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Among all Poincaré inequality spaces, we define the class of Cheeger fractals, which includes the sub-Riemannian Heisenberg group. We show that there is no bi-Lipschitz embedding of any Cheeger fractal into any Banach space with the following property: there exists a bounded Euclidean domain such that for any Lipschitz mapping , the Bochner partial derivatives of exist and are integrable. This extends and provides context for an important related result of Creutz and Evseev.

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