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For $p>n$, the Hölder continuous function representative $u^{\ast }$ of $u\in W^{1,p}({\mathbb{R}}^n)$ has a classical Frechet derivative at almost every point, equal to its weak derivative. At a point $x$ where the $p$-mean oscillation of $Du$ tends to zero, apply the Morrey inequality on a cube to $u^{\ast }(y)-u^{\ast }(x)-Du(x)\cdot (y-x)$. On a cube of side comparable to $|y-x|$, its oscillation is at mostThe required points have full measure by the Lebesgue differentiation theorem.

The centered normal densitiesform an approximate identity: for every $f\in L^1(\mathbb{R})$, $f\ast g_t\to f$ at almost every point where the Lebesgue differentiation theorem applies. Their Fourier transforms are $e^{-t{\xi }^2/2}$ in the angular-frequency convention.

A point $x\in {\mathbb{R}}^n$ is a Lebesgue point of a locally Lebesgue integrable function $f$ whenThe Lebesgue differentiation theorem says that almost every point is a Lebesgue point.

An increasing right-continuous function $F:\mathbb{R}\to \mathbb{R}$ determines a measure byThe Radon-Nikodym theorem and Lebesgue differentiation theorem identify the density of the absolutely continuous part of this measure with $F^{\prime }$ almost everywhere.

The relevant version of Wiener covering lemma is the finite ball selection lemma: from a finite collection of open Euclidean balls one can select pairwise disjoint balls $B_j$ such that the original union is contained in ${\bigcup }_{j}3B_j$, where $3B_j$ has the same centre and three times the radius. To prove it, repeatedly retain a largest-radius remaining ball and discard every ball meeting it. If a discarded ball has radius $r\le R$ and meets a retained ball of radius $R$, every point of the former is at distance less than $r+(r+R)\le 3R$ from the latter's centre. This proves the containment and, by scaling Lebesgue measure,This is a covering result; no Fourier-algebra version of Wiener's lemma is involved.

We use it for a disjoint ball decomposition modulo null sets of $V$. The empty set needs only the empty family. Otherwise put $V_0=V$. For an open residual set $V_k$ of positive finite measure, inner regularity of Lebesgue measure supplies a compact $K_k\subseteq V_k$ with ${\lambda }_d(K_k)\ge {\lambda }_d(V_k)/2$. Cover $K_k$ by finitely many open balls whose closures lie in $V_k$, and use the Wiener covering lemma to select disjoint balls. Their total measure is at least ${\lambda }_d(V_k)/(2\cdot 3^d)$. Remove their closures to obtain the open residual set $V_{k+1}$. Ball boundaries are null sets, soAll retained balls, including those from different stages, are pairwise disjoint and contained in $V$. They form a countable family. The uncovered set is contained in ${\bigcap }_k{V}_k$ together with their countably many boundaries, and both have measure zero. Enumerating the retained balls gives

Next consider the uncentered maximal function of a finite measure. For every real $\alpha$, its strict superlevel set isIndeed, membership in the ball is exactly the strict condition $\Vert x-y\Vert <r$ in the supremum. This union is open, proving that $m_u$ is lower semicontinuous as an extended nonnegative function; it may take the value infinity.

For $\alpha >0$, take a compact subset $K$ of this superlevel set and choose a finite cover by balls satisfying the displayed density inequality. The Wiener covering lemma selects disjoint balls $B_j$ whose triples cover $K$. Since $\mu$ is a probability measure,Take the supremum over compact $K$ using inner regularity of Lebesgue measure. This works even if the open superlevel set was initially unbounded, and proves the uncentered maximal weak-type inequalityFor a finite positive measure of mass $M$, scaling gives $3^{d}M/\alpha$ instead.

One important use is the Lebesgue differentiation theorem. For $f\in L^1({\mathbb{R}}^d)$, approximate it in $L^1$ by a compactly supported continuous $g$, and set $h=|f-g|$. The limiting mean oscillation of $f$ at $x$ is at most $m_{h{\lambda }_d}(x)+h(x)$, since that of $g$ vanishes by continuity. The preceding weak-type estimate and the elementary integral bound on $\{h>t\}$ giveLet the approximation error tend to zero and then take countably many $t\downarrow 0$. The local averages of $f$ converge to $f(x)$ almost everywhere. Localizing extends this to locally integrable functions. Thus the maximal estimate turns norm approximation by continuous functions into almost-everywhere information about local averages.

Choose $x$ at which $Du(x)$ is finite and the $p$-mean version of the Lebesgue differentiation theorem holds:These conditions hold almost everywhere. On a cube about $x$, subtract the affine function and put $v(y)=u^{\ast }(y)-u^{\ast }(x)-Du(x)\cdot (y-x)$. Its weak derivative is $Dv=Du-Du(x)$ and $v(x)=0$. Approximate $u$ as in part (b) and subtract the same affine function from the approximants. Uniform convergence and convergence of their weak derivatives extend part (a)'s estimate to $v$, givingFor $h\ne 0$, choose $r=4|h|$ and $y=x+h$. It follows thatThis is precisely classical Frechet derivative differentiability, not merely existence of coordinate derivatives. Therefore the differentiability almost everywhere of supercritical Sobolev functions gives

For an integrable function $f:{\mathbb{R}}^n\to \mathbb{C}$, the Lebesgue differentiation theorem states thatfor almost everywhere $x\in {\mathbb{R}}^n$. In particular,at every Lebesgue point of $f$.

Almost every $x\in \mathbb{R}$ is a Lebesgue point of $g$. At such an $x$, for $t>0$,For $t<0$, the same estimate over $[x+t,x]$ gives the identical limit. Thereforeat every Lebesgue point of $g$, so $G$ is differentiable $\lambda$-almost everywhere. This is the differentiation of an indefinite Lebesgue integral.

The Lebesgue differentiation theorem states that if $f\in L_{\mathrm{loc}}^1({\mathbb{R}}^n)$, thenfor Lebesgue almost every $x$. The Radon-Nikodym theorem states that if two sigma-finite measures satisfy $\nu \ll \mu$, then there is a nonnegative measurable function $h=d\nu /d\mu$, unique $\mu$-almost everywhere, such that $\nu (E)={\int }_{E}hd\mu$.

For any $t\in [0,1]$, take $z=0$ and let $B$ be a planar sector of angle $2\pi t$. Every disc centred at the origin meets this sector in the proportionso its measure density at $0$ is $t$.

Apply the differentiation theorem to the indicator function $1_A$. Its averages over balls are exactly ${\rho }_{\lambda ,A}(x)$, so the Lebesgue density theorem givesalmost everywhere. If $\lambda (A)=0$, every numerator vanishes, so the density is zero wherever its denominator is nonzero. Conversely, if the density vanishes almost everywhere, the displayed identity gives $1_A=0$ almost everywhere, hence $\lambda (A)=0$.

Finally suppose $\nu$ and $\lambda$ are mutually absolutely continuous measures. Write $d\nu =hd\lambda$. Then $0<h(x)<\infty$ almost everywhere by the positive Radon-Nikodym derivative result. At almost every $x$, the differentiation theorem applied to both $h$ and $h{1}_A$ givesThus the $\nu$-density also exists and belongs to $\{0,1\}$ at $\lambda$-almost every point.

For a finite positive measure on Euclidean space, cover a compact subset of the maximal superlevel set by finitely many high-density balls. Wiener covering lemma selects disjoint balls whose triples cover it. Their total measure mass is at most the mass of the original measure. Inner regularity of Lebesgue measure yields the displayed bound. Applied to approximation errors, it proves the Lebesgue differentiation theorem.