I am reading a book called Stochastic Process, Estimation, and Control, in P.32 it states that a function with finite simple discontinuities can still be absolutely continuous, which confused me, I remember that absolute continuity implies uniform continuity, which implies continuity. Can a right continuous function (i.e. a probability distribution function) with simple discontinuities still be absolutely continuous?
2026-04-18 08:36:08.1776501368
Absolute Continuity and simple discontinuity
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