26.1. THE FUNDAMENTAL THEOREM OF CALCULUS 937
Corollary 26.1.7 If f ∈ L1loc(Rn), then
limr→0
1m(B(x,r))
∫B(x,r)
f (y)dy = f (x) a.e. x. (26.1.3)
Proof: ∣∣∣∣ 1m(B(x,r))
∫B(x,r)
f (y)dy− f (x)∣∣∣∣
≤ 1m(B(x,r))
∫B(x,r)
| f (y)− f (x)|dy
and the last integral converges to 0 a.e. x.
Definition 26.1.8 For N the set of Theorem 26.1.5 or Corollary 26.1.6, NC is called theLebesgue set or the set of Lebesgue points.
The next corollary is a one dimensional version of what was just presented.
Corollary 26.1.9 Let f ∈ L1(R) and let
F(x) =∫ x
−∞
f (t)dt.
Then for a.e. x, F ′(x) = f (x).
Proof: For h > 0
1h
∫ x+h
x| f (y)− f (x)|dy≤ 2(
12h
)∫ x+h
x−h| f (y)− f (x)|dy
By Theorem 26.1.5, this converges to 0 a.e. Similarly
1h
∫ x
x−h| f (y)− f (x)|dy
converges to 0 a.e. x.∣∣∣∣F(x+h)−F(x)h
− f (x)∣∣∣∣≤ 1
h
∫ x+h
x| f (y)− f (x)|dy (26.1.4)
and ∣∣∣∣F(x)−F(x−h)h
− f (x)∣∣∣∣≤ 1
h
∫ x
x−h| f (y)− f (x)|dy. (26.1.5)
Now the expression on the right in 26.1.4 and 26.1.5 converges to zero for a.e. x. Therefore,by 26.1.4, for a.e. x the derivative from the right exists and equals f (x) while from 26.1.5the derivative from the left exists and equals f (x) a.e. It follows
limh→0
F(x+h)−F(x)h
= f (x) a.e. x
This proves the corollary.