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The Maximal Function and Lebesgue Differentiation
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Density Separability and Convolution in Lᵖ
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Foundations of the Real Numbers for Analysis
- Fubini and Change of Variables
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Modes of Convergence Egorov and Lusin
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Signed and Complex Measures Hahn and Jordan
- Simple Field Extensions and the Construction of the Complex Numbers
- Subspaces, Products, and Quotients
- Suprema and Infima
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Derivative and the Mean Value Theorems
- The Duality of Lᵖ and L^q
- The Exponential Function
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Radon Nikodym Theorem and Lebesgue Decomposition
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
This page builds the Euclidean maximal-function and differentiation package in
the route fixed by the MT-17 design. Ball averages and the centered and
uncentered maximal functions are defined separately, measurability of the
centered maximal function is proved as a theorem rather than treated as obvious,
and the weak (1,1) estimate keeps the honest 5^n constant from the Vitali
selection argument.
The second half of the page turns the maximal inequality into differentiation:
continuous compactly supported functions differentiate first, then the full
Lebesgue differentiation theorem follows by density and error-set control, and
the page closes with Lebesgue points, density points, nicely shrinking
families, differentiation of measures, and the L^1 first fundamental theorem
of calculus. In the current library route, the measure-theoretic parts of this
package inherit the Axiom of Countable Choice from the published Lebesgue
measure regularity and density inputs they cite.
3 · Logical flowchart
4 · Definitions, theorems and proofs
A locally integrable function on
Definition
Let be a measurable function (Borel measurable and Lebesgue measurable functions on ). We say that is locally integrable on if for every Euclidean ball with (Open ball, closed ball and sphere in a metric space) one has so the restriction of to each ball is integrable in the sense of Integrable real and complex functions, and their integrals.
The set of such functions is denoted by . When convenient, the same notation is also used for the corresponding almost-everywhere equivalence classes.
Euclidean balls have positive finite Lebesgue measure
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let and let . Then the Euclidean ball is Lebesgue measurable and satisfies
Facts & Assumptions
Given: The Axiom of Countable Choice, a point , and a real radius .
The Euclidean ball is . (Open ball, closed ball and sphere in a metric space)
Every box between its open and closed forms is Lebesgue measurable with its usual volume. (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included)
Proof
If , then [L1, algebra] so the open cube is contained in . On the other hand, implies for every coordinate, so .
The two cubes from step 1.1 are measurable by [L2], with measures [step 1.1, L2, algebra] Since lies between them, monotonicity gives
Therefore is Lebesgue measurable of positive finite measure. [step 2.1]
The average of a locally integrable function over a Euclidean ball
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let (A locally integrable function on ), let , and let . The ball average of over is
The denominator is well defined because Euclidean balls have positive finite Lebesgue measure shows that every Euclidean ball has positive finite Lebesgue measure.
The centered and uncentered Hardy-Littlewood maximal functions
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let . The centered Hardy-Littlewood maximal function of is
The uncentered Hardy-Littlewood maximal function of is where the supremum is over all Euclidean balls containing .
Both functions take values in .
Sublinear operators and weak or strong type bounds
Definition
Let and be measure spaces, and let assign to each measurable function on a measurable function on .
The operator is sublinear if for all scalars and measurable functions one has
For and , we say that is of strong type if there is a constant such that for every (The space as the quotient by null functions, The space of essentially bounded measurable functions).
For and , we say that is of weak type if there is a constant such that for every and every , Equivalently, the distribution function of (The distribution function of absolute value) obeys
Lebesgue points and the Lebesgue set of an class
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let (A locally integrable function on ).
For a representative of that class, a point is a Lebesgue point of if
The Lebesgue set of the class is the set
The later theorem on Lebesgue points shows that different representatives of the same class change this set only by a null set.
Density of a measurable set at a point
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let be Lebesgue measurable (Lebesgue measurable sets, the family , and the restricted set function ), and let . If the limit exists, the density of at is where the denominator is positive and finite by Euclidean balls have positive finite Lebesgue measure.
When , we call a density-one point of ; when , we call a density-zero point of .
A family shrinking nicely to a point
Definition
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let . A family of Lebesgue measurable subsets of shrinks nicely to if there is a constant such that for every ,
The constant is part of the data: later comparison estimates depend on it explicitly.
Vitali covering lemma for Euclidean balls with fivefold dilates
Statement
For a ball , write .
-
Let be a finite family of Euclidean balls in . Then there is a pairwise disjoint subfamily such that Consequently,
-
Let be a countable family of Euclidean balls whose radii are bounded above. Then there is a finite or countably infinite index set such that is pairwise disjoint and
Facts & Assumptions
Given: A family of Euclidean balls in .
The Euclidean balls are the sets . (Open ball, closed ball and sphere in a metric space)
Lebesgue measure scales by under dilation by . In particular, for every ball , (For a nonzero real , dilation by multiplies Lebesgue outer measure by , and reflection in the origin preserves it)
Proof
For the finite family, choose with maximal radius among [given, choose] . Having chosen disjoint balls , choose with maximal radius among the remaining balls disjoint from all earlier choices, and stop when none remain. The chosen subfamily is pairwise disjoint by construction.
Now let be countable with radii bounded above, and put For each integer , let Process the classes in this order, and within each class inspect the indices in increasing order. Retain exactly when it is disjoint from every ball already retained. The retained subfamily is pairwise disjoint by construction.
Let be one of the original balls. If it was chosen, then [step 1.1, L1, choose, algebra] . If it was not chosen, let be the first chosen ball that meets it. Since the choice at stage had maximal radius among the remaining disjoint balls, the radius of is at most that of . Pick and choose . Then so . Therefore every original ball lies in the union of the fivefold dilates of the chosen balls.
Let be any original ball that was not chosen in the countable construction, and let . When the algorithm inspected , some previously chosen ball already met ; otherwise would have been retained. If with , then If instead , then both balls lie in the same dyadic class, so In either case, Choose and . Then so again . Let be the set of retained indices. This set is finite or countably infinite, and chosen balls are also contained in their own fivefold dilates; hence
Since the chosen balls are pairwise disjoint, [step 2.1, L2, algebra] This proves part 1.
Steps 3.1 and 2.2 prove the finite and countable forms.
Ball averages vary continuously with the centre and radius
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let . The map is continuous.
Facts & Assumptions
Given: The Axiom of Countable Choice, a locally integrable function , a point , and a sequence with .
The ball average is (The average of a locally integrable function over a Euclidean ball)
Euclidean balls have positive finite Lebesgue measure. (Euclidean balls have positive finite Lebesgue measure)
Lebesgue measure scales by under dilation by . (For a nonzero real , dilation by multiplies Lebesgue outer measure by , and reflection in the origin preserves it)
Dominated convergence passes pointwise almost-everywhere limits through an integrable majorant. (Dominated convergence)
Proof
Choose with . For all sufficiently large , [given, choose, algebra] and . Then Since is locally integrable, the function is integrable.
Put and . [algebra] If , then , so for all sufficiently large the membership of in agrees with its membership in . Thus for every .
The boundary sphere satisfies [L2, L3, algebra] By [L2] and [L3], so .
By [L2] and [L3], [L2, L3, algebra] The limit denominator is positive by [L2].
Steps 1.1, 1.2, and 1.3 let us apply [L4] to [step 1.1, step 1.2, step 1.3, L4] , dominated by , and obtain In other words,
Combining steps 2.1 and 1.4 yields [L1, step 2.1, step 1.4, algebra] Since the approximating sequence was arbitrary, is continuous.
The centered Hardy-Littlewood maximal function is Borel measurable
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let . Then the centered maximal function is Borel measurable.
Facts & Assumptions
Given: The Axiom of Countable Choice and a locally integrable function on .
The centered maximal function is (The centered and uncentered Hardy-Littlewood maximal functions)
For every locally integrable function , the map on is continuous. (Ball averages vary continuously with the centre and radius)
Proof
Fix a real . If , then , which is open. [given] Assume from now on that .
Let . By [L1], there is with . Apply [L1, L2, given, choose] to the locally integrable function : continuity of at gives such that Hence .
Step 1.2 shows that every point of is interior, so this [step 1.2] superlevel set is open.
Every strict superlevel set of is open, so is Borel measurable. [step 1.1, step 2.1]
The centered and uncentered maximal functions are pointwise comparable
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let . Then for every ,
Facts & Assumptions
Given: The Axiom of Countable Choice, a locally integrable function on , and a point .
The centered maximal function takes the supremum over balls centered at , while the uncentered maximal function takes the supremum over all balls that contain . (The centered and uncentered Hardy-Littlewood maximal functions)
Lebesgue measure scales by under dilation by . (For a nonzero real , dilation by multiplies Lebesgue outer measure by , and reflection in the origin preserves it)
Proof
Every ball centered at is in particular a ball containing , so the [L1] supremum defining is taken over a smaller family than the one defining . Therefore .
Let be any ball containing . If , then [L1, algebra] so . Hence
Step 1.2 and [L2] give [step 1.2, L1, L2, algebra] Taking the supremum over all balls containing yields .
Combining steps 1.1 and 2.1 gives the claimed comparison. [step 1.1, step 2.1]
The centered Hardy-Littlewood maximal operator is weak type
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let and let . Then In particular, the centered maximal operator is of weak type .
Facts & Assumptions
Given: The Axiom of Countable Choice, a function , and a real number .
The centered maximal function is (The centered and uncentered Hardy-Littlewood maximal functions)
For a locally integrable function, the ball-average map is continuous on . (Ball averages vary continuously with the centre and radius)
Lebesgue measure on is inner regular by compact sets on open sets. (Assuming countable choice, the Lebesgue measure of a measurable set is the supremum of the measures of its compact subsets)
A finite family of balls admits a disjoint subfamily whose fivefold dilates cover the original union, with the measure estimate (Vitali covering lemma for Euclidean balls with fivefold dilates)
The norm is (The class of integrable functions)
Proof
Put . If , then [L1] gives a radius such that By [L2] applied to at , there is such that the same strict inequality holds with replaced by every and the radius kept equal to . Hence , so is open. Now let [L1, L2, given, choose] be compact. The balls with cover , so compactness yields a finite subcover .
Apply [L4] to that finite subcover. There are pairwise disjoint balls [step 1.1, L4, L5, algebra] among such that and therefore Each chosen ball still satisfies the witness inequality from step 1.1, so because the chosen balls are pairwise disjoint. Hence
By [L3], the open set is the supremum of the measures of its compact [step 2.1, L3, algebra] subsets. Step 2.1 gives the same upper bound for every compact , so
This is exactly the weak type estimate for the centered maximal [step 3.1] operator.
The centered maximal operator is bounded on
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let . Then In particular, is of strong type with operator norm at most .
Facts & Assumptions
Given: The Axiom of Countable Choice and a function .
The centered maximal function is (The centered and uncentered Hardy-Littlewood maximal functions)
The norm is the essential supremum. In particular, almost everywhere. (The space of essentially bounded measurable functions)
Proof
Fix and . By [L2], [L1, L2, given, algebra] Dividing by gives
Taking the supremum of the inequality from step 1.1 over all yields [step 1.1, L1, algebra] . Since was arbitrary, the centered maximal operator is bounded on with norm at most .
Marcinkiewicz interpolation from weak and strong
Statement
Let be a measure space, let be a sublinear operator on measurable functions, and suppose:
- is of weak type with constant ;
- is of strong type with constant .
Then for every and every , In particular, is of strong type for every .
Facts & Assumptions
Given: A measure space , a sublinear operator , constants , an exponent , and a function .
Sublinearity, weak type , and strong type are as defined in Sublinear operators and weak or strong type bounds.
The distribution function of a measurable function is (The distribution function of absolute value)
For , for every measurable . (For 0 < p < infinity, the layer-cake formula computes the integral of |f|^p from the distribution function)
Proof
Fix and , and put . Since the strong [L1, given, construct, algebra] bound with constant also holds with the larger constant , split Sublinearity gives Since , the strong bound with constant yields Therefore
Apply the weak bound to : [L1, step 1.1, algebra]
Using [L3] with and then step 2.1, [L2, L3, step 2.1, algebra]
The integrand in step 3.1 is nonnegative, so Tonelli's theorem for [step 3.1, algebra] nonnegative integrals lets us swap the order: Because , so
Taking th roots in step 4.1 gives [step 4.1, algebra] Because was arbitrary, letting yields Thus is of strong type for every .
The centered maximal operator is bounded on for
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let . Then there is a constant such that every satisfies By comparison, the same is true for the uncentered maximal function.
Facts & Assumptions
Given: The Axiom of Countable Choice, an exponent , and a function .
The centered maximal operator is of weak type with constant . (The centered Hardy-Littlewood maximal operator is weak type )
The centered maximal operator is of strong type with operator norm at most . (The centered maximal operator is bounded on )
A sublinear operator of weak type and strong type is of strong type for every . (Marcinkiewicz interpolation from weak and strong )
One has pointwise. (The centered and uncentered maximal functions are pointwise comparable)
Proof
The maximal operator is sublinear by definition of supremum and absolute [L1, L2, L3, given, algebra] values. Apply [L3] with the constants from [L1] and [L2]. This yields a constant such that
Step 1.1 proves the centered estimate. Then [L4] gives [step 1.1, L4, algebra] so the uncentered estimate follows as well.
Riesz-Thorin interpolation theorem
Statement
Let and be measure spaces. Let , let , let , and define with the convention .
Suppose is a linear operator on the finite simple functions of finite measure support on , and suppose for every such . Then extends uniquely to a bounded linear operator satisfying
Facts & Assumptions
Given: The operator on finite simple functions of finite measure support, endpoint bounds with constants , and a parameter .
For finite , simple functions with finite-measure support are dense in . (Simple functions with finite-measure support are dense in for )
For , the norm is the supremum of pairings against unit functions. (The norm is the supremum of pairings against unit functions)
Each with is complete. (Riesz-Fischer completeness of for )
Proof
First assume that and are finite simple functions of finite support [L1, L2, given, choose] on and , respectively, with chosen from and . Write with the sets pairwise disjoint and of finite measure.
Define the analytic families [step 1.1, construct, algebra] where and when the coefficient is nonzero and otherwise. Then and . For real , direct calculation on each simple coefficient gives and likewise
Put [step 2.1, given, algebra] Because and are finite linear combinations of exponentials in , is continuous on the closed strip and holomorphic on its interior. For real , the endpoint bounds and Holder give
Fix and define [step 3.1, construct, algebra] By step 3.1, is at most on the two boundary lines of the strip. Multiplying once more by and applying the maximum-modulus principle on large rectangles inside the strip shows that throughout . Evaluating at and letting first and then yields
Since , step 4.1 gives [L1, L2, step 4.1, algebra] for every unit that is finite simple with finite support. By density [L1] and norm recovery [L2], it follows that for every finite simple of finite support.
Now let . By [L1], choose finite simple functions [L1, L3, step 5.1, algebra] of finite support with in . Step 5.1 makes Cauchy in , so [L3] gives a limit with If is another such approximating sequence for , then step 5.1 applied to shows so the limit is independent of the chosen approximation. Define Passing to the limit in step 5.1 yields
The definition in step 6.1 extends , because a constant approximating [step 6.1, algebra] sequence may be used when is already finite simple of finite support. Applying step 6.1 to and to shows that is linear, since linearity holds termwise on every approximating sequence. If is any other bounded linear extension of to , then for every and every approximating sequence from step 6.1, so .
Steps 5.1, 6.1, and 7.1 prove the interpolated bounded extension theorem.
Continuous compactly supported functions are recovered by small ball averages
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let and let . Then
Facts & Assumptions
Given: The Axiom of Countable Choice, a function , and a point .
The class consists of continuous functions on with compact support. (The spaces and )
The ball average is (The average of a locally integrable function over a Euclidean ball)
Proof
Let . Since is continuous at by [L1], there is [L1, given] such that
For , every satisfies the hypothesis of step 1.1, [step 1.1, L2, algebra] so
Because step 2.1 holds for every , one has [step 2.1] as .
Lebesgue differentiation theorem on
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let . Then for Lebesgue-almost every .
Facts & Assumptions
Given: The Axiom of Countable Choice and a function .
Continuous compactly supported functions are recovered by small ball averages at every point. (Continuous compactly supported functions are recovered by small ball averages)
For , is dense in . ( is dense in for )
Chebyshev-Markov controls superlevel sets by the integral. (Chebyshev-Markov inequality for the integral)
The centered maximal operator is weak type . (The centered Hardy-Littlewood maximal operator is weak type )
A countable union of null sets is null. (A countable union of measure-zero sets has measure zero, by countable choice)
Proof
For each integer and each integer , apply [L2] to the [L2, given, choose, construct] function and choose such that Set
Let [L3, L4, step 1.1, algebra] By [L4] and [L3],
For fixed , put [step 2.1, algebra] The sets decrease with , and by step 2.1 Hence .
Let . Then there is such that [L1, step 1.1, step 3.1, algebra] for every . Fix such a and take . Since , one has , so Therefore Now [L1] gives , so for every . Letting yields .
The bad set for radius differentiation is contained in [step 3.1, step 4.1, L5] , which is null by [L5]. Thus the convergence holds for almost every .
Almost every point is a Lebesgue point of a locally integrable function
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let . Then the Lebesgue set of the class of has full Lebesgue measure.
Equivalently, for almost every ,
Facts & Assumptions
Given: The Axiom of Countable Choice and a locally integrable function on .
A point belongs to the Lebesgue set exactly when the averaged oscillation above tends to . (Lebesgue points and the Lebesgue set of an class)
A property holds almost everywhere when its exceptional set is contained in a measurable null set. (Measure-null sets and almost-everywhere statements relative to a measure)
The rationals are countably infinite, and the product of two at most countable sets is at most countable. ( is countably infinite, A product of two at most countable sets is at most countable)
Rationals are dense in the reals. (The rationals embed densely in the reals)
A countable union of null sets is null. (A countable union of measure-zero sets has measure zero, by countable choice)
If , then for almost every . (Lebesgue differentiation theorem on )
Proof
Let [L3, L5, L6, given, construct] By [L3], is countable. For each , the function is locally integrable, so [L6] gives a null set such that for every . Put By [L5], is null.
Fix and let . By density [L4], choose [step 1.1, L4, algebra] with . Then for every , Taking and using step 1.1 gives Since is arbitrary, the limit is .
Step 2.1 holds for every , and is null. By [L1] and [L2], [L1, L2, step 1.1, step 2.1] the Lebesgue set of the class of has full measure.
Lebesgue density theorem
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let be Lebesgue measurable. Then
- for almost every ;
- for almost every .
Facts & Assumptions
Given: The Axiom of Countable Choice and a Lebesgue measurable set .
The density of at is when the limit exists. (Density of a measurable set at a point)
Almost every point of a locally integrable function is a Lebesgue point. (Almost every point is a Lebesgue point of a locally integrable function)
Every Euclidean ball has positive finite measure. (Euclidean balls have positive finite Lebesgue measure)
Proof
Because and balls have finite measure by [L3], the [L2, L3, given, algebra] indicator is locally integrable. Apply [L2] to . There is a null set such that every is a Lebesgue point of .
Let . Then , and for every , [L1, step 1.1, algebra] Since the left-hand side tends to , [L1] gives .
Let . Then , and for every , [L1, step 1.1, algebra] Again the left-hand side tends to , so [L1] gives .
Steps 2.1 and 2.2 hold outside the null set , so they prove the two [step 1.1, step 2.1, step 2.2] density conclusions.
Differentiation holds along families shrinking nicely
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let , let , and suppose that for each there is a family shrinking nicely to with constant . Then for almost every , hence
Facts & Assumptions
Given: The Axiom of Countable Choice, a locally integrable function , a set , and for each a family shrinking nicely to .
Shrinking nicely means that for each there is a constant such that for every . (A family shrinking nicely to a point)
Almost every point of is a Lebesgue point. (Almost every point is a Lebesgue point of a locally integrable function)
Proof
Let be a Lebesgue point of , as supplied by [L2]. For every [L1, L2, given, algebra] , [L1] gives
Because is a Lebesgue point, the right-hand side of step 1.1 tends to [step 1.1] as . Therefore the left-hand side also tends to .
Using [step 2.1, algebra] step 2.1 immediately gives the second limit as well.
Step 3.1 holds at every Lebesgue point of , hence for almost every .
Differentiation of sigma-finite Borel measures finite on compact sets
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let be a sigma-finite Borel measure on that is finite on compact sets. Write for its Lebesgue decomposition relative to Lebesgue measure, and choose a measurable representative of the Radon-Nikodym class . Then for Lebesgue-almost every , More generally, let , and suppose that for each a family of Borel sets shrinking nicely to is specified. Then for Lebesgue-almost every ,
Facts & Assumptions
Given: The Axiom of Countable Choice and a sigma-finite Borel measure on that is finite on compact sets.
Such a measure admits a Lebesgue decomposition and the Radon-Nikodym class has a measurable representative . (Every sigma-finite signed measure admits a Lebesgue decomposition relative to a sigma-finite positive measure, A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density, The Radon-Nikodym derivative as an almost-everywhere equivalence class)
If shrinks nicely to , then for almost every . (Differentiation holds along families shrinking nicely)
A finite family of balls admits a disjoint subfamily whose fivefold dilates cover the union. (Vitali covering lemma for Euclidean balls with fivefold dilates)
Assuming the Axiom of Countable Choice, Lebesgue measure is inner regular by compact subsets on measurable sets in . (Assuming countable choice, the Lebesgue measure of a measurable set is the supremum of the measures of its compact subsets)
Increasing measurable unions pass through positive measures. (Continuity from below for measures)
Every Borel measure on that is finite on compact sets is regular on its Borel sets: for each Borel set , (Rudin, Theorem 2.18)
Proof
By [L1], write with , , and . Choose a Borel set with on which is concentrated. For every Borel set , absolute continuity and concentration give Thus both components are positive and . Changing on a null set does not affect the claim, so take . Since every closed Euclidean ball is compact, for every and , Hence .
Let be a family of Borel sets shrinking nicely to with constant . Then while positivity and the defining comparison give Consequently [L2] and step 1.1 reduce both conclusions to proving for almost every .
Put , so is Borel, , and . For each , define For fixed , if and , then By [L5], as , so is lower semicontinuous. Translation invariance gives the fixed positive denominator , so each is lower semicontinuous and each set is open. For , put Then is Borel. If and choose with . Since for every , one has . Thus and it is enough to prove for every .
Fix and . Because and is a Borel measure finite on compact sets, [F1] gives an open set with . Let be compact, and let be the family of all balls such that This family covers : for any , openness gives an with , and gives an satisfying the displayed strict inequality. Compactness supplies a finite subcover of from . Apply [L3] to that finite family. There are pairwise disjoint chosen balls among it such that Hence
Since was arbitrary, step 3.1 gives for every compact . Because is Borel by step 2.2, [L4] implies Step 2.2 now shows that the set where is contained in the null set The ratios defining are nonnegative, so for almost every .
Combine step 4.1 with the comparison in step 2.1 and the differentiation theorem [L2] for the locally integrable representative . For any specified Borel families shrinking nicely to the points of , this gives for almost every . Taking and gives the ball conclusion.
The indefinite integral of an function is differentiable almost everywhere
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
Let and let . Define Then is differentiable for almost every and at every such point.
Facts & Assumptions
Given: The Axiom of Countable Choice, reals , and a function .
The norm is the integral of the absolute value. (The class of integrable functions)
Differentiation along families shrinking nicely recovers the point value at almost every point. (Differentiation holds along families shrinking nicely)
Proof
Extend by outside , obtaining a function on [L1, given, construct, algebra] . Because is bounded by on and vanishes elsewhere, so . For and every , define Each family shrinks nicely to with constant , because and .
Apply [L2] to the set and the family from step [L2, step 1.1, algebra] 1.1. This gives a full-measure subset such that Applying [L2] again to the family gives another full-measure subset such that Hence both one-sided limits hold for every , which still has full measure in . At such an , if is small then while for , Both one-sided limits therefore equal .
Hence for almost every .
The Hardy-Littlewood maximal operator is not strong type
Statement refuted
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()).
The centered Hardy-Littlewood maximal operator maps to .
More strongly, if satisfies , then .
Facts & Assumptions
Given: The Axiom of Countable Choice and a function with .
The centered maximal function is (The centered and uncentered Hardy-Littlewood maximal functions)
The norm is (The class of integrable functions)
Lebesgue measure is sigma-finite, and every bounded measurable set has finite measure. (Lebesgue measure is sigma-finite, and every metrically bounded subset of has finite outer measure)
Lebesgue measure on balls scales like under dilation. (For a nonzero real , dilation by multiplies Lebesgue outer measure by , and reflection in the origin preserves it)
Counterexample
Since , the integral in [L2] is positive. Hence there is [L2, L3, given, choose, algebra] such that the measurable set has positive measure. Because and measure is countably subadditive, some satisfies the finiteness coming from [L3].
Let with . If , then [step 1.1, L1, L4, algebra] so . Since on , [L1] gives for a positive constant .
For each integer , set [step 2.1, L4, algebra] On one has , so step 2.1 yields Therefore Using [L4] again, so the right-hand side is a positive constant independent of . Since the annuli are pairwise disjoint, the integral of over diverges.
Thus whenever , so the [step 3.1] strong type claim is false.
5 · Examples, counterexamples and false statements
None yet.
Sources
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Section 3.4
- Terence Tao, An Introduction to Measure Theory, Exercise 1.6.14
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Lemma 3.16
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Theorem 3.17 and Exercise 22
- Terence Tao, An Introduction to Measure Theory, Theorem 1.6.20
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Sections 6.4-6.5
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Theorem 3.20
- Walter Rudin, Real and Complex Analysis, 3rd ed., Theorem 7.7
- Terence Tao, An Introduction to Measure Theory, Exercise 1.6.24
- Walter Rudin, Real and Complex Analysis, 3rd ed., Chapter 7
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Theorem 3.21
- Terence Tao, An Introduction to Measure Theory, Exercise 1.6.15
- Terence Tao, An Introduction to Measure Theory, Lemma 1.6.22
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Lemma 3.15
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., sentence after Lemma 3.16
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Exercise 22
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Theorem 3.17
- Walter Rudin, Real and Complex Analysis, 3rd ed., Theorem 7.4
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Corollary 6.35
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Theorem 6.28
- Richard F. Bass, Real Analysis for Graduate Students, Chapter 24.1
- G. H. Hardy and J. E. Littlewood, A maximal theorem with function-theoretic applications, Theorem 13
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Theorem 6.27
- Richard F. Bass, Real Analysis for Graduate Students, Chapter 24.2
- Terence Tao, An Introduction to Measure Theory, Exercise 1.6.16
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Theorem 3.18
- Terence Tao, An Introduction to Measure Theory, Theorem 1.6.11 and Exercise 1.6.14
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Theorem 3.22
- Walter Rudin, Real and Complex Analysis, 3rd ed., Theorems 2.18, 7.8, 7.13, and 7.14
- Terence Tao, An Introduction to Measure Theory, Theorems 1.6.11-1.6.12
- Walter Rudin, Real and Complex Analysis, 3rd ed., Theorem 7.11
- Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, 2nd ed., Exercise 22 after Theorem 3.22
- G. H. Hardy and J. E. Littlewood, A maximal theorem with function-theoretic applications, Section I and Theorem 14