For , define the forward and backward one-sided interval averaging operators
and set . Each positive-radius average is bounded in absolute value by . Although is an endpoint of its averaging interval, enlarge that interval slightly so that is interior, apply the maximal bound and let the enlargement shrink to zero.
To dominate the limiting identity too without assuming the differentiation result we are proving, use the sublinear operator
The maximal estimate and Chebyshev inequality imply
Thus has weak type (1,1) and dominates every , including .
Smooth compactly supported functions are dense in , obtained by truncating and then smoothing with a compactly supported approximate identity. For each such continuous function both averages tend to its value at every point. Applying part (ii) to the two families, and intersecting their full-measure convergence sets, gives almost everywhere.
The forward difference quotient of the primitive is , and the backward quotient is :
They have the same limit, proving differentiability almost everywhere, with the stronger conclusion
This proves differentiation of an indefinite Lebesgue integral directly from the maximal estimate and density, without assuming as an unproved prerequisite.
Sublinear operator 2026-10-14
A nonnegative function-valued operator is sublinear if and almost everywhere. This pointwise domination notion includes maximal one-sided interval averaging operators and differs from requiring an ordinary linear map.