Let $F \subset \mathbb{R}$ be a closed set and define the distance from $x \in \mathbb{R}$ to $F$ by $d(x,F)= \inf_{y \in F} |x−y|.$
Prove that
$$\lim_{x\to y} \frac{d(x, F )}{|x−y|} = 0$$ for a.e. $y \in F$.
Hint: Consider Lebesgue points of F.
I am not sure where to begin on this question. Any suggestions? Thanks.
The quickest way to obtain the result you seek is to appeal to Rademacher's Theorem since the distance function is $1$-Lipschitz and since this function attains its minimum at $y\in F$ the derivative can only be $0$. I suspect this is not available to you (just thought it might be interesting) so we proceed as follows:
If $x\in F$ then we have $\frac{d(x,F)}{\lvert x-y\rvert}=0$ so we only worry about $x\in F^{c}$. In this case we denote by $z_{x}\in F\cap[x,y]$ the closest point to $x$ in $[x,y]$ that belongs to $F$. Notice that it must be that $(x,z_{x})\subset F^{c}$ by the definition of $z_{x}$. So we have:
$0\le\frac{d(x,F)}{\lvert x-y\rvert}\le\frac{\lvert x-z_{x}\rvert}{\lvert x-y\rvert}=\frac{m((z_{x},x))}{\lvert x-y\rvert}\le\frac{m(F^{c}\cap(x,y))}{m((x,y))}\to0$.
if $y$ is a Lebesgue point of $F$. Thus, at Lebesgue points of $F$ the derivative exists and is $0$. Since almost every point is a Lebesgue point we conclude that the derivative exists almost everywhere.