Alphabeta Math
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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 I⊆R be order-convex (Intervals of R: the nine order-convex forms, nondegeneracy, and length) and let f:I→R be nondecreasing (Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of R, with the dictionary to monotone sequences). Write I−=I∩(−∞,c) and I+=I∩(c,∞) for c∈I.

  1. At every c∈I, each of the two one-sided limits that is well posed exists (The left and right limits of f at c, as limits of the restrictions of f to A∩(−∞,c) and A∩(c,∞)). Consequently f 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 f is of the first kind.
  2. Call c∈I an interior point of I when both I− and I+ are nonempty. At such a point lim⁡x→c−f(x)  ≤  f(c)  ≤  lim⁡x→c+f(x), and f is continuous at c (Continuity of f:A→R at a point of A and on A: the ε-δ condition, its agreement with lim⁡x→cf(x)=f(c) at a limit point, and continuity at an isolated point) if and only if lim⁡x→c−f(x)=lim⁡x→c+f(x).
  3. Hence an interior point c is a discontinuity of f exactly when lim⁡x→c−f(x)  <  lim⁡x→c+f(x), and every such discontinuity is a jump, of jump lim⁡x→c+f(x)−lim⁡x→c−f(x)>0.

For a nonincreasing f, every well-posed one-sided limit likewise exists, and at an interior point the side labels stay fixed while the order reverses: lim⁡x→c−f(x)≥f(c)≥lim⁡x→c+f(x). Continuity is still equivalent to equality of the two limits. An interior discontinuity is therefore a jump exactly when lim⁡x→c−f(x)>lim⁡x→c+f(x), with signed jump lim⁡x→c+f(x)−lim⁡x→c−f(x)<0. Apply the nondecreasing claims to −f: negation preserves the side of a limit and negates its value, and preserves continuity because ∣(−f)(x)−(−f)(c)∣=∣f(x)−f(c)∣ (Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of R, with the dictionary to monotone sequences, The left and right limits of f at c, as limits of the restrictions of f to A∩(−∞,c) and A∩(c,∞)).

A point of I that is not interior is an endpoint, and there are at most two. I−=∅ says that c is a least element of I and I+=∅ 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 I⊆R, a nondecreasing f:I→R, and c∈I.

[L1]

If I−≠∅ then c is a limit point of I− and lim⁡x→c−f(x)=sup⁡{f(x):x∈I,x<c}≤f(c); if I+≠∅ then c is a limit point of I+ and lim⁡x→c+f(x)=inf⁡{f(x):x∈I,x>c}≥f(c) (One-sided limits of a monotone function always exist: for f nondecreasing on an interval I and c∈I, lim⁡x→c−f(x)=sup⁡{f(x):x∈I, x<c} whenever I has points below c, lim⁡x→c+f(x)=inf⁡{f(x):x∈I, x>c} whenever it has points above c, and these satisfy lim⁡x→c−f(x)≤f(c)≤lim⁡x→c+f(x)).

[L2]

If c is a limit point of both I− and I+, then lim⁡x→cf(x)=L holds if and only if both one-sided limits at c exist and equal L; in particular the two-sided limit exists exactly when the two one-sided limits exist and agree (If c is a limit point of the domain from both sides, the limit exists iff both one-sided limits exist and agree).

[L4]

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

technique · direct
1.1L1

Let c∈I. If I−≠∅ then lim⁡x→c−f(x) exists, and if I+≠∅ then lim⁡x→c+f(x) exists; if one of the two sets is empty the corresponding symbol is not defined and there is nothing to prove for it.

2.1step 1.1L4

Claim 1 follows: at every point of I every well-posed one-sided limit of f exists, so no discontinuity of f can be of the second kind, and every discontinuity is therefore of the first kind.

2.2step 1.1L1

Now let c be an interior point of I, and write L−:=lim⁡x→c−f(x) and L+:=lim⁡x→c+f(x), both of which exist by step 1.1. Then L−≤f(c)≤L+, which is the displayed inequality of claim 2.

3.1step 2.2L2L3

Suppose L−=L+. Then L−≤f(c)≤L+=L− forces L−=f(c)=L+, so both one-sided limits equal f(c); hence lim⁡x→cf(x) exists and equals f(c), and f is continuous at c.

3.2step 2.2L1L2L3

Suppose conversely that f is continuous at c. Since c is a limit point of I− and hence of I, continuity gives lim⁡x→cf(x)=f(c), and then both one-sided limits exist and equal f(c); in particular L−=L+.

4.1step 2.2step 3.1step 3.2

Claim 2 is proved by steps 3.1 and 3.2 together with step 2.2.

5.1step 2.2step 4.1L4∎

Claim 3: at an interior point c, f is discontinuous exactly when L−≠L+, and since L−≤f(c)≤L+ the only way for them to differ is L−<L+. Both one-sided limits exist and differ, so the discontinuity is a jump, of jump L+−L−>0.

Remarks

  • 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 N 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 (lim⁡x→c−f(x),lim⁡x→c+f(x)) attached to distinct discontinuities are disjoint.

  • Why no interior discontinuity of a monotone function is removable. Claim 2 rules them out at interior points: there L−=L+ already forces continuity, because the inequality L−≤f(c)≤L+ pins f(c) 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 I 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 I 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

Dependency tree · 2 levels

Sources