Let us recall the definition of a Hölder continuous function in the most general setting:
Let $(M,d)$ and $(M',d')$ be two metric spaces. A function $f : M \to M'$ is said to be Hölder continuous with exponent $\alpha$, $0 < \alpha \leq 1$, if there exists a real constant $C$ s.t. $$d(f(x),f(y)) \leq C d(x,y)^\alpha$$ holds for all $x,y \in M$.
Now the question is why do we only consider $0 < \alpha \leq 1$. As I heard in todays lecture, this is because if $\alpha > 1$, then the only functions satisfying the above criterion are the constant ones. So naturally I wanted to prove this, but I got stuck. I mean, I think the best way of proving this is by contradiction: Hence assume that $f(x) \neq f(y)$ for some $x,y \in M$. Moreover, the above condition implies that $f$ is continuous.
My question (since I've searched for answers already, but only found the case where $M$ is an interval): How does one prove that if $\alpha > 1$, then $f$ must be constant? Any hint is appreciated.
Answer is: this is wrong. You can look in On Jordan Arcs and Lipschitz functions defined on them by Besicovitch and Schoenberg.
Regarding your question, the important parts are the theorem 1 and the beginning of page $116$ : there exists an arc $J \subset \mathbb{C}$ and an injective function $f : J \mapsto \mathbb{R}$ such that for all $x,y \in J$, $|f(x)-f(y)| \le |x-y|^{\frac{3}{2}}$.
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Usually I prefer to look at their result the other way around : for $0 \le \varepsilon<\frac{1}{2}$, there exists $g : [0,1] \mapsto \mathbb{C}$ a continuous function such that for all $x,y \in [0,1]$, $|g(x)-g(y)| \ge |x-y|^{\varepsilon}$.
(You get to this by considering reciprocal functions : for $\varepsilon=\frac{2}{3}$, you just have to rescale $f$ as defined in the previous paragraph and take $g=f^{-1}$).
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Note that "arc" is to be understood simply as the image of $[0,1]$ by a continuous injective function from $[0,1]$ to $\mathbb{C}$.