Theorem 20 (Theorem # 20)
Theorem
Fix $0 < \alpha < \infty$. Then:
- (i) If $A \subseteq \{x \in \mathbb{R}^n \mid D_\mu \nu(x) \leq \alpha\}$, then $\nu(A) \leq \alpha \mu(A)$.
- (ii) If $A \subseteq \{x \in \mathbb{R}^n \mid D_\mu \nu(x) \geq \alpha\}$, then $\nu(A) \geq \alpha \mu(A)$.
Analysis
Measure Theory
Discussion
This lemma gives sharp quantitative estimates comparing $\nu$ and $\mu$ on sets where the pointwise derivative $D_\mu \nu$ is uniformly bounded above or below. These estimates allow us to control $\nu$ in terms of $\mu$ (and vice versa) even when $A$ is not assumed measurable, leveraging outer regularity and the covering theorem.
### In PDEs
This inequality structure mirrors coercivity and boundedness conditions familiar in variational PDEs. It ensures that when the density of $\nu$ with respect to $\mu$ is bounded above (or below), the associated energy or mass represented by $\nu$ is controlled by $\mu$. This is crucial when $\nu$ represents a flux or defect measure and $\mu$ a reference measure (such as Lebesgue measure), allowing us to extract weak limits and pass to the limit in PDEs involving measure data.
Proof
[proofplan]
We prove both parts by a Vitali covering argument. For part (i), we cover $A$ with balls on which the density ratio $\nu(B)/\mu(B)$ is at most $\alpha + \varepsilon$, extract a disjoint subcover via the Vitali covering theorem for Radon measures, sum the local estimates, and pass to the limit using outer regularity of $\mu$. Part (ii) is symmetric, with the inequality reversed and the covering theorem applied with respect to $\mu$ rather than $\nu$.
[/proofplan]
[step:Reduce to the case of finite total mass]
Since $\mu$ and $\nu$ are [page:1008|Radon measures] on $\mathbb{R}^n$, they are inner regular with respect to compact sets. For each $m \in \mathbb{N}$, the restricted measures $\mu_m := \mu\lfloor_{\overline{B}(0,m)}$ and $\nu_m := \nu\lfloor_{\overline{B}(0,m)}$ have finite total mass. The derivative $D_\mu \nu(x)$ depends only on the behaviour of $\mu$ and $\nu$ in a neighbourhood of $x$, so $D_{\mu_m} \nu_m(x) = D_\mu \nu(x)$ for every $x \in \overline{B}(0, m)$. Applying the finite-mass result to $A_m := A \cap \overline{B}(0, m)$ gives $\nu(A_m) \leq \alpha \, \mu(A_m)$ (respectively $\geq$). Since $A_m \nearrow A$, continuity of measure from below yields $\nu(A) = \lim_{m \to \infty} \nu(A_m) \leq \alpha \lim_{m \to \infty} \mu(A_m) = \alpha \, \mu(A)$, and similarly for part (ii). We therefore assume without loss of generality that $\mu(\mathbb{R}^n) < \infty$ and $\nu(\mathbb{R}^n) < \infty$.
[guided]
Why do we reduce to finite total mass? The Vitali covering argument in the subsequent steps produces disjoint balls whose $\mu$-measures we sum. If $\mu(\mathbb{R}^n) = \infty$, controlling this sum requires care. By restricting to $\overline{B}(0, m)$, the restricted measures $\mu_m := \mu\lfloor_{\overline{B}(0,m)}$ and $\nu_m := \nu\lfloor_{\overline{B}(0,m)}$ are finite Radon measures. Since $D_\mu \nu(x)$ is determined by the values of $\mu$ and $\nu$ on balls centred at $x$ of arbitrarily small radius, and all such balls eventually lie in $\overline{B}(0, m)$ for $m$ large enough, we have $D_{\mu_m} \nu_m(x) = D_\mu \nu(x)$ for every $x \in \overline{B}(0, m)$.
Applying the finite-mass result to $A_m := A \cap \overline{B}(0, m)$ gives $\nu(A_m) \leq \alpha \, \mu(A_m)$ for part (i). The sets $A_m$ increase to $A$, so by continuity of measure from below (which holds for any measure):
\begin{align*}
\nu(A) = \lim_{m \to \infty} \nu(A_m) \leq \alpha \lim_{m \to \infty} \mu(A_m) = \alpha \, \mu(A).
\end{align*}
The same argument applies to part (ii) with the inequality reversed.
[/guided]
[/step]
[step:Cover $A$ by balls with controlled density ratio and extract a disjoint subcover]
Fix $\varepsilon > 0$ and let $U \supset A$ be an open set. For each $a \in A$, the condition $D_\mu \nu(a) \leq \alpha$ means
\begin{align*}
\limsup_{r \to 0} \frac{\nu(B(a, r))}{\mu(B(a, r))} \leq \alpha.
\end{align*}
In particular, for every $\varepsilon > 0$ there exist arbitrarily small $r > 0$ with $\nu(B(a, r)) \leq (\alpha + \varepsilon) \mu(B(a, r))$ and $B(a, r) \subset U$. Define the family
\begin{align*}
\mathcal{F} := \{ B(a, r) \subset U \mid a \in A,\; \nu(B(a, r)) \leq (\alpha + \varepsilon) \mu(B(a, r)) \}.
\end{align*}
The family $\mathcal{F}$ is a Vitali cover of $A$: every point of $A$ is the centre of members of $\mathcal{F}$ of arbitrarily small radius. By the [Vitali covering theorem for Radon measures](/theorems/???) there exists a countable pairwise disjoint subfamily $\mathcal{G} \subset \mathcal{F}$ such that
\begin{align*}
\nu\!\Bigl(A \setminus \bigcup_{B \in \mathcal{G}} B\Bigr) = 0.
\end{align*}
[guided]
We want to turn the pointwise bound $D_\mu \nu(a) \leq \alpha$ into the global estimate $\nu(A) \leq \alpha \mu(A)$. The strategy is to cover $A$ by balls on which we have local control of the density ratio, then sum.
Fix $\varepsilon > 0$ and an open set $U \supset A$. Since $D_\mu \nu(a) \leq \alpha$ for each $a \in A$, the definition of the upper derivative as $\limsup_{r \to 0} \nu(B(a,r))/\mu(B(a,r)) \leq \alpha$ guarantees that there exist balls $B(a, r) \subset U$ of arbitrarily small radius satisfying
\begin{align*}
\nu(B(a, r)) \leq (\alpha + \varepsilon) \mu(B(a, r)).
\end{align*}
We collect all such balls into the family
\begin{align*}
\mathcal{F} := \{ B(a, r) \subset U \mid a \in A,\; \nu(B(a, r)) \leq (\alpha + \varepsilon) \mu(B(a, r)) \}.
\end{align*}
This is a Vitali cover of $A$: each point of $A$ lies in members of $\mathcal{F}$ of arbitrarily small diameter.
Why does a disjoint subcover suffice? The [Vitali covering theorem for Radon measures](/theorems/???) extracts a countable disjoint subfamily $\mathcal{G} \subset \mathcal{F}$ satisfying $\nu(A \setminus \bigcup \mathcal{G}) = 0$. This means the disjoint balls capture all the $\nu$-mass of $A$, even though they do not literally cover $A$ as a set. The key hypothesis that makes the Vitali theorem applicable is that $\nu$ is a Radon measure (hence Borel regular and locally finite) and that $\mathcal{F}$ is a fine cover of $A$ — both conditions are satisfied by construction.
[/guided]
[/step]
[step:Sum the local estimates and pass to the limit via outer regularity]
Using the disjoint subfamily $\mathcal{G}$ from the previous step:
\begin{align*}
\nu(A) &\leq \nu\!\Bigl(\bigcup_{B \in \mathcal{G}} B\Bigr) \leq \sum_{B \in \mathcal{G}} \nu(B) \leq (\alpha + \varepsilon) \sum_{B \in \mathcal{G}} \mu(B) \leq (\alpha + \varepsilon) \, \mu(U).
\end{align*}
The first inequality uses $\nu(A \setminus \bigcup \mathcal{G}) = 0$, the second uses countable sub-additivity of $\nu$, the third uses the defining property of $\mathcal{F}$, and the fourth uses disjointness of $\mathcal{G}$ together with $\bigcup \mathcal{G} \subset U$.
Since $\mu$ is a Radon measure, it is [page:1251|outer regular]: $\mu(A) = \inf\{\mu(U) \mid U \supset A,\, U \text{ open}\}$. Taking the infimum over all open $U \supset A$:
\begin{align*}
\nu(A) \leq (\alpha + \varepsilon) \, \mu(A).
\end{align*}
Since $\varepsilon > 0$ was arbitrary, sending $\varepsilon \to 0$ gives $\nu(A) \leq \alpha \, \mu(A)$, completing the proof of part (i).
[guided]
We now aggregate the local density bounds into a global estimate. Since $\nu(A \setminus \bigcup \mathcal{G}) = 0$, the $\nu$-mass of $A$ is concentrated on the disjoint balls:
\begin{align*}
\nu(A) \leq \nu\!\Bigl(\bigcup_{B \in \mathcal{G}} B\Bigr).
\end{align*}
By countable sub-additivity of $\nu$ (which holds for any [page:1251|measure]) and the defining property of each $B \in \mathcal{G} \subset \mathcal{F}$:
\begin{align*}
\nu\!\Bigl(\bigcup_{B \in \mathcal{G}} B\Bigr) \leq \sum_{B \in \mathcal{G}} \nu(B) \leq (\alpha + \varepsilon) \sum_{B \in \mathcal{G}} \mu(B).
\end{align*}
Because the balls in $\mathcal{G}$ are pairwise disjoint and all contained in $U$, the sum $\sum_{B \in \mathcal{G}} \mu(B) = \mu(\bigcup \mathcal{G}) \leq \mu(U)$. Combining:
\begin{align*}
\nu(A) \leq (\alpha + \varepsilon) \, \mu(U).
\end{align*}
The open set $U \supset A$ was arbitrary. Since $\mu$ is a Radon measure on $\mathbb{R}^n$, it is outer regular, meaning $\mu(A) = \inf\{\mu(U) \mid U \supset A,\, U \text{ open}\}$. Taking the infimum over all such $U$ yields $\nu(A) \leq (\alpha + \varepsilon) \mu(A)$. Since $\varepsilon > 0$ was arbitrary, sending $\varepsilon \to 0$ gives
\begin{align*}
\nu(A) \leq \alpha \, \mu(A),
\end{align*}
which is part (i).
[/guided]
[/step]
[step:Reverse the argument for the lower bound by applying the covering theorem with respect to $\mu$]
Fix $\varepsilon > 0$ and let $U \supset A$ be open. For each $a \in A$, the condition $D_\mu \nu(a) \geq \alpha$ ensures there exist arbitrarily small $r > 0$ with $\nu(B(a, r)) \geq (\alpha - \varepsilon) \mu(B(a, r))$ and $B(a, r) \subset U$. Define
\begin{align*}
\mathcal{F}' := \{ B(a, r) \subset U \mid a \in A,\; \nu(B(a, r)) \geq (\alpha - \varepsilon) \mu(B(a, r)) \}.
\end{align*}
By the [Vitali covering theorem for Radon measures](/theorems/???) applied with respect to $\mu$, there exists a countable pairwise disjoint subfamily $\mathcal{G}' \subset \mathcal{F}'$ such that
\begin{align*}
\mu\!\Bigl(A \setminus \bigcup_{B \in \mathcal{G}'} B\Bigr) = 0.
\end{align*}
Since $\mu(A \setminus \bigcup \mathcal{G}') = 0$ and the balls are pairwise disjoint, $\mu(A) = \mu(\bigcup \mathcal{G}') = \sum_{B \in \mathcal{G}'} \mu(B)$. Since $\bigcup \mathcal{G}' \subset U$, monotonicity and disjointness give:
\begin{align*}
\nu(U) \geq \nu\!\Bigl(\bigcup_{B \in \mathcal{G}'} B\Bigr) = \sum_{B \in \mathcal{G}'} \nu(B) \geq (\alpha - \varepsilon) \sum_{B \in \mathcal{G}'} \mu(B) = (\alpha - \varepsilon) \, \mu(A).
\end{align*}
Since $\nu$ is a Radon measure, it is [page:1251|outer regular]: $\nu(A) = \inf\{\nu(U) \mid U \supset A,\, U \text{ open}\}$. Taking the infimum over all open $U \supset A$:
\begin{align*}
\nu(A) \geq (\alpha - \varepsilon) \, \mu(A).
\end{align*}
Sending $\varepsilon \to 0$ gives $\nu(A) \geq \alpha \, \mu(A)$, completing the proof of part (ii).
[guided]
The lower bound argument mirrors the upper bound, but with a crucial difference in which measure the covering theorem is applied to.
Fix $\varepsilon > 0$ and an open $U \supset A$. For each $a \in A$, since $D_\mu \nu(a) \geq \alpha$, there exist balls $B(a, r) \subset U$ of arbitrarily small radius with
\begin{align*}
\nu(B(a, r)) \geq (\alpha - \varepsilon) \mu(B(a, r)).
\end{align*}
The collection $\mathcal{F}'$ of such balls is a Vitali cover of $A$. We define
\begin{align*}
\mathcal{F}' := \{ B(a, r) \subset U \mid a \in A,\; \nu(B(a, r)) \geq (\alpha - \varepsilon) \mu(B(a, r)) \}.
\end{align*}
Why do we apply the Vitali covering theorem with respect to $\mu$ here, rather than $\nu$? Because the inequality we seek is a lower bound on $\nu(A)$ in terms of $\mu(A)$. We need the disjoint subcover to capture all the $\mu$-mass of $A$, so we require $\mu(A \setminus \bigcup \mathcal{G}') = 0$. The [Vitali covering theorem for Radon measures](/theorems/???) can be applied with respect to any Radon measure; here we apply it with $\mu$.
The extracted disjoint subfamily $\mathcal{G}' \subset \mathcal{F}'$ satisfies $\mu(A \setminus \bigcup \mathcal{G}') = 0$. Since the balls are pairwise disjoint:
\begin{align*}
\mu(A) = \mu\!\Bigl(\bigcup_{B \in \mathcal{G}'} B\Bigr) = \sum_{B \in \mathcal{G}'} \mu(B).
\end{align*}
Now, can we conclude $\nu(A) \geq \sum \nu(B)$ directly? No — the balls in $\mathcal{G}'$ are centred at points of $A$ but extend beyond $A$, so $\bigcup \mathcal{G}' \not\subseteq A$ in general and monotonicity does not give $\nu(A) \geq \nu(\bigcup \mathcal{G}')$. Instead, we use the open set $U$. Since $\bigcup \mathcal{G}' \subset U$, monotonicity and disjointness give:
\begin{align*}
\nu(U) \geq \nu\!\Bigl(\bigcup_{B \in \mathcal{G}'} B\Bigr) = \sum_{B \in \mathcal{G}'} \nu(B) \geq (\alpha - \varepsilon) \sum_{B \in \mathcal{G}'} \mu(B) = (\alpha - \varepsilon) \, \mu(A).
\end{align*}
Since $\nu$ is a Radon measure, it is [page:1251|outer regular]: $\nu(A) = \inf\{\nu(U) \mid U \supset A,\, U \text{ open}\}$. Taking the infimum over all open $U \supset A$ gives $\nu(A) \geq (\alpha - \varepsilon) \mu(A)$. Sending $\varepsilon \to 0$ yields
\begin{align*}
\nu(A) \geq \alpha \, \mu(A),
\end{align*}
which is part (ii).
[/guided]
[/step]
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