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A monotone function is differentiable almost everywhere by the rising-sun route
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let be monotone. Then is differentiable at Lebesgue-almost every point of .
Facts & Assumptions
Given: Countable choice and a monotone function .
The symbols are those of the statement.
Proof
Replacing by if necessary, we may assume that is nondecreasing. By A nondecreasing function splits uniquely into a jump part and a continuous part, write with continuous and nondecreasing. The continuous theorem A continuous monotone function is differentiable almost everywhere by the rising-sun route gives differentiability of almost everywhere, while A jump function has derivative zero almost everywhere gives almost everywhere.
On the common full-measure set where both derivatives exist, . Therefore exists almost everywhere.
Steps 1.1 and 2.1 prove the theorem.
Depends on
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- A continuous monotone function is differentiable almost everywhere by the rising-sun route
- A countable union of measure-zero sets has measure zero, by countable choice
- The four Dini derivatives always exist in the extended reals, satisfy the one-sided order inequalities, and detect finite differentiability
- A nondecreasing function splits uniquely into a jump part and a continuous part
- A jump function has derivative zero almost everywhere
Used by
- Royden's classical Vitali-covering proof is a third route and is not run on this page Remark
- Every function of bounded variation is differentiable almost everywhere Theorem
- For a nondecreasing function, the derivative is measurable and integrable and its integral is bounded by the total increase Theorem
- Fubini's theorem on term-by-term differentiation for pointwise sums of nondecreasing functions Theorem
Dependency tree · two levels
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Sources
- Terence Tao, An Introduction to Measure Theory, Section 1.6 (standard reference, not scraped)
- Frigyes Riesz, Sur l’existence de la dérivée des fonctions monotones et sur quelques problèmes qui s’y rattachent (standard reference, not scraped)