Following this question:$f$ is integrable, prove $F(x) = \int_{-\infty}^x f(t) dt$ is uniformly continuous.
Our question is that let $f\in L_1(\mathbb{R})$. Prove $F(x) = \int_{-\infty}^x f(t) dt$ is uniformly continuous.
I have the following Lemma:
If for every $\epsilon>0$, there exists $\delta>0$ such that $\mu(A)=\mu([\min\{x, y\}, \max\{x,y\}])<\delta$, then $$ \int_{A}|f|<\epsilon. $$
Can we use this Lemma to prove our result? Since for every $\epsilon>0$, there exists $\delta>0$ so that $$ |F(x)-F(y)|\le \int_{A}|f|<\epsilon $$ whenever $\mu(A)<\delta$ and $A=[\min\{x, y\}, \max\{x,y\}]$.
Yes. Here, $\mu$ is Lebesgue measure, so $\mu (\{min \{x,y\}, \max \{x,y\})=|y-x|$ and the Lemma can be directly applied.