Singular distribution functions have zero derivative almost everywhere

ID: singular-distribution-functions-have-zero-derivative-almost-everywhere

For , every difference quotient at is nonnegative and bounded by . The spherical derivative of a singular measure vanishes, so the two-sided derivative is zero Lebesgue almost everywhere. A singular distribution function need not be constant: differentiation almost everywhere does not recover increments without absolute continuity of a function of the function.

New to topics? Read the docs here!