Commit 2021-11-21 21:47 8f07d75b
View on Github →feat(measure_theory/covering/differentiation): differentiation of measures (#10101)
If ρ
and μ
are two Radon measures on a finite-dimensional normed real vector space, then for μ
-almost every x
, the ratio ρ (B (x, r)) / μ (B(x,r))
converges when r
tends to 0
, towards the Radon-Nikodym derivative of ρ
with respect to μ
. This is the main theorem on differentiation of measures.
The convergence in fact holds for more general families of sets than balls, called Vitali families (the fact that balls form a Vitali family is a restatement of the Besicovitch covering theorem). The general version of the differentation of measures theorem is proved in this PR, following [Federer, geometric measure theory].