Regulated function

In mathematics, a regulated function, or ruled function, is a certain kind of well-behaved function of a single real variable. Regulated functions arise as a class of integrable functions, and have several equivalent characterisations. Regulated functions were introduced by Nicolas Bourbaki in 1949, in their book "Livre IV: Fonctions d'une variable réelle".

Definition

Let X be a Banach space with norm || - ||_X. A function f : [0, T] → X is said to be a regulated function if one (and hence both) of the following two equivalent conditions holds true:

• for every t in the interval [0, T], both the left and right limits f(t−) and f(t+) exist in X (apart from, obviously, f(0−) and f(T+));
• there exists a sequence of step functions φ_n : [0, T] → X converging uniformly to f (i.e. with respect to the supremum norm || - ||_∞).

It requires a little work to show that these two conditions are equivalent. However, it is relatively easy to see that the second condition may be re-stated in the following equivalent ways:

• for every δ > 0, there is some step function φ_δ : [0, T] → X such that

[math]\displaystyle{ \| f - \varphi_\delta \|_\infty = \sup_{t \in [0, T]} \| f(t) - \varphi_\delta (t) \|_X \lt \delta; }[/math]

• f lies in the closure of the space Step([0, T]; X) of all step functions from [0, T] into X (taking closure with respect to the supremum norm in the space B([0, T]; X) of all bounded functions from [0, T] into X).

Properties of regulated functions

Let Reg([0, T]; X) denote the set of all regulated functions f : [0, T] → X.

• Sums and scalar multiples of regulated functions are again regulated functions. In other words, Reg([0, T]; X) is a vector space over the same field K as the space X; typically, K will be the real or complex numbers. If X is equipped with an operation of multiplication, then products of regulated functions are again regulated functions. In other words, if X is a K-algebra, then so is Reg([0, T]; X).
• The supremum norm is a norm on Reg([0, T]; X), and Reg([0, T]; X) is a topological vector space with respect to the topology induced by the supremum norm.
• As noted above, Reg([0, T]; X) is the closure in B([0, T]; X) of Step([0, T]; X) with respect to the supremum norm.
• If X is a Banach space, then Reg([0, T]; X) is also a Banach space with respect to the supremum norm.
• Reg([0, T]; R) forms an infinite-dimensional real Banach algebra: finite linear combinations and products of regulated functions are again regulated functions.
• Since a continuous function defined on a compact space (such as [0, T]) is automatically uniformly continuous, every continuous function f : [0, T] → X is also regulated. In fact, with respect to the supremum norm, the space C⁰([0, T]; X) of continuous functions is a closed linear subspace of Reg([0, T]; X).
• If X is a Banach space, then the space BV([0, T]; X) of functions of bounded variation forms a dense linear subspace of Reg([0, T]; X):

[math]\displaystyle{ \mathrm{Reg}([0, T]; X) = \overline{\mathrm{BV} ([0, T]; X)} \mbox{ w.r.t. } \| \cdot \|_{\infty}. }[/math]

• If X is a Banach space, then a function f : [0, T] → X is regulated if and only if it is of bounded φ-variation for some φ:

[math]\displaystyle{ \mathrm{Reg}([0, T]; X) = \bigcup_{\varphi} \mathrm{BV}_{\varphi} ([0, T]; X). }[/math]

• If X is a separable Hilbert space, then Reg([0, T]; X) satisfies a compactness theorem known as the Fraňková–Helly selection theorem.
• The set of discontinuities of a regulated function of bounded variation BV is countable for such functions have only jump-type of discontinuities. To see this it is sufficient to note that given [math]\displaystyle{ \epsilon \gt 0 }[/math], the set of points at which the right and left limits differ by more than [math]\displaystyle{ \epsilon }[/math] is finite. In particular, the discontinuity set has measure zero, from which it follows that a regulated function has a well-defined Riemann integral.
• Remark: By the Baire Category theorem the set of points of discontinuity of such function [math]\displaystyle{ F_\sigma }[/math] is either meager or else has nonempty interior. This is not always equivalent with countability.

• The integral, as defined on step functions in the obvious way, extends naturally to Reg([0, T]; X) by defining the integral of a regulated function to be the limit of the integrals of any sequence of step functions converging uniformly to it. This extension is well-defined and satisfies all of the usual properties of an integral. In particular, the regulated integral
  • is a bounded linear function from Reg([0, T]; X) to X; hence, in the case X = R, the integral is an element of the space that is dual to Reg([0, T]; R);
  • agrees with the Riemann integral.

References

• Aumann, Georg (1954) (in German), Reelle Funktionen, Die Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen mit besonderer Berücksichtigung der Anwendungsgebiete, Bd LXVIII, Berlin: Springer-Verlag, pp. viii+416  MR0061652
• Dieudonné, Jean (1969), Foundations of Modern Analysis, Academic Press, pp. xviii+387  MR0349288
• Fraňková, Dana (1991), "Regulated functions", Math. Bohem. 116 (1): 20–59, ISSN 0862-7959  MR1100424
• Gordon, Russell A. (1994), The Integrals of Lebesgue, Denjoy, Perron, and Henstock, Graduate Studies in Mathematics, 4, Providence, RI: American Mathematical Society, pp. xii+395, ISBN 0-8218-3805-9, https://archive.org/details/integralsoflebes0004gord/page/  MR1288751
• Lang, Serge (1985), Differential Manifolds (Second ed.), New York: Springer-Verlag, pp. ix+230, ISBN 0-387-96113-5  MR772023

External links

• "How to show that a set of discontinuous points of an increasing function is at most countable". Stack Exchange. November 23, 2011. https://math.stackexchange.com/q/84870. 
• "Bounded variation functions have jump-type discontinuities". Stack Exchange. November 28, 2013. https://math.stackexchange.com/q/584735. 
• "How discontinuous can a derivative be?". Stack Exchange. February 22, 2012. https://math.stackexchange.com/q/112067.