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Algebra Difficulty 6.5 National Olympiad Prove it Romania

Suppose f:RRf: \mathbb{R} \to \mathbb{R} is a monotonic function.

a. Prove that ff has one-sided limits at any point x0Rx_0 \in \mathbb{R}.

b. Define the function g:RRg: \mathbb{R} \to \mathbb{R}, g(x)=limtxf(t)g(x) = \lim_{t \to x} f(t), i.e. g(x)g(x) is the left-sided limit at xx of the function ff. Prove that gg is a continuous function, then ff is also continuous.

Solution

Suppose, without any loss, that ff is an increasing function.

a. Let x0Rx_0 \in \mathbb{R}. The set {f(x)x<x0}\{f(x) \mid x < x_0\} is upper bounded by f(x0)f(x_0), because ff is increasing. Set L=sup{f(x)x<x0}L = \sup\{f(x) \mid x < x_0\}. We claim that L=f(x00)L = f(x_0 - 0).
To this end, let ε>0\varepsilon > 0 and notice that there exists a<x0a < x_0 such that f(a)>Lεf(a) > L - \varepsilon. Since ff is increasing, we have f(x)L=Lf(x)<ε|f(x) - L| = L - f(x) < \varepsilon for any x(a,x0)x \in (a, x_0), hence L=f(x00)L = f(x_0 - 0).
Similarly, f(x0+0)=inf{f(x)x>x0}f(x_0 + 0) = \inf\{f(x) \mid x > x_0\}.

b. Let x0Rx_0 \in \mathbb{R} and t,s,a,bRt, s, a, b \in \mathbb{R} such that t<a<x0<s<bt < a < x_0 < s < b. Then f(t)f(a)f(x0)f(s)f(b)f(t) \le f(a) \le f(x_0) \le f(s) \le f(b) and furthermore g(a)=limtaf(t)f(x0)g(a) = \lim_{t \searrow a} f(t) \le f(x_0) and g(b)=limsbf(s)f(x0)g(b) = \lim_{s \nearrow b} f(s) \ge f(x_0), that is g(a)f(x0)g(b)g(a) \le f(x_0) \le g(b).
Recall that gg is continuous to get g(x0)=limax0g(a)=limbx0g(b)g(x_0) = \lim_{a \searrow x_0} g(a) = \lim_{b \nearrow x_0} g(b), hence g(x0)f(x0)g(x0)g(x_0) \ge f(x_0) \ge g(x_0) or g(x0)=f(x0)g(x_0) = f(x_0). Consequently f=gf = g and the claim follows.

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