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If $f : \mathbb{R} \rightarrow \mathbb{R}$ is a function, such that all distinct $x,y \in \mathbb{R}$ we have that:

$$\frac{f(x)-f(y)}{x-y} \not\in \mathbb{Q}$$

Can we conclude that $f$ is a linear function?

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    $\begingroup$ If $f$ is differentiable, then this bivariate function is continuous. That means if it isn’t constant ($f$ isn’t linear) then the intermediate value theorem gives you rationals in the image. So if there are counter-examples, they are not differentiable. $\endgroup$
    – Malady
    Commented Jun 27 at 22:33
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    $\begingroup$ @Malady I don't believe "differential quotient" refers to $f$ being differentiable. It's probably just the name they gave to $\frac{f(x)-f(y)}{x-y}$. $\endgroup$ Commented Jun 27 at 22:36
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    $\begingroup$ @Malady You don’t need differentiability for this. As long as $f$ is continuous, $\frac{f(x)-f(y)}{x-y}$ is already continuous on the connected space $\{(x,y)\in\mathbb{R}^2:x>y\}$, so the same argument using intermediate value theorem shows $f$ is linear. $\endgroup$
    – David Gao
    Commented Jun 27 at 22:52
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    $\begingroup$ I like the question. Simple and seemingly easy, but when you drop continuity, it suddenly isn't so obvious any more. I'm ambivalent to upvote though, since by community standard, this question lacks context. $\endgroup$
    – X-Rui
    Commented Jun 27 at 22:55
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    $\begingroup$ @preferred_anon I just found a counterexample using quite complicated machinery, but I don’t see any simpler way to construct a counterexample right now. If you have an easy counterexample, I believe you should write an answer. The OP never specified continuity in the post, after all. $\endgroup$
    – David Gao
    Commented Jun 27 at 23:02

2 Answers 2

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Assuming Axiom of Choice, here is a counterexample. Take a Hamel basis $\{b_\alpha \mid \alpha \in A \}$ of $\mathbb R$ over $\mathbb Q$, and let $A$ be well-ordered by a relation $\prec$. Let $J$ be an injective function from $A$ to itself such that $\alpha \prec J(\alpha)$ for all $\alpha$. We define $f$ such that if $x = \sum_{\alpha \in A} r_\alpha b_\alpha$ is the representation of $x$ in the Hamel basis, $f(x) = \sum_{\alpha \in A} r_\alpha b_{J(\alpha)}$. Note that $f(0) = 0$ and $f(b_\alpha) = b_{J(\alpha)}$. In order to ensure $f$ is not linear, we can ensure that $b_{J(\alpha_1)}/b_{\alpha_1} \ne b_{J(\alpha_2)}/b_{\alpha_2}$ for two particular members $\alpha_1$, $\alpha_2$ of $A$.

For any $x$ and $y$, if $x - y = \sum_{\alpha} r_\alpha b_{\alpha}$, $f(x) - f(y) = \sum_{\alpha} r_\alpha b_{J(\alpha)}$. Suppose $x \ne y$. Let $\alpha_0$ be the least $\alpha$ (in the well-ordering) such that $r_\alpha \ne 0$. For any $s \in \mathbb Q$, $$ f(x) - f(y) - s (x - y) = \sum_{\alpha} r_\alpha b_{J(\alpha)} - \sum_{\alpha} s r_\alpha b_\alpha$$
In the case $s = 0$, the coefficient of $b_{J(\alpha_0)}$ is $r_{\alpha_0} \ne 0$; otherwise, the coefficient of $b_{\alpha_0}$ is $-s r_{\alpha_0} \ne 0$. We conclude $(f(x) - f(y))/(x-y) \notin \mathbb Q$.

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  • $\begingroup$ QUICK EDIT: NO THIS IS UNNECESSARY. Should we argue as a special case when $b_{\alpha_0} \in \mathbb{Q}$? If I understand correctly, there should be such an $\alpha_0$. Then I guess we can turn to look at $\alpha'$, the largest $\alpha$ such that $r_\alpha \neq 0$ (should make sense since there are only finitely many such $\alpha$), and conclude the coefficient of $b_{J(\alpha')} \notin \mathbb{Q}$ is $\neq 0$. $\endgroup$
    – X-Rui
    Commented Jun 28 at 0:22
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    $\begingroup$ @X-Rui That’s not necessary. You only need to show $f(x) - f(y) - s(x - y) \neq 0$ for all $s \in \mathbb{Q}$, not that it is irrational. It is irrelevant whether $b_{\alpha_0}$ is rational or not. $\endgroup$
    – David Gao
    Commented Jun 28 at 0:26
  • $\begingroup$ +1. This is a far nicer construction than what I did. $\endgroup$
    – David Gao
    Commented Jun 28 at 0:27
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As I mentioned in comments, if $f$ is assumed continuous, then the result is true. Indeed, the function $(x, y) \mapsto \frac{f(x) - f(y)}{x - y}$ is continuous on $\{(x, y) \in \mathbb{R}^2: x > y\}$, which is connected. So by the intermediate value theorem, the condition implies there exists $k \in \mathbb{R} \setminus \mathbb{Q}$ s.t. $\frac{f(x) - f(y)}{x - y} = k$ whenever $x > y$ (as otherwise the range is a nontrivial interval, which must contain a rational number), from which it is clear that $f$ is linear.

Now, here is a counterexample without that assumption. Let $\mathfrak{c}$ be the cardinality of continuum. Let $\{r_\kappa\}_{\kappa < \mathfrak{c}}$ be a $\mathbb{Q}$-basis of $\mathbb{R}$. We shall choose, by transfinite induction, a sequence $\{k_\kappa\}_{\kappa < \mathfrak{c}}$ of irrational numbers, s.t., at each $\kappa < \mathfrak{c}$, we have,

  1. $k_\alpha \neq k_\beta$ whenever $\alpha \neq \beta$, $\alpha, \beta \leq \kappa$;
  2. Whenever $r = \sum_{\alpha \leq \kappa} q_\alpha r_\alpha \in \text{span}_\mathbb{Q}\{r_\alpha\}_{\alpha \leq \kappa}$ (where $q_\alpha$ are all rational and all but finitely many $q_\alpha$ equal $0$), $r \neq 0$, we have,

$$\frac{\sum_{\alpha \leq \kappa} q_\alpha k_\alpha r_\alpha}{r} \notin \mathbb{Q}$$

Assume for some $\lambda < \mathfrak{c}$, $k_\alpha$ for all $\alpha < \lambda$ have been chosen and the above condition is satisfied when $\kappa < \lambda$. We shall choose $k_\lambda$ s.t. the above is also satisfied when $\kappa = \lambda$. Note that the first condition only excludes $|\lambda|$ many choices, namely $k_\alpha$ when $\alpha < \lambda$. The second condition only excludes at most $\max\{|\lambda|, \aleph_0\}$ many choices, since, if $r = \sum_{\alpha \leq \lambda} q_\alpha r_\alpha$ is s.t. $q_\lambda = 0$, then the condition is already satisfied by the inductive assumption. Otherwise, there are only $\max\{|\lambda|, \aleph_0\}$ many choices of $r$, and for each such $r$ and each $q \in \mathbb{Q}$, only one possible choice of $k_\lambda$ that would cause $\frac{\sum_{\alpha \leq \lambda} q_\alpha k_\alpha r_\alpha}{r} = q$. Thus, there are at most $\max\{|\lambda|, \aleph_0\} \times \aleph_0 = \max\{|\lambda|, \aleph_0\}$ many possible choices of $k_\lambda$ that are excluded by the second condition. Thus, in general, there are at most $\max\{|\lambda|, \aleph_0\} + |\lambda| = \max\{|\lambda|, \aleph_0\} < \mathfrak{c}$ many possible choices of $k_\lambda$ that would fail the requisite conditions. Since there are $\mathfrak{c}$ many irrational numbers, we may thus choose a $k_\lambda$, as required.

Now, we may define $f$ by,

$$f(\sum_{\alpha < \mathfrak{c}} q_\alpha r_\alpha) = \sum_{\alpha < \mathfrak{c}} q_\alpha k_\alpha r_\alpha$$

Where $q_\alpha$ are all rational and all but finitely many $q_\alpha$ equal $0$. Recall that $\{r_\kappa\}_{\kappa < \mathfrak{c}}$ is a $\mathbb{Q}$-basis of $\mathbb{R}$, so $f$ is a well-defined $\mathbb{Q}$-linear map. It is not ($\mathbb{R}$-)linear, since, say $\frac{f(r_0) - f(0)}{r_0 - 0} = k_0 \neq k_1 = \frac{f(r_1) - f(0)}{r_1 - 0}$. But by the inductive construction, we see that $\frac{f(r)}{r} \notin \mathbb{Q}$ for all $r \in \mathbb{R} \setminus \{0\}$, so by $\mathbb{Q}$-linearity, whenever $x \neq y$,

$$\frac{f(x) - f(y)}{x - y} = \frac{f(x - y)}{x - y} \notin \mathbb{Q}$$

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  • $\begingroup$ I’m technically using “linear” for two different things. $\mathbb{Q}$-linearity refers to linear maps between $\mathbb{Q}$-vector spaces, while when I just said “linear” (or “$\mathbb{R}$-linear”), it refers to the OP’s usage of the term, which may be more precisely called affine. $\endgroup$
    – David Gao
    Commented Jun 27 at 23:52

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