TITLE: $x^\alpha$ as an example of an $\alpha$-Hölder continuous function
QUESTION [5 upvotes]: I saw the following statement by user Mark Joshi in response to the question :
Non-trivial exemple of Hölder continuous function.

$x^\alpha$ for $x > 0$ and $0$ otherwise for $0 < \alpha < 1$ is Holder continuous of order $\alpha$ 

I cannot seem to prove this statement. How do I proceed to show that the function $f(x) = x^{\alpha}$ is Holder continuous of order $\alpha<1$, i.e., $|f(x_1) - f(x_2)| \leq c |x_1-x_2|^{\alpha}$ for all $x_1, x_2 \in (0, \infty)$, and some $c>0$.

REPLY [3 votes]: Take $x_{0} \geq 0$ and, for $x > x_{0}$, define
$$g(x) = x^{\alpha} - x_{0}^{\alpha} - (x-x_{0})^{\alpha}.$$
Then
$$g'(x) = \alpha x^{\alpha-1} - \alpha(x-x_{0})^{\alpha-1}.$$
Since $\alpha - 1 < 0$ and $x > x_{0}$, $g'(x) \le 0$. So, $g'$ is decreasing with $g(x_{0}) = 0$, for $x > x_{0}$. Can you continue?