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 Fréchet-differentiable almost everywhere in U (i.e. the points in U at which f is not differentiable form a set of Lebesgue measure zero).
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.
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.)
Retrieved from "http://en.wikipedia.org/"
All text is available under the terms of the GNU Free Documentation License