For what sets does the Lebesgue Diffferentiation Theorem hold in one dimension?











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Lebesgue's differentiation theorem states that if $x$ is a point in $mathbb{R}^n$ and $f:mathbb{R}^nrightarrowmathbb{R}$ is a Lebesgue integrable function, then the limit of $frac{int_B f dlambda}{lambda(B)}$ over all balls $B$ centered at $x$ as the diameter of $B$ goes to $0$ is equal almost everywhere to $f(x)$. But if you replace balls with other kinds of set with diameter going to $0$, this need not be true. For instance it need not be true if you replace balls with rectangles.



But my question is, what is known about what collections of sets the Lebesgue Differentiation Theorem holds for in one dimension? We know it holds for bounded intervals. Does it hold for finite unions of bounded open intervals? What about bounded Borel sets? What about bounded Lebesgue measurable sets in general?



Or are all these open problems?










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    Lebesgue's differentiation theorem states that if $x$ is a point in $mathbb{R}^n$ and $f:mathbb{R}^nrightarrowmathbb{R}$ is a Lebesgue integrable function, then the limit of $frac{int_B f dlambda}{lambda(B)}$ over all balls $B$ centered at $x$ as the diameter of $B$ goes to $0$ is equal almost everywhere to $f(x)$. But if you replace balls with other kinds of set with diameter going to $0$, this need not be true. For instance it need not be true if you replace balls with rectangles.



    But my question is, what is known about what collections of sets the Lebesgue Differentiation Theorem holds for in one dimension? We know it holds for bounded intervals. Does it hold for finite unions of bounded open intervals? What about bounded Borel sets? What about bounded Lebesgue measurable sets in general?



    Or are all these open problems?










    share|cite|improve this question
























      up vote
      7
      down vote

      favorite









      up vote
      7
      down vote

      favorite











      Lebesgue's differentiation theorem states that if $x$ is a point in $mathbb{R}^n$ and $f:mathbb{R}^nrightarrowmathbb{R}$ is a Lebesgue integrable function, then the limit of $frac{int_B f dlambda}{lambda(B)}$ over all balls $B$ centered at $x$ as the diameter of $B$ goes to $0$ is equal almost everywhere to $f(x)$. But if you replace balls with other kinds of set with diameter going to $0$, this need not be true. For instance it need not be true if you replace balls with rectangles.



      But my question is, what is known about what collections of sets the Lebesgue Differentiation Theorem holds for in one dimension? We know it holds for bounded intervals. Does it hold for finite unions of bounded open intervals? What about bounded Borel sets? What about bounded Lebesgue measurable sets in general?



      Or are all these open problems?










      share|cite|improve this question













      Lebesgue's differentiation theorem states that if $x$ is a point in $mathbb{R}^n$ and $f:mathbb{R}^nrightarrowmathbb{R}$ is a Lebesgue integrable function, then the limit of $frac{int_B f dlambda}{lambda(B)}$ over all balls $B$ centered at $x$ as the diameter of $B$ goes to $0$ is equal almost everywhere to $f(x)$. But if you replace balls with other kinds of set with diameter going to $0$, this need not be true. For instance it need not be true if you replace balls with rectangles.



      But my question is, what is known about what collections of sets the Lebesgue Differentiation Theorem holds for in one dimension? We know it holds for bounded intervals. Does it hold for finite unions of bounded open intervals? What about bounded Borel sets? What about bounded Lebesgue measurable sets in general?



      Or are all these open problems?







      integration open-problems lebesgue-measure






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      asked Nov 19 at 7:39









      Keshav Srinivasan

      1,50811227




      1,50811227






















          2 Answers
          2






          active

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          up vote
          3
          down vote













          Perhaps Doob's martingale convergence theorem can help. Suppose that $newcommand{bR}{mathbb{R}}$ $Csubset bR^n$ is a cube and $fin L^1 (C)$. Suppose that $newcommand{eP}{mathscr{P}}$
          $$
          eP_1prec eP_2prec cdots
          $$

          is a sequence of finite partitions of $C$ into Borel subsets such that for any $BineP_{i+1}$ there exists $B'in eP_i$, $B'supset B$. Assume that the $sigma$-algebra generated by
          $$
          bigcup_{igeq 1}eP_i
          $$

          coincides with the Borel $sigma$-algebra of $C$. For example this happens if for any open subset $Usubset bR^n$ and any $xin Ccap U$ there exists $igeq 1$ and $B_iineP_i$ such that
          $$
          xin B_isubset Ucap C.
          $$

          For any $xin C$ there exists a unique sequence of Borel sets $B_i(x)ineP_i$ such that $B_i(x)ni x$, $forall i$. Then Doob's martingale convergence theorem implies that for almost any $xin C$ we have
          $$
          f(x) =lim_{ito infty}frac{1}{{rm vol};(B_i(x))}int_{B_i(x)} f(y)dy.
          $$

          A bit more is true. If we define
          $$
          f_i(x)=sum_{Bin eP_i}frac{1}{{rm vol};(B)}left(int_B f(y) dyright) I_B(x),
          $$

          where $I_B$ denotes the indicator functio of the subset $B$, then $f_ito f$ in $L^1$ as $itoinfty$.






          share|cite|improve this answer






























            up vote
            3
            down vote













            For bounded unions of intervals it of course does not hold: take two disjoint mesaurable subsets $A,B$ of $mathbb{R}$ such that $lambda(Acap E)$ and $lambda (Bcap E)$ are positive for any interval $E$. Then for $ain A$ any interval $delta ni a$ contains a density point $bin B$ and you may take the union of an interval $delta_1subset delta$ consisting mostly of points of $B$ and define $B=delta_1 cup (a-lambda(delta_1)/5,a+lambda(delta_1)/5)$. This set is a small union of at most two intervals, contains $a$, but contains many points from $B$. So for $f=chi_A$ the Lebesgue ratio is far from 1.






            share|cite|improve this answer























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              2 Answers
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              active

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              2 Answers
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              active

              oldest

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              active

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              active

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              up vote
              3
              down vote













              Perhaps Doob's martingale convergence theorem can help. Suppose that $newcommand{bR}{mathbb{R}}$ $Csubset bR^n$ is a cube and $fin L^1 (C)$. Suppose that $newcommand{eP}{mathscr{P}}$
              $$
              eP_1prec eP_2prec cdots
              $$

              is a sequence of finite partitions of $C$ into Borel subsets such that for any $BineP_{i+1}$ there exists $B'in eP_i$, $B'supset B$. Assume that the $sigma$-algebra generated by
              $$
              bigcup_{igeq 1}eP_i
              $$

              coincides with the Borel $sigma$-algebra of $C$. For example this happens if for any open subset $Usubset bR^n$ and any $xin Ccap U$ there exists $igeq 1$ and $B_iineP_i$ such that
              $$
              xin B_isubset Ucap C.
              $$

              For any $xin C$ there exists a unique sequence of Borel sets $B_i(x)ineP_i$ such that $B_i(x)ni x$, $forall i$. Then Doob's martingale convergence theorem implies that for almost any $xin C$ we have
              $$
              f(x) =lim_{ito infty}frac{1}{{rm vol};(B_i(x))}int_{B_i(x)} f(y)dy.
              $$

              A bit more is true. If we define
              $$
              f_i(x)=sum_{Bin eP_i}frac{1}{{rm vol};(B)}left(int_B f(y) dyright) I_B(x),
              $$

              where $I_B$ denotes the indicator functio of the subset $B$, then $f_ito f$ in $L^1$ as $itoinfty$.






              share|cite|improve this answer



























                up vote
                3
                down vote













                Perhaps Doob's martingale convergence theorem can help. Suppose that $newcommand{bR}{mathbb{R}}$ $Csubset bR^n$ is a cube and $fin L^1 (C)$. Suppose that $newcommand{eP}{mathscr{P}}$
                $$
                eP_1prec eP_2prec cdots
                $$

                is a sequence of finite partitions of $C$ into Borel subsets such that for any $BineP_{i+1}$ there exists $B'in eP_i$, $B'supset B$. Assume that the $sigma$-algebra generated by
                $$
                bigcup_{igeq 1}eP_i
                $$

                coincides with the Borel $sigma$-algebra of $C$. For example this happens if for any open subset $Usubset bR^n$ and any $xin Ccap U$ there exists $igeq 1$ and $B_iineP_i$ such that
                $$
                xin B_isubset Ucap C.
                $$

                For any $xin C$ there exists a unique sequence of Borel sets $B_i(x)ineP_i$ such that $B_i(x)ni x$, $forall i$. Then Doob's martingale convergence theorem implies that for almost any $xin C$ we have
                $$
                f(x) =lim_{ito infty}frac{1}{{rm vol};(B_i(x))}int_{B_i(x)} f(y)dy.
                $$

                A bit more is true. If we define
                $$
                f_i(x)=sum_{Bin eP_i}frac{1}{{rm vol};(B)}left(int_B f(y) dyright) I_B(x),
                $$

                where $I_B$ denotes the indicator functio of the subset $B$, then $f_ito f$ in $L^1$ as $itoinfty$.






                share|cite|improve this answer

























                  up vote
                  3
                  down vote










                  up vote
                  3
                  down vote









                  Perhaps Doob's martingale convergence theorem can help. Suppose that $newcommand{bR}{mathbb{R}}$ $Csubset bR^n$ is a cube and $fin L^1 (C)$. Suppose that $newcommand{eP}{mathscr{P}}$
                  $$
                  eP_1prec eP_2prec cdots
                  $$

                  is a sequence of finite partitions of $C$ into Borel subsets such that for any $BineP_{i+1}$ there exists $B'in eP_i$, $B'supset B$. Assume that the $sigma$-algebra generated by
                  $$
                  bigcup_{igeq 1}eP_i
                  $$

                  coincides with the Borel $sigma$-algebra of $C$. For example this happens if for any open subset $Usubset bR^n$ and any $xin Ccap U$ there exists $igeq 1$ and $B_iineP_i$ such that
                  $$
                  xin B_isubset Ucap C.
                  $$

                  For any $xin C$ there exists a unique sequence of Borel sets $B_i(x)ineP_i$ such that $B_i(x)ni x$, $forall i$. Then Doob's martingale convergence theorem implies that for almost any $xin C$ we have
                  $$
                  f(x) =lim_{ito infty}frac{1}{{rm vol};(B_i(x))}int_{B_i(x)} f(y)dy.
                  $$

                  A bit more is true. If we define
                  $$
                  f_i(x)=sum_{Bin eP_i}frac{1}{{rm vol};(B)}left(int_B f(y) dyright) I_B(x),
                  $$

                  where $I_B$ denotes the indicator functio of the subset $B$, then $f_ito f$ in $L^1$ as $itoinfty$.






                  share|cite|improve this answer














                  Perhaps Doob's martingale convergence theorem can help. Suppose that $newcommand{bR}{mathbb{R}}$ $Csubset bR^n$ is a cube and $fin L^1 (C)$. Suppose that $newcommand{eP}{mathscr{P}}$
                  $$
                  eP_1prec eP_2prec cdots
                  $$

                  is a sequence of finite partitions of $C$ into Borel subsets such that for any $BineP_{i+1}$ there exists $B'in eP_i$, $B'supset B$. Assume that the $sigma$-algebra generated by
                  $$
                  bigcup_{igeq 1}eP_i
                  $$

                  coincides with the Borel $sigma$-algebra of $C$. For example this happens if for any open subset $Usubset bR^n$ and any $xin Ccap U$ there exists $igeq 1$ and $B_iineP_i$ such that
                  $$
                  xin B_isubset Ucap C.
                  $$

                  For any $xin C$ there exists a unique sequence of Borel sets $B_i(x)ineP_i$ such that $B_i(x)ni x$, $forall i$. Then Doob's martingale convergence theorem implies that for almost any $xin C$ we have
                  $$
                  f(x) =lim_{ito infty}frac{1}{{rm vol};(B_i(x))}int_{B_i(x)} f(y)dy.
                  $$

                  A bit more is true. If we define
                  $$
                  f_i(x)=sum_{Bin eP_i}frac{1}{{rm vol};(B)}left(int_B f(y) dyright) I_B(x),
                  $$

                  where $I_B$ denotes the indicator functio of the subset $B$, then $f_ito f$ in $L^1$ as $itoinfty$.







                  share|cite|improve this answer














                  share|cite|improve this answer



                  share|cite|improve this answer








                  edited Nov 19 at 13:07

























                  answered Nov 19 at 10:24









                  Liviu Nicolaescu

                  25k256108




                  25k256108






















                      up vote
                      3
                      down vote













                      For bounded unions of intervals it of course does not hold: take two disjoint mesaurable subsets $A,B$ of $mathbb{R}$ such that $lambda(Acap E)$ and $lambda (Bcap E)$ are positive for any interval $E$. Then for $ain A$ any interval $delta ni a$ contains a density point $bin B$ and you may take the union of an interval $delta_1subset delta$ consisting mostly of points of $B$ and define $B=delta_1 cup (a-lambda(delta_1)/5,a+lambda(delta_1)/5)$. This set is a small union of at most two intervals, contains $a$, but contains many points from $B$. So for $f=chi_A$ the Lebesgue ratio is far from 1.






                      share|cite|improve this answer



























                        up vote
                        3
                        down vote













                        For bounded unions of intervals it of course does not hold: take two disjoint mesaurable subsets $A,B$ of $mathbb{R}$ such that $lambda(Acap E)$ and $lambda (Bcap E)$ are positive for any interval $E$. Then for $ain A$ any interval $delta ni a$ contains a density point $bin B$ and you may take the union of an interval $delta_1subset delta$ consisting mostly of points of $B$ and define $B=delta_1 cup (a-lambda(delta_1)/5,a+lambda(delta_1)/5)$. This set is a small union of at most two intervals, contains $a$, but contains many points from $B$. So for $f=chi_A$ the Lebesgue ratio is far from 1.






                        share|cite|improve this answer

























                          up vote
                          3
                          down vote










                          up vote
                          3
                          down vote









                          For bounded unions of intervals it of course does not hold: take two disjoint mesaurable subsets $A,B$ of $mathbb{R}$ such that $lambda(Acap E)$ and $lambda (Bcap E)$ are positive for any interval $E$. Then for $ain A$ any interval $delta ni a$ contains a density point $bin B$ and you may take the union of an interval $delta_1subset delta$ consisting mostly of points of $B$ and define $B=delta_1 cup (a-lambda(delta_1)/5,a+lambda(delta_1)/5)$. This set is a small union of at most two intervals, contains $a$, but contains many points from $B$. So for $f=chi_A$ the Lebesgue ratio is far from 1.






                          share|cite|improve this answer














                          For bounded unions of intervals it of course does not hold: take two disjoint mesaurable subsets $A,B$ of $mathbb{R}$ such that $lambda(Acap E)$ and $lambda (Bcap E)$ are positive for any interval $E$. Then for $ain A$ any interval $delta ni a$ contains a density point $bin B$ and you may take the union of an interval $delta_1subset delta$ consisting mostly of points of $B$ and define $B=delta_1 cup (a-lambda(delta_1)/5,a+lambda(delta_1)/5)$. This set is a small union of at most two intervals, contains $a$, but contains many points from $B$. So for $f=chi_A$ the Lebesgue ratio is far from 1.







                          share|cite|improve this answer














                          share|cite|improve this answer



                          share|cite|improve this answer








                          edited 3 hours ago

























                          answered Nov 19 at 10:58









                          Fedor Petrov

                          46.6k5110217




                          46.6k5110217






























                               

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