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Monotonicity




In Mathematics , a monotonic function (or '''monotone function''') is a Function which preserves the given order. This concept first arose in Calculus , and was later generalized to the more abstract setting of Order Theory .


MONOTONICITY IN CALCULUS AND ANALYSIS


In Calculus , a function ''f'' defined on a Subset of the Real Numbers with real values is called monotonic (also '''monotonically increasing''', '''increasing''', or '''non-decreasing'''), if for all ''x'' and ''y'' such that ''x'' ≤ ''y'' one has ''f''(''x'') ≤ ''f''(''y''), so ''f'' preserves the order. Likewise, a function is called '''monotonically decreasing''' (also '''decreasing''', or '''non-increasing''') if, whenever ''x'' ≤ ''y'', then ''f''(''x'') ≥ ''f''(''y''), so it ''reverses'' the order.

If the order ≤ in the definition of monotonicity is replaced by the strict order <, then one obtains a stronger requirement. A function with this property is called strictly increasing. Again, by inverting the order symbol, one finds a corresponding concept called '''strictly decreasing'''. Functions that are strictly increasing or decreasing are One-to-one (because for ''x'' not equal to ''y'', either ''x'' < ''y'' or ''x'' > ''y'' and so, by monotonicity, either ''f''(''x'') < ''f''(''y'') or ''f''(''x'') > ''f''(''y''), thus ''f''(''x'') is not equal to ''f''(''y'')).

The terms non-decreasing and non-increasing avoid any possible confusion with strictly increasing and strictly decreasing, respectively, see also Strict .


Some basic applications and results


In calculus, each of the following properties of a function ''f'' : R → R implies the next:
  • A function ''f'' is monotonic;

  • ''f'' has Limits from the right and from the left at every point of its Domain ;

  • ''f'' has a limit at infinity (either ∞ or −∞) of either a real number, ∞, or −∞.

  • ''f'' can only have Jump Discontinuities ;

  • ''f'' can only have Countably many Discontinuities in its domain.


These properties are the reason why monotonic functions are useful in technical work in Analysis . Two facts about these functions are:

An important application of monotonic functions is in Probability Theory . If ''X'' is a Random Variable , its Cumulative Distribution Function
FX

is a monotonically increasing function.

A function is '' Unimodal '' if it is monotonically increasing up to some point (the '' Mode '') and then monotonically decreasing.


MONOTONICITY IN FUNCTIONAL ANALYSIS


In Functional Analysis , an operator ''A'' from a Topological Vector Space ''V'' into its dual space ''V'' is said to be a monotone operator if