Bourbaki

Proposition 6

Tag 084I, permanent. Cite it as [Bourbaki, Tag 084I].

Functions of a Real Variable, chapter I, § 2. THE MEAN VALUE THEOREM

*Let II be an open interval in R\mathbf{R}, let x0x_0 be one of the endpoints of II, and ff a vector function defined and continuous on II, with values in a complete normed space EE over R\mathbf{R}; suppose that ff has a right derivative at the points of the complement BB in II of a countable subset of II. Then for fd′(x)f'_d(x) to have a limit as xx tends to x0x_0 while remaining in BB and ≠x0\neq x_0 it is necessary and sufficient that f(y)−f(x)y−x\frac{f(y) - f(x)}{y - x} have a limit cc as (x,y)(x, y) tends to (x0,x0)(x_0, x_0) subject to x∈I,y∈I,x≠x0,y≠x0x \in I, y \in I, x \neq x_0, y \neq x_0 and x≠yx \neq y. Under these conditions ff extends by continuity to the point x0x_0, the right derivative fd′(x)f'_d(x) tends to cc as xx tends to x0x_0 (while remaining in B) and the function ff extended (defined on I∪{x0}I \cup \{x_0\}) has derivative at x0x_0 equal to cc.

Suppose for example that x0x_0 is the right-hand endpoint of I. Let us first show that if fd′(x)f'_d(x) tends to cc as xx tends to x0x_0 while remaining in B and ≠x0\neq x_0, then f(y)−f(x)y−x\frac{f(y) - f(x)}{y - x} tends to cc; this follows immediately from th. 2 applied to the function f(z)−czf(z) - cz, which yields

∥f(y)−f(x)−c(y−x)∥≤(y−x)sup⁡z∈B, x<z<y∥fd′(z)−c∥ \| f(y) - f(x) - c(y - x) \| \leq (y - x) \sup_{z \in B,\ x < z < y} \| f'_d(z) - c \|

for x<y<x0x < y < x_0. Conversely, if f(y)−f(x)y−x\frac{f(y) - f(x)}{y - x} tends to cc, then for every ε>0\varepsilon > 0 there exists an h>0h > 0 such that the conditions ∣x−x0∣<h, ∣y−x0∣<h (x≠x0, y≠x0)|x - x_0| < h,\ |y - x_0| < h\ (x \neq x_0,\ y \neq x_0) imply

∥f(y)−f(x)−c(y−x)∥≤ε∣y−x∣. \| f(y) - f(x) - c(y - x) \| \leq \varepsilon |y - x|.

But for all x∈Bx \in B and ≠x0\neq x_0 such that ∣x−x0∣<h|x - x_0| < h there exists a k>0k > 0 (depending on xx) such that the relation x<y<x+kx < y < x + k entails

∥f(y)−f(x)−fd′(x)(y−x)∥≤ε∣y−x∣ \| f(y) - f(x) - f'_d(x)(y - x) \| \leq \varepsilon |y - x|

from which, considering (11):

∥fd′(x)−c∥≤2ε \| f'_d(x) - c \| \leq 2\varepsilon

for ∣x−x0∣<h, x∈B|x - x_0| < h,\ x \in B and x≠x0x \neq x_0. which proves that fd′(x)f'_d(x) tends to cc. Moreover, from the relation (11) one has immediately that

∥f(y)−f(x)∥≤(∥c∥+ε)∣y−x∣, \| f(y) - f(x) \| \leq (\|c\| + \varepsilon) |y - x|,

which proves (by Cauchy's criterion) that ff has a limit dd at the point x0x_0 as xx tends to this point while remaining in I and ≠x0\neq x_0; now, letting xx approach x0x_0 in (11), for y∈I, y≠x0y \in I,\ y \neq x_0 and ∣y−x0∣≤h|y - x_0| \leq h, we have

∥f(y)−dy−x0−c∥≤ε \left\| \frac{f(y) - d}{y - x_0} - c \right\| \leq \varepsilon

which proves that cc is the derivative at the point x0x_0 of the function ff extended by continuity to I∪{x0}I \cup \{x_0\}.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.