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Monotone functions have every relevant finite one-sided limit; interior discontinuities are jumps, with side limits ordered by the direction of monotonicity
Statement
Let be order-convex (Intervals of : the nine order-convex forms, nondegeneracy, and length) and let be nondecreasing (Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences). Write and for .
- At every , each of the two one-sided limits that is well posed exists (The left and right limits of at , as limits of the restrictions of to and ). Consequently has no discontinuity of the second kind (Discontinuity at a domain point: removable, jump and essential cases, and the first- and second-kind grouping): every discontinuity of is of the first kind.
- Call an interior point of when both and are nonempty. At such a point and is continuous at (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point) if and only if .
- Hence an interior point is a discontinuity of exactly when and every such discontinuity is a jump, of jump .
For a nonincreasing , every well-posed one-sided limit likewise exists, and at an interior point the side labels stay fixed while the order reverses: . Continuity is still equivalent to equality of the two limits. An interior discontinuity is therefore a jump exactly when , with signed jump . Apply the nondecreasing claims to : negation preserves the side of a limit and negates its value, and preserves continuity because (Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences, The left and right limits of at , as limits of the restrictions of to and ).
A point of that is not interior is an endpoint, and there are at most two. says that is a least element of and that it is a greatest one, and a set has at most one of each. Those two points are excluded from claims 2 and 3 only because a comparison of two one-sided limits is not available there; claim 1 covers them.
Facts & Assumptions
Given: An order-convex , a nondecreasing , and .
If then is a limit point of and ; if then is a limit point of and (One-sided limits of a monotone function always exist: for nondecreasing on an interval and , whenever has points below , whenever it has points above , and these satisfy ).
If is a limit point of both and , then holds if and only if both one-sided limits at exist and equal ; in particular the two-sided limit exists exactly when the two one-sided limits exist and agree (If is a limit point of the domain from both sides, the limit exists iff both one-sided limits exist and agree).
At a limit point of , is continuous at if and only if exists and equals ; at an isolated point of every function is continuous (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point, Limit point, isolated point, adherent point, derived set, and dense subset of , Discontinuity at a domain point: removable, jump and essential cases, and the first- and second-kind grouping).
A discontinuity at a two-sided point is of the second kind when at least one one-sided limit fails to exist, of the first kind otherwise, and is a jump when the two one-sided limits exist and differ; at a one-sided point it is of the first kind when the one available one-sided limit exists (Discontinuity at a domain point: removable, jump and essential cases, and the first- and second-kind grouping).
Proof
Let . If then exists, and if then exists; if one of the two sets is empty the corresponding symbol is not defined and there is nothing to prove for it.
Claim 1 follows: at every point of every well-posed one-sided limit of exists, so no discontinuity of can be of the second kind, and every discontinuity is therefore of the first kind.
Now let be an interior point of , and write and , both of which exist by step 1.1. Then , which is the displayed inequality of claim 2.
Suppose . Then forces , so both one-sided limits equal ; hence exists and equals , and is continuous at .
Suppose conversely that is continuous at . Since is a limit point of and hence of , continuity gives , and then both one-sided limits exist and equal ; in particular .
Claim 2 is proved by steps 3.1 and 3.2 together with step 2.2.
Claim 3: at an interior point , is discontinuous exactly when , and since the only way for them to differ is . Both one-sided limits exist and differ, so the discontinuity is a jump, of jump .
Remarks
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Nothing here counts the discontinuities. Claim 3 says only what a discontinuity of a monotone function looks like at an interior point. That the set of them is at most countable is a further theorem, Froda's theorem: the set of discontinuities of a monotone function on an interval is at most countable, the injection into being built from one fixed enumeration of the rationals by least index, so no choice principle is used, and in the nondecreasing case its proof is exactly the observation that the open intervals attached to distinct discontinuities are disjoint.
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Why no interior discontinuity of a monotone function is removable. Claim 2 rules them out at interior points: there already forces continuity, because the inequality pins between the two one-sided values. That inequality is special to monotone functions, and it is what makes jump the only kind of interior discontinuity available. At a point of that is not interior the inequality is one-sided too and the argument does not apply, so a monotone function may fail to be continuous at an endpoint of while having its one one-sided limit; that failure is a discontinuity of the first kind and it is not a jump, there being only one side to compare.
Depends on
Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences
One-sided limits of a monotone function always exist: for nondecreasing on an interval and , whenever has points below , whenever it has points above , and these satisfy
Discontinuity at a domain point: removable, jump and essential cases, and the first- and second-kind grouping
If is a limit point of the domain from both sides, the limit exists iff both one-sided limits exist and agree
Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point
The left and right limits of at , as limits of the restrictions of to and
Intervals of : the nine order-convex forms, nondegeneracy, and length
Limit point, isolated point, adherent point, derived set, and dense subset of