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.

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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)

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Hardy–Littlewood maximal function usedFor Lebesgue differentiation theorem
Hardy–Littlewood maximal function relatedTo Lebesgue differentiation theorem
Henri Lebesgue notableConcept Lebesgue differentiation theorem
this entity surface form: Lebesgue’s differentiation theorem
Steinhaus theorem relatedTo Lebesgue differentiation theorem
this entity surface form: Lebesgue density theorem