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Singular distribution functions have zero derivative almost everywhere (μ⊥λ1​⟹Fμ′​=0λ1​-a.e.)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Probability distribution Cumulative distribution function
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For Fμ​(t)=μ((−∞,t]), every difference quotient at x is nonnegative and bounded by 4μ(B(x,2∣h∣))/λ1​(B(x,2∣h∣)). 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.

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  • Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 5 / 4 / Solution

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