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An extended real-valued function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s0840101.png" />, defined on a complete metric space <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s0840102.png" />, is said to be lower (upper) semi-continuous at a point <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s0840103.png" /> if
+
A concept in analysis and topology, related to the real-valued functions.
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s0840104.png" /></td> </tr></table>
+
==Definition==
 +
===Functions of one real variable===
 +
The concept of semicontinuous function was first introduced for functions of one variable, using [[Upper and lower limits|upper and lower limits]].
  
The function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s0840105.png" /> is said to be lower (upper) semi-continuous on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s0840106.png" /> if it is lower (upper) semi-continuous at all points <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s0840107.png" />. The limit of a monotone increasing (decreasing) sequence of functions which are lower (upper) semi-continuous at a point <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s0840108.png" /> is again lower (upper) semi-continuous at <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s0840109.png" />. If <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401010.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401011.png" /> are, respectively, lower and upper semi-continuous on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401012.png" /> and for all <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401013.png" /> it is true that <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401014.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401015.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401016.png" />, then there exists a continuous function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401017.png" /> on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401018.png" /> such that <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401019.png" /> for all <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401020.png" />. If <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401021.png" /> is a non-negative regular Borel measure on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401022.png" />, then for any <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401023.png" />-measurable function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401024.png" /> there exist two monotone sequences of functions <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401025.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401026.png" /> satisfying the conditions: 1) <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401027.png" /> is lower semi-continuous, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401028.png" /> is upper semi-continuous; 2) every <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401029.png" /> is bounded below, every <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401030.png" /> is bounded above; 3) <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401031.png" /> is a decreasing sequence and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401032.png" /> is an increasing sequence; 4) for all <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401033.png" />,
+
'''Definition 1'''
 +
Consider a function $f:\mathbb R\to\mathbb R$ and a point $x_0\in\mathbb R$. The functiom $f$ is said to be upper (resp. lower) semicontinuous at the point $x_0$ if
 +
\[
 +
f (x_0) \geq \limsup_{x\to x_0}\; f(x) \qquad \left(\mbox{resp. }\quad f(x_0)\leq \liminf_{x\to x_0}\; f(x)\right)\, .
 +
\]
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401034.png" /></td> </tr></table>
+
The definition can be easily extended to functions defined on subdomains of $\mathbb R$ and taking values in the extended real line $[-\infty, \infty]$. If a function is upper
 +
(resp. lower) semicontinuous at ''every'' point of its domain of definition, then it is simply called an ''upper (resp. lower) semicontinuous function''.
  
5) <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401035.png" />-almost everywhere,
+
===Extensions===
 +
The definition can be easily extended to functions $f:X\to [-\infty, \infty]$ where $(X,d)$ is an arbitrary metric space, using again upper and lower limits. Observe further that the following holds:
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401036.png" /></td> </tr></table>
+
'''Proposition 2'''
 +
Let $(X, d)$ be a metric space, $f: X\to [-\infty, \infty]$ and $x_0\in X$. Then $f$ is upper (resp. lower) semicontinuous at $x_0$ if and only if, either $f(x_0) =\infty$ (resp. $f(x_0)=-\infty$), or
 +
\[
 +
\{f< a\} \quad (\mbox{resp.}\;\; \{f>a\}) \quad \mbox{ is a neighborhood of } x_0 \mbox{ for all } a> f(x_0) \mbox{      (resp. } a<f(x_0))\, .
 +
\]
  
and 6) if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401037.png" /> is <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401038.png" />-summable over <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401039.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401040.png" />, then <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401041.png" /> and
+
This motivates the following general definition (cf. Section 6.2 of Chapter IV in {{Cite|Bo}}).
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401042.png" /></td> </tr></table>
+
'''Definition 3'''
 +
Let $X$ be a [[Topological space|topological space]], $f:X\to [-\infty, \infty]$ and $x_0\in X$. $f$ is upper (resp. lower) semicontinuous at $x_0$ if, either $f(x_0) =\infty$ (resp. $f(x_0)=-\infty$), or
 +
\[
 +
\{f< a\} \quad (\mbox{resp.}\;\; \{f>a\}) \quad \mbox{ is a neighborhood of } x_0 \mbox{ for all } a> f(x_0) \mbox{  (resp. } a<f(x_0)) \, .
 +
\]
  
(the Vitali–Carathéodory theorem).
+
As an obvious consequence of the above definition, we have (cf. Proposition 1 of Section 6.2 in Chapter IV of {{Cite|Bo}})
  
====References====
+
'''Theorem 4'''
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  I.P. Natanson,  "Theory of functions of a real variable" , '''1–2''' , F. Ungar  (1955–1961)  (Translated from Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top">  S. Saks,  "Theory of the integral" , Hafner  (1937) (Translated from French)</TD></TR></table>
+
Let $X$ be a topological space. A function $f:X\to [-\infty, \infty]$ is upper (resp. lower) semicontinuous if and only if $\{f\geq a\}$ (resp. $\{f\leq a\}$) is
 +
closed for every $a$.
  
 +
The latter theorem was first proved by R. Baire in {{Cite|Ba}} for functions of one real variable (cf. [[Baire theorem]]).
  
 +
==Properties==
 +
===Relations to continuous functions===
 +
A function $f$ is continuous at $x_0$ if and only if it is both upper and lower semicontinuous at that point. Conversely we have the following
  
====Comments====
+
'''Proposition 5'''
The expressions lower semi-continuous and upper semi-continuous are often abbreviated to l.s.c. and u.s.c.. The notions of l.s.c. and u.s.c. function can be defined on any topological space <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401043.png" />. The superior (respectively, inferior) envelope of any family of continuous functions is l.s.c. (u.s.c.), and the converse is true whenever <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401044.png" /> is completely regular; this holds with a countable family of continuous functions if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401045.png" /> is metrizable. Consequently, a semi-continuous function on a metric space <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401046.png" /> is of Baire class one (cf. [[Baire classes|Baire classes]]). The converse is not true.
+
If $u$ and $v$ are an upper and a lower semicontinuous function on a complete metric space $(X,d)$ such that $-\infty<u(x)\leq v(x)<\infty$ for every $x\in X$, then there is a continuous function $f:X\to\infty$ such that $u\leq f\leq v$.
  
Let <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401047.png" />. If
+
===Existence of extrema===
 +
Moreover, we have the following important
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401048.png" /></td> </tr></table>
+
'''Theorem 6'''
 +
If its domain of definition is a compact topological space an upper (resp. lower) semicontinuous function achieves a maximum (resp. a minimum).
  
then <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401049.png" /> is of Baire class one, but neither lower nor upper semi-continuous. Also, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401050.png" /> is lower semi-continuous, but
+
===Upper and lower semicontinuous envelopes===
 +
The space of upper (resp. lower) semicontinuous functions on a topological space $X$ is a [[Lattice|lattice]]. More precisely
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401051.png" /></td> </tr></table>
+
'''Theorem 7'''
 +
Let $\mathcal{F}$ be an arbitrary family of upper (resp. lower) semicontinuous functions on a given topological space $X$. Then the function
 +
\[
 +
F(x):= \inf_{f\in\mathcal{F}}\; f(x) \qquad \left(\mbox{resp.}\; \sup_{f\in\mathcal{F}}\; f(x)\right)
 +
\]
 +
is upper (resp. lower) semicontinuous.
  
Note that <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401052.png" /> for all <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401053.png" />, so <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401054.png" /> is the pointwise limit of an increasing sequence of continuous functions.
+
(Cf. Proposition 2 and Theorem 4 of Section 6.2 in Chapter IV of {{Cite|Bo}}). Therefore we can define
  
A very useful fact on semi-continuous functions is the Dini–Cartan lemma. Let <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401055.png" /> be a compact space and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401056.png" /> a family of l.s.c. functions such that for any finite subset <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401057.png" /> of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401058.png" /> there is an <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401059.png" /> with <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401060.png" />. If <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401061.png" /> is an u.s.c. function such that <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401062.png" />, then there is an <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401063.png" /> such that <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401064.png" />; in particular, one has <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084010/s08401065.png" />.
+
'''Definition 8'''
 +
Let $X$ be a topological space. The upper (resp. lower) semicontinuous envelope of a function $f: X\to [-\infty,\infty]$ is the smallest (resp. largest)
 +
upper (resp. lower) semicontinuous function $g$ such that $g\geq f$ (resp. $g\leq f$).
  
====References====
+
===Dini-Cartan lemma===
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> K.R. Stromberg,  "Introduction to classical real analysis" , Wadsworth (1981)</TD></TR></table>
+
A very useful fact on semi-continuous functions is the Dini–Cartan lemma (cf. Lemma 2.2.9 of {{Cite|He}}).
 +
 
 +
'''Theorem 9'''
 +
Let $X$ be a compact topological space and $\{f_i\}_{i\in I}$ a family of upper (resp. lower) semicontinuous function on $X$ such that, for every finite $J\subset I$
 +
there is $i_0\in I$ with $\inf_{j\in J} f_j \geq f_{i_0}$. (resp. $\sup_{j\in J} \leq f_{i_0}$). If $g$ is a lower (resp. upper) semicontinuous function such that
 +
$g> \inf_{i\in I}\, f_i$ (resp. $g< \sup_{i\in I}\, f_i$), then there is a $j\in I$ such that $g> f_j$ (resp. $g< f_j$). In particular
 +
\[
 +
\sup_{x\in E}\; \inf_{i\in I}\; f_i (x) = \inf_{i\in I}\;\sup_{x\in E}\; f_i (x)
 +
\]
 +
(resp.
 +
\[
 +
\inf_{x\in E}\; \sup_{i\in I}\; f_i (x) = \sup_{i\in I}\;\inf_{x\in E}\; f_i (x) \Big)\, .
 +
\]
 +
 
 +
==Relation to Baire classes==
 +
If $X$ is a completely regular space and $f$ an upper (resp. lower) semicontinuous function which does not take the value $\infty$ (resp. $-\infty$), then $f$ is the [[pointwise limit]] of a monotone nonincreasing (resp. nondecreasing) sequence of continuous functions (cf. [[Baire theorem]]). Thus, under these assumptions, $f$ belongs to the first [[Baire classes|Baire class]]. However not every function in the first Baire class is semicontinuous: for instance the following function $f:\mathbb R\to\mathbb R$ is neither upper semicontinuous nor lower semicontinuous:
 +
\[
 +
f(x) =
 +
\left\{
 +
\begin{array}{ll}
 +
1 \qquad &\mbox{if } x>0\\
 +
0 \qquad &\mbox{if } x=0\\
 +
-1 \qquad &\mbox{if } x<0\, .
 +
\end{array}\right.
 +
\]
 +
Nonetheless, being $f$ the pointwise limit of the sequence of continuous functions $f_n(x) =\arctan (nx)$, it belongs to the first Baire class.
 +
 
 +
==Vitali-Caratheodory theorem==
 +
A theorem relating semicontinuous functions to measurable ones (cf. Theorem 7.6 of Chapter 3 in {{Cite|Sa}}).
 +
 
 +
'''Theorem 10'''
 +
 
 +
If $\mu$ is a non-negative regular [[Borel measure]] on $\mathbb R^n$, then for any $\mu$-measurable function $f$ there exist two sequences of functions $\{u_n\}$ and
 +
$\{v_n\}$ satisfying the following conditions:
 +
 
 +
1) $u_n$ is lower semi-continuous and $v_n$ is upper semi-continuous;
 +
 
 +
2) $\{u_n (x)\}$ is bounded below and monotone decreasing and $\{v_n (x)\}$ is bounded above and monotone increasing for every $x$;
 +
 
 +
3) $u_n (x)\geq f(x)\geq v_n (x)$ for all $x$;
 +
 
 +
4) For $\mu$-a.e. $x$ we have $u_n (x)\downarrow f(x)$ and $v_n (x)\uparrow f(x)$;
 +
 
 +
5) If in addition $f\in L^1 (\mu)$, then $u_n, v_n\in L^1 (\mu)$ and
 +
\[
 +
\lim_{n\to\infty} \int u_n\, d\mu = \lim_{n\to\infty} \int v_n\, d\mu = \int f\, d\mu\, .
 +
\]
 +
 
 +
==References==
 +
{|
 +
|valign="top"|{{Ref|Ba}}||  R. Baire,  "Leçons sur les  fonctions discontinues, professées au  collège de France" ,  Gauthier-Villars  (1905) {{ZBL|36.0438.01}}
 +
|-
 +
|valign="top"|{{Ref|Bo}}|| N. Bourbaki, "General topology: Chapters 5-10", Elements of Mathematics (Berlin). Springer-Verlag, Berlin,  1998. {{MR|1726872}} {{ZBL|0894.54002}}
 +
|-
 +
|valign="top"|{{Ref|He}}|| L. Helms, "Potential theory". Universitext. Springer-Verlag London, Ltd., London,  2009. {{MR|2526019}} {{ZBL|1180.31001}}
 +
|-
 +
|valign="top"|{{Ref|HS}}|| E. Hewitt,  K.R. Stromberg,  "Real and  abstract analysis" , Springer  (1965) {{MR|0188387}} {{ZBL|0137.03202}}
 +
|-
 +
|valign="top"|{{Ref|Ke}}||  J.L. Kelley,  "General topology" , v. Nostrand  (1955) {{MR|0070144}} {{ZBL|0066.1660}}
 +
|-
 +
|valign="top"|{{Ref|Na}}|| I.P. Natanson,    "Theory of functions of a real variable" , '''1–2''' , F. Ungar  (1955–1961) {{MR|0067952}} {{ZBL|0064.29102}}
 +
|-
 +
|valign="top"|{{Ref|Ru}}||  W. Rudin,  "Principles of mathematical analysis" , McGraw-Hill (1964) {{MR|038502}}  {{ZBL|0346.2600}}
 +
|-
 +
|valign="top"|{{Ref|Sa}}|| S. Saks,    "Theory of the integral" , Hafner  (1937) {{MR|0167578}} {{ZBL|63.0183.05}}
 +
|-
 +
|}

Latest revision as of 15:29, 5 January 2017

2020 Mathematics Subject Classification: Primary: 54C05 Secondary: 54A05 [MSN][ZBL]

A concept in analysis and topology, related to the real-valued functions.

Definition

Functions of one real variable

The concept of semicontinuous function was first introduced for functions of one variable, using upper and lower limits.

Definition 1 Consider a function $f:\mathbb R\to\mathbb R$ and a point $x_0\in\mathbb R$. The functiom $f$ is said to be upper (resp. lower) semicontinuous at the point $x_0$ if \[ f (x_0) \geq \limsup_{x\to x_0}\; f(x) \qquad \left(\mbox{resp. }\quad f(x_0)\leq \liminf_{x\to x_0}\; f(x)\right)\, . \]

The definition can be easily extended to functions defined on subdomains of $\mathbb R$ and taking values in the extended real line $[-\infty, \infty]$. If a function is upper (resp. lower) semicontinuous at every point of its domain of definition, then it is simply called an upper (resp. lower) semicontinuous function.

Extensions

The definition can be easily extended to functions $f:X\to [-\infty, \infty]$ where $(X,d)$ is an arbitrary metric space, using again upper and lower limits. Observe further that the following holds:

Proposition 2 Let $(X, d)$ be a metric space, $f: X\to [-\infty, \infty]$ and $x_0\in X$. Then $f$ is upper (resp. lower) semicontinuous at $x_0$ if and only if, either $f(x_0) =\infty$ (resp. $f(x_0)=-\infty$), or \[ \{f< a\} \quad (\mbox{resp.}\;\; \{f>a\}) \quad \mbox{ is a neighborhood of } x_0 \mbox{ for all } a> f(x_0) \mbox{ (resp. } a<f(x_0))\, . \]

This motivates the following general definition (cf. Section 6.2 of Chapter IV in [Bo]).

Definition 3 Let $X$ be a topological space, $f:X\to [-\infty, \infty]$ and $x_0\in X$. $f$ is upper (resp. lower) semicontinuous at $x_0$ if, either $f(x_0) =\infty$ (resp. $f(x_0)=-\infty$), or \[ \{f< a\} \quad (\mbox{resp.}\;\; \{f>a\}) \quad \mbox{ is a neighborhood of } x_0 \mbox{ for all } a> f(x_0) \mbox{ (resp. } a<f(x_0)) \, . \]

As an obvious consequence of the above definition, we have (cf. Proposition 1 of Section 6.2 in Chapter IV of [Bo])

Theorem 4 Let $X$ be a topological space. A function $f:X\to [-\infty, \infty]$ is upper (resp. lower) semicontinuous if and only if $\{f\geq a\}$ (resp. $\{f\leq a\}$) is closed for every $a$.

The latter theorem was first proved by R. Baire in [Ba] for functions of one real variable (cf. Baire theorem).

Properties

Relations to continuous functions

A function $f$ is continuous at $x_0$ if and only if it is both upper and lower semicontinuous at that point. Conversely we have the following

Proposition 5 If $u$ and $v$ are an upper and a lower semicontinuous function on a complete metric space $(X,d)$ such that $-\infty<u(x)\leq v(x)<\infty$ for every $x\in X$, then there is a continuous function $f:X\to\infty$ such that $u\leq f\leq v$.

Existence of extrema

Moreover, we have the following important

Theorem 6 If its domain of definition is a compact topological space an upper (resp. lower) semicontinuous function achieves a maximum (resp. a minimum).

Upper and lower semicontinuous envelopes

The space of upper (resp. lower) semicontinuous functions on a topological space $X$ is a lattice. More precisely

Theorem 7 Let $\mathcal{F}$ be an arbitrary family of upper (resp. lower) semicontinuous functions on a given topological space $X$. Then the function \[ F(x):= \inf_{f\in\mathcal{F}}\; f(x) \qquad \left(\mbox{resp.}\; \sup_{f\in\mathcal{F}}\; f(x)\right) \] is upper (resp. lower) semicontinuous.

(Cf. Proposition 2 and Theorem 4 of Section 6.2 in Chapter IV of [Bo]). Therefore we can define

Definition 8 Let $X$ be a topological space. The upper (resp. lower) semicontinuous envelope of a function $f: X\to [-\infty,\infty]$ is the smallest (resp. largest) upper (resp. lower) semicontinuous function $g$ such that $g\geq f$ (resp. $g\leq f$).

Dini-Cartan lemma

A very useful fact on semi-continuous functions is the Dini–Cartan lemma (cf. Lemma 2.2.9 of [He]).

Theorem 9 Let $X$ be a compact topological space and $\{f_i\}_{i\in I}$ a family of upper (resp. lower) semicontinuous function on $X$ such that, for every finite $J\subset I$ there is $i_0\in I$ with $\inf_{j\in J} f_j \geq f_{i_0}$. (resp. $\sup_{j\in J} \leq f_{i_0}$). If $g$ is a lower (resp. upper) semicontinuous function such that $g> \inf_{i\in I}\, f_i$ (resp. $g< \sup_{i\in I}\, f_i$), then there is a $j\in I$ such that $g> f_j$ (resp. $g< f_j$). In particular \[ \sup_{x\in E}\; \inf_{i\in I}\; f_i (x) = \inf_{i\in I}\;\sup_{x\in E}\; f_i (x) \] (resp. \[ \inf_{x\in E}\; \sup_{i\in I}\; f_i (x) = \sup_{i\in I}\;\inf_{x\in E}\; f_i (x) \Big)\, . \]

Relation to Baire classes

If $X$ is a completely regular space and $f$ an upper (resp. lower) semicontinuous function which does not take the value $\infty$ (resp. $-\infty$), then $f$ is the pointwise limit of a monotone nonincreasing (resp. nondecreasing) sequence of continuous functions (cf. Baire theorem). Thus, under these assumptions, $f$ belongs to the first Baire class. However not every function in the first Baire class is semicontinuous: for instance the following function $f:\mathbb R\to\mathbb R$ is neither upper semicontinuous nor lower semicontinuous: \[ f(x) = \left\{ \begin{array}{ll} 1 \qquad &\mbox{if } x>0\\ 0 \qquad &\mbox{if } x=0\\ -1 \qquad &\mbox{if } x<0\, . \end{array}\right. \] Nonetheless, being $f$ the pointwise limit of the sequence of continuous functions $f_n(x) =\arctan (nx)$, it belongs to the first Baire class.

Vitali-Caratheodory theorem

A theorem relating semicontinuous functions to measurable ones (cf. Theorem 7.6 of Chapter 3 in [Sa]).

Theorem 10

If $\mu$ is a non-negative regular Borel measure on $\mathbb R^n$, then for any $\mu$-measurable function $f$ there exist two sequences of functions $\{u_n\}$ and $\{v_n\}$ satisfying the following conditions:

1) $u_n$ is lower semi-continuous and $v_n$ is upper semi-continuous;

2) $\{u_n (x)\}$ is bounded below and monotone decreasing and $\{v_n (x)\}$ is bounded above and monotone increasing for every $x$;

3) $u_n (x)\geq f(x)\geq v_n (x)$ for all $x$;

4) For $\mu$-a.e. $x$ we have $u_n (x)\downarrow f(x)$ and $v_n (x)\uparrow f(x)$;

5) If in addition $f\in L^1 (\mu)$, then $u_n, v_n\in L^1 (\mu)$ and \[ \lim_{n\to\infty} \int u_n\, d\mu = \lim_{n\to\infty} \int v_n\, d\mu = \int f\, d\mu\, . \]

References

[Ba] R. Baire, "Leçons sur les fonctions discontinues, professées au collège de France" , Gauthier-Villars (1905) Zbl 36.0438.01
[Bo] N. Bourbaki, "General topology: Chapters 5-10", Elements of Mathematics (Berlin). Springer-Verlag, Berlin, 1998. MR1726872 Zbl 0894.54002
[He] L. Helms, "Potential theory". Universitext. Springer-Verlag London, Ltd., London, 2009. MR2526019 Zbl 1180.31001
[HS] E. Hewitt, K.R. Stromberg, "Real and abstract analysis" , Springer (1965) MR0188387 Zbl 0137.03202
[Ke] J.L. Kelley, "General topology" , v. Nostrand (1955) MR0070144 Zbl 0066.1660
[Na] I.P. Natanson, "Theory of functions of a real variable" , 1–2 , F. Ungar (1955–1961) MR0067952 Zbl 0064.29102
[Ru] W. Rudin, "Principles of mathematical analysis" , McGraw-Hill (1964) MR038502 Zbl 0346.2600
[Sa] S. Saks, "Theory of the integral" , Hafner (1937) MR0167578 Zbl 63.0183.05
How to Cite This Entry:
Semicontinuous function. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Semicontinuous_function&oldid=27439
This article was adapted from an original article by I.A. Vinogradova (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article