Let (X,d) be a metric space with at least two points. If f:X→R is a function, write
Lip(f)=x=ysupd(x,y)∣f(x)−f(y)∣+zsup∣f(z)∣
provided that this supremum is finite. LetLip(X)={f:Lip(f) is defined }. Show that Lip(X) is a vector space over R, and that Lip is a norm on it.
Now let X=R. Suppose that (fi)i=1∞ is a sequence of functions with Lip(fi)⩽1 and with the property that the sequence fi(q) converges as i→∞ for every rational number q. Show that the fi converge pointwise to a function f satisfying Lip(f)⩽1.
Suppose now that (fi)i=1∞ are any functions with Lip(fi)⩽1. Show that there is a subsequence fi1,fi2,… which converges pointwise to a function f with Lip(f)⩽1.