Tuesday, January 16, 2018

measure theory - Additivity + Measurability implies Continuity



A function f:RR is additive and Lebesgue measurable. Prove that f is continuous.



I know that on Q, f comes out to be linear. So, if f is to be continuous then f must be linear in R. But, I'm stuck here.



If anyone can please help. Thanks in advance.


Answer



Using Lusin's theorem, there exists a compact K[0,1] such that μ(K)>2/3 and f continuous on K. Let ϵ>0. In fact, f is uniformly continuous on K, so there exists δ>0 such that |xy|<δ implies |f(x)f(y)|<ϵ; without loss of generality, suppose δ<1/3.




Let h<δ. Notice that the intersection between K and Kh is nonempty; otherwise, 1+h=μ([h,1])μ(KKh)=μ(K)+μ(Kh)=2μ(K)>4/3, so h>1/3 whereas h<δ<1/3 by assumption.



Let x0K(Kh). We have |f(x0+h)f(x0)|<ϵ, hence |f(h)|<ϵ because f is additive. You deduce that f is continuous at 0.



Finally, it is straightforward to conclude that f is continuous on R.



Edit: For a simple proof of Lusin's theorem, see for example: Marcus B. Feldman, A proof of Lusin's theorem, The American Mathematical Monthly Vol. 88, No. 3 (Mar., 1981) (pp. 191-192).


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