Lebesgue Density Theorem
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mathematics Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...
, Lebesgue's density theorem states that for any
Lebesgue measurable set In measure theory, a branch of mathematics, the Lebesgue measure, named after French mathematician Henri Lebesgue, is the standard way of assigning a measure to subsets of higher dimensional Euclidean '-spaces. For lower dimensions or , it coin ...
A\subset \R^n, the "density" of ''A'' is 0 or 1 at
almost every In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities. The notion of "almost everywhere" is a companion notion to ...
point in \R^n. Additionally, the "density" of ''A'' is 1 at almost every point in ''A''. Intuitively, this means that the "edge" of ''A'', the set of points in ''A'' whose "neighborhood" is partially in ''A'' and partially outside of ''A'', is negligible. Let μ be the Lebesgue measure on the
Euclidean space Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, in Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics there are ''Euclidean spaces ...
R''n'' and ''A'' be a Lebesgue measurable subset of R''n''. Define the approximate density of ''A'' in a ε-neighborhood of a point ''x'' in R''n'' as : d_\varepsilon(x)=\frac where ''B''ε denotes the
closed ball In mathematics, a ball is the solid figure bounded by a ''sphere''; it is also called a solid sphere. It may be a closed ball (including the boundary points that constitute the sphere) or an open ball (excluding them). These concepts are defin ...
of radius ε centered at ''x''. Lebesgue's density theorem asserts that for almost every point ''x'' of R''n'' the density : d(x)=\lim_ d_(x) exists and is equal to 0 or 1. In other words, for every measurable set ''A'', the density of ''A'' is 0 or 1
almost everywhere In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities. The notion of "almost everywhere" is a companion notion to ...
in R''n''. However, if μ(''A'') > 0 and , then there are always points of R''n'' where the density either does not exist or exists but is neither 0 nor 1 (, Lemma 4). For example, given a square in the plane, the density at every point inside the square is 1, on the edges is 1/2, and at the corners is 1/4. The set of points in the plane at which the density is neither 0 nor 1 is non-empty (the square boundary), but it is negligible. The Lebesgue density theorem is a particular case of the
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 limiting average taken around the point. The theorem is named for Henri Lebesgu ...
. Thus, this theorem is also true for every finite Borel measure on R''n'' instead of Lebesgue measure, see
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.


See also

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References

{{Measure theory Theorems in measure theory Integral calculus