Paper 4, Section II, E

Analysis II
Part IB, 2009

Let (X,d)(X, d) be a metric space with at least two points. If f:XRf: X \rightarrow \mathbb{R} is a function, write

Lip(f)=supxyf(x)f(y)d(x,y)+supzf(z)\operatorname{Lip}(f)=\sup _{x \neq y} \frac{|f(x)-f(y)|}{d(x, y)}+\sup _{z}|f(z)|

provided that this supremum is finite. LetLip(X)={f:Lip(f)\operatorname{Let} \operatorname{Lip}(X)=\{f: \operatorname{Lip}(f) is defined }\}. Show that Lip(X)\operatorname{Lip}(X) is a vector space over R\mathbb{R}, and that Lip is a norm on it.

Now let X=RX=\mathbb{R}. Suppose that (fi)i=1\left(f_{i}\right)_{i=1}^{\infty} is a sequence of functions with Lip(fi)1\operatorname{Lip}\left(f_{i}\right) \leqslant 1 and with the property that the sequence fi(q)f_{i}(q) converges as ii \rightarrow \infty for every rational number qq. Show that the fif_{i} converge pointwise to a function ff satisfying Lip(f)1\operatorname{Lip}(f) \leqslant 1.

Suppose now that (fi)i=1\left(f_{i}\right)_{i=1}^{\infty} are any functions with Lip(fi)1\operatorname{Lip}\left(f_{i}\right) \leqslant 1. Show that there is a subsequence fi1,fi2,f_{i_{1}}, f_{i_{2}}, \ldots which converges pointwise to a function ff with Lip(f)1\operatorname{Lip}(f) \leqslant 1.