TransWikia.com

What is the connection between the Radon-Nikodym derivative and the fundamental theorem of calculus in $mathbb{R}^n$?

Mathematics Asked by 5fec on February 2, 2021

Section 3.4 of Folland’s Real Analysis is titled "Differentiation on Euclidean space". In it he presents material that he says "may be regarded as a generalization of the fundamental theorem of calculus". I think I understand the connection in the one-dimensional case, but not in higher dimensions. (The Folland section is written in terms of balls in $mathbb{R}^n$, not intervals in $mathbb{R}$.) Can anyone explain that latter connection and/or point out mistakes/misconceptions in the below?

In one dimension ($mathbb{R}$) under Lebesgue measure $m$, the connection is this:

Suppose we have a measure $nu$ and the Radon-Nikodym derivative w.r.t. $m$ exists. Then for an interval $[x, x + r]$ we have
begin{align*}
nu([x,x + r] = int_{x}^{x+r} f dm.
end{align*}

But this integral can be regarded as the difference between two integrals:
begin{align*}
nu([x, x + r]) = int_0^{x + r} f dm – int_0^{x} f dm,
end{align*}

and thus $f^* = lim_{r to 0}frac{nu([x,x + r])}{r}$ is a derivative of the function $F(x) = int_0^x f dm$.

Folland theorem 3.18 states that $lim_{r to 0} A_r f(x) = f(x)$ for a.e. $x in mathbb{R}^n$, where $A_r f(x)$ is the average value of $f$ on $B(x, r)$.

We also note that $nu([x, x + r])$ is the average value of $f$ on the interval, so then the point of Folland theorem 3.18 is that it tells us that $f^* = f$ a.e. which is an FTC-like statement: in simple terms, the derivative of the "area-so-far​" function $F$ is $f$ itself.

Now, how does this extend to $mathbb{R}^n$ for $n>0$? We have
begin{align*}
f^* = lim_{r to 0} frac{nu(B(x, r))}{m(B(x, r))},
end{align*}

and $nu(B(x, r)) = int_{B(x, r)} f dm$, but I don’t see how to make a statement analogous to
begin{align*}
nu([x, x + r]) = int_0^{x + r} f dm – int_0^{x} f dm,
end{align*}

regarding the ball $B(x, r)$ in $mathbb{R}^n$ for $n > 1$.

Add your own answers!

Ask a Question

Get help from others!

© 2024 TransWikia.com. All rights reserved. Sites we Love: PCI Database, UKBizDB, Menu Kuliner, Sharing RPP