Real Analysis

Chapter 6. Differentiation and Integration

6.1. Continuity and Monotone Functions—Proofs of Theorems

December 25, 2015

() Real Analysis December 25, 2015 1/6

Table of contents

1 Theorem 6.1

2 Proposition 6.2

() Real Analysis December 25, 2015 2/6

 Theorem 6.1

Theorem 6.1
Theorem 6.1. The f be a monotone function on the open interval (a, b).
Then f is continuous except possibly at a countable number of points in
(a, b).
Proof. WLOG, say f is monotone increasing.

() Real Analysis December 25, 2015 3/6

 Theorem 6.1

Theorem 6.1
Theorem 6.1. The f be a monotone function on the open interval (a, b).
Then f is continuous except possibly at a countable number of points in
(a, b).
Proof. WLOG, say f is monotone increasing. Furthermore, assume (a, b)
is bounded (that is, a and b are finite) and f is increasing on the closed
interval [a, b]. Otherwise, express (a, b) as the union of an ascending
sequence of open, bounded intervals, the closures of which are contained
in (a, b) (which can be done if a and b are finite with a ±1/n approach, or
with a ±n approach if a and/or b is infinite). Then take the unions of the
discontinuities in each of this countable collection of intervals.

() Real Analysis December 25, 2015 3/6

 Theorem 6.1

Theorem 6.1
Theorem 6.1. The f be a monotone function on the open interval (a, b).
Then f is continuous except possibly at a countable number of points in
(a, b).
Proof. WLOG, say f is monotone increasing. Furthermore, assume (a, b)
is bounded (that is, a and b are finite) and f is increasing on the closed
interval [a, b]. Otherwise, express (a, b) as the union of an ascending
sequence of open, bounded intervals, the closures of which are contained
in (a, b) (which can be done if a and b are finite with a ±1/n approach, or
with a ±n approach if a and/or b is infinite). Then take the unions of the
discontinuities in each of this countable collection of intervals.
For each x0 ∈ (a, b), f has a finite limit from the left and from the right at
a0 . Define
f (x0− ) = lim f (x) = sup{f (x) | a < x < x0 },
x→x0−

f (x0+ ) = lim+ f (x) = inf{f (x) | x0 < x < b}.

x→x0
() Real Analysis December 25, 2015 3/6
 Theorem 6.1

Theorem 6.1
Theorem 6.1. The f be a monotone function on the open interval (a, b).
Then f is continuous except possibly at a countable number of points in
(a, b).
Proof. WLOG, say f is monotone increasing. Furthermore, assume (a, b)
is bounded (that is, a and b are finite) and f is increasing on the closed
interval [a, b]. Otherwise, express (a, b) as the union of an ascending
sequence of open, bounded intervals, the closures of which are contained
in (a, b) (which can be done if a and b are finite with a ±1/n approach, or
with a ±n approach if a and/or b is infinite). Then take the unions of the
discontinuities in each of this countable collection of intervals.
For each x0 ∈ (a, b), f has a finite limit from the left and from the right at
a0 . Define
f (x0− ) = lim f (x) = sup{f (x) | a < x < x0 },
x→x0−

f (x0+ ) = lim+ f (x) = inf{f (x) | x0 < x < b}.

x→x0
() Real Analysis December 25, 2015 3/6
 Theorem 6.1

Theorem 6.1 (continued)

Theorem 6.1. The f be a monotone function on the open interval (a, b).
Then f is continuous except possibly at a countable number of points in
(a, b).
Proof (continued). Since f is increasing, then f (x0− ) ≤ f (x0+ ). So f has
a discontinuity at x0 if and only if f (x0− ) < f (x0+ ), in which case there is a
jump discontinuity at x0 . Define the “jump” interval
J(x0 ) = {y | f (x0− ) < y < f (x0+ )}. Each jump interval is contained in the
bounded interval [f (a), f (b)] and the collection of jump intervals is
(pairwise) disjoint.

() Real Analysis December 25, 2015 4/6

 Theorem 6.1

Theorem 6.1 (continued)

Theorem 6.1. The f be a monotone function on the open interval (a, b).
Then f is continuous except possibly at a countable number of points in
(a, b).
Proof (continued). Since f is increasing, then f (x0− ) ≤ f (x0+ ). So f has
a discontinuity at x0 if and only if f (x0− ) < f (x0+ ), in which case there is a
jump discontinuity at x0 . Define the “jump” interval
J(x0 ) = {y | f (x0− ) < y < f (x0+ )}. Each jump interval is contained in the
bounded interval [f (a), f (b)] and the collection of jump intervals is
(pairwise) disjoint. Therefore, for each n ∈ N, there are only finitely many
jump intervals of length greater than 1/n. Thus the set of points of
discontinuity of f is the union of a countable collection of finite sets and
therefore is countable.

() Real Analysis December 25, 2015 4/6

 Theorem 6.1

Theorem 6.1 (continued)

Theorem 6.1. The f be a monotone function on the open interval (a, b).
Then f is continuous except possibly at a countable number of points in
(a, b).
Proof (continued). Since f is increasing, then f (x0− ) ≤ f (x0+ ). So f has
a discontinuity at x0 if and only if f (x0− ) < f (x0+ ), in which case there is a
jump discontinuity at x0 . Define the “jump” interval
J(x0 ) = {y | f (x0− ) < y < f (x0+ )}. Each jump interval is contained in the
bounded interval [f (a), f (b)] and the collection of jump intervals is
(pairwise) disjoint. Therefore, for each n ∈ N, there are only finitely many
jump intervals of length greater than 1/n. Thus the set of points of
discontinuity of f is the union of a countable collection of finite sets and
therefore is countable. (An alternative approach is to observe that we can
pick a rational number from each jump interval. Different discontinuities
are then associated with different rational numbers. Of course, a subset of
Q is countable.)
() Real Analysis December 25, 2015 4/6
 Theorem 6.1

Theorem 6.1 (continued)

Theorem 6.1. The f be a monotone function on the open interval (a, b).
Then f is continuous except possibly at a countable number of points in
(a, b).
Proof (continued). Since f is increasing, then f (x0− ) ≤ f (x0+ ). So f has
a discontinuity at x0 if and only if f (x0− ) < f (x0+ ), in which case there is a
jump discontinuity at x0 . Define the “jump” interval
J(x0 ) = {y | f (x0− ) < y < f (x0+ )}. Each jump interval is contained in the
bounded interval [f (a), f (b)] and the collection of jump intervals is
(pairwise) disjoint. Therefore, for each n ∈ N, there are only finitely many
jump intervals of length greater than 1/n. Thus the set of points of
discontinuity of f is the union of a countable collection of finite sets and
therefore is countable. (An alternative approach is to observe that we can
pick a rational number from each jump interval. Different discontinuities
are then associated with different rational numbers. Of course, a subset of
Q is countable.)
() Real Analysis December 25, 2015 4/6
 Proposition 6.2

Proposition 6.2
Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof. The proof is easy for finite C , so WLOG suppose C is countably
infinite. Let {qn }∞
n=1 be an enumeration of C .

() Real Analysis December 25, 2015 5/6

 Proposition 6.2

Proposition 6.2
Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof. The proof is easy for finite C , so WLOG suppose C is countably
∞
P{qn }n=1 be an
infinite. Let
n
enumeration of C . Define function f on (a, b)
as f (x) = {n|qn ≤x} 1/2 (where z ∈ (a, b)). Notice that f (x) is part of a
geometric series which converges to 1, and so f (x) is well-defined. (If a
and b are finite, we could extend f to the endpoints as f (a) = 0 and
f (b) = 1; this is Exercise 6.1).

() Real Analysis December 25, 2015 5/6

 Proposition 6.2

Proposition 6.2
Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof. The proof is easy for finite C , so WLOG suppose C is countably
∞
P{qn }n=1 be an
infinite. Let
n
enumeration of C . Define function f on (a, b)
as f (x) = {n|qn ≤x} 1/2 (where z ∈ (a, b)). Notice that f (x) is part of a
geometric series which converges to 1, and so f (x) is well-defined. (If a
and b are finite, we could extend f to the endpoints as f (a) = 0 and
f (b) = 1; this is Exercise 6.1). Moreover, if a < u < v < b then
X 1
f (v ) − f (u) = ≥ 0. (1)
2n
{n|u<qn <v }

Thus f is increasing.

() Real Analysis December 25, 2015 5/6

 Proposition 6.2

Proposition 6.2
Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof. The proof is easy for finite C , so WLOG suppose C is countably
∞
P{qn }n=1 be an
infinite. Let
n
enumeration of C . Define function f on (a, b)
as f (x) = {n|qn ≤x} 1/2 (where z ∈ (a, b)). Notice that f (x) is part of a
geometric series which converges to 1, and so f (x) is well-defined. (If a
and b are finite, we could extend f to the endpoints as f (a) = 0 and
f (b) = 1; this is Exercise 6.1). Moreover, if a < u < v < b then
X 1
f (v ) − f (u) = ≥ 0. (1)
2n
{n|u<qn <v }

Thus f is increasing. Let x0 = qk ∈ C . Then by (1), f (x0 ) − f (x) ≥ 1/2k

for all x < x0 (since 1/2k is included in the sum for f (x0 ) but not included
in the sum for f (x) where x < x0 ).

() Real Analysis December 25, 2015 5/6

 Proposition 6.2

Proposition 6.2
Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof. The proof is easy for finite C , so WLOG suppose C is countably
∞
P{qn }n=1 be an
infinite. Let
n
enumeration of C . Define function f on (a, b)
as f (x) = {n|qn ≤x} 1/2 (where z ∈ (a, b)). Notice that f (x) is part of a
geometric series which converges to 1, and so f (x) is well-defined. (If a
and b are finite, we could extend f to the endpoints as f (a) = 0 and
f (b) = 1; this is Exercise 6.1). Moreover, if a < u < v < b then
X 1
f (v ) − f (u) = ≥ 0. (1)
2n
{n|u<qn <v }

Thus f is increasing. Let x0 = qk ∈ C . Then by (1), f (x0 ) − f (x) ≥ 1/2k

for all x < x0 (since 1/2k is included in the sum for f (x0 ) but not included
in the sum for f (x) where x < x0 ). Therefore, f is not continuous at x0
since limx→x − f (x) ≤ f (x0 ) − 1/2k .
0
() Real Analysis December 25, 2015 5/6
 Proposition 6.2

Proposition 6.2
Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof. The proof is easy for finite C , so WLOG suppose C is countably
∞
P{qn }n=1 be an
infinite. Let
n
enumeration of C . Define function f on (a, b)
as f (x) = {n|qn ≤x} 1/2 (where z ∈ (a, b)). Notice that f (x) is part of a
geometric series which converges to 1, and so f (x) is well-defined. (If a
and b are finite, we could extend f to the endpoints as f (a) = 0 and
f (b) = 1; this is Exercise 6.1). Moreover, if a < u < v < b then
X 1
f (v ) − f (u) = ≥ 0. (1)
2n
{n|u<qn <v }

Thus f is increasing. Let x0 = qk ∈ C . Then by (1), f (x0 ) − f (x) ≥ 1/2k

for all x < x0 (since 1/2k is included in the sum for f (x0 ) but not included
in the sum for f (x) where x < x0 ). Therefore, f is not continuous at x0
since limx→x − f (x) ≤ f (x0 ) − 1/2k .
0
() Real Analysis December 25, 2015 5/6
 Proposition 6.2

Proposition 6.2 (continued)

Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof (continued). Now let x0 ∈ (a, b) \ C . Let n ∈ N.

() Real Analysis December 25, 2015 6/6

 Proposition 6.2

Proposition 6.2 (continued)

Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof (continued). Now let x0 ∈ (a, b) \ C . Let n ∈ N. There is an open
interval I containing x0 for which qn does not belong to I for 1 ≤ k ≤ n.
So from (1) we have for x ∈ I :
∞
X 1/2n+1 1
|f (x) − f (x0 )| < = = n.
1 − 1/2 2
k=n+1

() Real Analysis December 25, 2015 6/6

 Proposition 6.2

Proposition 6.2 (continued)

Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof (continued). Now let x0 ∈ (a, b) \ C . Let n ∈ N. There is an open
interval I containing x0 for which qn does not belong to I for 1 ≤ k ≤ n.
So from (1) we have for x ∈ I :
∞
X 1/2n+1 1
|f (x) − f (x0 )| < = = n.
1 − 1/2 2
k=n+1

So for any ε > 0, choose n ∈ N such that 1/2n < ε. Then pick δ such that
I = (x0 − δ, x0 + δ) contains none of q1 , q2 , . . . , qn . Then for x ∈ I we
have |f (x) − f (x0 )| < ε.

() Real Analysis December 25, 2015 6/6

 Proposition 6.2

Proposition 6.2 (continued)

Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof (continued). Now let x0 ∈ (a, b) \ C . Let n ∈ N. There is an open
interval I containing x0 for which qn does not belong to I for 1 ≤ k ≤ n.
So from (1) we have for x ∈ I :
∞
X 1/2n+1 1
|f (x) − f (x0 )| < = = n.
1 − 1/2 2
k=n+1

So for any ε > 0, choose n ∈ N such that 1/2n < ε. Then pick δ such that
I = (x0 − δ, x0 + δ) contains none of q1 , q2 , . . . , qn . Then for x ∈ I we
have |f (x) − f (x0 )| < ε. So f is continuous at x0 ∈ (a, b) \ C .

() Real Analysis December 25, 2015 6/6

 Proposition 6.2

Proposition 6.2 (continued)

Proposition 6.2. Let C be a countable subset of the open interval (a, b).
Then there is an increasing function on (a, b) that is continuous only at
the points in (a, b) \ C .
Proof (continued). Now let x0 ∈ (a, b) \ C . Let n ∈ N. There is an open
interval I containing x0 for which qn does not belong to I for 1 ≤ k ≤ n.
So from (1) we have for x ∈ I :
∞
X 1/2n+1 1
|f (x) − f (x0 )| < = = n.
1 − 1/2 2
k=n+1

So for any ε > 0, choose n ∈ N such that 1/2n < ε. Then pick δ such that
I = (x0 − δ, x0 + δ) contains none of q1 , q2 , . . . , qn . Then for x ∈ I we
have |f (x) − f (x0 )| < ε. So f is continuous at x0 ∈ (a, b) \ C .

() Real Analysis December 25, 2015 6/6