Is it true that the composition of two absolutely continuous functions on the real line is absolutely continuous?
I feel like this should be a resounding no, however, I'm unsure of any quick counterexamples to this claim. Can anyone think of one?
Is it true that the composition of two absolutely continuous functions on the real line is absolutely continuous?
I feel like this should be a resounding no, however, I'm unsure of any quick counterexamples to this claim. Can anyone think of one?
Consider $h = f \circ g$ with $f(x) = \sqrt{x}$ and $g(x) = x^2 | \sin (1/x)|$ on $[0,1]$. The two functions $f$ and $g$ are absolutely continuous on $[0, 1]$.
Consider $h = x \sqrt{|\sin (1/x)|}$. Then $h$ is increasing on the intervals $[2\pi/(2n+1), 2\pi/(2n)]$. These intervals are non-overlapping, so the total variation $V$ of $h$ on $[0,1]$ cannot be smaller than the total variation of $h$ over these intervals; that is $$V \ge \sum_{i=k}^n \frac{2}{2 \pi k}$$ The RHS is a harmonic series that diverges as $n \uparrow + \infty$. Thus $V$ is unbounded and then $h$ is not of bounded variation. This implies that $h$ cannot be absolutely continuous on $[0, 1]$.
Hint: Define the functions $f$ and $g$ on $[-1,1]$ by $f(x) = x^{\frac{1}{3}}$ for $-1 \le x \le 1$ and $$ g(x) = \left\{ \begin{array}{ll} x^2\cos\left(\frac{\pi}{2x}\right) & \mbox{if $x \ne 0$};\\ 0 & \mbox{if $x = 0$}.\end{array} \right.$$ Then
$(i)$ Show that both $f$ and $g$ are absolutely continuous on $[-1,1]$
$(ii)$ Look at the partition $$P_n=\{-1,0,\frac{1}{2n},\frac{1}{[2n-1]},\ldots,\frac{1}{3},\frac{1}{2},1\}$$
$(iii)$ Show that $fog$ fails to be of bounded variation,and hence also fails to be absolutely continuous, on $[-1,1]$.