Absolute continuity
Absolute continuity of a function
is a stronger notion than continuity. A function
defined on a segment
is said to be
absolutely continuous
if for any
there exists a
such that for any finite system of pairwise non-intersecting intervals
,
,
for which
the inequality
holds. Any absolutely continuous function on a segment is continuous
on this segment. The opposite implication is not true: e.g. the function

if

and

is continuous on the segment
 ,
but is not absolutely continuous on it. If, in the definition
of an absolutely continuous function, the requirement
that the pairwise intersections of intervals

are empty be discarded, then the function will satisfy an even stronger condition: A
Lipschitz condition
with some constant.
If two functions
and
are absolutely continuous, then their sum, difference
and product are also absolutely continuous and, if
does not vanish, so is their quotient
.
The superposition of two absolutely continuous functions need
not be absolutely continuous. However, if the function
is absolutely continuous on a segment
and if
,
,
while the function
satisfies a Lipschitz condition on the segment
,
then the composite function
is absolutely continuous on
.
If a function
,
which is absolutely continuous on
,
is monotone increasing, while
is absolutely continuous on
,
then the function
is also absolutely continuous on
.
An absolutely continuous function maps a set of measure zero into a
set of measure zero, and a measurable set into a
measurable set. Any continuous function of finite variation which maps each
set of measure zero into a set of
measure zero is absolutely continuous. Any absolutely continuous function
can be represented as the difference
of two absolutely continuous non-decreasing functions.
A function
that is absolutely continuous on the segment
has a finite variation on this segment and has a finite derivative
at almost every point. The derivative
is summable over this segment, and
If the derivative of an absolutely continuous function is almost
everywhere equal to zero, then the function itself is
constant. On the other hand, for any function

that is summable on

the function

is absolutely continuous on this segment. Accordingly, the class of
functions that are absolutely continuous on a given segment coincides
with the class of functions that can be represented
as an indefinite Lebesgue integral, i.e. as a Lebesgue integral
with a variable upper limit of a certain summable function plus a constant.
If
is absolutely continuous on
,
then its
total variation
is
The concept of absolute continuity can be generalized to include
both functions of several variables and set functions (see Subsection 4 below).
References| [1] |
A.N. Kolmogorov,
S.V. Fomin,
"Elements of the theory of functions and functional analysis"
, 1–2
, Graylock
(1957–1961)
(Translated from Russian) | | [2] |
V.I. Smirnov,
"A course of higher mathematics"
, 5
, Addison-Wesley
(1964)
(Translated from Russian) |
L.D. Kudryavtsev
Absolute continuity of a set function
is a concept usually applied to countably-additive functions defined on a
-ring
of subsets of a set
.
Thus, if
and
are two countably-additive functions defined on
having values in the extended real number line
,
then
is absolutely continuous with respect to
(in symbols this is written as
)
if
entails
.
Here
is the total variation of
:

and

are measures, known as the positive and negative variations of
 ;
according to the
Jordan–Hahn theorem,
 .
It turns out that the relations 1)
 ;
2)
 ,
 ;
3)

are equivalent. If the measure

is finite,

if and only if for any

there exists a

such that

entails
 .
According to the
Radon–Nikodým theorem,
if

are (completely)
 -finite,
(i.e.

and there exists a sequence
 ,

such that
and if
 ,
then there exists on

a finite measurable function

such that
Conversely, if
is (completely)
-finite
and the integral
makes sense, then
as a function of the set
is absolutely continuous with respect to
.
If
and
are (completely)
-finite
measures on
,
there exist uniquely defined (completely)
-finite
measures
and
such that
,
and
is singular with respect to
(i.e. there exists a set
such that
,
)
(Lebesgue's theorem).
A measure, defined on the Borel sets of a
finite-dimensional Euclidean space (or, more generally, of a
locally compact group), is called absolutely continuous if it is
absolutely continuous with respect to the Lebesgue (Haar) measure. A non-negative measure
on the Borel sets of the real line is
absolutely continuous if and only if the corresponding distribution function
is absolutely continuous (as a function of a real variable). The
concept of absolute continuity of a set function can
also be defined for finitely-additive functions and for functions with vector values.
References| [1] |
P.R. Halmos,
"Measure theory"
, v. Nostrand
(1950) | | [2] |
J. Neveu,
"Bases mathématiques du calcul des probabilités"
, Masson
(1970) |
V.V. Sazonov
CommentsReferences| [a1] |
H.L. Royden,
"Real analysis"
, Macmillan
(1968) | | [a2] |
A.C. Zaanen,
"Integration"
, North-Holland
(1967) | | [a3] |
W. Rudin,
"Principles of mathematical analysis"
, McGraw-Hill
(1953) | | [a4] |
W. Rudin,
"Real and complex analysis"
, McGraw-Hill
(1966)
pp. 98 | | [a5] |
A.E. Taylor,
"General theory of functions and integration"
, Blaisdell
(1965) | | [a6] |
C.D. Aliprantz,
O. Burleinshaw,
"Principles of real analysis"
, North-Holland
(1981) |
This text originally appeared in Encyclopaedia of Mathematics
- ISBN 1402006098
|