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(12) A function f: A R is called a step function if ran(f) is finite. Prove that for every R, there is a sequence fn: [a, b-R
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Answer #1

Without loss of generality we can take a=0 and b=1. Therefore f is a function R f: 0, 1 that is continuous.

Define n as follows. Let くam) = 1 (n) (n) n)く くI 0 i n where 7 (n) .

Set f (x) inf re[i,i+1) when Ei, it1 and (1f(1) .

Now since f is continuous and [0,1] is compact, the function is bounded in every interval (Say f(x) M ) and the infimum is attained at some point in the interval . Therefore n is well defined.

By definition f_n(x) \leq f(x) .Since [0,1] is compact, f is actually uniformly continuous. Let L be given. Since f is uniformly continuous,  \exists \delta >0 such that |f(x) - f(y)|<\epsilon when |x-y|<\delta. Now take N large enough such that 1/NS.

Now \forall n \geq N , |f_n(x) - f(x)| = |f(x^{'} ) - f(x)| for some x^{'} \in [x_i,x_{i+1}] where x \in [x_i,x_{i+1}] . Since |x^{'} - x| \leq |x_{i+1} - x_i| \leq \frac{1}{n} < \delta

|f_n(x) - f(x)| = |f(x^{'} ) - f(x)| <\epsilon

Hence f_n \rightarrow f uniformly.

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