Rising sun lemma

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In mathematical analysis, the rising sun lemma is a lemma due to Frigyes Riesz, used in the proof of the Hardy-Littlewood maximal theorem. The lemma quickly gives a proof of the one-dimensional Calderón-Zygmund lemma, a fundamental result in harmonic analysis.

The lemma is stated as follows:

Let g(x) be a real-valued continuous function on the interval [0,a], and let E be the set of x ∈ (0,a) such that
g(x) > \inf g|_{[0,x]}
Then E is an open set, and can be written as a disjoint union of intervals
E=\bigcup_k (a_k,b_k)
such that g(ak) ≤ g(bk).

It can be shown in fact that the conclusion of the lemma can be ostensibly strengthened to g(ak) = g(bk). The colorful name of the lemma thus refers to the shape of the graph of the function g over each of the intervals (ak, bk).

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