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Wednesday, January 1, 2014

To be used in tutorial

The following is a standard result for functions of bounded variation. If g is continuous then we can still show this without resorting to any known result for functions of bdd variation:
Problem. Let gC[a,b] and let Λ:C[a,b]R be a linear function given by Λ(f)=baf(x)g(x)dx. Show that Λ:=sup{|baf(x)g(x)dx|:fC[a,b],supx[a,b]|f(x)|1}=ba|g(x)|dx. 

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