# Kolmogorov's example of a measurable function not (generally) differentiable

In [1, page 7], the author says.

Kolmogorov showed that if the function $$f(x) = \sum_{n=1}^{\infty} \frac{\cos 3^n x}{3^n}$$ has a finite or infinite generalized derivative on a set of positive measure, then the function is nonmeasurable.

Where can I find a proof/explanation of this result (and/or other similar results) in English? The reference doesn't have to be to Kolmogorov's orignal paper; for example, a modern exposition would suffice (and might very well be better).

[1] A. N. Shiryaev, "Andrei Nikolaevich Kolmogorov", Theory of Probability and Applications, vol 34, no. 1, 1988.

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Note that I also posted this question on math.SE: math.stackexchange.com/questions/103000/… – Quinn Culver Jan 27 '12 at 18:41