A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
J ACK G. C EDER
Cluster directions of euclidean sets
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 3
esérie, tome 24, n
o1 (1970), p. 53-63
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by
JACK G. CEDERAn uncountable subset A of Euclidean
3-space, .E3~ (or
of.E2)
is saidto have a cluster direction .L at x
provided
x E A and L is a line con-taining
x such that whenever S is asphere
centered at x and .g is anopen convex cone which has vertex x and contains a
half ray
ofL,
theset A n S n g is uncountable. The main result of this paper, Theorem
3,
asserts that a countable set C can be deleted from each uncountable sub- set A of
(and
hence .E2too)
so that at eachpoint
of A - C there isa cluster direction. This result extends and
generalizes
several results found in[1], [3]
and[4] and,
forinstance, immediately implies
that eachconvex
body
has at mostcountably
many corners. We alsoapply
thisbasic result to the
graphs
of real-valued functions of two variables and show that thepoints
at which there are cluster directions in all directionsare numerous in the sense of
category
and measure.First we establish the
following
conventions and definitions. All func- tions considered in thesequel
will be real-valuedand,
moreover, a functionwill be identified with its
graph.
We say that apoint
x of an uncountableplanar
set A is a(bilateral)
corcdensationpoint of
A if each open square(resp.
each vertical half of an opensquare)
centered at x contains uncoun-tably
manypoints
of A.Finally,
theleft
derived setx)
and theright-derived
setDR (f, x)
of a functionf (defined
on a set ofreals)
at xare defined to be the sets of all
possible sequential
limits(as
extended realnumbers) )
of the differencequotient f (y _ f x (x)
as yapproaches x
from they left and the
right respectively.
Theorem 3
generalizes
the fact(see
Lemma 1 of[3]
that a countableset may be deleted from each function which has an uncountable domain of reals so that each
point
of the new function is a bilateralpoint
ofPervenuto alla Redazione il 5 Settembre 1969,
condensation of that function.
Moreover,
Theorem 3 alsostrengthens
thefollowing
refinement of a result due toBagemihl [1],
which will be used in thesequel.
THEOREM 1.
(Ceder [3])
Letf
be a function defined on an uncountable set A of real numbers. Then there exists a countable set C such that if g is the restrictionof f to
A -C,
then for each x E A - Cand each
point of g
is a bilateralpoint
of condensation of g.If g
is a function eachpoint
of which is a bilateralpoint
of conden-sation
of g
and if and I is neither+
oo nor - oo, thenobviously
the line ofslope A
which passesthrough (x~ g (x))
is a clu-ster direction of g.
However,
if+
o0 or - oo is theonly
commonpoint
of the left and
right-derived
sets then the vertical linethrough (x, g (x))
may not be a cluster direction
of g.
Forexample, if g
isgiven by: g (x)
--- 0when x
0, g (x)
= 2when x )
0and 9 (0) = 1,
thenx) n DR (g, x)
yet g
has no cluster direction at 0.As the first
step leading
to theproof
of Theorem 3 we have the fol-lowing
lemma.LEMMA 1.
Let f be
a function defined on an uncountable set A of the reals. Then there exists afunction 9 C f
with uncountable domain such that at eachpoint of g
there is a cluster direction.PROOF : If the range of
f
iscountable,
then there exists an uncoun-table subset D of A on which
f
is constant. In this case let B consist of the bilateral condensationpoints
of D. Then the restriction off
to B willbe the desired function g.
If,
on the otherhand,
the range off
is uncountable we can find anuncountable subset of A on which
f
is one-to-one. So let us assume witho- ut loss ofgenerality
thatf
is one-to-one on A itself. First ofall, apply
Theorem 1 to
f
to obtain an with uncountable domain H such that for each x E H. Nextapply
Theorem 1 to thefunction h-I to obtain a function k c h-1 with uncountable domain g such
that for all
We
consider g
= and let(x, y)
E g.Suppose
that there is no clusterdirection
of g
at(x, y).
Thenclearly
there is no cluster direction of k at(y, x)
This means that But this in turnimplies
that h has no cluster directionat x,
which is a contradiction.Thus g
is the desired function.Next we prove the main result for the
planar
case. As a consequence ofthis,
Lemma 1 ean bestrengthened
to assert that the set differencef - a
isactually
countable. _THEOREM 2. Let A be an uncountable subset of the
plane.
Then thereexists a subset B of A such that A - B is countable and at each
point
of B there is a cluster direction.
PROOF:
Let 9
consist of all uncountable subsets G of A for which G has a cluster direction at each of itspoints.
First we showthat g
isnon-empty.
Denoteby n
theprojection mapping
onto the x-axis. If n(A)
is countable we may find an xo E ~
(A)
for which(A)
is uncountable.Letting
G consist of the bilateral condensationpoints
of ~-~(xo)
we haveg E
~.
On the otherhand,
if zc(A)
is uncountable let F be a choice func- tion for thefamily (x) :
x E n(A))
Nowapply
Lemma 1 to the function .F to for which G EG. Hence,
in eithercase G
isnon-empty.
By
Zorn’s Lemma there will exist a maximaldisjoint subfamily 9k
af
~.
Thatis,
ifC)3
and each two distinct members ofCJ3
haveempty intersection, then %
C Define B = u9N.
If A - B were uncountable then theproof
of the factyelds
an B C A - B for wichHE (j.
Then wouldbelong to @,
which contradicts themaximality
of
9N.
Therefore A - B is countable and since the theorem isproved.
When
specialized
to a functionhaving
an uncountabledomain,
Theo-rem 2 asserts that there is a cluster direction at all but a countable num-
ber of
points. Accordingly,
Theorem 2implies
Theorem 1 and also the fact[3]
that each function with an uncountable real domainhas, except
for
countably
manypoints
a bilateral condensationpoint
at each of itspoints.
As another immediate consequence of Theorem 2 we haveCOROLLARY 1. A
planar
convexbody
can have at mostcountably
many corners.
Surprisingly,
it canhappen
that a function hasonly
« one » clusterdirection. For
example,
choosef
to be astrictly increasing
function on~0,1]
such thatf’ = 0
a. e.. LetA=={.r:/’(J?)==0).
Then A is uncoun-table and the restriction
of f
toA,
g, is one to-one on Aand g
has azero derivative
everywhere
in A.Therefore, g
hasonly
horizontal cluster directions.Now we
proceed
to extend theplanar
case, Theorem2,
to thespatial
case.
THEOREM 3. Let A be an uncountable subset of
E3.
Then there exista subset B of A such that A - B is countable and at each
point
of Bthere is a cluster direction.
PROOF : Since the non-condensation
points
of A are countable(see
Lemma 2 of
[4]),
we can assume without loss ofgenerality
that eachpoint
of A is a
point
of condensation. We divide theproof
into two cases.Ca-ge I:
Suppose
that there is no uncountable subset of A which iscoplanar.
Let denote the sequence of all rational
planes through
theorigin (that is,
aplane
one of whose sets of direction numbers is a ratio- naltriple)
Let denote the opensphere
of radius about x. Letm
be the set of allpoints
x E A for which there exists a rationalplane .Rn
andsphere 8m (x)
such thatRn
is countable and one of the twocomponents
of hasempty
intersection with A. Put C =00 00
= U U
Cnm. Clearly
eachCm
can not have apoint
of condensation. The-n=1
refore each is countable and C itself is countable.
Now
put
A’ - A - C and denoteby
pm theprojection mapping
ontothe
plane Rm.
Let 1 be a countable basis for the Euclideantopology
inE 3.
To each set of the forn pm(vknA’),
which is eitherempty
or
uncountable,
we mayapply
Theorem 2 to obtainwhere is countable and at each
point
ofBk
there is a cluster directionin Next
put
Then B has the
following properties : (1)
A - B iscountable; (2)
eachpoint
of B is a condensationpoint ; (3)
B n C =0 ; (4)
there is no uncoun-table subset of B which is
coplanar ;
and(5)
for any x E B and open setV (x)
and rationalplane R,
theprojection
ofB n V (x)
has a cluster direc- tion in R at theprojection image
of x.If .g is any open convex cone with
vertex x,
we say that .g is aB-cone if for each
sphere S
centered at x we have K n S nB +
0(or equi.
valently
.g n bY n B is uncountableby (2)).
Choose any x E B and let
P2
andP3
be the tranlates of the coor-dinate
planes
which passthrough
x. Consider the four cones which are thecomponents
of .E3 -P2. Among
these four cones there will exist apair consisting
of «opposite » B cones.
If this were not the case, it is easy to see that we must have(1) x E
C or(2)
there exist somesphere
8
(x)
whoseprojection
uponP3
has no cluster direction at x. Denote these twoopposite B
conesby g1
and Next consider the four cones whichare the
components
of(~1 U K1*)
-P3. By
the sameargument
there mustexist a
pair
ofopposite
B-cones among these four cones. Denote thesecones
by
and.g2
where.g2 C g1.
Continuing
in this fashionby
induction we will obtain sequences of cones(K.]’ 1
and(K))18=1
such that(a) gn
and foreach n ;
(b) B’n
and areopposite
B-conesat z ;
3(c)
if U denotes the surface of the unitsphere
centered at x,(Kn
nand
1 arenested sequences of closed sets in U whose diameters tend to zero as
n --~ oo.
By property (c)
we can find a line .Lthrough x
such thatBy property (b)
it is obvious that L is a cluster direction of B at x. This finishes theproof
of Case I.Case II: Now consider the case of an
arbitrary
uncountable set A.Let 12
be thefamily
of all uncountable subsets D of A such that there exists aplane
P such thatD C
P and at eachpoint
of D there is a clusterdirection.
Assuming
Case I does nothold,
chooseby
Zorn’sLemma M
tobe a maximal
disjoint subfamily of -0
andput Clearly
each
point
of u9N
has a cluster direction. In case N iscountable,
u9N
will serve as the desired set B. On the otherhand,
when N is uncoun-table N
has, by
themaximality
of9N,
theproperty
that it contains nouncountable
coplanar
subset. Therefore we mayapply
Case I to obtain aC C N such that N - C is countable and each
point
of C has a cluster direction. Nowput
B =0 u (u crIl)
toget
the desired set B. Thiscompletes
the
proof
of the theorem.As an immediate consequence of Theorem 3 we have
COROLLARY 2. A convex
body
in E3 can have at mostcountably
many corners.
In sets of second
category
or ofpositive Lebesgue
outer measure in.E2
or.E3
it turns out that there are manypoints
such that each line thr-ough
thepoint
is a cluster direction. Moreprecisely
we have thefollowing
result.
THEOREM 4. Let A be an uncountable subset of
B2 (or .E3).
Then thesubset of A
consisting
of allpoints
which do not have cluster directions in all directionsthrough
thepoint
is a subset of a firstcategory,
nullF,-set
in.E 2 (resp. E3).
PROOF : We carry out the
proof only
for the E3 case and note that theE2
case is similar. Since the non-condensationpoints
of A are coun-table we may without loss of
generality
assume that eachpoint
of A is a condensationpoint.
Let Rand R+ denote the set of all rational numbers and the set of allpositive
rational uumbersrespectively. Let 9
= R X .R X X R -((0, 0, 0)).
Let C consist of allpoints
in A at which at least onedirection is not a cluster direction. For
8 E I~+ n (o, ~)
andr E R+
letC
(T, 8, r)
denote the set of allpoints z
E A such that A nSr (z)
n .g(T, 8, r)
= 0 whereSr (z)
is the opensphere
of radius r centered at z andK (T, 0, r)
isthe
right
circular cone withvertex z,
with axishaving
T as a set of direc- tion numbers and with 0 as itsangle. Clearly.
To
complete
theproof
it suffices to show that the closure of each C(T, 9, r)
is a nowheredense,
null set. First ofall,
it is obvious that eachC (T, 8, r)
is nowhere dense. Let us now show that any C(T, 0, r)
has mea-sure zero. Without loss of
generality
we may assume that T =(0, 0, 1)
andr
>
1. Let B be the closure ofC (T, 8, r).
Note thatif z E B,
nn $,, (z) = 0.
·We will now that B has
Lebesgue
measure zero. First enumerate theset of all closed intervals with consecutive
integral endpoints
asNow
put
=iz
EB : z
E It will suffice to show that eachBn
has mea-sure zero. Choose any n. Then
clearly Bn
is thegraph
of some functionf
with some domainD c E2
and range contained inIn.
Since(the graph of) f
is closed itsprojection
D upon thexy-plane
will be aKu
set. It alsofollows that
f w (F)
is aBaa
set for each closed F CIh. Therefore, f
is aBorel measurable function of class 2 relative to the
Ka
set D.Consequently f
can be extended to a Borel measurable function g of class 2 with domain all ofE2 (see
p. 341 of[7]). Hence,
if is a subset of aLebesgue
measu-rable function g.
However,
thegraph
of aLebesgue
measurable function has measure zero, as can be seenquickly by considering
sequences of sim-ple
functionsapproaching
from above and below.Hence, f
orB~,
has mea-sure zero. This
complete
theproof
of the theorem.A different
proof
of Theorem 4 minus theF, stipulation
can be basedupon Hunter’s
proof [6]
of a result ofYoung [9]
which asserts that for areal valued function
f
with domain aplanar
set B there exists a firstcategory
null set A such that for each x E B - A the cluster setof f
at xis the intersection of the sectoral cluster sets of
f
at x.(See [6]).
If we
specialize
the set A in the above Theorem to be a function from.E 2
into then Theorem 4 doesn’tgive
much information. Forexample,
the
graph
of a continuous function is itself a firstcategory
null set. A much more naturalquestion
to consider is whether at agiven point
thereis a cluster direction in each vertical
plane through
thepoint.
Weconjec-
ture that for all functions from ~2 to E1 the domain of the set of
points through
which there exists a verticalplane containing
no cluster direction is indeed a firstcategory
null set in theplane.
However we areonly
ableto prove it for continuous functions as shown
by
Theorem 5 below. If thisconjecture
is true itimplies easily Young’s
theorem.Before
proving
Theorem 5 we need thefollowing
lemma of Marcus[8],
a direct
proof
of which may bepatterned
after that of Theorem 7.LEMMA 2.
(Marcus [8]) .
If G is aplanar
secondcategory
sethaving
the
property
ofBaire,
then there exists a horizontal line .L such that Z n G is residual in Z n G.Lemma 2 is not valid for
arbitrary
secondcategory
sets as shownby
the
following example.
EXAMPLE 1. There exists a second
category
set in theplane
whichintersects each line in at most two
points.
To show the existence of sucha
set,
lete
be the collection of allperfect
sets which are contained in somecircular arc. Let
e
be well orderedby
the ordinal c so thate =
Given a
planar
set A let L(A)
denote the set of allpoints
collinear witha
pair
ofpoints
of A.Pick zo
E00 arbitrarily. By
inductionsuppose
cand we have
chosen z.
for each a~
suchthat za E Ca
and no threepoints
of are collinear. Since the set
Op -
L((za ;
afl))
isnon-empty
wecan
pick
apoint zp
in it.Clearly
no threepoints
of(za :
afl)
are colli-near.
Hence, letting Z
= we have that Z intersects each member ofeand
no threepoints
of Z are collinear.If Z were of the first
category,
then Z would be a subset of a firstcategory Fa set,
whosecomplement
B is a residualG3
which contains noperfect
subsetlying
in a circular arc. Consider the conformalmapping
Fgiven by F (z) _ (t - i) -[- i/z.
It maps each circletangent
to they-axis
atthe
origin
into a horizontal line. If ~ = E 2 =0),
then 1~ restricted to H is ahomeomorphism
of .H onto E 2 -(z : z2 = 0).
Therefore F mapsthe residual B
n H,
onto a residualApplying
Lemma 2 there existsa horizontal line .L which intersects
F (B n H)
in an uncountable set. The- refore B n .g intersects the circular arc(L)
in an uncountableBorel
set.Consequently,
there exists a CE C
such that(Z) n B
n H C B.This is a contradiction so that Z must be of the second
category.
THEOREM 5. Let
f
be a continuous function fromE2
into E1. Then there exists a firstcategory,
nullGaa
set C of.E2
such that for eachx ~
Cand vertical
plane P passing through (x, f (x)) f
has a cluster directionlying
in P at thepoint (x, f (x)).
PROOF. If z is a
point of/
for which there exists a verticalplane Q through
zhaving
no cluster directionlying in Q at z,
then we can find arational vertical
plane
Pthrough
z for which there is no cluster direction at z inQ. (If
all rationalplanes through z
had clusterdirections,
one couldfind a sequence of
planes
withPn having
a clusterdirection in
and some A. Then
clearly A
is a cluster direction inQ).
If P is any vertical rational
plane passing through
theorigin,
letP~
be the translate of P which passes
through
z. For P a vertical rationaiplane
and zE f
let S denote the unit circle inPx
centered at z and let~
andSz
be theright
andleft, closed,
vertical half circles of S(right
and left are determined relative to the
plane P).
Define to be theset of all Â. E
SR
such that the line inPz passing through z
and I is acluster direction for the set
f u I
where I is the intervaljoining z
to - A.Similarly
we defineDL ( f, Pz).
From the
continuity
and will be closed inter- vals contained inSR and SL , respectively. Moreover,
let(I, Pz)
===(2013~:~6~(/,~)j. If f
has no cluster direction inPz
at z then‘DL(fipz)nDR(f,Pz)=
0.Now let C be the set of all
points
such that there is no clusterdirection
at(x, f (x))
in some verticalplane through (x, f (x)).
For P a ratio-nal vertical
plane,
letC (P )
consist of those x E C such thatPx
containsno cluster direction at
z = (x,f (x)). Clearly 0 = u I C (P) : P
a rational ver-tical
plane). If x E C (P)
andz = (x, f (x))
we can finddisjoint
closed ratio- nal intervals I and J inSR
such thatDR ( f, and - DL ( f,
J.For a
pair
ofdisjoint
closed rationalintervals, (I, J)
inSR
let C(P, I, J)
denote the set of all x E C
(P)
for whichDR ( f, Pz) c I
and -DL ( f, Px) c
J wherez = (x, f (x)).
Since0 (P)
is the union of the countablefamily
of suchit will suffices to show that each
C (P, I, J)
is a firstcategory,
null
Ga
set in .E2.Let us consider a
specific C (P, I, J )
and supposeI = [a, b]
and J === [c, d]
where ab and
c d in thepositive
orientation inSR .
For n apositive integer
defineand
Clearly
eachW~
is a closed setdisjoint
from C(P, I, J). Moreover,
it isnot difficult to see that
From this it follows that C
(P, I, J)
is aGa
set.If
O(P, I, J)
were dense in some discD,
then each would be now-- here dense in D and C
(P, 11 J)
would be a residualGa
in the open set D.Now
applying
Lemma 2 we have for some zPx
n D n C(P, I, J)
is of secondcategory (hence uncountable)
in the linePz
n D. Nextapply
Theorem 2 tothe
function f
restricted toPz n D
to obtain a cluster direction at somepoint (w, f (w))
for w EPz
n D n 0(P, I, J).
This is a contradiction so thatC (P, I, J )
is nowhere dense.Now we
proceed
to show that C(P, I, J)
is of measure zero. For thiswe need the
following lemma,
whoseproof immediately
follows from Fubini’s Theorem : Lemma: Let B be aLebesgue
measurable subset ofE2.
If for each horizontal lineL,
.L n B has zero measure inL,
then B has measure zero.By
thislemma,
if theCa
set C(P, I, J)
had measure zero there would exist aplane Pz
such that is uncountable. Nowapplying
Theorem 2 as above we obtain a contradiction.
This finishes the
proof
of the theorem.We can also consider cluster directions in a more restricted sense. For
example,
we couldstipulate
that the cluster direction L is also a cluster direction for A n L or for P n P for someplane
Pcontaining
L.Obviously
the
analogues
of Theorem 2 and 3 do not hold for these notions.However,
we do have the
following
result.THEOREM 6.
(Bruckner
and Rosenfeld[2]).
Let B be aLebesgue
mea-surable subset of the
plane.
Then for almost allpoints
x ofB,
.L is a clu-ster direction for B n L for almost all lines L
passing through
x.Example
1 shows that there is noanalogue
of Theorem 6 forarbitrary
second
category
sets.However,
for secondcategory
sets which have theproperty
of Baire we have thefollowing
theorem.THEOREM 7. Let B be a
planar
set of secondcategory having
theproperty
of Baire. Then there exists a firstcategory
set A such that for each x EB - A,
there exists a set Deverywhere
of secondcategory
in theunit circle
Cz
centered at x such that each line .Lpassing through
x anda
point
of D is a sluster direction for .L n B.PROOF.
Clearly
it suffices to prove the theorem for a set B residual in some openset, which,
without loss ofgenerality,
we may assume to be00
the whole
plane.
LetE2 - B - U Fn
where eachFn
is a no-where closedn=1
set. Let be an enumeration of all the rational open intervals in
(0, + oo).
We shall show that for each x E B there exists a set Deverywhere
of second
category
inCx
such that for each line Lpassing through x
anda
point
of D L n B iseverywhere
of secondcategory
in L.Assume the
contrary,
so that there exists anx E B,
an arc J ofCx
-and a first
category
set A C J such that for each line Lpassing through
x and a
point
ofJ - A,
L n B is of firstcategory
in some subinterval of L. LetL~
denote the open half rayemanating
from x andpassing through
y E
Ca;.
Forpositive integers n and k
letCn, k
consist of allpoints
y E C forwhich
Vk c fn
whereYk
is considered inObviously,
we have J -00 00
- A =
U
UCn, k,
whence it follows that someCn
k is dense in somen=1 1 k=1 ’ ’
subinterval I of J. Since
Fn
isclosed, Fn
contains the open « sector >> de- terminedby Vk
and the two raysthrough x
and theendpoints
of I. Thiscontradicts the fact that
Fn
is no-where dense. Therefore the theorem isproved.
It is unknown whether Theorem 7 can be
improved
to assert that D is residual.It is also unknown whether the
analogue
of Theorem 5 is valid for cluster directions in the restricted sense: thatis, given
a continuous fun- ction F fromE2
into .E1 the set of all x E E2 for which there exists a verticalplane P through (x, F (x))
such that F n P has no cluster direction at(x, F (x))
is a firstcategory
null set. Thisproposition, however,
is not valid for non-continuous functions as shownby
EXAMPLE 2. There exists a function F from
E2
into.E1
such thatthrough
each z E F there exists a verticalplane
Pcontaining
no clusterdirection of F n P. Let be an enumeration of all rational lines
through
theorigin
and let-0
be thefamilly
of all translates of the members of the sequence)L~)~ 1. According
to a result of Davies[5]
there exists aone-to-one
function g
from.E2
intoZ
such that xE g (x)
for all x EE2.
LetAn
=(z
EE2 : g (x) + x).
DefineF (x)
= 2n whenever x EAn.
Thenclearly
for eachz = (x, F (x))
has no cluster direction where P is theplane
and On the other hand it is clear that for each verticalplane
Pthrough
z E F the horizontal line in Pthrough
z isa cluster direction for F.
BIBLIOGRAPHY
[1]
BAGEMIHL F., Curvilinear cluster sets of arbitrary functions, Nat. Acad. Sci. U. S. A. 41(1955), 379-382.
[2]
BRUCKNER A. and ROSENFELD M., A theorem on approximate directional derivatives, Ann.Sci. Nor. Sup. Pisa Classe d. Sci. 12 (1968), 343-350.
[3]
CEDER J., Differentiable roads for real functions, 65 (1969), 351-358. Fund. Math.[4]
CEDER J. and PEARSON T., Insertion of open functions, Duke Math. J. 35 (1968), 277-288.[5]
DAVIES, R. O., Covering the plane with denumerably many curves, J. London Math. Soc.38 (1963), 433-438.
[6]
HUNTER U., An Abstract formulation of some theorems on cluster sets, Proc. A. M. S., vol.16 (1965), 909-912.
[7]
KURATOWSKI C., Topologie, Vol. I, Warszawa, 1958. ’[8]
MARCUS S., Proprieta0163i metrice siproprieta0163i
calitative ale func0163iilor reale de doua variabile.Bulletin Stiintific, Sect. de Stiinte
Mat. 015Fi
Fizice vol. 5 (1953), 527-544.[9]
YOUNG W. H., La Symmétrie de structure des fonctions de variables réelles, Bull. Sci. Math.52 (1928), 265-280.
University of California
Santa Barbara, California