In mathematics, Lebesgue's density theorem states that for any Lebesgue measurable set
A
⊆
R
n
{\displaystyle A\subseteq \mathbb {R} ^{n}}
, the "density" of
A
{\displaystyle A}
is 0 or 1 at almost every point in
R
n
{\displaystyle \mathbb {R} ^{n}}
. Additionally, the "density" of
A
{\displaystyle A}
is 1 at almost every point of
A
{\displaystyle A}
. Intuitively, this means that the boundary of
A
{\displaystyle A}
, the set of points in
A
{\displaystyle A}
for which all neighborhoods are partially in
A
{\displaystyle A}
and partially outside
A
{\displaystyle A}
, is of measure zero.

The definition
Let
μ
{\displaystyle \mu }
be the Lebesgue measure on the Euclidean space and
A
⊆
R
n
{\displaystyle A\subseteq \mathbb {R} ^{n}}
be a Lebesgue measurable set. Let
x
∈
R
n
{\displaystyle x\in \mathbb {R} ^{n}}
and let
B
{\displaystyle B}
ε
(
x
)
{\displaystyle (x)}
denote the open ball of radius
ε
{\displaystyle \varepsilon }
centered at
x
{\displaystyle x}
. Define
-
d
ε
(
x
)
=
μ
(
A
∩
B
ε
(
x
)
)
μ
(
B
ε
(
x
)
)
{\displaystyle \qquad \qquad d_{\varepsilon }(x)={\frac {\mu (A\cap B_{\varepsilon }(x))}{\mu (B_{\varepsilon }(x))}}}
Lebesgue's density theorem asserts that for almost every point
x
{\displaystyle x}
of
A
⊆
R
n
{\displaystyle A\subseteq \mathbb {R} ^{n}}
the density
-
d
(
x
)
=
lim
ε
→
0
d
ε
(
x
)
{\displaystyle \qquad \qquad \qquad d(x)=\lim _{\varepsilon \to 0}d_{\varepsilon }(x)}
exists and is equal to 0 or 1.
What the Lebesgues density theorem states
For every measurable set
A
{\displaystyle A}
, the density of
A
{\displaystyle A}
is 0 or 1 almost everywhere[1]. If
0
<
μ
(
A
)
<
∞
{\displaystyle 0<\mu (A)<\infty }
, then there are always points of
A
⊆
R
n
{\displaystyle A\subseteq \mathbb {R} ^{n}}
where the density either does not exist or exists but is neither 0 nor 1.[2].
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 of measure zero.
The Lebesgue density theorem is a particular case of the Lebesgue differentiation theorem.
Thus, this theorem is also true for every finite Borel measure on
A
⊆
R
n
{\displaystyle A\subseteq \mathbb {R} ^{n}}
instead of Lebesgue measure, as proven in sections 2.8–2.9 of Federer's Geometric Measure Theory, 1969.
See also
- Lebesgue differentiation theorem – Mathematical theorem in real analysis
References
- Mattila, Pertti (1999). Geometry of Sets and Measures in Euclidean Spaces: Fractals and Rectifiability. ISBN 978-0-521-65595-8.
- Croft, Hallard (1982). "Three lattice-point problems of Steinhaus". Quarterly J. Math. Oxford (2). 33: 71–83.
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