Solution.
First, observe that on any dyadic interval [ k 2 n , k + 1 2 n ] ⊆ [ 0 , 1 ] \br{\frac{k}{2^n}, \frac{k+1}{2^n}} \subseteq \br{0, 1} [ 2 n k , 2 n k + 1 ] ⊆ [ 0 , 1 ] , i.e., 0 ≤ k ≤ 2 n − 1 0 \leq k \leq 2^n - 1 0 ≤ k ≤ 2 n − 1 and n ≥ 0 n \geq 0 n ≥ 0 , we have
∫ k / 2 n ( k + 1 ) / 2 n f d x = 1 2 n ∫ k k + 1 f d x = 1 2 n ∫ 0 1 f d x . \int_{k/2^n}^{\p{k+1}/2^n} f \,\diff{x}
= \frac{1}{2^n} \int_k^{k+1} f \,\diff{x}
= \frac{1}{2^n} \int_0^1 f \,\diff{x}. ∫ k / 2 n ( k + 1 ) / 2 n f d x = 2 n 1 ∫ k k + 1 f d x = 2 n 1 ∫ 0 1 f d x .
Let c = ∫ 0 1 f d x c = \int_0^1 f \,\diff{x} c = ∫ 0 1 f d x and consider f n = 2 n ∫ k / 2 n ( k + 1 ) / 2 n f d x f_n = 2^{n} \int_{k/2^n}^{\p{k+1}/2^n} f \,\diff{x} f n = 2 n ∫ k / 2 n ( k + 1 ) / 2 n f d x on [ k 2 n , k + 1 2 n ] \br{\frac{k}{2^n}, \frac{k+1}{2^n}} [ 2 n k , 2 n k + 1 ] and 0 0 0 otherwise. If we show that f n → f f_n \to f f n → f in L 1 ( [ 0 , 1 ] ) L^1\p{\br{0, 1}} L 1 ( [ 0 , 1 ] ) , then
∥ f n − f ∥ L 1 ( [ 0 , 1 ] ) = ∫ 0 1 ∣ f n − f ∣ d x = ∫ 0 1 ∣ c − f ∣ d x → n → ∞ 0 , \norm{f_n - f}_{L^1\p{\br{0,1}}}
= \int_0^1 \abs{f_n - f} \,\diff{x}
= \int_0^1 \abs{c - f} \,\diff{x} \xrightarrow{n\to\infty} 0, ∥ f n − f ∥ L 1 ( [ 0 , 1 ] ) = ∫ 0 1 ∣ f n − f ∣ d x = ∫ 0 1 ∣ c − f ∣ d x n → ∞ 0 ,
so ∫ 0 1 ∣ c − f ∣ d x = 0 \int_0^1 \abs{c - f} \,\diff{x} = 0 ∫ 0 1 ∣ c − f ∣ d x = 0 and so f = c f = c f = c for almost every x ∈ [ 0 , 1 ] x \in \br{0, 1} x ∈ [ 0 , 1 ] . Thus, by the translation invariance of f f f almost everywhere,
∫ k k + 1 ∣ f − c ∣ d x = ∫ 0 1 ∣ f − c ∣ d x = 0 , \int_k^{k+1} \abs{f - c} \,\diff{x}
= \int_0^1 \abs{f - c} \,\diff{x}
= 0, ∫ k k + 1 ∣ f − c ∣ d x = ∫ 0 1 ∣ f − c ∣ d x = 0 ,
so f = c f = c f = c for almost every x ∈ R x \in \R x ∈ R . Hence, it remains to prove the L 1 L^1 L 1 convergence.
Let A k , n ( g ) = ∫ k / 2 n ( k + 1 ) / 2 n ∣ g ∣ d x A_{k,n}\p{g} = \int_{k/2^n}^{\p{k+1}/2^n} \abs{g} \,\diff{x} A k , n ( g ) = ∫ k / 2 n ( k + 1 ) / 2 n ∣ g ∣ d x . First, note that
A k , n ( 1 ) = 2 n ∫ k / 2 n ( k + 1 ) / 2 n d x = 1. A_{k,n}\p{1}
= 2^n \int_{k/2^n}^{\p{k+1}/2^n} \,\diff{x}
= 1. A k , n ( 1 ) = 2 n ∫ k / 2 n ( k + 1 ) / 2 n d x = 1.
Let ε > 0 \epsilon > 0 ε > 0 and let g g g be a continuous function on [ 0 , 1 ] \br{0, 1} [ 0 , 1 ] such that ∥ f − g ∥ L 1 < ε \norm{f - g}_{L^1} < \epsilon ∥ f − g ∥ L 1 < ε . Then
∥ f n − f ∥ L 1 ( [ 0 , 1 ] ) = ∫ 0 1 ∣ f n − f ∣ d x = ∑ k = 0 2 n − 1 ∫ k / 2 n ( k + 1 ) / 2 n ∣ 2 n ∫ k / 2 n ( k + 1 ) / 2 n f ( y ) − f ( x ) d y ∣ d x ≤ ∑ k = 0 2 n − 1 ∫ k / 2 n ( k + 1 ) / 2 n 2 n ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − f ( x ) ∣ d y d x ≤ ∑ k = 0 2 n − 1 ∫ k / 2 n ( k + 1 ) / 2 n A k , n ( f − g ) + A k , n ( f ( x ) − g ( x ) ) + A k , n ( g − g ( x ) ) d x . \begin{aligned}
\norm{f_n - f}_{L^1\p{\br{0,1}}}
&= \int_0^1 \abs{f_n - f} \,\diff{x} \\
&= \sum_{k=0}^{2^n-1} \int_{k/2^n}^{\p{k+1}/2^n} \abs{2^n \int_{k/2^n}^{\p{k+1}/2^n} f\p{y} - f\p{x} \,\diff{y}} \,\diff{x} \\
&\leq \sum_{k=0}^{2^n-1} \int_{k/2^n}^{\p{k+1}/2^n} 2^n \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - f\p{x}} \,\diff{y} \,\diff{x} \\
&\leq \sum_{k=0}^{2^n-1} \int_{k/2^n}^{\p{k+1}/2^n} A_{k,n}\p{f - g} + A_{k,n}\p{f\p{x} - g\p{x}} + A_{k,n}\p{g - g\p{x}} \,\diff{x}.
\end{aligned} ∥ f n − f ∥ L 1 ( [ 0 , 1 ] ) = ∫ 0 1 ∣ f n − f ∣ d x = k = 0 ∑ 2 n − 1 ∫ k / 2 n ( k + 1 ) / 2 n ∣ ∣ 2 n ∫ k / 2 n ( k + 1 ) / 2 n f ( y ) − f ( x ) d y ∣ ∣ d x ≤ k = 0 ∑ 2 n − 1 ∫ k / 2 n ( k + 1 ) / 2 n 2 n ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − f ( x ) ∣ d y d x ≤ k = 0 ∑ 2 n − 1 ∫ k / 2 n ( k + 1 ) / 2 n A k , n ( f − g ) + A k , n ( f ( x ) − g ( x ) ) + A k , n ( g − g ( x ) ) d x .
We estimate separately:
∫ k / 2 n ( k + 1 ) / 2 n A k , n ( f − g ) d x = ∫ k / 2 n ( k + 1 ) / 2 n 2 n ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y d x = ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y . \begin{aligned}
\int_{k/2^n}^{\p{k+1}/2^n} A_{k,n}\p{f - g} \,\diff{x}
&= \int_{k/2^n}^{\p{k+1}/2^n} 2^n \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y} \,\diff{x} \\
&= \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y}.
\end{aligned} ∫ k / 2 n ( k + 1 ) / 2 n A k , n ( f − g ) d x = ∫ k / 2 n ( k + 1 ) / 2 n 2 n ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y d x = ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y .
Similarly, by Fubini-Tonelli (everything is non-negative)
A k , n ( f ( x ) − g ( x ) ) = ∫ k / 2 n ( k + 1 ) / 2 n 2 n ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y d x = ∫ k / 2 n ( k + 1 ) / 2 n 2 n ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d x d y = ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y . \begin{aligned}
A_{k,n}\p{f\p{x} - g\p{x}}
&= \int_{k/2^n}^{\p{k+1}/2^n} 2^n \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y} \,\diff{x} \\
&= \int_{k/2^n}^{\p{k+1}/2^n} 2^n \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{x} \,\diff{y} \\
&= \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y}.
\end{aligned} A k , n ( f ( x ) − g ( x ) ) = ∫ k / 2 n ( k + 1 ) / 2 n 2 n ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y d x = ∫ k / 2 n ( k + 1 ) / 2 n 2 n ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d x d y = ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y .
Finally, by absolute continuity of g g g on the compact dyadic square, there exists δ > 0 \delta > 0 δ > 0 so that ∣ x − y ∣ < δ ⟹ ∣ g ( x ) − g ( y ) ∣ < ε \abs{x - y} < \delta \implies \abs{g\p{x} - g\p{y}} < \epsilon ∣ x − y ∣ < δ ⟹ ∣ g ( x ) − g ( y ) ∣ < ε . Choose n n n large enough so that 1 2 n < δ \frac{1}{2^n} < \delta 2 n 1 < δ and we get
∫ k / 2 n ( k + 1 ) / 2 n A k , n ( g − g ( x ) ) d x = ∫ k / 2 n ( k + 1 ) / 2 n 2 n ∫ k / 2 n ( k + 1 ) / 2 n ∣ g ( x ) − g ( y ) ∣ d y d x ≤ ∫ k / 2 n ( k + 1 ) / 2 n ε d x = ε 2 n . \begin{aligned}
\int_{k/2^n}^{\p{k+1}/2^n} A_{k,n}\p{g - g\p{x}} \,\diff{x}
&= \int_{k/2^n}^{\p{k+1}/2^n} 2^n \int_{k/2^n}^{\p{k+1}/2^n} \abs{g\p{x} - g\p{y}} \,\diff{y} \,\diff{x} \\
&\leq \int_{k/2^n}^{\p{k+1}/2^n} \epsilon \,\diff{x} \\
&= \frac{\epsilon}{2^n}.
\end{aligned} ∫ k / 2 n ( k + 1 ) / 2 n A k , n ( g − g ( x ) ) d x = ∫ k / 2 n ( k + 1 ) / 2 n 2 n ∫ k / 2 n ( k + 1 ) / 2 n ∣ g ( x ) − g ( y ) ∣ d y d x ≤ ∫ k / 2 n ( k + 1 ) / 2 n ε d x = 2 n ε .
Putting it all together,
∥ f n − f ∥ L 1 ( [ 0 , 1 ] ) ≤ ∑ k = 0 2 n − 1 ∫ k / 2 n ( k + 1 ) / 2 n A k , n ( f − g ) + A k , n ( f ( x ) − g ( x ) ) + A k , n ( g − g ( x ) ) d x ≤ ∑ k = 0 2 n − 1 ( ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y + ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y + ε 2 n ) = 2 ∥ f − g ∥ L 1 ( [ 0 , 1 ] ) + ε ≤ 3 ε . \begin{aligned}
\norm{f_n - f}_{L^1\p{\br{0,1}}}
&\leq \sum_{k=0}^{2^n-1} \int_{k/2^n}^{\p{k+1}/2^n} A_{k,n}\p{f - g} + A_{k,n}\p{f\p{x} - g\p{x}} + A_{k,n}\p{g - g\p{x}} \,\diff{x} \\
&\leq \sum_{k=0}^{2^n-1} \p{\int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y} + \int_{k/2^n}^{\p{k+1}/2^n} \abs{f\p{y} - g\p{y}} \,\diff{y} + \frac{\epsilon}{2^n}} \\
&= 2\norm{f - g}_{L^1\p{\br{0,1}}} + \epsilon \\
&\leq 3\epsilon.
\end{aligned} ∥ f n − f ∥ L 1 ( [ 0 , 1 ] ) ≤ k = 0 ∑ 2 n − 1 ∫ k / 2 n ( k + 1 ) / 2 n A k , n ( f − g ) + A k , n ( f ( x ) − g ( x ) ) + A k , n ( g − g ( x ) ) d x ≤ k = 0 ∑ 2 n − 1 ( ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y + ∫ k / 2 n ( k + 1 ) / 2 n ∣ f ( y ) − g ( y ) ∣ d y + 2 n ε ) = 2 ∥ f − g ∥ L 1 ( [ 0 , 1 ] ) + ε ≤ 3 ε .
Sending ε → 0 \epsilon \to 0 ε → 0 , we see f n → f f_n \to f f n → f in L 1 L^1 L 1 , which completes the proof.