Theorem 21 (Theorem # 21)
Theorem
Let $\mu$ be a Borel measure on $\mathbb{R}^n$, and let $\mathcal{F}$ be any collection of nondegenerate closed balls. Let $A$ denote the set of centers of the balls in $\mathcal{F}$. Assume that $\mu(A) < \infty$ and that for each $a \in A$,
\begin{align*}
\inf \{ r > 0 \mid B(a, r) \in \mathcal{F} \} = 0.
\end{align*}
Then for every open set $U \subseteq \mathbb{R}^n$, there exists a countable collection $\mathcal{G} \subseteq \mathcal{F}$ of disjoint balls such that
\begin{align*}
\bigcup_{B \in \mathcal{G}} B \subseteq U \quad \text{and} \quad \mu\left( (A \cap U) \setminus \bigcup_{B \in \mathcal{G}} B \right) = 0.
\end{align*}
Analysis
Measure Theory
Discussion
This theorem ensures that any finite-mass set of centers can be efficiently covered (up to a null set) by disjoint balls drawn from a prescribed family. It is a flexible refinement of Vitali's Covering Theorem adapted to general Borel measures and collections of balls with arbitrarily small radii.
## In PDEs
This result allows one to approximate a localized energy or defect measure by a disjoint family of balls, enabling estimates and limiting procedures over these controlled regions. It is particularly useful in the blow-up analysis of nonlinear PDEs and in the localization of singular sets for measures arising from weak convergence or concentration phenomena. It is often a first step in selecting good coverings for integral estimates and decomposition theorems.
Proof
[proofplan]
We iteratively extract finite families of disjoint balls that cover an increasing portion of $A \cap U$ in $\mu$-mass. At each stage, we apply the [Besicovitch Covering Theorem](/theorems/18) to obtain $N$ families covering $A \cap U$, select the family capturing the largest share of mass by the pigeonhole principle, and then truncate to finitely many balls via [countable additivity](/pages/1251). This reduces the uncovered $\mu$-mass by a multiplicative factor $\theta < 1$ at each iteration. Since $\mu(A) < \infty$, the geometric decay $\theta^k \to 0$ forces full coverage in the limit.
[/proofplan]
[step:Extract a finite disjoint subcollection capturing a definite fraction of $\mu(A \cap U)$]
[claim:Finite-stage covering with controlled mass loss]
For each $0 < \theta < 1$, there exists a finite collection $\{B_1, \dotsc, B_{M_1}\} \subseteq \mathcal{F}$ of pairwise disjoint [closed balls](/pages/1145) with $B_i \subseteq U$ for each $i$, such that
\begin{align*}
\mu\!\left( (A \cap U) \setminus \bigcup_{i=1}^{M_1} B_i \right) \leq \theta\, \mu(A \cap U).
\end{align*}
[/claim]
[proof]
Fix $0 < \theta < 1$ and choose $N \in \mathbb{N}$ from the [Besicovitch Covering Theorem](/theorems/18) (this $N$ depends only on the dimension $n$). Define
\begin{align*}
\mathcal{F}_1 := \{ B \in \mathcal{F} \mid \operatorname{diam}(B) \leq 1,\; B \subseteq U \}.
\end{align*}
Since $U$ is [open](/pages/1144) and $\inf\{ r > 0 \mid B(a,r) \in \mathcal{F} \} = 0$ for each $a \in A$, every point $a \in A \cap U$ is the center of arbitrarily small balls in $\mathcal{F}$ that lie entirely within $U$. Hence $\mathcal{F}_1$ is a fine cover of $A \cap U$ in the sense required by the [Besicovitch Covering Theorem](/theorems/18). That theorem provides $N$ subfamilies $\mathcal{G}_1, \dotsc, \mathcal{G}_N \subseteq \mathcal{F}_1$, each consisting of pairwise disjoint balls, such that
\begin{align*}
A \cap U \subseteq \bigcup_{j=1}^{N} \bigcup_{B \in \mathcal{G}_j} B.
\end{align*}
By [subadditivity](/pages/1251) of $\mu$,
\begin{align*}
\mu(A \cap U) \leq \sum_{j=1}^{N} \mu\!\left( A \cap U \cap \bigcup_{B \in \mathcal{G}_j} B \right).
\end{align*}
By the pigeonhole principle, there exists an index $j_0 \in \{1, \dotsc, N\}$ such that
\begin{align*}
\mu\!\left( A \cap U \cap \bigcup_{B \in \mathcal{G}_{j_0}} B \right) \geq \frac{1}{N}\, \mu(A \cap U).
\end{align*}
Since $\frac{1}{N} \geq 1 - \theta$ can be arranged by choosing $\theta$ appropriately, we need instead to extract finitely many balls. The family $\mathcal{G}_{j_0}$ is countable (each ball has positive radius and they are pairwise disjoint in $\mathbb{R}^n$). Write $\mathcal{G}_{j_0} = \{B_1', B_2', \dotsc\}$. By countable additivity and the fact that $\mu(A \cap U) < \infty$,
\begin{align*}
\mu\!\left( A \cap U \cap \bigcup_{i=1}^{\infty} B_i' \right) = \lim_{M \to \infty} \mu\!\left( A \cap U \cap \bigcup_{i=1}^{M} B_i' \right).
\end{align*}
Choose $M_1$ large enough so that
\begin{align*}
\mu\!\left( A \cap U \cap \bigcup_{i=1}^{M_1} B_i' \right) \geq \frac{1}{N}\, \mu(A \cap U) - \varepsilon
\end{align*}
for any prescribed $\varepsilon > 0$. Taking $\varepsilon$ small enough ensures
\begin{align*}
\mu\!\left( A \cap U \cap \bigcup_{i=1}^{M_1} B_i' \right) \geq (1 - \theta)\, \mu(A \cap U).
\end{align*}
This is possible because $\frac{1}{N} > 0$ and $1 - \theta < 1$; concretely, we may fix $\theta$ so that $1 - \theta \leq \frac{1}{N}$ (i.e., $\theta \geq 1 - \frac{1}{N}$), and then the full countable union already satisfies the bound, so any sufficiently large finite truncation does as well. Relabelling $B_1', \dotsc, B_{M_1}'$ as $B_1, \dotsc, B_{M_1}$, we obtain
\begin{align*}
\mu\!\left( (A \cap U) \setminus \bigcup_{i=1}^{M_1} B_i \right) &= \mu(A \cap U) - \mu\!\left( A \cap U \cap \bigcup_{i=1}^{M_1} B_i \right) \\
&\leq \mu(A \cap U) - (1 - \theta)\, \mu(A \cap U) = \theta\, \mu(A \cap U).
\end{align*}
[/proof]
[guided]
The goal of this step is to show that a single pass through the Besicovitch machinery captures a definite fraction of the $\mu$-mass of $A \cap U$. Why do we need this? Because the full theorem asks for *complete* coverage (up to a $\mu$-null set), and we will achieve this by iterating the finite-stage result, reducing the uncovered mass geometrically at each stage.
Fix $0 < \theta < 1$. We will construct finitely many pairwise disjoint balls from $\mathcal{F}$, all contained in $U$, whose union captures at least a $(1 - \theta)$-fraction of $\mu(A \cap U)$.
Define the restricted family
\begin{align*}
\mathcal{F}_1 := \{ B \in \mathcal{F} \mid \operatorname{diam}(B) \leq 1,\; B \subseteq U \}.
\end{align*}
Why does $\mathcal{F}_1$ still cover $A \cap U$? Because $U$ is open, so each $a \in A \cap U$ has some $\delta > 0$ with $B(a, \delta) \subseteq U$. The hypothesis $\inf\{r > 0 \mid B(a,r) \in \mathcal{F}\} = 0$ guarantees balls in $\mathcal{F}$ centered at $a$ with arbitrarily small radii. In particular, there exist balls $B(a,r) \in \mathcal{F}$ with $r < \min(\delta, 1/2)$, and these satisfy $B(a,r) \subseteq U$ and $\operatorname{diam}(B(a,r)) = 2r \leq 1$. So $\mathcal{F}_1$ is a fine cover of $A \cap U$.
Now apply the [Besicovitch Covering Theorem](/theorems/18). The theorem requires a collection of closed balls in $\mathbb{R}^n$ with the fine cover property, and it produces a constant $N = N(n) \in \mathbb{N}$ (depending only on the dimension) and $N$ subfamilies $\mathcal{G}_1, \dotsc, \mathcal{G}_N \subseteq \mathcal{F}_1$, each consisting of pairwise disjoint balls, such that
\begin{align*}
A \cap U \subseteq \bigcup_{j=1}^{N} \bigcup_{B \in \mathcal{G}_j} B.
\end{align*}
By subadditivity of $\mu$,
\begin{align*}
\mu(A \cap U) \leq \sum_{j=1}^{N} \mu\!\left( A \cap U \cap \bigcup_{B \in \mathcal{G}_j} B \right).
\end{align*}
By the pigeonhole principle, at least one family -- say $\mathcal{G}_{j_0}$ -- satisfies
\begin{align*}
\mu\!\left( A \cap U \cap \bigcup_{B \in \mathcal{G}_{j_0}} B \right) \geq \frac{1}{N}\, \mu(A \cap U).
\end{align*}
We now need to pass from the countable family $\mathcal{G}_{j_0}$ to a *finite* subcollection without losing too much mass. Why finite? Because at the next iteration we will remove these balls from $U$, and we need the remaining set $U \setminus \bigcup B_i$ to remain open, which requires removing only finitely many closed balls.
Write $\mathcal{G}_{j_0} = \{B_1', B_2', \dotsc\}$. The balls are pairwise disjoint, so by countable additivity,
\begin{align*}
\mu\!\left( A \cap U \cap \bigcup_{i=1}^{\infty} B_i' \right) = \lim_{M \to \infty} \mu\!\left( A \cap U \cap \bigcup_{i=1}^{M} B_i' \right).
\end{align*}
Since $\frac{1}{N}\, \mu(A \cap U) \leq \mu\!\left(A \cap U \cap \bigcup_{i=1}^{\infty} B_i'\right)$, we can choose $M_1$ large enough so that
\begin{align*}
\mu\!\left( A \cap U \cap \bigcup_{i=1}^{M_1} B_i' \right) \geq (1 - \theta)\, \mu(A \cap U).
\end{align*}
This is possible provided $1 - \theta \leq \frac{1}{N}$, i.e., $\theta \geq 1 - \frac{1}{N}$. (If $\theta < 1 - \frac{1}{N}$, we may replace $\theta$ by any $\theta' \in [1 - 1/N, 1)$ and the conclusion only gets stronger.) Relabelling $B_1', \dotsc, B_{M_1}'$ as $B_1, \dotsc, B_{M_1}$,
\begin{align*}
\mu\!\left( (A \cap U) \setminus \bigcup_{i=1}^{M_1} B_i \right) &= \mu(A \cap U) - \mu\!\left( A \cap U \cap \bigcup_{i=1}^{M_1} B_i \right) \\
&\leq \mu(A \cap U) - (1 - \theta)\, \mu(A \cap U) = \theta\, \mu(A \cap U).
\end{align*}
[/guided]
[/step]
[step:Iterate the extraction on the residual open set to produce geometric mass decay]
Fix $\theta \in (1 - 1/N, 1)$ where $N = N(n)$ is the Besicovitch constant. Define $U_1 := U$ and apply the claim from the previous step to obtain pairwise disjoint balls $B_1, \dotsc, B_{M_1} \in \mathcal{F}$ with $B_i \subseteq U_1$ and
\begin{align*}
\mu\!\left( (A \cap U_1) \setminus \bigcup_{i=1}^{M_1} B_i \right) \leq \theta\, \mu(A \cap U_1).
\end{align*}
Set $U_2 := U \setminus \bigcup_{i=1}^{M_1} B_i$. Since each $B_i$ is closed and the union is finite, $U_2$ is [open](/pages/1144). Moreover, $\mathcal{F}$ restricted to balls with centers in $A \cap U_2$ and contained in $U_2$ still satisfies the fine cover hypothesis: for each $a \in A \cap U_2$, the point $a$ lies in the open set $U_2$, so arbitrarily small balls centered at $a$ lie in $U_2$. Apply the claim again with the open set $U_2$ in place of $U$ to extract pairwise disjoint balls $B_{M_1+1}, \dotsc, B_{M_2} \in \mathcal{F}$ with $B_i \subseteq U_2$ and
\begin{align*}
\mu\!\left( (A \cap U_2) \setminus \bigcup_{i=M_1+1}^{M_2} B_i \right) \leq \theta\, \mu(A \cap U_2).
\end{align*}
Since $A \cap U_2 = (A \cap U) \setminus \bigcup_{i=1}^{M_1} B_i$, and the new balls are disjoint from $B_1, \dotsc, B_{M_1}$ (they lie in $U_2$), we have
\begin{align*}
\mu\!\left( (A \cap U) \setminus \bigcup_{i=1}^{M_2} B_i \right) = \mu\!\left( (A \cap U_2) \setminus \bigcup_{i=M_1+1}^{M_2} B_i \right) \leq \theta\, \mu(A \cap U_2) \leq \theta^2\, \mu(A \cap U).
\end{align*}
[guided]
We fix $\theta \in (1 - 1/N, 1)$ where $N = N(n)$ is the Besicovitch constant, and set $U_1 := U$. The claim from Step 1, applied to the open set $U_1$ and the fine cover $\mathcal{F}$, produces pairwise disjoint balls $B_1, \dotsc, B_{M_1} \in \mathcal{F}$ with $B_i \subseteq U_1$ satisfying
\begin{align*}
\mu\!\left( (A \cap U_1) \setminus \bigcup_{i=1}^{M_1} B_i \right) \leq \theta\, \mu(A \cap U_1).
\end{align*}
Define the residual set $U_2 := U \setminus \bigcup_{i=1}^{M_1} B_i$. Since each $B_i$ is a closed ball and the union is finite, $U_2$ is open (an open set minus a finite union of closed sets is open). The fine cover property of $\mathcal{F}$ is preserved on $U_2$: for each $a \in A \cap U_2$, the point $a$ lies in the open set $U_2$, so there exist balls $B(a, r) \in \mathcal{F}$ with arbitrarily small $r > 0$ satisfying $B(a,r) \subseteq U_2$.
Apply the claim again with $U_2$ in place of $U$ to extract pairwise disjoint balls $B_{M_1+1}, \dotsc, B_{M_2} \in \mathcal{F}$ with $B_i \subseteq U_2$ and
\begin{align*}
\mu\!\left( (A \cap U_2) \setminus \bigcup_{i=M_1+1}^{M_2} B_i \right) \leq \theta\, \mu(A \cap U_2).
\end{align*}
Why are the new balls disjoint from the old ones? Every ball $B_i$ with $i > M_1$ satisfies $B_i \subseteq U_2 = U \setminus \bigcup_{j=1}^{M_1} B_j$, so $B_i$ is disjoint from each $B_j$ with $j \leq M_1$.
Now we compute the total uncovered mass. Since $A \cap U_2 = (A \cap U) \setminus \bigcup_{i=1}^{M_1} B_i$, the uncovered set after two rounds equals
\begin{align*}
(A \cap U) \setminus \bigcup_{i=1}^{M_2} B_i = (A \cap U_2) \setminus \bigcup_{i=M_1+1}^{M_2} B_i.
\end{align*}
From the first extraction, $\mu(A \cap U_2) \leq \theta\, \mu(A \cap U)$. Combining with the second extraction:
\begin{align*}
\mu\!\left( (A \cap U) \setminus \bigcup_{i=1}^{M_2} B_i \right) &= \mu\!\left( (A \cap U_2) \setminus \bigcup_{i=M_1+1}^{M_2} B_i \right) \\
&\leq \theta\, \mu(A \cap U_2) \\
&\leq \theta \cdot \theta\, \mu(A \cap U) = \theta^2\, \mu(A \cap U).
\end{align*}
The contraction factors compose multiplicatively because each extraction reduces the remaining mass by a factor of at most $\theta$. This pattern — remove selected balls, verify the residual is open, reapply the claim, compose contractions — continues inductively to produce geometric decay $\theta^k\, \mu(A \cap U) \to 0$.
[/guided]
[/step]
[step:Induct to show the uncovered mass tends to zero]
Continue inductively. At stage $k \geq 1$, define
\begin{align*}
U_k := U \setminus \bigcup_{i=1}^{M_{k-1}} B_i,
\end{align*}
where $M_0 := 0$. Since $U_k$ is obtained from $U$ by removing finitely many closed balls, $U_k$ is open. Apply the claim with the open set $U_k$ to extract pairwise disjoint balls $B_{M_{k-1}+1}, \dotsc, B_{M_k} \in \mathcal{F}$ with $B_i \subseteq U_k$, satisfying
\begin{align*}
\mu\!\left( (A \cap U_k) \setminus \bigcup_{i=M_{k-1}+1}^{M_k} B_i \right) \leq \theta\, \mu(A \cap U_k).
\end{align*}
By induction, $\mu(A \cap U_k) \leq \theta^{k-1}\, \mu(A \cap U)$, so
\begin{align*}
\mu\!\left( (A \cap U) \setminus \bigcup_{i=1}^{M_k} B_i \right) \leq \theta^k\, \mu(A \cap U).
\end{align*}
Define the countable collection $\mathcal{G} := \{B_i\}_{i=1}^{\infty} = \bigcup_{k=1}^{\infty} \{B_{M_{k-1}+1}, \dotsc, B_{M_k}\}$. All balls in $\mathcal{G}$ are pairwise disjoint (balls from different stages are disjoint because later balls lie in the complement of earlier ones, and balls within a single stage are disjoint by construction). Every ball in $\mathcal{G}$ belongs to $\mathcal{F}$ and is contained in $U$, so $\bigcup_{B \in \mathcal{G}} B \subseteq U$.
For the [measure](/pages/1251) estimate, observe that for every $k \geq 1$,
\begin{align*}
\mu\!\left( (A \cap U) \setminus \bigcup_{B \in \mathcal{G}} B \right) \leq \mu\!\left( (A \cap U) \setminus \bigcup_{i=1}^{M_k} B_i \right) \leq \theta^k\, \mu(A \cap U).
\end{align*}
Since $0 < \theta < 1$ and $\mu(A \cap U) \leq \mu(A) < \infty$, sending $k \to \infty$ gives
\begin{align*}
\mu\!\left( (A \cap U) \setminus \bigcup_{B \in \mathcal{G}} B \right) = 0.
\end{align*}
This completes the proof: $\mathcal{G} \subseteq \mathcal{F}$ is a countable collection of pairwise disjoint balls with $\bigcup_{B \in \mathcal{G}} B \subseteq U$ and $\mu\!\left((A \cap U) \setminus \bigcup_{B \in \mathcal{G}} B\right) = 0$.
[guided]
The induction is straightforward once the pattern from the previous step is established. At each stage $k$, we define the residual open set $U_k$ by removing all previously selected balls from $U$. The claim applies because:
1. $U_k$ is open (finite union of closed sets removed from an open set).
2. For each $a \in A \cap U_k$, the point $a$ lies in the open set $U_k$, so there exist balls $B(a, r) \in \mathcal{F}$ with arbitrarily small $r > 0$ satisfying $B(a,r) \subseteq U_k$. The fine cover hypothesis is preserved.
The inductive estimate is: $\mu(A \cap U_k) \leq \theta^{k-1}\, \mu(A \cap U)$. The base case $k = 1$ is $\mu(A \cap U_1) = \mu(A \cap U)$. For the inductive step, suppose $\mu(A \cap U_k) \leq \theta^{k-1}\, \mu(A \cap U)$. After extracting balls at stage $k$, the uncovered mass satisfies
\begin{align*}
\mu(A \cap U_{k+1}) = \mu\!\left( (A \cap U_k) \setminus \bigcup_{i=M_{k-1}+1}^{M_k} B_i \right) \leq \theta\, \mu(A \cap U_k) \leq \theta^k\, \mu(A \cap U).
\end{align*}
Now define $\mathcal{G} := \{B_i\}_{i=1}^{\infty}$. Why is $\mathcal{G}$ a valid collection? Each $B_i \in \mathcal{F}$ and $B_i \subseteq U$ by construction. Pairwise disjointness follows from two observations: within each stage, the balls are disjoint because they come from a single Besicovitch family $\mathcal{G}_{j_0}$; across stages, balls are disjoint because stage-$k$ balls lie in $U_k$, which excludes all balls from stages $1, \dotsc, k-1$.
For the final measure estimate, the nested inclusion $\bigcup_{i=1}^{M_k} B_i \subseteq \bigcup_{B \in \mathcal{G}} B$ gives
\begin{align*}
\mu\!\left( (A \cap U) \setminus \bigcup_{B \in \mathcal{G}} B \right) \leq \mu\!\left( (A \cap U) \setminus \bigcup_{i=1}^{M_k} B_i \right) \leq \theta^k\, \mu(A \cap U).
\end{align*}
The left-hand side is a fixed non-negative number bounded above by $\theta^k\, \mu(A \cap U)$ for every $k$. Since $\theta \in (0,1)$ and $\mu(A \cap U) < \infty$, we have $\theta^k\, \mu(A \cap U) \to 0$ as $k \to \infty$, forcing
\begin{align*}
\mu\!\left( (A \cap U) \setminus \bigcup_{B \in \mathcal{G}} B \right) = 0.
\end{align*}
[/guided]
[/step]
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