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Linear functions + are the simplest examples of uniformly continuous functions. Any continuous function on the interval [ 0 , 1 ] {\displaystyle [0,1]} is also uniformly continuous, since [ 0 , 1 ] {\displaystyle [0,1]} is a compact set.
The characteristic function of a real-valued random variable always exists, since it is an integral of a bounded continuous function over a space whose measure is finite. A characteristic function is uniformly continuous on the entire space. It is non-vanishing in a region around zero: φ(0) = 1. It is bounded: | φ(t) | ≤ 1.
The function f(x) = √ x defined on [0, 1] is not Lipschitz continuous. This function becomes infinitely steep as x approaches 0 since its derivative becomes infinite. However, it is uniformly continuous, [8] and both Hölder continuous of class C 0, α for α ≤ 1/2 and also absolutely continuous on [0, 1] (both of which imply the former).
There are examples of uniformly continuous functions that are not α –Hölder continuous for any α. For instance, the function defined on [0, 1/2] by f(0) = 0 and by f(x) = 1/log(x) otherwise is continuous, and therefore uniformly continuous by the Heine-Cantor theorem. It does not satisfy a Hölder condition of any order, however.
Any probability density function integrates to , so the probability density function of the continuous uniform distribution is graphically portrayed as a rectangle where is the base length and is the height. As the base length increases, the height (the density at any particular value within the distribution boundaries) decreases.
Proof of Heine–Cantor theorem. Suppose that and are two metric spaces with metrics and , respectively.Suppose further that a function : is continuous and is compact. We want to show that is uniformly continuous, that is, for every positive real number > there exists a positive real number > such that for all points , in the function domain, (,) < implies that ((), ()) <.
However, f is continuous if all functions are continuous and the sequence converges uniformly, by the uniform convergence theorem. This theorem can be used to show that the exponential functions , logarithms , square root function, and trigonometric functions are continuous.
The uniform limit theorem also holds if continuity is replaced by uniform continuity. That is, if X and Y are metric spaces and ƒ n : X → Y is a sequence of uniformly continuous functions converging uniformly to a function ƒ, then ƒ must be uniformly continuous.