Denote the limit from the left by f ( x − ) := lim z ↗ x f ( z ) = lim h > 0 h → 0 f ( x − h ) {\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 f ( x + ) := lim z ↘ x f ( z ) = lim h > 0 h → 0 f ( x + h ) . {\displaystyle f\left(x^{+}\right):=\lim _{z\searrow x}f(z)=\lim _{\stackrel {h\to 0}{h>0}}f(x+h).}
If f ( x + ) {\displaystyle f\left(x^{+}\right)} and f ( x − ) {\displaystyle f\left(x^{-}\right)} exist and are finite then the difference f ( x + ) − f ( x − ) {\displaystyle f\left(x^{+}\right)-f\left(x^{-}\right)} is called the jump3 of f {\displaystyle f} at x . {\displaystyle x.}
Consider a real-valued function f {\displaystyle f} of real variable x {\displaystyle x} defined in a neighborhood of a point x . {\displaystyle x.} If f {\displaystyle f} is discontinuous at the point x {\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 x {\displaystyle x} then the jump at x {\displaystyle x} is zero. Moreover, if f {\displaystyle f} is not continuous at x , {\displaystyle x,} the jump can be zero at x {\displaystyle x} if f ( x + ) = f ( x − ) ≠ f ( x ) . {\displaystyle f\left(x^{+}\right)=f\left(x^{-}\right)\neq f(x).}
Let f {\displaystyle f} be a real-valued monotone function defined on an interval I . {\displaystyle I.} Then the set of discontinuities of the first kind is at most countable.
One can prove56 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 f {\displaystyle f} be a monotone function defined on an interval I . {\displaystyle I.} Then the set of discontinuities is at most countable.
This proof starts by proving the special case where the function's domain is a closed and bounded interval [ a , b ] . {\displaystyle [a,b].} 78 The proof of the general case follows from this special case.
Two proofs of this special case are given.
Let I := [ a , b ] {\displaystyle I:=[a,b]} be an interval and let f : I → R {\displaystyle f:I\to \mathbb {R} } be a non-decreasing function (such as an increasing function). Then for any a < x < b , {\displaystyle a<x<b,} f ( a ) ≤ f ( a + ) ≤ f ( x − ) ≤ f ( x + ) ≤ f ( b − ) ≤ f ( 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 α > 0 {\displaystyle \alpha >0} and let x 1 < x 2 < ⋯ < x n {\displaystyle x_{1}<x_{2}<\cdots <x_{n}} be n {\displaystyle n} points inside I {\displaystyle I} at which the jump of f {\displaystyle f} is greater or equal to α {\displaystyle \alpha } : f ( x i + ) − f ( x i − ) ≥ α , i = 1 , 2 , … , n {\displaystyle f\left(x_{i}^{+}\right)-f\left(x_{i}^{-}\right)\geq \alpha ,\ i=1,2,\ldots ,n}
For any i = 1 , 2 , … , n , {\displaystyle i=1,2,\ldots ,n,} f ( x i + ) ≤ f ( x i + 1 − ) {\displaystyle f\left(x_{i}^{+}\right)\leq f\left(x_{i+1}^{-}\right)} so that f ( x i + 1 − ) − f ( x i + ) ≥ 0. {\displaystyle f\left(x_{i+1}^{-}\right)-f\left(x_{i}^{+}\right)\geq 0.} Consequently, f ( b ) − f ( a ) ≥ f ( x n + ) − f ( x 1 − ) = ∑ i = 1 n [ f ( x i + ) − f ( x i − ) ] + ∑ i = 1 n − 1 [ f ( x i + 1 − ) − f ( x i + ) ] ≥ ∑ i = 1 n [ f ( x i + ) − f ( x i − ) ] ≥ n α {\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 n ≤ f ( b ) − f ( a ) α . {\displaystyle n\leq {\frac {f(b)-f(a)}{\alpha }}.}
Since f ( b ) − f ( a ) < ∞ {\displaystyle f(b)-f(a)<\infty } we have that the number of points at which the jump is greater than α {\displaystyle \alpha } is finite (possibly even zero).
Define the following sets: S 1 := { x : x ∈ I , f ( x + ) − f ( x − ) ≥ 1 } , {\displaystyle S_{1}:=\left\{x:x\in I,f\left(x^{+}\right)-f\left(x^{-}\right)\geq 1\right\},} S n := { x : x ∈ I , 1 n ≤ f ( x + ) − f ( x − ) < 1 n − 1 } , n ≥ 2. {\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 S n {\displaystyle S_{n}} is finite or the empty set. The union S = ⋃ n = 1 ∞ S n {\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 S i , i = 1 , 2 , … {\displaystyle S_{i},\ i=1,2,\ldots } is at most countable, their union S {\displaystyle S} is also at most countable.
If f {\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 }
For a monotone function f {\displaystyle f} , let f ↗ {\displaystyle f\nearrow } mean that f {\displaystyle f} is monotonically non-decreasing and let f ↙ {\displaystyle f\swarrow } mean that f {\displaystyle f} is monotonically non-increasing. Let f : [ a , b ] → R {\displaystyle f:[a,b]\to \mathbb {R} } is a monotone function and let D {\displaystyle D} denote the set of all points d ∈ [ a , b ] {\displaystyle d\in [a,b]} in the domain of f {\displaystyle f} at which f {\displaystyle f} is discontinuous (which is necessarily a jump discontinuity).
Because f {\displaystyle f} has a jump discontinuity at d ∈ D , {\displaystyle d\in D,} f ( d − ) ≠ f ( d + ) {\displaystyle f\left(d^{-}\right)\neq f\left(d^{+}\right)} so there exists some rational number y d ∈ Q {\displaystyle y_{d}\in \mathbb {Q} } that lies strictly in between f ( d − ) and f ( d + ) {\displaystyle f\left(d^{-}\right){\text{ and }}f\left(d^{+}\right)} (specifically, if f ↗ {\displaystyle f\nearrow } then pick y d ∈ Q {\displaystyle y_{d}\in \mathbb {Q} } so that f ( d − ) < y d < f ( d + ) {\displaystyle f\left(d^{-}\right)<y_{d}<f\left(d^{+}\right)} while if f ↘ {\displaystyle f\searrow } then pick y d ∈ Q {\displaystyle y_{d}\in \mathbb {Q} } so that f ( d − ) > y d > f ( d + ) {\displaystyle f\left(d^{-}\right)>y_{d}>f\left(d^{+}\right)} holds).
It will now be shown that if d , e ∈ D {\displaystyle d,e\in D} are distinct, say with d < e , {\displaystyle d<e,} then y d ≠ y e . {\displaystyle y_{d}\neq y_{e}.} If f ↗ {\displaystyle f\nearrow } then d < e {\displaystyle d<e} implies f ( d + ) ≤ f ( e − ) {\displaystyle f\left(d^{+}\right)\leq f\left(e^{-}\right)} so that y d < f ( d + ) ≤ f ( e − ) < y e . {\displaystyle y_{d}<f\left(d^{+}\right)\leq f\left(e^{-}\right)<y_{e}.} If on the other hand f ↘ {\displaystyle f\searrow } then d < e {\displaystyle d<e} implies f ( d + ) ≥ f ( e − ) {\displaystyle f\left(d^{+}\right)\geq f\left(e^{-}\right)} so that y d > f ( d + ) ≥ f ( e − ) > y e . {\displaystyle y_{d}>f\left(d^{+}\right)\geq f\left(e^{-}\right)>y_{e}.} Either way, y d ≠ y e . {\displaystyle y_{d}\neq y_{e}.}
Thus every d ∈ D {\displaystyle d\in D} is associated with a unique rational number (said differently, the map D → Q {\displaystyle D\to \mathbb {Q} } defined by d ↦ y d {\displaystyle d\mapsto y_{d}} is injective). Since Q {\displaystyle \mathbb {Q} } is countable, the same must be true of D . {\displaystyle D.} ◼ {\displaystyle \blacksquare }
Suppose that the domain of f {\displaystyle f} (a monotone real-valued function) is equal to a union of countably many closed and bounded intervals; say its domain is ⋃ n [ a n , b n ] {\displaystyle \bigcup _{n}\left[a_{n},b_{n}\right]} (no requirements are placed on these closed and bounded intervals9). It follows from the special case proved above that for every index n , {\displaystyle n,} the restriction f | [ a n , b n ] : [ a n , b n ] → R {\displaystyle f{\big \vert }_{\left[a_{n},b_{n}\right]}:\left[a_{n},b_{n}\right]\to \mathbb {R} } of f {\displaystyle f} to the interval [ a n , b n ] {\displaystyle \left[a_{n},b_{n}\right]} has at most countably many discontinuities; denote this (countable) set of discontinuities by D n . {\displaystyle D_{n}.} If f {\displaystyle f} has a discontinuity at a point x 0 ∈ ⋃ n [ a n , b n ] {\displaystyle x_{0}\in \bigcup _{n}\left[a_{n},b_{n}\right]} in its domain then either x 0 {\displaystyle x_{0}} is equal to an endpoint of one of these intervals (that is, x 0 ∈ { a 1 , b 1 , a 2 , b 2 , … } {\displaystyle x_{0}\in \left\{a_{1},b_{1},a_{2},b_{2},\ldots \right\}} ) or else there exists some index n {\displaystyle n} such that a n < x 0 < b n , {\displaystyle a_{n}<x_{0}<b_{n},} in which case x 0 {\displaystyle x_{0}} must be a point of discontinuity for f | [ a n , b n ] {\displaystyle f{\big \vert }_{\left[a_{n},b_{n}\right]}} (that is, x 0 ∈ D n {\displaystyle x_{0}\in D_{n}} ). Thus the set D {\displaystyle D} of all points of at which f {\displaystyle f} is discontinuous is a subset of { a 1 , b 1 , a 2 , b 2 , … } ∪ ⋃ n D n , {\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 D {\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 f {\displaystyle f} is an interval I {\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 I n {\displaystyle I_{n}} with the property that any two consecutive intervals have an endpoint in common: I = ∪ n = 1 ∞ I n . {\displaystyle I=\cup _{n=1}^{\infty }I_{n}.} If I = ( a , b ] with a ≥ − ∞ {\displaystyle I=(a,b]{\text{ with }}a\geq -\infty } then I 1 = [ α 1 , b ] , I 2 = [ α 2 , α 1 ] , … , I n = [ α n , α n − 1 ] , … {\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 ( α n ) n = 1 ∞ {\displaystyle \left(\alpha _{n}\right)_{n=1}^{\infty }} is a strictly decreasing sequence such that α n → a . {\displaystyle \alpha _{n}\rightarrow a.} In a similar way if I = [ a , b ) , with b ≤ + ∞ {\displaystyle I=[a,b),{\text{ with }}b\leq +\infty } or if I = ( a , b ) with − ∞ ≤ a < b ≤ ∞ . {\displaystyle I=(a,b){\text{ with }}-\infty \leq a<b\leq \infty .} In any interval I n , {\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 }
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
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.1011
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
Then the jump function, or saltus-function, defined by
is non-decreasing on [a, b] and is continuous except for jump discontinuities at xn for n ≥ 1.12131415
To prove this, note that sup |fn| = λn + μn, so that Σ fn converges uniformly to f. Passing to the limit, it follows that
if x is not one of the xn's.16
Conversely, by a differentiation theorem of Lebesgue, the jump function f is uniquely determined by the properties:17 (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.
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).18 It implies immediately that the union of two null sets is null; and that a finite or countable set is null.1920
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. ThenUc(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.21 Hence
Finally sum both sides over k.2223
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.2425
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.26
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. http://www.numdam.org/item/THESE_1929__102__1_0.pdf ↩
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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 [ a n , b n ] ⊆ [ a n + 1 , b n + 1 ] {\displaystyle \left[a_{n},b_{n}\right]\subseteq \left[a_{n+1},b_{n+1}\right]} for all n {\displaystyle n} /wiki/Disjoint_sets ↩
Apostol 1957. - Apostol, Tom M. (1957). Mathematical Analysis: a Modern Approach to Advanced Calculus. Addison-Wesley. pp. 162–163. MR 0087718. https://archive.org/details/in.ernet.dli.2015.141035/page/n173/mode/2up ↩
Riesz & Sz.-Nagy 1990. - Riesz, Frigyes; Sz.-Nagy, Béla (1990). "Saltus Functions". Functional analysis. Translated by Leo F. Boron. Dover Books. pp. 13–15. ISBN 0-486-66289-6. MR 1068530. https://mathscinet.ams.org/mathscinet-getitem?mr=1068530 ↩
Riesz & Sz.-Nagy 1990, pp. 13–15 - Riesz, Frigyes; Sz.-Nagy, Béla (1990). "Saltus Functions". Functional analysis. Translated by Leo F. Boron. Dover Books. pp. 13–15. ISBN 0-486-66289-6. MR 1068530. https://mathscinet.ams.org/mathscinet-getitem?mr=1068530 ↩
Saks 1937. - Saks, Stanisław (1937). "III. Functions of bounded variation and the Lebesgue-Stieltjes integral" (PDF). Theory of the integral. Monografie Matematyczne. Vol. VII. Translated by L. C. Young. New York: G. E. Stechert. pp. 96–98. http://matwbn.icm.edu.pl/ksiazki/mon/mon07/mon0703.pdf ↩
Natanson 1955. - Natanson, Isidor P. (1955), "III. Functions of finite variation. The Stieltjes integral", Theory of functions of a real variable, vol. 1, translated by Leo F. Boron, New York: Frederick Ungar, pp. 204–206, MR 0067952 https://archive.org/details/theoryoffunction00nat ↩
Łojasiewicz 1988. - Łojasiewicz, Stanisław (1988). "1. Functions of bounded variation". An introduction to the theory of real functions. Translated by G. H. Lawden (Third ed.). Chichester: John Wiley & Sons. pp. 10–30. ISBN 0-471-91414-2. MR 0952856. https://archive.org/details/introductiontoth0000ojas ↩
For more details, see Riesz & Sz.-Nagy 1990 Young & Young 1911 von Neumann 1950 Boas 1961 Lipiński 1961 Rubel 1963 Komornik 2016 - Riesz, Frigyes; Sz.-Nagy, Béla (1990). "Saltus Functions". Functional analysis. Translated by Leo F. Boron. Dover Books. pp. 13–15. ISBN 0-486-66289-6. MR 1068530. https://mathscinet.ams.org/mathscinet-getitem?mr=1068530 ↩
Burkill 1951, pp. 10−11. - Burkill, J. C. (1951). The Lebesgue integral. Cambridge Tracts in Mathematics and Mathematical Physics. Vol. 40. Cambridge University Press. MR 0045196. https://archive.org/details/lebesgueintegral0000burk ↩
Rubel 1963 - Rubel, Lee A. (1963). "Differentiability of monotonic functions" (PDF). Colloq. Math. 10 (2): 277–279. doi:10.4064/cm-10-2-277-279. MR 0154954. http://matwbn.icm.edu.pl/ksiazki/cm/cm10/cm10138.pdf ↩
Komornik 2016 - Komornik, Vilmos (2016). "4. Monotone Functions". Lectures on functional analysis and the Lebesgue integral. Universitext. Springer-Verlag. pp. 151–164. ISBN 978-1-4471-6810-2. MR 3496354. https://mathscinet.ams.org/mathscinet-getitem?mr=3496354 ↩
This is a simple example of how Lebesgue covering dimension applies in one real dimension; see for example Edgar (2008). /wiki/Lebesgue_covering_dimension ↩