[Math] Prove that an integral satisfies a Lipschitz condition

integrationreal-analysis

Suppose that $f$ is Riemann integrable on $[a, b]$ and define the function $$F(x)=\int_a^x f(t)dt$$

Show that $F$ satisfies a Lipschitz condition on $[a, b]$; that is, $\exists M>0$ such that $\forall x, y\in [a, b]$, $$|F(y)-F(x)|\le M|y-x|$$

My attempt:

Since $f$ is Riemann integrable on $[a, b]$, it is bounded on $[a, b]$.

So, $\exists k>0$ such that $|f(t)|\le k\ \forall t\in[a, b]$.

$\displaystyle\implies\int_a^x|f(t)|dt\le k(x-a)$

We also have $\displaystyle\left|\int_a^x f(t)dt\right|\le\int_a^x|f(t)|dt$

So, $\displaystyle\left|\int_a^x f(t)dt\right|\le k(x-a)$

$|F(x)|\le k(x-a)$

$|F(y)|\le k(y-a)$

Subtracting, we get $|F(y)|-|F(x)|\le k(y-x)$

By the reverse triangle inequality,

$||F(y)|-|F(x)||\le|F(y)-F(x)|$

How do I proceed? The inequalities seem to be going the wrong way.

Best Answer

$|F(y) - F(x)| =|\int_{x}^{y}f(t)dt| \leq\int_{x}^{y}|f(t)|dt \leq M\int_{x}^{y}dt \leq M|y-x| $ where M is a bound on f as f is a riemann integrable function.