The Lebesgue-Cantor function
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Theorem
There exists a continuous
monotone function
which is constant on every
interval in
Proof:
Let be a decreasing sequence of closed sets used in the construction
of the ternary Cantor set
, so that
.
For , define
(the closure of the complement of ).
Note that
and so it consists of the closure of all
intervals removed from [0,1] up to the -th step in the construction of the Cantor
set.
It consists of disjoint intervals
, ordered so that
.
Picture 1:
_______________
.
______
_______________
______
. __ ______ __
_______________ __ ______ __ .
We define a sequence of monotone continuous
functions as
follows:
and
and
for
Picture 2:
Note that if , then
.
Thus the sequence of monotone continuous
functions ,
trivially converges on the set
and defines a continuous monotone function on this set. Since
is dense in
the function
extends uniquely to
the entire unit interval and has desired properties.