real-analysis – Uniformly Lebesgue Differentiable Functions

real-analysis

Note: Here $\mu$ denotes Lebesgue measure on $\mathbb R$.

We say a function $f: \mathbb R \to \mathbb R$ is uniformly Lebesgue differentiable if there exists some measurable subset $E$ of $\mathbb R$ with $\mu(E^c) = 0$ such that the following holds:

For all $\varepsilon > 0$, there exists some $\delta > 0$ such that for all $x \in E$ and all $0 < r \leq \delta$, we have
$$\frac{1}{2r} \int_{B_r(x)} |f(y) – f(x)| \, dy < \varepsilon.$$

Question: Is it true that $f$ admits a uniformly continuous representative if and only if it is uniformly Lebesgue differentiable?

Remark: The “only if” direction is clear, the “if” direction is the issue.

Best Answer

Yes. Suppose $f$ is uniformly Lebesgue differentiable (ULD).

Let's first note that $f$ at least has a continuous representative, since the functions $f_r(x) = \frac{1}{2r} \int_{B_r(x)} f(y)\,dy$ are each continuous (by dominated convergence if you like), and by the triangle inequality and the ULD condition, they are uniformly Cauchy and converge a.e. to $f$. Therefore we can replace $f$ by its continuous representative, disregard the null set $E^c$, and assume that the ULD condition holds for all $x$.

Now the idea is that the ULD condition implies that $f(y)$ must be close to $f(x)$ for "most" $y \in B_r(x)$. If $x_1, x_2$ are sufficiently close, then $B_r(x_1), B_r(x_2)$ have a lot of overlap, and so "most" of the $y$ in their intersection have $f(y)$ close to both $f(x_1)$ and $f(x_2)$, so they are close to each other.

To make this precise, let $c$ be a small constant to be chosen later less than $\frac{1}{8}$. Now fix $\epsilon > 0$, and fix an $r$ so small that $\frac{1}{2r} \int_{B_r(x)} |f(y)-f(x)| \,dy < c \epsilon$ for all $x$. For arbitrary $x$, let $$ A(x) = \left\{ y \in B_r(x) : |f(y) - f(x)| \ge \frac{\epsilon}{2}\right\} $$ then by Markov's inequality $$ m(A(x)) \le \frac{2}{\epsilon} \int_{B_r(x)} |f(y) - f(x)|\,dy < \frac{2}{\epsilon} \cdot 2r \cdot c \epsilon = 4 c r.$$

Now suppose $|x_1 -x_2| < r$. Then we have $m(B_r(x_1) \cap B_r(x_2)) > (2-|x_1-x_2|)r > r$. On the other hand, $m(A(x_1) \cup A(x_2)) \le 8cr$. So if we choose since we chose $c < \frac{1}{8}$, then we have $$m\left[(B_r(x_1) \cap B_r(x_2)) \setminus (A(x_1) \cup A(x_2))\right] \ge r - 8cr > 0$$ and hence this set is nonempty, so contains some $y$. We have $y \in B_r(x_1) \setminus A(x_1)$ which means that $|f(y) - f(x_1)| < \frac{\epsilon}{2}$, and similarly $|f(y) - f(x_2)| < \frac{\epsilon}{2}$, so that $|f(x_1) - f(x_2)| < \epsilon$.