A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
I SAIAH M AXIMOFF
On continuous transformation of some functions into an ordinary derivative
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 2
esérie, tome 12, n
o3-4 (1947), p. 147-160
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OF SOME FUNCTIONS INTO AN ORDINARY DERIVATIVE
by
ISAIAH MAXIMOFF(Tcheboksary, U. S. S. R.).
1. - A function
f(x)
is called anordinary
derivative in[0~ 1 ]==-[() ~~~1]
if there exists a continuous function
ol(x)
such thatd
dx[J(x) ] =f(x).
This paper is intended to solve the
following problem
D which wasputted
to me
by
NICOLAS LUSIN : Letf(x)
be a finite function of class 1having
theproperty
of DARBOUX in[0, 1] (1).
We must find a continuous andessentially increasing
function~(1)===1]
such that is anordinary
derivative in
[0 ~ t ~ 1].
Let
f(x)
be a finite function and letbe the sequence of all rational
numbers yn
such that there are twopoints
anand bn belonging
to[0,1]
andsatisfying
the conditionf(an) y,,, f(bn).
Denoteby EYn l
the set of allpoints x
of[0, 1] satisfying
the conditionf(x) yn
i f(x) > yn ~ .
If E is a measurable set ofpoints,
then mE will denote themeasure of E.
DEFINITION 1. - Let
(e, L1)
be anypair
ofpositive numbers e, .1,
and let Ebe any measurable set. We shall say that a
point
xo of E is adensity (e, L1) point
of E if for each intervalixo = (xo - 0’,
where~_~’ ~
8" ~ L1 thereexists the
inequality
In our Note
(2)
we have introduced thefollowing
definition.DEFINITION 2. - Let
(1) G. DARBOUX : Sur les fonctions discontinues. [Ann. Ec. Norm. Sup. (2) 4, pp. 109-110].
(2) Sur les fonctions deriv6es. [Bulletin des Sciences Mathématiques, (2) 64, pp. 116-121
(1940)].
be a sequence of
positive
numbers such that :A finite function
f(x)
will be calledapproximately (en, L1n)
continuous in[0, 1]
if there exists a
system P
ofperfect sets,
such that :
(iii)
if and if M is thegreater
of theintegers
r,t,
everypoint
of the set
is a
density L1 M+s) point
of the setIn the same Note we have
proved
thefollowing
THEOREM I. -
Every approximately (~7t, 4n)
continuous in[0, 1]
functionis an
ordinary (exact)
derivative in[0, 1].
,The
proof
of this theorem will rest on thefollowing
LEMMA 1. - We suppose that for a finite summable in
[0z I]
functionf(x)
and for any interval
(xo -0/,
contained in[0, 1 ],
there exists a sequence ofintegers,
and a sequence of measurable
sets,
such that:
where
(iii)
if x, is anypoint
of61, then
and if xk is anypoint
of6k , then f(xk) ~ ~ ~Onk_! ~
2. - In order to solve our
problem D we proceed in the following
manner.In the first
place
we construct for agiven
finite functionf(x)
of class 1having
theproperty
of DARBoux a characteristicsystem P
ofperfect
setsIn the second
place
we pass from the characteristicsystem
P to aperfect system
of sets :In the third
place
we construct asystem Q
ofperfect
setswhich
enjoys
thefollowing properties:
(i)
there exists acorrespondence
CS of the similitudebetween the sets of the
system Q
and the sets of aperfect system Q
of thesets which is obtained
by making
thecomplete
corrections of the initialperfect system Q (3) ;
(ii)
the setis dense in the
segment [0!5-~-: t 1 ] ;
(iii)
if and if M is thegreater
of theintegers r and t,
everypoint of
the setis a
density L1 M+S) point
of the setfor all
s=o,1, 2, 3,....;
’(3) I. MAXIMOFF: Some Theorems on the Functions of class 1 having the property of
Darboux. [Rendiconti del Circolo Matematico di Palermo].
I. MAXIMOFF: On Continuous Transformat2bn of Some Functions into Approximately
Continuous. [Annals of Mathematics, 1941].
where an is a
positive
number such that the series ai + a2 + a3 + a4 + ---- is con-vergent
andY( y )
denote thegreater the least ~
of the numbers Y3,----) 2/M~At
last,
we construct the continuous andessentially increasing
function[ 1p(O) = 0,
which transforms the setsrespectively
into the setsIf these conditions are fulfilled we shall say that
(i)
thesystem Q
ofperfect
setsis the final
perfect system
of sets forf(x),
and will be denoted parDQ ; (ii)
thesystem Q
ofperfect
setsis the
system
of ourproblem
D forf(x).
In order to construct the sets of the
system DQ
and of thesystem Q
weshall need the
following
lemmas.LEMME 2. -
If e,
4 arepositive
numbers and if p is anyperfect everywhere
non dense
set,
then there exists aperfect everywhere
non dense set P such thatevery
point of p
is adensity (e, d) point
of P.Proof. - We
construct,
first ofall,
aperfect everywhere
non dense set P’such that every
point
of p is adensity point
of P’. Let(a, b)
be anycontiguous
interval of P’ I and let
be any sequenee of intervals such that
(i)
the extremities of these intervals are rationalnumbers;
(ii)
thelength
of each of these intervals does not surpassd ;
(iii)
each of these intervals contains at least one of thepoints of p
and p c b~.
k ’
Now we will consider a transformation T of the set P’ into a new
perfect
set
P,
P’ = TP. To determine this transformation T we fix one of the extremities of anycontiguous
interval(a, b)
of the set P and we denote thisextremity
with
f(a, b).
Let F be the setconsisting 1)
of allpoints f(a, b), 2)
of all the extre-mities of all the intervals
O~’ d2 , ~3 ,....
and3)
of allpoints
of the set p. The transformation T must shorten thecontiguous
intervals of P withoutchanging
the
points
of the set F.First of
all,
we shorten eachcontiguous
interval(a, b)
of P’having points
in common with
5i
in such a manner thatThis is the first
shortening
which transforms the set P’ into a newperfect
set P".Without
changing
thepoints
of the set ~’ we shorten eachcontiguous
intervalof P"
having points
in common with62
in such a manner thatThis is the second
shortening
which transforms the set P" into a newperfect
set P"’.
Without
changing
thepoints
of the set F we shorten eachcontiguous
intervalof P"’
having points
in common with6,
in such a manner thatand so on.
This process may be continued
illimitedly
and as a result of it we shallobtain the
perfect
set Psatisfying
all the conditions of the lemma 2.LEMMA 3. - If p, q are any two
perfect everywhere
non dense sets such thatp. q =0,
then there exists apair
ofperfect everywhere
non dense setsP, Q
such that
P· Q=0
and everypoint
of the set is adensity (e, d) point
of the set
Proof. - First of
all,
we find theperfect everywhere
non dense setsP’, Q’
such that every
point
of theset p l
is adensity (e, d) point
of the setP’ ~
The sets p
and q
have nopoints
in common, therefore theset q
is contained in the sumS= (a~ , b~) + (a2 , b2) +
....+ (a~; , bk)
of thecontiguous
intervalsof p.
Let
(ar,
be any interval such what the set(ar, br)q
will be contained in(ar, P1’)
and We form theperfect
setand a
perfect everywhere
non dense setPr
contained in(ar,
and such that everypoint
of the set(a?,,
is adensity (e, 4) point
ofPro Evidently,
thesum
Q = ~ P~.
is aperfect everywhere
non dense set. It iseasily
seen that Pr
and
Q
are the setssatisfying
all the conditions of our lemma.3. - We now turn baek to the construction of the sets of the
system Q.
Theprocedure Q
of this construction is based on theprecedent
lemmas. Toconstruct the sets
we shall consider these sets in
pairs
where
z2 , z3 ,...., zn
is theincreasing
sequence of numbers Y2, y3 ,...., yn Thepair [Qzn ,
will be called apair
of order n and ofindex r,
_
r n
-zn
Q:n
r is the first set and ~ is the second set of thispair.
If
r=1,
thispair
is said to be of class 1.If
l7’~~+l2013r,
thispair
is said to be of class 2.If this
pair
is saidto
be of class 3.Let
c~
denote the number of all thepair s
of classs=1, 2,
3. We definethe order of the construction of the sets
Q by
thefollowing
rule R :(i) firstly
we construct the sets of thepair
of index7*==ly
next the sets of thepair
of indexr=2, thereupon
the sets of thepair
of index r = 3 and so on ;, , -n z1I,
(ii)
then we construct the setQzn ,
and after the set of the, r n
same
pair
of class
3 ;
(iii)
we construct the sets of eachpair
of class3 simultaneously
andconjointly.
Denote
by
theoperation
of the construction of the sets of apair
oforder n and of index r if i. e. if this
pair
is of class3.
~ Denote
by Dn (s=1, 2, 3,...., 2c~)
theoperation
of the construction of the setbelonging
to the class 3 where s indicate the order of thisoperation
definedby
the rule R.Let
Gk
be one of theoperations K,,r, D4"
where k indicate the
place
of theoperation Gk
in thesystem
of all these ope- rations definedby
the rule R.Each
operation Qk
must beaccompanied by
the passage from oneperfect system Q
of the sets to anotherperfect system
which will be denotedby GkQ.
After each
operation Gk
it must be established somecorrespondence
of thesimilitude 03C0k : z-- t between the
points
t of thealready
formed setsQ
andthe
points x
of thecorresponding
setsQ
of thesystem GkQ.
Thus,
eachstep
of theprocedure Q
consists1)
of theoperation Gk, 2)
of theoperation construing
the sets of theperfect system Gk Q
and3)
of theoperation establishing
thecorrespondence
n.The
general
scheme of -the of theprocedure Q
will be described in thefollowing
lines. We suppose that thecorrespondence
X 4 o t isgiven.
Denoteby Xk-i i
the set of allpoints i partaking
oi thecorrespondence
;rk-IWe now consider the
following
cases.First case : the
operation Gk brings
to the simultaneous construction of the setsQi, Q2
of onepair.
Let be the set of theperfect system Gk-iQ having
the same indices as those of the sets(4).
LetEvidently,
we can attach to the setqi! q2l
a set corre-sponding
in virtue of to the set Let(a, b) (A, B) ~ i
be anycontiguous
interval of the sett
and let(~,&) í(A, B)J
be thecontiguous
interval of the set
corresponding
in virtue of 7rk-, to the interval(a, b) (A, B) ~.
We will construct theperfect everywhere
non dense setsQ,, Q2
in such a manner that
[a, [A, B] Q2
are theperfect everywhere
non densesets. But it may
happen
that the sets[a, 6]Q,, [A, B] Q2
are notperfect.
Inorder to transform the sets
[a, b] Qi, [A, B] Q2
into theperfect
sets it isnecessary to make the
original
correction. We must transform thisoriginal
correction into the
complete
correction. Thisgives
us theperfect system GkQ.
We now establish thecorrespondence
of similitudeg(a, b) 192 (A, B) I :
[a, b]Qi i [A, B] Q2
~--~[A, B] Q2 ~ t
whereQl i Q2 t
is the set of theperfect system GkQ having
the same indices as those of the set Weadjoin
to thecorrespondence
thecorrespondences I
forall the intervals
(a, b) (A, B) ~,
then we obtain the newcorrespondence
ofsimilitude :Tlk.
Second case : the
operation Gk brings
to the construction of the first set of apair
of class 3. In this case, werepeat
theprecedent reasoning,
butleaving
out the lettersQ2, Qz,
q2 and the intervals(A, B).
Third case: the
operation Gk brings
to the construction of the second set of apair
of class 3. In this case werepeat
theprecedent reasoning,
butleaving
out the lettersQi, Qi,
q, and the intervals(a, b).
It is obvious that the passage from the
system Gk_iQ
to thesystem GkQ
runs without
changing
the setsQ
of ifhk
is the order of thesets
Qi, Q2 . [Note.
We shall say that the set is the set of orderr + s].
This means that(4) We shall say that the sets
(~
and~
have the same indices p, q.for where
are the sets of the
system Gt Q.
In pursuance of~ thisby
continuation of theprocedure Q
we obtain the finalperfect system Q
Describing
above thegeneral
scheme of thestep Sk
of theprocedure Q
wehave omitted the details of the construction of the sets
Q.
We will nowcomplete
this void space.
Here are the details.
First case: the considered
pair [Q
is of class 1. Denoteby
1jJn-i thecorrespondence by
similitude: x ~--~ t between thepoints t
of the formedsets
Q
of order n -1 and thepoints
of thecorresponding
setsQ
of theperfect system
which is obtained after theprecedent
corrections and which will be denotedby
sothatQi = Q:n,
iQ 2 =:= Q’u
n whereQ:n ,
IQzn
n are the sets of theperfect system By applying
thegeneral
scheme of thestep Sic
we determine the sets and thecontiguous
intervals(a, b) (A, J9)~ I
of the set
q i
Letq2 ~
be the setcorresponding
to the setq2 ~
invirtue of i and let
(a, b) i (A, B) ~
be thecontiguous
interval of corre-sponding
to the interval(a, b) (A, B) ~
in virtue of Now we construct theperfect everywhere
non dense setP[~, b] .8] ~
contained in thesegment [-a, B] ]
andcontaining
theA, B ~ .
After that weadjoin
to the set the sets for all the intervals[a, b] [A, .8] ~,
we obtain then the setSecond case: the considered
pair
is of class 2. We assume that the sets of this
pair
are constructedby
theoperation Gk.
In order to make use of thegeneral
scheme we shallput
where
are the sets of the
perfect system
and we define the setsqi
as itwas shown in the
general
scheme of thestep Sk.
Let-q, i q2 ~
be the set cor-responding
to the setq2 ~
in virtue of ’ We form the setsIt is
easily
seen thatWe construct with the lemma 3 the
perfect everywhere
non dense setsuch
(i)
everypoint
of the set . is adensity (en, point
of the setThird case : the considered
pair
is of class 3. In orderto make use of the
general
scheme we shallput
Next we determine the sets
Qi , q2
so as it was shown in thegeneral
schemeof the
step Sk.
After that we form the setand we construct the
perfect everywhere
non dense setsuch that every
point
of the set is adensity 4n) point
ofWe shall construct all the
sets Q
of class 3keeping
to this modelexcept
forthe set
Qzn1
which mustsatisfy
thefollowing complementary
condition :n
the
length
of thegreater
of thecontiguous
intervals of the setcontained in
[0, 1]
is less than12 .
n2*
Thus,
theprocedure Q
of the construction of the setsis
entirely
determined. Theprincipal
result of theprecedent
discussion may be stated in the form of thefollowing :
THEOREM 2. - If
f(x)
is a finite function of class 1having
theproperty
ofDARBOUX in
[0~=.r~l]~
then there exists aperfect system Q
of setscontained in
[O ~ ~ ~ 1]
and asystem Q
ofperfect everywhere
non dense setscontained in
(0 ~ t ~ 1 ]
whichenjoys
thefollowing properties:
(i)
there exists acorrespondence
CS of similitudebetween the sets of the
system Q
and the sets of thesystem Q;
(ii)
the set .is dense in the
segment [0 ~ t -_ 1] ;
(iii)
if and if lVl is thegreater
of theintegers r and I,
thenevery
point
of the set_,.. _ -
is a
density (tom+,, point
of the setfor all
s =1, 2, 3,.... , .
(iiii)
where an is a
positive
number such that the seriesis
convergent
andYi y l
is thegreatest the least ~
of the numbers yi, y2, y3,...., y~.4. -
Properties
of the functions1fJn(t).
Letbe the continuous and
essentially increasing
function which transforms the setsrespectively
into the setsIt is obvious that this function
x = 1jJn( t)
express thecorrespondence
of thesimilitude 1jJn. This function
enjoys
thefollowing properties.
First
property:
this function transforms the setsrespectively
into the setsSecond
property.
LetThen,
if te is anypoint
ofQp
andif p q,
we haveThird
property:
the sequence of the functionsis
uniformly convergent.
Inreality,
let t be anypoint
which do notbelong
to theset
Qp, consequently,
t willbelong
to acontiguous
intervalit= (Ji, J2)
of theset
Qp.
The functions1pp( t)
and are continuous andessentially increasing,
therefore .
Since we have
But
(1jJp(Ji),
is acontiguous
interval of the setQp corresponding
invirtue of to the
contiguous
intervalJ2)
of the setQp.
Letlp
bethe
length
of thegreatest
of thecontiguous
intervals ofQp,
then we havefor every
point
t of thesegment (0 c t ~ 1J,
for we havefor every
point t
ofQp.
The set limQp
is dense in[O:c:~----:- x1 ],
therefore limp~~
Let s be an
arbitrary, positive,
small number. Then we can find apositive integer v,
such that forp>~. Thus,
in all cases when
consequently,
the sequence1pi(t), 992(t), 1p3(t),....
isconvergent.
Let1p(t) =lim 1pn(t).
From theinequality (1)
we deducen~~
Since lim we conclude that the sequence
p --· o0
is
uniformly convergent, consequently,
the function is continuous in Since we have~(0)==0, ~(1)===1.
Properties
of the functiony~(t).
-The first
property :
if apoint to belong
to the setQ,,
thenIn
reality,
The second
property :
is anessentially increasing
function in[0~=~1].
Proof. - In
fact,
let ussuppose tt t2 .
Then~n(t2),
no matter what nis,
.
consequently,
or Since the set limQn is
n-oo
dense in
[0 c t ~ 1 ],
we can find aninteger v
such that the interval(t1, t2)
contains at least two
points J1
andJ2, Ji ~2 ~
of the setQy, consequently,
Thence we deduce But
therefore
Passing
to the limit we obtainfrom which it results
V(ti) "P( t2).
Third
property:
the function is anordinary
derivative in[0~==~1].
Proof. - At first we construct for
f(x)
any characteristicsystem
P ofperfect
setsIn the second
place,
we pass from thissystem P
to aperfect system Q
of setsIn the third
place,
we constructusing
the theorem 2 a finalperfect system Q
of the sets
and
simultaneously
thesystem Q
ofperfect everywhere
non dense setssatisfying
all the conditions of the theorem 2.In the fourth
place,
we form thesystem P
of the setswhere
It is
easily
seen that thesystem P
is also a characteristicsystem
of the sets forf(x).
We now assume that the function transforms the sets
respectively
into the setsLet a be any
point
of the setJ~
and leta=1p(a).
Now we consider the
following
cases.First case : the
point a belong
to the setIn this case the
point a belongs
to the setThe set is contained in therefore the set
(Q£>°)
iscontained in the set
~~~ consequently,
thepoint £ being
adensity (gn, 4n) point
of the setQ~ (Qf>’)
is adensity (en, point
of the setPn~° ~ .
Second case : the
point a
does notbelong
to the set conse-quently,
thepoint a belongs
to acontiguous interval ia
of this set. On the otherhand,
thepoint
abelong
to the setpYr ]
and does notbelong
to theset
Qy~, ~ consequently,
thepoint a belong
to the setPn t ~ ,
forFinally,
thepoint a
does notbelong
to the setbecause
Since the
point
abelongs
to the set and does notbelong
to theset
C~~t ~ ,
thispoint belongs
to someinterval ja
contained in the set andconsequently,
also in the setThen the
point a belongs
to the intervaliaja
contained in(15§ft )
and inthe interval
ia, consequently,
thepoint a
is contained in an interval contained in]
and also inPy~ ~ P~r ~ .
This means that a is adensity (en, An)
point
of the set’rhus,
everypoint a
of the setPyr
is adensity (en, An) point
of theset
2.
set
Let rnn denote the number
where z§§
is thegreatest the least ) i
of the numbers yi, y2 ... yn, thenconsequently,
where is the set of all the
points t
of thesegment [0:~-- t ~-- 1 ] satisfying
the condition
From this it follows that the function
f[y~(t)]
is summable in thesegment
Thus,
the function isapproximately (en,
continuous in thesegment [O ~ t ~ 1 ] (see
Definition2).
From the above discussion there follows
immediately
thefollowing :
THEOREM 3. - For each finite function
f(x)
of class 1having
theproperty
of DARBOUX in
[0 ~ x 1]
there exists a continuous andessentially increasing
in
[0 ~ t ~ 1]
function[y~(o) =o, y~(1) =1]
such that isapproxi- mately (en, dn)
continuous in[O~~~l].
But in virtue ofthe
theorem 2 thefunction
f[y(I)]
is anordinary
derivative in[o t-_ 1].
We have thus
proved
thefollowing
N. LusIN’s Theorem. For each finite functionf(x)
of class 1having
theproperty
of DARBOUX in(o t s 1]
thereexists a continuous and
essentially increasing
in[0 t s 1 )
functionsuch that is an