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May 20, 2021 at 18:05 comment added Anthony Quas I should add that Rudin cites a very simple counterexample (that was probably known before Rudin's paper): the function $f(x)=x^{-(1/2+\epsilon)}$ is a counterexample for any $0<\epsilon<\frac 12$. For these functions, $\limsup\text{avg}_{f,n}(x)=\infty$ a.e.
May 17, 2021 at 8:15 vote accept Monroe Eskew
May 16, 2021 at 23:48 history answered Anthony Quas CC BY-SA 4.0