Lebesgue differentiation theorem
E451526
The Lebesgue differentiation theorem is a fundamental result in real analysis stating that, for an integrable function, the averages over shrinking neighborhoods converge almost everywhere to the function’s pointwise value.
Observed surface forms (2)
| Surface form | Occurrences |
|---|---|
| Lebesgue density theorem | 1 |
| Lebesgue’s differentiation theorem | 1 |
Statements (48)
| Predicate | Object |
|---|---|
| instanceOf |
result in measure theory
ⓘ
theorem in real analysis ⓘ |
| appliesTo |
L^1 functions
ⓘ
L^p functions for 1 ≤ p ≤ ∞ ⓘ absolutely continuous measures with respect to Lebesgue measure ⓘ |
| assumption |
function is locally integrable
ⓘ
underlying measure is a Lebesgue measure or a suitable Radon measure ⓘ |
| concerns |
Lebesgue integrable functions
ⓘ
Lebesgue measure NERFINISHED ⓘ locally integrable functions ⓘ |
| conclusion |
failure set has measure zero
ⓘ
pointwise convergence of local averages almost everywhere ⓘ |
| domain | Euclidean space R^n NERFINISHED ⓘ |
| field |
measure theory
ⓘ
real analysis ⓘ |
| generalizationOf | Lebesgue density theorem for measurable sets NERFINISHED ⓘ |
| hasConsequence |
a function is determined almost everywhere by its integrals over balls
ⓘ
almost everywhere existence of approximate limits of integrable functions ⓘ |
| hasVariant |
differentiation theorem for Radon measures
ⓘ
differentiation theorem for metric measure spaces ⓘ |
| historicalPeriod | early 20th century ⓘ |
| implies | almost everywhere pointwise recovery of a function from its local averages ⓘ |
| isFundamentalIn |
modern integration theory
ⓘ
the theory of L^p spaces ⓘ |
| namedAfter | Henri Lebesgue NERFINISHED ⓘ |
| relatedTo |
Fundamental theorem of calculus
NERFINISHED
ⓘ
Hardy–Littlewood maximal theorem NERFINISHED ⓘ Radon–Nikodym theorem NERFINISHED ⓘ martingale convergence theorem NERFINISHED ⓘ |
| requires | completeness of Lebesgue measure ⓘ |
| robustUnder | choice of reasonable differentiation bases such as balls or cubes ⓘ |
| statement |
For an L^1_loc function on R^n, the averages over balls shrinking to a point converge almost everywhere to the function value at that point
ⓘ
If f is locally integrable on R^n, then for almost every x, the limit as r→0 of (1/|B(x,r)|)∫_{B(x,r)} f(y) dy equals f(x) ⓘ The set of points where the differentiation formula fails has Lebesgue measure zero ⓘ |
| typeOfLimit | almost everywhere limit ⓘ |
| typicalNeighborhoods |
balls in Euclidean metric
ⓘ
cubes in Euclidean space ⓘ |
| usedIn |
ergodic theory
ⓘ
functional analysis ⓘ harmonic analysis ⓘ partial differential equations ⓘ probability theory ⓘ |
| usesConcept |
Hardy–Littlewood maximal function
NERFINISHED
ⓘ
Lebesgue integral NERFINISHED ⓘ Lebesgue measure zero set NERFINISHED ⓘ Vitali covering theorem NERFINISHED ⓘ density theorem ⓘ maximal inequality ⓘ |
Referenced by (5)
Full triples — surface form annotated when it differs from this entity's canonical label.
this entity surface form:
Lebesgue’s differentiation theorem
Singular Integrals and Differentiability Properties of Functions
→
topic
→
Lebesgue differentiation theorem
ⓘ
this entity surface form:
Lebesgue density theorem