TITLE: Functions of bounded variation on all $\mathbb{R}$
QUESTION [5 upvotes]: Consider $F:\mathbb{R}\rightarrow\mathbb{R}$ such that 
 $\sup_{a,b}T_F (a,b)<\infty$ where $T_F (a,b)$ is the total variation of $F$ on the interval $[a,b]$. Then we have
i) $\int_\mathbb{R}|F(x+h)-F(x)|dx\leq A |h| $, for some constant $A$ and $\forall h\in \mathbb{R}$;
ii)$\int_\mathbb{R}F(x)\phi'(x)dx\leq A $ whenever $\phi \in C^1$ with compact support and $|\phi|_\infty\leq 1$.

REPLY [4 votes]: We can write for $h\neq 0$, using Fubini's theorem for non-negative functions that 
\begin{align}
\int_{\mathbb R}|f(x+h)-f(x)|dx&=\sum_{j\in\mathbb Z}\int_{j|h|}^{(j+1)|h|}|f(x+h)-f(x)|dx\\\
&=\sum_{j\in\mathbb Z}\int_0^{|h|}|f(x+(j+1)h)-f(x+jh)|dx\\\
&=\int_0^{|h|}\sum_{j\in\mathbb Z}|f(x+(j+1)h)-f(x+jh)|dx.
\end{align}
For integers $M$ and $N$ and $x\in\Bbb R$, we have $$\sum_{j=-N}^M |f(x+(j+1)h)-f(x+jh)|\leqslant T_F(x-Nh,x+(M+1)h)\leqslant \sup_{a,b\in\mathbb R}T_F(a,b),$$
because we took the subdivision $x+jh,-N\leqslant j\leqslant M$ of $[x-Mh,x+(M+1)h]$.
We conclude that $\int_{\mathbb R}|f(x+h)-f(x)|dx\leqslant |h|\sup_{a,b\in\mathbb R}T_F(a,b)$.
Put $f_n(x)=F(x)n(\phi(x+n^{-1})-\phi(x))$ and check that we have the hypothesis to apply the dominated convergence theorem. We get 
\begin{align*}
\int_{\mathbb R}F(x)\phi'(x)dx&=\lim_{n\to \infty}\int_{\mathbb R}nF(x)(\phi(x+n^{-1})-\phi(x))dx\\\
&=\lim_{n\to \infty}n\int_{\mathbb R}(F(x-n^{-1})-F(x))\phi(x)dx\\\
&\leqslant \limsup_{n\to\infty}n\int_{\mathbb R}|F(x-n^{-1})-F(x)|\cdot |\phi(x)|dx\\\
&\leqslant \sup_{a,b\in\mathbb R}T_F(a,b) \mbox{ by the first step}.
\end{align*}