In mathematics, Lebesgue’s density theorem states that for any Lebesgue measurable set A, the “density” of A is 1 at almost every point in A. Intuitively, this means that the “edge” of A, the set of points in A whose “neighborhood” is partially in A and partially outside of A, is negligible.
where Bε denotes the closed ball of radius ε centered at x.
Lebesgue’s density theorem asserts that for almost every point of A the density
exists and is equal to 1.
In other words, for every measurable set A the density of A is 0 or 1 almost everywhere in Rn. However, it is a curious fact that if μ(A) > 0 and μ(Rn\A) > 0, then there are always points of Rn where the density is neither 0 nor 1.
For example, given a square in the plane, the density at every point inside the square is 1, on the edges is 1/2, and at the corners is 1/4. The set of points in the plane at which the density is neither 0 nor 1 is non-empty (the square boundary), but it is negligible.