Eilenberg's inequality

Eilenberg's inequality is a mathematical inequality for Lipschitz-continuous functions.

Let ƒ : X  Y be a Lipschitz-continuous function between metric spaces whose Lipschitz constant is denoted by Lip ƒ. Then, Eilenberg's inequality states that

for any A  X and all 0  n  m, where

The Eilenberg's Inequality is a key ingredient for the proof of the Coarea formula. Indeed, it confirms the coarea formula when A is a set of measure zero, which allows one to ignore from the domain any annoying null set, for example the set where a Lipschitz function is not differentiable.

In many texts it is stated with some restriction on the metric spaces, but this is unnecessary. A full proof without any conditions on the metric spaces can be found in Reichel's PhD thesis referenced below. A new proof of the general case can be found in 2020 paper Esmayli, Behnam & Hajłasz, Piotr. (2020). The Coarea Inequality (Arxiv Link).

References

  • Yu. D. Burago and V. A. Zalgaller, Geometric inequalities. Translated from the Russian by A. B. Sosinskiĭ. Springer-Verlag, Berlin, 1988. ISBN 3-540-13615-0.
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