This entry devotes the following fundamental question: if is Hölder continuous, then how about
for some constant
? Throughout this entry, we work on
which is not necessarily bounded.
Firstly, we have an elementary result
Proposition. If
and
are
-Hölder continuous and bounded, so is
.
Proof. The proof is simple, we just observe that
which yields
.
Consequently,
for any positive integer number
and any
-Hölder continuous and bounded function
, function
is also
-Hölder continuous and bounded.
Let us assume , is
-Hölder continuous and bounded,
is a constant. Let
. Since
, we may assume
is also bounded away from zero, that means there exist two constants
such that
.
We now study the -Hölder continuity of
. Observe that function
is sub-additive in the sense that
.