A compact null set containing a differentiability point of every Lipschitz function (Q652236)

Lebesgue's differentiation theorem says that every Lipschitz function \(f : {\mathbb R} \to {\mathbb R}\) is differentiable almost everywhere and it is known that for every subset \(A\) of \({\mathbb R}\) of measure \(0\), there exists a Lipschitz function \(f : {\mathbb R} \to {\mathbb R}\) which is differentiable at no point of \(A\). In higher dimension, Rademacher's theorem asserts that every Lipschitz function \(f : {\mathbb R}^n \to {\mathbb R}\) is differentiable almost everywhere. If \(A \subseteq {\mathbb R}^n\) (or more generally if \(A\) is contained in a separable Banach space \(X\)) and \(A\) is \(\sigma\)-porous, then, one can find a Lipschitz function \(f : X \to {\mathbb R}\) which is differentiable at no point of \(A\) (see \textit{Y. Benyamini} and \textit{J. Lindenstrauss} [Geometric nonlinear functional analysis. Volume 1. Providence, RI: American Mathematical Society (2000; Zbl 0946.46002), Chapter 6]). However, for \(n \geq 2\), \textit{D. Preiss} [``Differentiability of Lipschitz functions on Banach spaces'', J. Funct. Anal. 91, No. 2, 312--345 (1990; Zbl 0711.46036)] constructed subsets \(E \subseteq {\mathbb R}^n\) of Lebesgue measure \(0\) such that every Lipschitz function \(f : {\mathbb R}^n \to {\mathbb R}\) has a point of differentiability in \(E\). These sets were dense in \({\mathbb R}^n\). In the paper under review, the authors construct a \textit{compact} set \(E\) of measure \(0\) having the same property. Their construction is long, but explicit.