A Lipschitz map with constant increases Lebesgue outer measure by a factor of at most ; in particular Lipschitz and locally Lipschitz maps carry null sets to null sets.
We work in the setting of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background, whose notation is fixed for every dimension and is used here with a natural number satisfying : the Euclidean norm , distance and notion of openness on , the Borel -algebra , Lebesgue measure and its null sets, the constant with , and the conventions on images and on Lipschitz maps are all as fixed there. Write for Lebesgue outer measure. Then the following hold.
1. (Outer measure bound) Let be nonempty, let with , and let be Lipschitz with constant for the Euclidean metrics, that is
Then for every ,
the right-hand side being read as when .
2. (Null sets under a Lipschitz map) In the situation of claim 1, if is -null then is -null.
3. (Null sets under a locally Lipschitz map) Let be open, let be locally Lipschitz, and let be -null. Then is -null.
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