[Math] Show that the upper envelope of a bounded function is upper semi continuous directly

continuitymeasure-theoryreal-analysis

Definition 1:

A real valued function $f$ is said to be upper semicontinuous at a point $p$ if:
$$f(p) \geq \limsup_{x \rightarrow p} f(x) $$

Definition 2:

Let $f$ be a bounded real valued function on $[a,b]$. Define the upper envelope $h$ of $f$ as:

$$ h(y) = \inf_{\delta >0} \sup_{|x-y|<\delta} f(x)$$

The question: If $f$ is a real valued bounded function on $[a,b]$, show that the upper envelope of $f$ is upper semicontinuous.

Background:

This is a sample qualifying exam question. In the past, this question is sometimes asked with a part a which says that a function is upper semicontinuous iff the sets $\{x: f(x) < \lambda\}$ are open for each $\lambda \in \mathbb{R}$. This characterization is not too difficult to prove. Also, the desired result is not too difficult to deduce from this characterization. For example, see:

Upper semi-continuity and lower semi-continuity of particular functions

However, this approach is unsatisfactory. In particular, this problem has shown up sans part a before on the qualifying exam. I'm looking for a proof that takes a bounded real valued function $f$, and from Definition 2 deduces Definition 1 directly. Every attempt I make, I get lost in chasing infs and sups through inequalities. Any help would be much appreciated.

Best Answer

Looks like this question has been resolved here:

Upper semi continuity of Lim sup

calling the function in question the limsup instead of the upper envelope.