Section 4B

Derivatives of Integrals

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Problem 4B.1

For f∈L1(R)f \in \mathcal{L}^{1}(\mathbb {R}) and II an interval of R\mathbb {R} with 0<∣I∣<∞0 < \left|I\right| < \infty, let fIf_{I} denote the average of ff on II. In other words, fI=1∣I∣∫Iff_{I} = \frac{1}{\left|I\right|} \int_{I} f.

Suppose f∈L1(R)f \in \mathcal{L}^{1}(\mathbb {R}). Prove that

lim⁡t↓012t∫b−tb+t∣f−f[b−t,b+t]∣=0 \lim _{t \downarrow 0} \frac{1}{2 t} \int _{b-t}^{b+t}\left|f-f_{[b-t, b+t]}\right| = 0

for almost every b∈Rb \in \mathbb {R}.

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Problem 4B.2

For f∈L1(R)f \in \mathcal{L}^{1}(\mathbb {R}) and II an interval of R\mathbb {R} with 0<∣I∣<∞0 < \left|I\right| < \infty, let fIf_{I} denote the average of ff on II. In other words, fI=1∣I∣∫Iff_{I} = \frac{1}{\left|I\right|} \int_{I} f.

Suppose f∈L1(R)f \in \mathcal{L}^{1}(\mathbb {R}). Prove that

lim⁡t↓0sup⁡{1∣I∣∫I∣f−fI∣:I is an interval of length t containing b}=0 \lim _{t \downarrow 0} \sup \left\{ \frac{1}{\left|I\right|} \int _{I}\left|f-f_{I}\right|: I \text{ is an interval of length } t \text{ containing } b\right\} = 0

for almost every b∈Rb \in \mathbb {R}.

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Problem 4B.3

Suppose f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} is a Lebesgue measurable function such that f2∈L1(R)f^{2} \in \mathcal{L}^{1}(\mathbb {R}). Prove that

lim⁡t↓012t∫b−tb+t∣f−f(b)∣2=0 \lim _{t \downarrow 0} \frac{1}{2 t} \int _{b-t}^{b+t}\left|f-f(b)\right|^{2} = 0

for almost every b∈Rb \in \mathbb {R}.

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Problem 4B.4

Prove that the Lebesgue Differentiation Theorem (4.19) still holds if the hypothesis that ∫−∞∞∣f∣<∞\int_{-\infty }^{\infty }\left|f\right| < \infty is weakened to the requirement that ∫−∞x∣f∣<∞\int_{-\infty }^{x}\left|f\right| < \infty for all x∈Rx \in \mathbb {R}.

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Remark.
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4.19 (Lebesgue Differentiation Theorem, second version): Suppose f∈L1(R)f \in \mathcal{L}^{1}(\mathbb {R}). Define g:R→Rg: \mathbb {R} \rightarrow \mathbb {R} by g(x)=∫−∞xfg(x) = \int_{-\infty }^{x} f. Then g′(b)=f(b)g^{\prime }(b) = f(b) for almost every b∈Rb \in \mathbb {R}.

Problem 4B.5

Suppose f:R→Rf: \mathbb {R} \rightarrow \mathbb {R} is a Lebesgue measurable function. Prove that

∣f(b)∣≤f∗(b) \left|f(b)\right| \leq f^{*}(b)

for almost every b∈Rb \in \mathbb {R}.

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Problem 4B.6

Prove that if h∈L1(R)h \in \mathcal{L}^{1}(\mathbb {R}) and ∫−∞sh=0\int_{-\infty }^{s} h = 0 for all s∈Rs \in \mathbb {R}, then h(s)=0h(s) = 0 for almost every s∈Rs \in \mathbb {R}.

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Problem 4B.7

Give an example of a Borel subset of R\mathbb {R} whose density at 0 is not defined.

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Problem 4B.8

Give an example of a Borel subset of R\mathbb {R} whose density at 0 is 13\frac{1}{3}.

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Problem 4B.9

Prove that if t∈[0,1]t \in [0,1], then there exists a Borel set E⊆RE \subseteq \mathbb {R} such that the density of EE at 0 is tt.

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Problem 4B.10

Suppose EE is a Lebesgue measurable subset of R\mathbb {R} such that the density of EE equals 1 at every element of EE and equals 0 at every element of R\E\mathbb {R} \backslash E. Prove that E=∅E = \varnothing or E=RE = \mathbb {R}.

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