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...BUT I'll better do in another answer [edit: Now available below!] as this is becoming too long. In the meanwhile here is the

...BUT I'll better do in another answer as this is becoming too long. In the meanwhile here is the

...BUT I'll better do in another answer [edit: Now available below!] as this is becoming too long. In the meanwhile here is the

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Rmk. Note that in the above proof, the everywhere differentiability of $v$ was used just to reach the contradiction. To put it in a positive form, by the same argument we have: Assume $v:[a,b]\to\mathbb R$ is continuous, with lower Dini derivative $D_*v(x)\le0$ a.e., and $v(a)>v(b)$. Then there is a point $x^*\in[a,b]$ with infinite upper Dini derivative: $D^*v(x^*)=+\infty$. It is clear that we can apply this result locally, so that actually there are infinitely many points where $D^*v=+\infty$. Moreover in the construction of the intervals $[\alpha_n,\beta_n]$ we can skip every point in a given countable subset as limit, so that actually the set $\{D^*v=+\infty\}$ is uncountable. Or better: if at the $n+1$-th step we pick two disjoint closed intervals within every interval of the $n$-th step, we get a whole Cantor set $K\subset\{D^*v=+\infty\}$, thus of cardinality $\bf\mathfrak c.$ This is what happens e.g. for the Cantor-Vitali function, for which $C=\{D^*v=+\infty\}$ is exactly the triadic Cantor set. This example suggest that in general one should have $v(\{D^*v=+\infty\})\supset [v(a),v(b)]$, at least up to negligible sets. I'd try to post a proof of this soon. [edit] Done! See below.

Rmk. Note that in the above proof, the everywhere differentiability of $v$ was used just to reach the contradiction. To put it in a positive form, by the same argument we have: Assume $v:[a,b]\to\mathbb R$ is continuous, with lower Dini derivative $D_*v(x)\le0$ a.e., and $v(a)>v(b)$. Then there is a point $x^*\in[a,b]$ with infinite upper Dini derivative: $D^*v(x^*)=+\infty$. It is clear that we can apply this result locally, so that actually there are infinitely many points where $D^*v=+\infty$. Moreover in the construction of the intervals $[\alpha_n,\beta_n]$ we can skip every point in a given countable subset as limit, so that actually the set $\{D^*v=+\infty\}$ is uncountable. Or better: if at the $n+1$-th step we pick two disjoint closed intervals within every interval of the $n$-th step, we get a whole Cantor set $K\subset\{D^*v=+\infty\}$, thus of cardinality $\bf\mathfrak c.$ This is what happens e.g. for the Cantor-Vitali function, for which $C=\{D^*v=+\infty\}$ is exactly the triadic Cantor set. This example suggest that in general one should have $v(\{D^*v=+\infty\})\supset [v(a),v(b)]$, at least up to negligible sets. I'd try to post a proof of this soon.

Rmk. Note that in the above proof, the everywhere differentiability of $v$ was used just to reach the contradiction. To put it in a positive form, by the same argument we have: Assume $v:[a,b]\to\mathbb R$ is continuous, with lower Dini derivative $D_*v(x)\le0$ a.e., and $v(a)>v(b)$. Then there is a point $x^*\in[a,b]$ with infinite upper Dini derivative: $D^*v(x^*)=+\infty$. It is clear that we can apply this result locally, so that actually there are infinitely many points where $D^*v=+\infty$. Moreover in the construction of the intervals $[\alpha_n,\beta_n]$ we can skip every point in a given countable subset as limit, so that actually the set $\{D^*v=+\infty\}$ is uncountable. Or better: if at the $n+1$-th step we pick two disjoint closed intervals within every interval of the $n$-th step, we get a whole Cantor set $K\subset\{D^*v=+\infty\}$, thus of cardinality $\bf\mathfrak c.$ This is what happens e.g. for the Cantor-Vitali function, for which $C=\{D^*v=+\infty\}$ is exactly the triadic Cantor set. This example suggest that in general one should have $v(\{D^*v=+\infty\})\supset [v(a),v(b)]$, at least up to negligible sets. I'd try to post a proof of this soon. [edit] Done! See below.

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This is true, $f$ is actually everywhere differentiable. It is the "Limit under the signSign of derivative"Derivative" Theorem; it also holds for sequences of maps between Banach spaces (and you may even allow countably many points of non-differentiability). Check e.g. Dieudonné's Foundations of Modern Analysis , Theorem $(8.6.3)$ .

Edit. As immediately spotted by Josif Pinelis, to apply the Limit under the Sign of DerivativeLSD Theorem as stated by Dieudonné, we need to replace the uniform convergence on a full measure set (2) with the global (also "local" would go) uniform convergence, modifying $g$ on a null set if needed. This is possible because of:

Since $$\text{ sup ess } |u'(x)|\le\sup|u'(x)|=\sup_{a\le x<y\le b} \Big|\frac{u(y)-u(x)}{y-x}\Big|,$$ the above Prop 1 follows from a Mean Value Theorem for everywhere differentiable functions (applied on each interval $[x,y]$) for everywhere differentiable functions:

I wish to prove a slightly stronger version of Prop 3, namely ([...)]

The intervals $[c,d]\subset(a,b)$ with $v(d)<v(c)$ cover the set $\{v'<0\}$ in the Vitali sense, that is, every point of $\{v'<0\}$ belongs to arbitrarily small such intervals. By the Vitali covering lemma, there is a finite disjoint family of these intervals whose sum of lengths is greater than $\frac12(b-a)$. In other words, labelling these intervals $[c_{2k-1},c_{2k}]$ for $k=1\dots n$, there exists a finite sequence $$c_0:=a<c_1<\dots <c_{2n+1}:=b$$ such that $$v(c_{2k})<v(c_{2k-1})$$ and $$\sum_{k=0}^n(c_{2k+1}-c_{2k})=(b-a)- \sum_{k=1}^n(c_{2k}-c_{2k-1}) \le \frac12(b-a).$$ Therefore $$ v(b)-v(a)= \sum_{j=0}^{2n} v(c_{j+1})-v(c_j)\le \sum_{k=0}^nv(c_{2k+1})-v(c_{2k})= $$ $$=\sum_{k=0}^n\frac{v(c_{2k+1})-v(c_{2k})}{c_{2k+1}-c_{2k}}(c_{2k+1}-c_{2k})\le \sum_{k=0}^n(c_{2k+1}-c_{2k})\max_{0\le k\le n} \frac{v(c_{2k+1})-v(c_{2k})}{c_{2k+1}-c_{2k}} =$$ $$\le\frac{b-a}2\max_{0\le k\le n} \frac{v(c_{2k+1})-v(c_{2k})}{c_{2k+1}-c_{2k}} $$$$\le\frac12(b-a)\max_{0\le k\le n} \frac{v(c_{2k+1})-v(c_{2k})}{c_{2k+1}-c_{2k}} $$

That is, for the maximising index $k$$k^*$, the interval $[c,d]:=[c_{2k+1},c_{2k}]$$[c,d]:=[c_{2k^*+1},c_{2k^*}]$ has $$\frac{v(d)-v(c)}{d-c} \ge2 \frac{v(b)-v(a)}{b-a}.$$ If we iterate this procedure we get a nested sequence $[a_n,b_n]\subset [a,b]$ with $\frac{v(b_n)-v(a_n)}{b_n-a_n}\to\infty.$ If $x_*\in\bigcap_{n\ge0}[a_n,b_n]$, we have $\limsup_{x\to x^*}\frac{v(x^*)-v(x)}{x^*-x}=+\infty$, a contradiction.

Rmk. Note that in the above proof, the everywhere differentiability of $v$ was used just to reach the contradiction. To put it in a positive form, by the same argument we have: Assume $v:[a,b]\to\mathbb R$ is continuous, with lower Dini derivative $D_*v(x)\le0$ a.e., and $v(a)>v(b)$. Then there is a point $x^*\in[a,b]$ with infinite upper Dini derivative: $D^*v(x^*)=+\infty$. It is clear that we can apply this result locally, so that actually there are infinitely many points where $D^*v=+\infty$. Moreover in the construction of the intervals $[\alpha_n,\beta_n]$ we can skip every point in a given countable subset as limit, so that actually the set $\{D^*v=+\infty\}$ is uncountable. Or better: if at the $n+1$-th step we pick two disjoint closed intervals within every interval of the $n$-th step, we get a whole Cantor set $K\subset\{D^*v=+\infty\}$, thus of cardinality $\bf\mathfrak c.$ This is what happens e.g. for the Cantor-Vitali function, for which $C=\{D^*v=+\infty\}$ is exactly the triadic Cantor set. This example suggest that in general one should have $v(\{D^*v=+\infty\})\supset [v(a),v(b)]$, at least up to negligible sets. I'd try to post a proof of this soon.

This is true, $f$ is actually everywhere differentiable. It is the "Limit under the sign of derivative" Theorem; it also holds for sequences of maps between Banach spaces (and you may even allow countably many points of non-differentiability). Check e.g. Dieudonné's Foundations of Modern Analysis , Theorem $(8.6.3)$ .

Edit. As immediately spotted by Josif Pinelis, to apply the Limit under the Sign of Derivative Theorem as stated by Dieudonné, we need to replace the uniform convergence on a full measure set (2) with the global (also "local" would go) uniform convergence, modifying $g$ on a null set if needed. This is possible because of:

Since $$\text{ sup ess } |u'(x)|\le\sup|u'(x)|=\sup_{a\le x<y\le b} \Big|\frac{u(y)-u(x)}{y-x}\Big|,$$ the above Prop 1 follows from a Mean Value Theorem (applied on each interval $[x,y]$) for everywhere differentiable functions:

I wish to prove a slightly stronger version of Prop 3, namely (...)

The intervals $[c,d]\subset(a,b)$ with $v(d)<v(c)$ cover the set $\{v'<0\}$ in the Vitali sense, that is, every point of $\{v'<0\}$ belongs to arbitrarily small such intervals. By the Vitali covering lemma, there is a finite disjoint family of these intervals whose sum of lengths is greater than $\frac12(b-a)$. In other words, labelling these intervals $[c_{2k-1},c_{2k}]$ for $k=1\dots n$, there exists a finite sequence $$c_0:=a<c_1<\dots <c_{2n+1}:=b$$ such that $$v(c_{2k})<v(c_{2k-1})$$ and $$\sum_{k=0}^n(c_{2k+1}-c_{2k})=(b-a)- \sum_{k=1}^n(c_{2k}-c_{2k-1}) \le \frac12(b-a).$$ Therefore $$ v(b)-v(a)= \sum_{j=0}^{2n} v(c_{j+1})-v(c_j)\le \sum_{k=0}^nv(c_{2k+1})-v(c_{2k})= $$ $$=\sum_{k=0}^n\frac{v(c_{2k+1})-v(c_{2k})}{c_{2k+1}-c_{2k}}(c_{2k+1}-c_{2k})\le \sum_{k=0}^n(c_{2k+1}-c_{2k})\max_{0\le k\le n} \frac{v(c_{2k+1})-v(c_{2k})}{c_{2k+1}-c_{2k}} =$$ $$\le\frac{b-a}2\max_{0\le k\le n} \frac{v(c_{2k+1})-v(c_{2k})}{c_{2k+1}-c_{2k}} $$

That is, for the maximising index $k$, the interval $[c,d]:=[c_{2k+1},c_{2k}]$ has $$\frac{v(d)-v(c)}{d-c} \ge2 \frac{v(b)-v(a)}{b-a}.$$ If we iterate this procedure we get a nested sequence $[a_n,b_n]\subset [a,b]$ with $\frac{v(b_n)-v(a_n)}{b_n-a_n}\to\infty.$ If $x_*\in\bigcap_{n\ge0}[a_n,b_n]$, we have $\limsup_{x\to x^*}\frac{v(x^*)-v(x)}{x^*-x}=+\infty$, a contradiction.

This is true, $f$ is actually everywhere differentiable. It is the "Limit under the Sign of Derivative" Theorem; it also holds for sequences of maps between Banach spaces (and you may even allow countably many points of non-differentiability). Check e.g. Dieudonné's Foundations of Modern Analysis , Theorem $(8.6.3)$ .

Edit. As immediately spotted by Josif Pinelis, to apply the LSD Theorem as stated by Dieudonné, we need to replace the uniform convergence on a full measure set (2) with the global (also "local" would go) uniform convergence, modifying $g$ on a null set if needed. This is possible because of:

Since $$\text{ sup ess } |u'(x)|\le\sup|u'(x)|=\sup_{a\le x<y\le b} \Big|\frac{u(y)-u(x)}{y-x}\Big|,$$ the above Prop 1 follows from a Mean Value Theorem for everywhere differentiable functions (applied on each interval $[x,y]$) :

I wish to prove a slightly stronger version of Prop 3, namely [...]

The intervals $[c,d]\subset(a,b)$ with $v(d)<v(c)$ cover the set $\{v'<0\}$ in the Vitali sense, that is, every point of $\{v'<0\}$ belongs to arbitrarily small such intervals. By the Vitali covering lemma, there is a finite disjoint family of these intervals whose sum of lengths is greater than $\frac12(b-a)$. In other words, labelling these intervals $[c_{2k-1},c_{2k}]$ for $k=1\dots n$, there exists a finite sequence $$c_0:=a<c_1<\dots <c_{2n+1}:=b$$ such that $$v(c_{2k})<v(c_{2k-1})$$ and $$\sum_{k=0}^n(c_{2k+1}-c_{2k})=(b-a)- \sum_{k=1}^n(c_{2k}-c_{2k-1}) \le \frac12(b-a).$$ Therefore $$ v(b)-v(a)= \sum_{j=0}^{2n} v(c_{j+1})-v(c_j)\le \sum_{k=0}^nv(c_{2k+1})-v(c_{2k})= $$ $$=\sum_{k=0}^n\frac{v(c_{2k+1})-v(c_{2k})}{c_{2k+1}-c_{2k}}(c_{2k+1}-c_{2k})\le \sum_{k=0}^n(c_{2k+1}-c_{2k})\max_{0\le k\le n} \frac{v(c_{2k+1})-v(c_{2k})}{c_{2k+1}-c_{2k}} =$$ $$\le\frac12(b-a)\max_{0\le k\le n} \frac{v(c_{2k+1})-v(c_{2k})}{c_{2k+1}-c_{2k}} $$

That is, for the maximising index $k^*$, the interval $[c,d]:=[c_{2k^*+1},c_{2k^*}]$ has $$\frac{v(d)-v(c)}{d-c} \ge2 \frac{v(b)-v(a)}{b-a}.$$ If we iterate this procedure we get a nested sequence $[a_n,b_n]\subset [a,b]$ with $\frac{v(b_n)-v(a_n)}{b_n-a_n}\to\infty.$ If $x_*\in\bigcap_{n\ge0}[a_n,b_n]$, we have $\limsup_{x\to x^*}\frac{v(x^*)-v(x)}{x^*-x}=+\infty$, a contradiction.

Rmk. Note that in the above proof, the everywhere differentiability of $v$ was used just to reach the contradiction. To put it in a positive form, by the same argument we have: Assume $v:[a,b]\to\mathbb R$ is continuous, with lower Dini derivative $D_*v(x)\le0$ a.e., and $v(a)>v(b)$. Then there is a point $x^*\in[a,b]$ with infinite upper Dini derivative: $D^*v(x^*)=+\infty$. It is clear that we can apply this result locally, so that actually there are infinitely many points where $D^*v=+\infty$. Moreover in the construction of the intervals $[\alpha_n,\beta_n]$ we can skip every point in a given countable subset as limit, so that actually the set $\{D^*v=+\infty\}$ is uncountable. Or better: if at the $n+1$-th step we pick two disjoint closed intervals within every interval of the $n$-th step, we get a whole Cantor set $K\subset\{D^*v=+\infty\}$, thus of cardinality $\bf\mathfrak c.$ This is what happens e.g. for the Cantor-Vitali function, for which $C=\{D^*v=+\infty\}$ is exactly the triadic Cantor set. This example suggest that in general one should have $v(\{D^*v=+\infty\})\supset [v(a),v(b)]$, at least up to negligible sets. I'd try to post a proof of this soon.

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