c_k)|<\epsilon \notag\]
and
\[ \sum_{k=1}^{\infty} |f(d_k)-f(c_k)|\leq \epsilon. \notag\]
From here,
\[ \begin{aligned} \mu(f(E))\leq& \sum_{k=1}^{\infty} \mu\left(f([a_k, b_k)\bigcap \mathbb{T})\right)\\ \leq& \sum_{k=1}^{\infty} |f(d_k)-f(c_k)|\\ \leq& \epsilon. \end{aligned} \notag\]
Because \(\epsilon>0\) was arbitrarily chosen, we get that
\[ \mu(f(E))=0. \notag\]
2. It follows that \(\overline{f}\) maps every null subset of \([a, b]\) into a null set. Hence and the Banach-Zarecki theorem, it follows that \(\overline{f}\) is absolutely continuous on \([a, b]\). By the equality \(f=\overline{f}\Bigl|_{\mathbb{T}}\), we conclude that \(f\) is absolutely continuous on \(\mathbb{T}\). This completes the proof.


