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Lipschitz curves and dominated interval vector measures

Statement

Assume ACω. Let X be a real or complex Banach space and let F:[0,1]X be Lipschitz with constant L and F(0)=0. There is a unique X-valued vector measure νF on the Lebesgue sigma-algebra such that

νF((a,b])=F(b)F(a)(0a<b1),

and νFLλ. Conversely, if an X-valued vector measure ν satisfies νLλ, then F(t)=ν((0,t]) is Lipschitz, is based at zero, and induces ν.

Facts & Assumptions

[A1]
[L1]

A Lipschitz map with constant L satisfies the uniform distance bound (Lipschitz map, α-Hölder map for rational 0<α1, and contraction).

[L2]

Vector measures are norm-countably additive and their variation is a finite-partition supremum (Banach-valued vector measure and variation).

[L3]

Continuity from below and set-difference measure calculus hold (Continuity from below for measures, Measure of a set difference when the smaller set has finite measure), and under Countable Choice the Lebesgue sigma-algebra is the completion of Borel Lebesgue measure (L(Rn) is exactly the completion of the restriction of λn to the Borel sets).

Proof

technique · direct

Given: The Banach space and the curve or vector measure in the corresponding part of the Statement, and ACω.

1.1

Define the increment measure on the rational interval algebra. On the algebra generated by rational half-open intervals and {0}, set ν0({0})=0. For a finite disjoint union A=j(aj,bj] with rational endpoints in [0,1], put ν0(A)=j(F(bj)F(aj)). Common endpoint refinement and telescoping make this representation-independent and finitely additive. By [L1], ν0(A)Lλ(A) and, more generally, ν0(A)ν0(B)Lλ(AB).

givenL1construct
2.1

Extend to every Lebesgue set. The class of Borel sets approximable in symmetric-difference measure by the rational interval algebra is a sigma-algebra: complements preserve the distance, and countable unions reduce by continuity from below in [L3] to one large finite union. It contains the rational intervals and hence all Borel sets; the completion assertion in [L3] adds every Lebesgue set. Use [A1] to select an approximating sequence An for E. Step 1.1 makes ν0(An) Cauchy, so completeness of X defines νF(E)=limnν0(An) independently of the approximants. The bound νF(E)Lλ(E) follows by passage to the limit. Finite additivity and this bound show norm countable additivity: for disjoint Ek, the unaccounted tail has norm at most Lλ(k>NEk)0. Thus [L2] applies.

A1L2L3step 1.1
3.1

Verify variation, all endpoints, and uniqueness. Summing the bound from step 2.1 over any finite partition gives νF(E)Lλ(E). Rational endpoints satisfy the increment formula by construction; rational approximation to arbitrary a,b, the same measure bound, and continuity from [L1] give it for all endpoints. In particular νF({0})=0. Any other dominated vector measure agreeing on rational intervals agrees on their algebra, and [L3] plus its domination gives equality on every Lebesgue set.

L1L2L3step 2.1
4.1

Recover a Lipschitz curve from a dominated vector measure. Conversely let νLλ and define F(t)=ν((0,t]). Then F(0)=0 and, for a<b, F(b)F(a)=ν((a,b])ν((a,b])L(ba), so [L1] makes F Lipschitz. Its increment measure agrees with ν on intervals and hence, by uniqueness in step 3.1, everywhere.

L1L2step 3.1
5.1

Combine both directions and record the choice boundary. [A1, step 3.1, step 4.1] Steps 1.1--3.1 and step 4.1 are inverse constructions. If L=0, both the curve and measure are zero; the empty interval and singleton endpoints have zero increment. A one-interval algebra element is the defining case. The exact choice cost is [A1] in the countable-algebra approximation supplied by [L3]; all other selections are finite or least-indexed.

A1step 3.1step 4.1

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