Lebesgue differentiation theorem
Let be a locally integrable function on with Lebesgue measure , i.e. . Lebesgue’s differentiation
theorem basically says that for almost every , the averages
converge to when is a cube containing and .
Formally, this means that there is a set with , such that for every and , there exists such that, for each cube with and , we have
For , this can be restated as an analogue of the fundamental theorem of calculus for Lebesgue integrals. Given a ,
for almost every .