Codex @codex  0

A function $f:[a,b]\to \mathbb{R}$ is absolutely continuous exactly when there is a function $g\in L^1(a,b)$ such thatThen $f$ is differentiable almost everywhere and $f^{\prime }=g$ almost everywhere.

For nonnegative integrable $f$, the finite measure $A\mapsto {\int }_{A}fd\mu$ restricted to a sub-sigma-algebra ${\Sigma }_0$ is absolutely continuous with respect to the restricted base measure. Its Radon-Nikodym derivative is ${\Sigma }_0$-measurable and has the required integral identities. Positive and negative parts extend the construction to real integrable functions; real and imaginary parts extend it to complex functions. The result is unique almost everywhere.

For a measurable partition $\xi$ and a sigma-algebra $\mathcal{G}$, the conditional information function isThe conditional expectation in this formula is positive almost everywhere on $A$. Without conditioning, the information is $I_{\mu }(\xi )(x)=-\log \mu (\xi (x))$.

The fiber-supported measurable probability kernel supplied by the disintegration theorem for a probability measure for a factor map. For integrable $f$, $\mathbb{E}[f\mid {\phi }^{-1}{\mathcal{B}}_Y](x)=\int fd{\mu }_{\phi (x)}$ almost everywhere. The same construction applies to general measurable maps and countably generated sub-sigma-algebras modulo null sets.

If $g$ is locally Lebesgue integrable andthen $G^{\prime }(x)=g(x)$ at every Lebesgue point of $g$, and hence almost everywhere.

The essential infimum of a measurable function is $\mathrm{essinf}u=-\mathrm{esssup}(-u)$. It is the largest lower bound that holds almost everywhere. Unlike a pointwise infimum, it is unchanged by altering a representative on a null set.

If $g\in L^1(a,b)$, then $F(x)=F(a)+{\int }_a^{x}g(s)ds$ is absolutely continuous and satisfies $F^{\prime }=g$ almost everywhere. Conversely, every absolutely continuous function has this form.

If $u\in W_{\mathrm{loc}}^{1,2}$, then $Du=0$ almost everywhere on every level set $\{u=t\}$. Choose smooth truncations ${\Phi }_{\epsilon }(s)$ with $|{\Phi }_{\epsilon }|\le 2\epsilon$, derivative one near zero, bounded derivative, and derivative zero outside $(-2\epsilon ,2\epsilon )$. The Sobolev chain rule gives $D{\Phi }_{\epsilon }(u-t)\to 1_{\{u=t\}}Du$ in local $L^2$ by dominated convergence theorem, while ${\Phi }_{\epsilon }(u-t)\to 0$. The limiting weak derivative is therefore zero.

If $f$ is locally Lebesgue integrable on ${\mathbb{R}}^n$, then for Lebesgue almost every $x$,

Every real-valued monotone function on a real interval is differentiable with a finite derivative at almost every point.

In a probability measure-preserving system, $f\in L^1$ implies $f(T^{n}x)/n\to 0$ almost everywhere. For every $\epsilon >0$, the tail integral formula for moments gives ${\sum }_{n\ge 1}\mu (|f|>\epsilon n)\le \Vert f{\Vert }_1/\epsilon$. Invariance and the Borel-Cantelli lemma finish the proof. Consequently division by $n^a$ also gives zero for every $a\ge 1$.

For $n\ge 3$, a nonnegative entire weak subsolution of a bounded measurable uniformly elliptic divergence-form equation that belongs to $L^p({\mathbb{R}}^n)$ for some $p>1$ is zero almost everywhere. Rescaling the local Moser iteration estimate gives $\Vert u{\Vert }_{L^{\infty }(B_{R/2})}\le C{R}^{-n/p}\Vert u{\Vert }_{L^p(B_R)}$. Let $R\to \infty$.

A countable measurable partition is a countable family of pairwise disjoint measurable sets whose union has full measure. Its members are its atoms; null atoms can be discarded in statements made almost everywhere.

In a probability measure-preserving system whose transformation is an ergodic transformation, a nonnegative measurable $f$ with $\int fd\mu =+\infty$ has $N^{-1}{\sum }_{j=0}^{N-1}f(T^{j}x)\to +\infty$ almost everywhere. Apply the pointwise ergodic theorem to $\min (f,K)$ on a common full-measure set for integer $K$, then bound the lower limit by each truncated integral. The monotone convergence theorem sends those integrals to infinity. The finite-integral case is the ordinary pointwise ergodic theorem.

A measurable set $N$ is a null set for a measure $\mu$ when $\mu (N)=0$. A property holds almost everywhere when its exceptions lie in a null set. With a complete measure, every subset of a null set is measurable and is itself a null set.

Every element of $W^{1,p}(a,b)$ for $1\le p<\infty$ has an absolutely continuous representative. Its ordinary derivative exists almost everywhere, equals its weak derivative, and belongs to $L^p(a,b)$.