Lipschitz Condition <Back to Last Page>     <Full Glossary>

Definition of Lipschitz Condition: A function g:R->R satisfies a Lipschitz condition if

|g(t¹)-g(t²) <= C|t¹-t²|

for some constant C. For a fixed C we could say this is "the Lipschitz condition with constant C."

A function that satisfies the Lipschitz condition for a finite C is said to be Lipschitz continuous, which is a stronger condition than regular continuity; it means that the slope so steep as to be outside the range (-C, C). (Econterms)

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