Lipschitz Functions
Let and be metric spaces. A function is called Lipschitz if there is a constant , called the Lipschitz constant, such that
for all . In particular, is Lipschitz if there is a constant such
for all .
Rademacher's Theorem
A Lipschitz function is differentiable almost everywhere.
One interesting result of Lipschitz functions is that they can be approximated by functions. Suppose is Lipschitz. Then for every , there is a function such that
where is the Lebesgue measure.
Rectifiable Sets
A set is called -dimensional rectifiable if and -almost all of is contained in the union of the images of countably many Lipschitz functions from to , i.e., there are a countable collection of Lipschitz functions and a set such that
For example, the collection of lines below is a 1-rectifiable set,
One may view rectifiable sets as a countable union of manifolds (of which their total area is finite) and arbitrary subsets of .