Differentiation along refining metric partitions

ID: differentiation-along-refining-metric-partitions

Assume in addition that the probability space is a metric space, continuous integrable functions are dense in , and the diameters of its partition cells tend to zero at each point. For a continuous , the oscillation average tends to zero because every point in is within its diameter of . For , the upper limit of the oscillation of is bounded by the partition maximal function of plus . The first-crossing maximal inequality for refining partitions and Chebyshev's inequality bound the measure where this exceeds by . Approximation proves the displayed almost everywhere assertion. Refinement supplies the maximal estimate; shrinking diameter supplies the approximation argument. Without shrinking diameter, a constant partition generally converges only to its cell averages.

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