Let $f:\mathbb R\to \mathbb R$ be such that $\int _{-\infty}^{\infty} |f(x)|dx<\infty $.
Define $F:\mathbb R\to \mathbb R$ by $F(x)=\int _{-\infty}^x f(t) dt$
Does it follow that :
- $f$ is continuous?
- $F$ is uniformly continuous?
- $|f|<M$ for some $M>0$?
I think $1$ is false since we can take $$f(x) = \begin{cases} 1, & \text{if $x\in [0,1]$ } \\ 0, & \text{elsewhere} \end{cases}$$
$2$ is true since $|F(x_1)-F(x_2)|=|\int _{x_1}^{x_2} f(t)dt| \leq \int _{x_1}^{x_2}| f(t)|dt$
**Since $\int _{-\infty}^{\infty} |f(x)|dx<\infty \implies |f(x)|\leq M.$
Is the statement marked with ** true as that is required to prove $2,3$?
Let $f(x)=\left\{\begin{matrix} x,x\in\mathbb{N}\\ 0,x\not\in\mathbb{N} \end{matrix}\right.$
So $\int_{-\infty }^{+\infty}f(x).dx=0$, but $f$ does not have supremum in $\mathbb{R}$, therefore the statement 3 is false.