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Jan 21, 2014 at 18:23 comment added Nik Weaver No problem. You are welcome.
Jan 21, 2014 at 13:46 vote accept Axiom
Jan 21, 2014 at 2:40 comment added Nik Weaver I think I understand your concern, but you see this is not a problem because every Lipschitz function on ${\bf R}$ is differentiable almost everywhere. So the worst that can happen is that there is a measure zero subset of $A$ on which $f$ is differentiable but $F$ is not. Everywhere they are both differentiable, since $F$ extends $f$ it is clear their derivatives must agree.
Jan 20, 2014 at 23:22 comment added Axiom Ok, so I think there might be a small problem with your argument. The problem is when you extend $ f $ to the entire set of $ \mathbb{R} $, let's call this extension $ F $, then $ F(t+h) $ is not necessarily equal to $ f(t+h) $ because $ t+h $ is not in $ A $ necessarily. Hence, the estimate $ \frac{\vert f(t+h)-f(t)\vert}{\vert h \vert} \leq 2L\epsilon $ doesn't hold. Am I missing something here possibly?
Jan 19, 2014 at 4:05 history edited Nik Weaver CC BY-SA 3.0
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Jan 18, 2014 at 23:11 comment added Nik Weaver (If $f$ is complex-valued, then you may have to increase its Lipschitz number by at most a factor of $\sqrt{2}$ when extending it.)
Jan 18, 2014 at 23:10 comment added Nik Weaver Extend $f$ to all of ${\bf R}$ without increasing its Lipschitz number, then it is the integral of its derivative which has $L^\infty$ norm at most $L$, and you get the inequality by integrating its derivative.
Jan 18, 2014 at 23:10 comment added Axiom And yes, $ \mathcal{H}^1 $ is just the 1-dimensional Hausdorff measure on $ \mathbb{R} $ which coincides with the Lebesuge measure on $ \mathbb{R} $.
Jan 18, 2014 at 23:07 comment added Axiom Thanks Nik. I just have a quick question. How did you conclude that $ \frac{\vert f(t+h) - f(t) \vert}{\vert h \vert} \leq L\epsilon $ for all $ \vert h \vert \leq r $?
Jan 18, 2014 at 22:59 history answered Nik Weaver CC BY-SA 3.0