I'm trying to put short math expressions in my chapters or sections like this:

\chapter{Basic topological concepts in $\mathbb{R}^{n}$ }

The problem is that headers seem to ignore the math part and I can't find a workaround. Obviously I don't want to use an alternative title.

I'm working with the tufte-book class which can be found at this page or the official site.

This code will reproduce the problem:

\documentclass{tufte-book}
\usepackage{amsmath,amsfonts,amsthm}
\usepackage[utf8]{inputenc}

\begin{document}
\mainmatter
\chapter{This chapter title $\mathbb{R}^{n}$}
\newpage
another page
\newpage
\end{document}

Edit: I forget that I made little changes in the fonts to the tufte-book class. In the original one the problem still happen but instead of showing a "\" it doesn't show anything:

-
Welcome to TeX.SX! Can you supply a minimal working example (MWE)? Under normal settings with the book class there should be no problem; perhaps you're meaning that the superscript is capitalized? –  egreg Apr 5 '14 at 22:28
Sorry, my bad! The superscript capitalized is a problem in the default book class now that I'm having a look, but not in the "tufte-book" one. –  texdditor Apr 5 '14 at 23:04

The tufte-book class makes all headers lowercase, so the R becomes r and the blackboard bold font has no lowercase R.

As a solution you can do

\documentclass{tufte-book}
\usepackage{amsmath,amsfonts,amsthm}
\usepackage[utf8]{inputenc}

\DeclareRobustCommand{\R}{\mathbb{R}}

\begin{document}
\mainmatter
\chapter{This chapter title $\R^{n}$}
\newpage
another page
\newpage