Rademacher's theorem
In mathematical analysis, Rademacher's theorem, named after Hans Rademacher, states the following: If U is an open subset of Rn and f : U → Rm is Lipschitz continuous, then f is differentiable almost everywhere in U; that is, the points in U at which f is not differentiable form a set of Lebesgue measure zero.
Generalizations
There is a version of Rademacher's theorem that holds for Lipschitz functions from a Euclidean space into an arbitrary metric space in terms of metric differentials instead of the usual derivative.
See also
References
- Federer, Herbert (1969), Geometric measure theory, Die Grundlehren der mathematischen Wissenschaften, 153, Berlin–Heidelberg–New York: Springer-Verlag, pp. xiv+676, ISBN 978-3-540-60656-7, MR 0257325, Zbl 0176.00801 . (Rademacher's theorem is Theorem 3.1.6.)
- Juha Heinonen, Lectures on Lipschitz Analysis, Lectures at the 14th Jyväskylä Summer School in August 2004. (Rademacher's theorem with a proof is on page 18 and further.)
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