Define for the Lipschitz and thus measurable function
We have that implies
We have for that
Hence
Let be the smallest integer so that
Iterating times the doubling condition 1.0.5, we obtain
Now define
Using that is supported in and 8.0.4, we have that is supported in .
We prove 8.0.1. For any , using that is nonnegative,
Using 8.0.4, we estimate the last display by
Using the definition of , we estimate the last display further by
Using the condition on the domain of integration to estimate by and then expanding the domain by positivity of the integrand, we estimate this further by
Dividing the string of inequalities from 8.0.9 to 8.0.13 by the positive integral of proves 8.0.1.
We turn to 8.0.2. For every , we have
As is supported on , dividing by the integral of , we obtain
If , then we have by the triangle inequality
Now assume . For we have by the triangle inequality and a two fold case distinction for the maximum in the definition of ,
We compute with 8.0.18, first adding and subtracting a term in the integral,
Grouping the second and third and the first and fourth term, we obtain using the definition of and Fubini,
where in the last inequality we have used 8.0.16. Using further 8.0.18 and the support of , we estimate the last display by
Using and the triangle inequality, we estimate the last display by
Dividing by the integral over and using 8.0.8 and 8.0.7, we obtain
Combining 8.0.17 and 8.0.26 using and and adding 8.0.16 proves 8.0.2 and completes the proof of Lemma 8.0.1.