Functional Analysis – Does the Map BV to Lebesgue-Stieltjes Measure Behave Nicely Under Function Concatenation?

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Consider two continuous functions $f,g : [0,1]\rightarrow\mathbb{R}$ of bounded variation, and let $\mu_f, \mu_g : \mathcal{B}([0,1])\rightarrow\mathbb{R}$ be their associated Lebesgue-Stieltjes (signed) measures.

Let further $h:= f\star g : [0,1]\rightarrow\mathbb{R}$ be the [$x=1/2$ centered] concatenation of $f$ and $g$ (that is: $h(x) = f(2x)$ for $x\in[0,1/2]$, and $h(x)= g(2x-1) + (f(1)-g(0))$ for $x\in(1/2,1]$).

Is there an algebraic (or otherwise explicit or insightful) relation between the measures $\mu_h$ and $\mu_f, \mu_g$?

Best Answer

$\newcommand{\B}{\mathcal B}\renewcommand{\S}{\mathcal S}$Note that for any $a$ and $b$ such that $0\le a\le b\le1$ \begin{equation} \mu_h((a,b])=h(b)-h(a)= \left\{ \begin{alignedat}{2} & \mu_f(2(a,b])&&\text{ if }(a,b]\subseteq[0,1/2], \\ & \mu_g(2(a,b]-1)&&\text{ if }(a,b]\subseteq(1/2,1], \end{alignedat} \right. \end{equation} where $2A:=\{2x\colon x\in A\}$ and $2A-1:=\{2x-1\colon x\in A\}$ for any $A\subseteq\mathbb R$. So, for any left-open subinterval $(a,b]$ of the interval $[0,1]$, \begin{equation} \begin{aligned} \mu_h((a,b])&= \mu_h((a,b]\cap[0,1/2])+\mu_h((a,b]\cap(1/2,1]) \\ &=\tilde\mu_h((a,b]) \\ &:=\mu_f(2((a,b]\cap[0,1/2]))+\mu_g(2((a,b]\cap(1/2,1])-1). \end{aligned} \end{equation} The function $\tilde\mu_h$ is a finite signed measure on the semiring (say $\S$) of all left-open subintervals of the interval $[0,1]$, and $\sigma(\S)=\B([0,1])$. So, by the uniqueness of the measure extension (cf. e.g. Proposition 13 of Kisil - Introduction to functional analysis), \begin{equation} \begin{aligned} \mu_h(B)&=\mu_f(2(B\cap[0,1/2]))+\mu_g(2(B\cap(1/2,1])-1) \\ &=\mu_f(2B\cap[0,1])+\mu_g((2B-1)\cap(0,1]) \end{aligned} \end{equation} for all $B\in\B([0,1])$.

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