Let σ be a finite positive singular Borel measure defined on Euclidean space R N . For w ∈ R N and y > 0, its Poisson integral is defined by the formula
where CN is chosen so that
Since σ is singular,
almost everywhere with respect to Lebesgue measure on R N . On the other hand,
almost everywhere dσ. It follows that for all sufficiently small y,
is a non-empty open subset of R N . If σ has compact support then |E y | → 0 as y → 0, where |E y | denotes the Lebesgue measure of E y . In this paper we give a lower bound on the rate at which |E y | may go to zero. The lower bound depends on the smoothness of the measure; the smoother the measure, the more slowly |E y | may approach 0.