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Lebesgue differentiation theorem : ウィキペディア英語版
Lebesgue differentiation theorem
In mathematics, the Lebesgue differentiation theorem is a theorem of real analysis, which states that for almost every point, the value of an integrable function is the limit of infinitesimal averages taken about the point. The theorem is named for Henri Lebesgue.
==Statement==
For a Lebesgue integrable real or complex-valued function ''f'' on R''n'', the indefinite integral is a set function which maps a measurable set ''A''  to the Lebesgue integral of f \cdot \mathbf_A, where \mathbf_ denotes the characteristic function of the set ''A''. It is usually written
:: A \mapsto \int_f\ \mathrm\lambda,
with ''λ'' the ''n''–dimensional Lebesgue measure.
The ''derivative'' of this integral at ''x'' is defined to be
::\lim_ \frac \int_f \, \mathrm\lambda,
where |''B''| denotes the volume (''i.e.'', the Lebesgue measure) of a ball ''B''  centered at ''x'', and ''B'' → ''x'' means that the diameter of ''B''  tends to 0.

The ''Lebesgue differentiation theorem'' states that this derivative exists and is equal to ''f''(''x'') at almost every point ''x'' ∈ R''n''. In fact a slightly stronger statement is true. Note that:
::\left|\frac \int_f(y) \, \mathrm\lambda(y) - f(x)\right| = \left|\frac \int_f(y) -f(x)\, \mathrm\lambda(y)\right| \le \frac \int_|f(y) -f(x)|\, \mathrm\lambda(y).

The stronger assertion is that the right hand side tends to zero for almost every point ''x''. The points ''x'' for which this is true are called the Lebesgue points of ''f''.
A more general version also holds. One may replace the balls ''B''  by a family \mathcal of sets ''U''  of ''bounded eccentricity''. This means that there exists some fixed ''c'' > 0 such that each set ''U''  from the family is contained in a ball ''B''  with |U| \ge c \, |B|. It is also assumed that every point ''x'' ∈ R''n'' is contained in arbitrarily small sets from \mathcal. When these sets shrink to ''x'', the same result holds: for almost every point ''x'',
:: f(x) = \lim_ \int_U f \, \mathrm\lambda.
The family of cubes is an example of such a family \mathcal, as is the family \mathcal(''m'') of rectangles in R2 such that the ratio of sides stays between ''m''−1 and ''m'', for some fixed ''m'' ≥ 1. If an arbitrary norm is given on R''n'', the family of balls for the metric associated to the norm is another example.
The one-dimensional case was proved earlier by . If ''f'' is integrable on the real line, the function
:F(x) = \int_^x f(t) \, \mathrm t
is almost everywhere differentiable, with F'(x) = f(x).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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