Hölder continuity

A condition controlling how fast a function can change, generalizing Lipschitz continuity by allowing a power less than one.
Hölder continuity

A Hölder continuous map between metric spaces (X,dX)(X,d_X) and (Y,dY)(Y,d_Y) is a map f ⁣:XYf\colon X\to Y such that there exist constants C0C\ge 0 and α(0,1]\alpha\in(0,1] with

dY(f(x),f(y))C(dX(x,y))αfor all x,yX. d_Y\bigl(f(x),f(y)\bigr)\le C\,\bigl(d_X(x,y)\bigr)^{\alpha} \quad\text{for all } x,y\in X.

When α=1\alpha=1, Hölder continuity is exactly . For any α(0,1]\alpha\in(0,1], Hölder continuity implies .

Examples:

  • The function f(x)=xf(x)=\sqrt{x} on [0,1][0,1] is Hölder continuous with exponent α=12\alpha=\tfrac12.
  • For α(0,1]\alpha\in(0,1], the function f(x)=xαf(x)=|x|^{\alpha} on R\mathbb{R} is Hölder continuous with exponent α\alpha.