Absolute continuity

A strong continuity condition on an interval controlling total change over collections of small subintervals
Absolute continuity

A function f:[a,b]Rf:[a,b]\to\mathbb{R} is absolutely continuous if for every ε>0\varepsilon>0 there exists δ>0\delta>0 such that for every finite collection of pairwise disjoint subintervals (ak,bk)[a,b](a_k,b_k)\subseteq [a,b] with k(bkak)<δ\sum_k (b_k-a_k)<\delta, one has

kf(bk)f(ak)<ε. \sum_k |f(b_k)-f(a_k)|<\varepsilon.

Absolute continuity is stronger than and implies . A key characterization is that ff is absolutely continuous if and only if there exists a gg on [a,b][a,b] such that f(x)=f(a)+axg(t)dtf(x)=f(a)+\int_a^x g(t)\,dt for all x[a,b]x\in[a,b] (with the integral taken as the ); in that case the satisfies f(x)=g(x)f'(x)=g(x) .

Examples:

  • If gg is Lebesgue integrable on [a,b][a,b] and f(x)=axg(t)dtf(x)=\int_a^x g(t)\,dt, then ff is absolutely continuous.
  • Every function on [a,b][a,b] is absolutely continuous.
  • The Cantor function is continuous and of bounded variation but not absolutely continuous; it increases on a .