A function
such that
for all
and
,
where
is a constant independent of
and
, is called a Lipschitz function. For example, any function
with a bounded first derivative must be Lipschitz.
A function
such that
for all
and
,
where
is a constant independent of
and
, is called a Lipschitz function. For example, any function
with a bounded first derivative must be Lipschitz.
Portions of this entry contributed by Todd Rowland
Rowland, Todd and Weisstein, Eric W. "Lipschitz Function." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/LipschitzFunction.html