Lebesgue's differentiation theorem states that if $x$ is a point in $\mathbb{R}^n$ and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a Lebesgue integrable function, then the limit of $\frac{\int_B f d\lambda}{\lambda(B)}$ over all balls $B$ centered at $x$ as the diameter of $B$ goes to $0$ is equal almost everywhere to $f(x)$. But if you replace balls with other kinds of set with diameter going to $0$, this need not be true. For instance it need not be true if you replace balls with rectangles.
But this paper says that if we restrict things to continuous functions with compact support, then Lebesgue’s differentiation holds true for rectangles. My question is, what is an example of a continuous function (without compact support) for which Lebesgue’s theorem doesn’t hold for rectangles?
