If a Lipschitz function on an interval has derivative bounded by at every point of a set , its image of has outer measure at most times that of ; consequently a derivative bound holding almost everywhere makes the function Lipschitz with that constant.
We work in the setting of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background with the dimension , throughout identifying a point of with its single coordinate, so that and are written interchangeably; under this convention the Euclidean norm of a point is its absolute value and , by claims 1 and 2 of Properties of the Euclidean Norm on : Square, Distance, Vanishing, Coordinate Bounds, Homogeneity, Triangle Inequalities and Expansion of a Square, so that the closed ball is the closed interval with endpoints and . By Lebesgue Measure on the measure is the Lebesgue measure on the Borel -algebra of . Accordingly denotes Lebesgue outer measure on subsets of , and null, Lipschitz and the image notation have the meanings fixed in that setting.
Let be a nonempty open interval, let with , let be Lipschitz with constant , and let with . Derivatives are those of Derivative of a Real Function on an Interval. Then the following hold.
1. (Growth bound) Let satisfy , and suppose that at every the function has a derivative with . Then
2. (Increment bound from an almost everywhere derivative bound) Suppose there is a null set such that at every the function has a derivative with . Then
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