复旦大学《数学分析1》期末考试题
证明:
$\displaystyle \because f(x)\uparrow ,|f(x)|\leq M,g(x)\uparrow ,|g(x)|\leq M,$
$\displaystyle \therefore f(x),g(x)\in C[a,b].$
所以,$f(x),g(x)$均在$[a,b]$上一致连续。又
$\displaystyle \because \forall \alpha ,\beta ,\exists \xi,\xi\in [\alpha ,\beta ]\subset [a,b],s.t.$
$\displaystyle f(\alpha )-g(\alpha )< F(\xi)< f(\beta )-g(\beta ),$
$\displaystyle \therefore \forall \epsilon > 0,\exists \delta > 0,|\xi-\alpha |\leq |\beta -\alpha |< \delta ,s.t.$
$\displaystyle |f(\beta )-f(\alpha )|< \frac{\epsilon }{2},|g(\beta )-g(\alpha )|< \frac{\epsilon }{2},$
因此有
$\begin{align*}|F(\xi)-F(\alpha )|&=|f(\xi)-g(\xi)-f(\alpha )+g(\alpha )|\\\\&\leq |f(\xi)-f(\alpha )|+|g(\xi)-g(\alpha )|\\\\&\leq |f(\beta )-f(\alpha )|+|g(\beta )-g(\alpha )|\\\\&< \frac{\epsilon }{2}+\frac{\epsilon }{2}=\epsilon .\end{align*}$
由于$\displaystyle \alpha,\beta ,\xi$的任意性,可知$\displaystyle F(x)$在$\displaystyle [a,b]$上一致连续,必然也连续。