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Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous
Statement
Let be compact (Open cover, subcover, compact subset of (every open cover has a finite subcover), and sequentially compact subset) and let be continuous on (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point). Then is uniformly continuous on (Uniform continuity of : one serving every pair of points of ).
This theorem is stated twice in this library, on purpose. Its metric-space twin is Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous, proved there from the cover machinery of metric spaces; the proof below uses the open-cover definition of compactness in directly. That the two statements are the same statement in two vocabularies is Dictionary: for with the metric , continuity and uniform continuity of agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of is compact in the open-cover sense of exactly when it is a compact metric subspace, clauses 1, 2 and 5, immediately above.
Choice-free proof. The argument below uses the open-cover definition of compactness directly. It considers every continuity neighbourhood at once and extracts only a finite subcover, so no countable or global choice function is selected.
Facts & Assumptions
Given: A compact set and a continuous function .
Continuity at means that for every there is such that whenever and (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
Every open cover of compact has a finite subcover (Open cover, subcover, compact subset of (every open cover has a finite subcover), and sequentially compact subset).
Uniform continuity means that for every one works for every pair of points of at distance less than (Uniform continuity of : one serving every pair of points of ).
The real absolute value satisfies the triangle inequality (The triangle inequality, Basic properties of the absolute value).
Proof
If , the assertion is immediate. Otherwise fix . For each pair with , , and for every satisfying , put . The family of all such open intervals is an open cover of : for each , [L1] gives the existence of at least one admissible , and . This defines the full family by a property, without selecting one radius for each .
By [L2], finitely many members cover . Since is nonempty, . Set .
Let with , and choose one index with . Then and, by [L4], . Admissibility of gives and . Thus . The same works for every such pair, proving uniform continuity by [L3].
Remarks
-
Where compactness is used. Continuity supplies all admissible local balls in step 1.1; compactness extracts finitely many in step 2.1. Taking the least of their radii gives the uniform bound. No simultaneous selection over the points of is made.
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The converse is sharp. For every noncompact that is bounded there is a continuous function on that is not uniformly continuous, and for every noncompact there is an unbounded continuous function and a bounded continuous one with no greatest value. That is Rudin 4.20, the sharp converse: on a noncompact there is an unbounded continuous function and a bounded continuous function with no greatest value, and if is bounded there is a continuous function on that is not uniformly continuous, later on this page, and together with this theorem it says that compactness is exactly the hypothesis these results need.
Depends on
- Uniform continuity of $f : A \to \mathbb{R}$: one $\delta$ serving every pair of points of $A$
- Continuity of $f : A \to \mathbb{R}$ at a point of $A$ and on $A$: the $\varepsilon$-$\delta$ condition, its agreement with $\lim_{x \to c} f(x) = f(c)$ at a limit point, and continuity at an isolated point
- Dictionary: for $A \subseteq \mathbb{R}$ with the metric $d(x,y) = |x-y|$, continuity and uniform continuity of $f : A \to \mathbb{R}$ agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of $\mathbb{R}$ is compact in the open-cover sense of $\mathbb{R}$ exactly when it is a compact metric subspace
- Open cover, subcover, compact subset of $\mathbb{R}$ (every open cover has a finite subcover), and sequentially compact subset
- The triangle inequality
- Basic properties of the absolute value
Used by
- An unbounded stopped exponential martingale needs uniform integrability Counterexample
- The exponential is not uniformly continuous on ℝ Counterexample
- x ↦ 1/x is continuous on (0,1) and not uniformly continuous there, the pairs 1/(k+2) and 1/(k+3) defeating every δ Counterexample
- x ↦ x² is continuous on ℝ and not uniformly continuous, the pairs k+1 and k+1+1/(k+1) defeating every δ Counterexample
- Expected exit time from an interval Example
- Hitting probabilities from an exponential martingale Example
- Logarithm of geometric Brownian motion Example
- Periodic derivative and its unitary translation group Example
- The Brownian p-variation threshold Example
- The graph of a continuous function ℝ→ℝ is Lebesgue null in ℝ² Example
- Uniform laws on expanding finite grids converge to uniform zero one Example
- FALSE: every continuous real function is uniformly continuous on its domain False statement
- A continuous finite-variation martingale is constant Lemma
- A Gronwall bound for retarded-delay inequalities Lemma
- Characteristic exponential for a continuous local martingale with deterministic clock Lemma
- Finite-variation integration by parts for counting-process martingales Lemma
- Integer exponentials are orthogonal for angular Lebesgue measure Lemma
- Local quadratic coordinate at a simple stationary point Lemma
- Local stationary expansion for a quadratic phase Lemma
- Networks approximate smooth convolutions of the activation Lemma
- Pointwise CDF convergence to a continuous law is uniform Lemma
- Riemann and Lebesgue integrals agree for continuous data on [0,1] Lemma
- Choice ledger for the Riemann integral: the page results are proved in ZF Remark
- A bounded function on [a,b] that is continuous except at finitely many points is Riemann integrable Theorem
- A bounded function with finitely many discontinuities is Stieltjes integrable against a continuous bounded-variation integrator Theorem
- A continuous function of a Stieltjes-integrable function is Stieltjes integrable for a nondecreasing integrator Theorem
- A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion Theorem
- A continuous integrand is Riemann–Stieltjes integrable against every bounded-variation integrator Theorem
- A continuously differentiable integrator reduces Stieltjes integration to ordinary integration Theorem
- Brownian-filtration martingale representation Theorem
- Change of variable for the Riemann–Stieltjes integral Theorem
- If f is integrable on [a,b] with values in [m,M] and φ is continuous on [m,M], then φ ∘ f is integrable Theorem
- If γ:[a,b]→ℝⁿ is continuous, differentiable on (a,b), and γ' extends continuously to [a,b], then L(γ)=∫ₐᵇ‖γ'(t)‖₂ dt Theorem
- Multidimensional Ito formula for Brownian-driven processes Theorem
- One-dimensional Ito formula Theorem
- Quadratic covariation of Brownian Ito processes Theorem
- Quadratic variation of an Ito integral Theorem
- Rudin 4.20, the sharp converse: on a noncompact E ⊆ ℝ there is an unbounded continuous function and a bounded continuous function with no greatest value, and if E is bounded there is a continuous function on E that is not uniformly continuous Theorem
- Space-time harmonic functions yield Brownian local martingales up to exit lifetime Theorem
Dependency tree · two levels
37 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Heine-Cantor theorem (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 4 (Thm 4.19) (standard reference, not scraped)
- J. Lebl, Basic Analysis I, §3.4 (standard reference, not scraped)
- W. Trench, Introduction to Real Analysis, Ch. 8: Metric Spaces (standard reference, not scraped)
- J. Lebl, Basic Analysis I, §3.3: Uniform continuity (standard reference, not scraped)