Paper 1, Section II, 23H23 \mathrm{H}

Analysis of Functions
Part II, 2021

Below, M\mathcal{M} is the σ\sigma-algebra of Lebesgue measurable sets and λ\lambda is Lebesgue measure.

(a) State the Lebesgue differentiation theorem for an integrable function f:RnCf: \mathbb{R}^{n} \rightarrow \mathbb{C}. Let g:RCg: \mathbb{R} \rightarrow \mathbb{C} be integrable and define G:RCG: \mathbb{R} \rightarrow \mathbb{C} by G(x):=[a,x]gdλG(x):=\int_{[a, x]} g d \lambda for some aRa \in \mathbb{R}. Show that GG is differentiable λ\lambda-almost everywhere.

(b) Suppose h:RRh: \mathbb{R} \rightarrow \mathbb{R} is strictly increasing, continuous, and maps sets of λ\lambda-measure zero to sets of λ\lambda-measure zero. Show that we can define a measure ν\nu on M\mathcal{M} by setting ν(A):=λ(h(A))\nu(A):=\lambda(h(A)) for AMA \in \mathcal{M}, and establish that νλ\nu \ll \lambda. Deduce that hh is differentiable λ\lambda-almost everywhere. Does the result continue to hold if hh is assumed to be non-decreasing rather than strictly increasing?

[You may assume without proof that a strictly increasing, continuous, function w:RRw: \mathbb{R} \rightarrow \mathbb{R} is injective, and w1:w(R)Rw^{-1}: w(\mathbb{R}) \rightarrow \mathbb{R} is continuous.]