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|---|---|---|---|---|---|---|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f : α → E
s : Set α
μ : Measure α
C : ℝ
hs : ↑↑μ s < ⊤
hf : ∀ᵐ (x : α) ∂Measure.restrict μ s, ‖f x‖ ≤ C
⊢ ↑↑(Measure.restrict μ s) univ < ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by
|
rwa [Measure.restrict_apply_univ]
|
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.79_0.qIpN2P2TD1gUH4J
|
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
⊢ IntegrableOn f ∅
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by
|
simp [IntegrableOn, integrable_zero_measure]
|
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.105_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
⊢ IntegrableOn f univ ↔ Integrable f
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
|
rw [IntegrableOn, Measure.restrict_univ]
|
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.109_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
C : E
⊢ C = 0 ∨ ↑↑(Measure.restrict μ s) univ < ⊤ ↔ C = 0 ∨ ↑↑μ s < ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by
|
rw [Measure.restrict_apply_univ]
|
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.118_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
h : IntegrableOn f s
hs : MeasurableSet s
⊢ IntegrableOn f s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
|
rw [IntegrableOn, Measure.restrict_restrict hs]
|
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.167_0.qIpN2P2TD1gUH4J
|
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
h : IntegrableOn f s
hs : MeasurableSet s
⊢ Integrable f
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs];
|
exact h.mono_set (inter_subset_left _ _)
|
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs];
|
Mathlib.MeasureTheory.Integral.IntegrableOn.167_0.qIpN2P2TD1gUH4J
|
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
h : IntegrableOn f s
⊢ IntegrableOn f (s ∩ t)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
|
have := h.mono_set (inter_subset_left s t)
|
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.172_0.qIpN2P2TD1gUH4J
|
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
h : IntegrableOn f s
this : IntegrableOn f (s ∩ t)
⊢ IntegrableOn f (s ∩ t)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
|
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
|
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
|
Mathlib.MeasureTheory.Integral.IntegrableOn.172_0.qIpN2P2TD1gUH4J
|
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
inst✝ : DecidablePred fun x => x ∈ s
hs : MeasurableSet s
hf : IntegrableOn f s
hg : IntegrableOn g sᶜ
⊢ Integrable (Set.piecewise s f g)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
|
rw [IntegrableOn] at hf hg
|
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.177_0.qIpN2P2TD1gUH4J
|
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
inst✝ : DecidablePred fun x => x ∈ s
hs : MeasurableSet s
hf : Integrable f
hg : Integrable g
⊢ Integrable (Set.piecewise s f g)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
|
rw [← memℒp_one_iff_integrable] at hf hg ⊢
|
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
|
Mathlib.MeasureTheory.Integral.IntegrableOn.177_0.qIpN2P2TD1gUH4J
|
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
inst✝ : DecidablePred fun x => x ∈ s
hs : MeasurableSet s
hf : Memℒp f 1
hg : Memℒp g 1
⊢ Memℒp (Set.piecewise s f g) 1
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
|
exact Memℒp.piecewise hs hf hg
|
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
|
Mathlib.MeasureTheory.Integral.IntegrableOn.177_0.qIpN2P2TD1gUH4J
|
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
x : α
inst✝ : MeasurableSingletonClass α
⊢ IntegrableOn f {x} ↔ f x = 0 ∨ ↑↑μ {x} < ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
|
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
|
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.202_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
x : α
inst✝ : MeasurableSingletonClass α
⊢ f =ᵐ[Measure.restrict μ {x}] fun x_1 => f x
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
|
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
|
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.202_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case h
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
x : α
inst✝ : MeasurableSingletonClass α
a✝ : α
ha : a✝ ∈ {x}
⊢ f a✝ = f x
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
|
simp only [mem_singleton_iff.1 ha]
|
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
|
Mathlib.MeasureTheory.Integral.IntegrableOn.202_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
x : α
inst✝ : MeasurableSingletonClass α
this : f =ᵐ[Measure.restrict μ {x}] fun x_1 => f x
⊢ IntegrableOn f {x} ↔ f x = 0 ∨ ↑↑μ {x} < ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
|
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
|
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.202_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
x : α
inst✝ : MeasurableSingletonClass α
this : f =ᵐ[Measure.restrict μ {x}] fun x_1 => f x
⊢ f x = 0 ∨ ↑↑(Measure.restrict μ {x}) univ < ⊤ ↔ f x = 0 ∨ ↑↑μ {x} < ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
|
simp
|
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.202_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s✝ t✝ : Set α
μ ν : Measure α
s : Set β
hs : Set.Finite s
t : β → Set α
⊢ IntegrableOn f (⋃ i ∈ s, t i) ↔ ∀ i ∈ s, IntegrableOn f (t i)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
|
refine hs.induction_on ?_ ?_
|
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.212_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case refine_1
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s✝ t✝ : Set α
μ ν : Measure α
s : Set β
hs : Set.Finite s
t : β → Set α
⊢ IntegrableOn f (⋃ i ∈ ∅, t i) ↔ ∀ i ∈ ∅, IntegrableOn f (t i)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
·
|
simp
|
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.212_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case refine_2
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s✝ t✝ : Set α
μ ν : Measure α
s : Set β
hs : Set.Finite s
t : β → Set α
⊢ ∀ {a : β} {s : Set β},
a ∉ s →
Set.Finite s →
(IntegrableOn f (⋃ i ∈ s, t i) ↔ ∀ i ∈ s, IntegrableOn f (t i)) →
(IntegrableOn f (⋃ i ∈ insert a s, t i) ↔ ∀ i ∈ insert a s, IntegrableOn f (t i))
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
·
|
intro a s _ _ hf
|
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.212_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case refine_2
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s✝¹ t✝ : Set α
μ ν : Measure α
s✝ : Set β
hs : Set.Finite s✝
t : β → Set α
a : β
s : Set β
a✝¹ : a ∉ s
a✝ : Set.Finite s
hf : IntegrableOn f (⋃ i ∈ s, t i) ↔ ∀ i ∈ s, IntegrableOn f (t i)
⊢ IntegrableOn f (⋃ i ∈ insert a s, t i) ↔ ∀ i ∈ insert a s, IntegrableOn f (t i)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf;
|
simp [hf, or_imp, forall_and]
|
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf;
|
Mathlib.MeasureTheory.Integral.IntegrableOn.212_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f g : α → E
s t✝ : Set α
μ ν : Measure α
inst✝ : Finite β
t : β → Set α
⊢ IntegrableOn f (⋃ i, t i) ↔ ∀ (i : β), IntegrableOn f (t i)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
|
cases nonempty_fintype β
|
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.226_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f g : α → E
s t✝ : Set α
μ ν : Measure α
inst✝ : Finite β
t : β → Set α
val✝ : Fintype β
⊢ IntegrableOn f (⋃ i, t i) ↔ ∀ (i : β), IntegrableOn f (t i)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
|
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
|
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
|
Mathlib.MeasureTheory.Integral.IntegrableOn.226_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hμ : IntegrableOn f s
hν : IntegrableOn f s
⊢ IntegrableOn f s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
|
delta IntegrableOn
|
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.233_0.qIpN2P2TD1gUH4J
|
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hμ : IntegrableOn f s
hν : IntegrableOn f s
⊢ Integrable f
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn;
|
rw [Measure.restrict_add]
|
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn;
|
Mathlib.MeasureTheory.Integral.IntegrableOn.233_0.qIpN2P2TD1gUH4J
|
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hμ : IntegrableOn f s
hν : IntegrableOn f s
⊢ Integrable f
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add];
|
exact hμ.integrable.add_measure hν
|
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add];
|
Mathlib.MeasureTheory.Integral.IntegrableOn.233_0.qIpN2P2TD1gUH4J
|
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s✝ t : Set α
μ✝ ν : Measure α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
μ : Measure α
s : Set β
⊢ IntegrableOn f s ↔ IntegrableOn (f ∘ e) (e ⁻¹' s)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
|
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
|
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.246_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s✝ t : Set α
μ✝ ν : Measure α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
μ : Measure β
s : Set β
hs : s ⊆ range e
⊢ IntegrableOn f s ↔ IntegrableOn (f ∘ e) (e ⁻¹' s)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
|
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
|
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.252_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s✝ t : Set α
μ✝ ν : Measure α
inst✝ : MeasurableSpace β
e : α ≃ᵐ β
f : β → E
μ : Measure α
s : Set β
⊢ IntegrableOn f s ↔ IntegrableOn (f ∘ ⇑e) (⇑e ⁻¹' s)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
|
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
|
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.258_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hs : MeasurableSet s
⊢ Integrable (indicator s f) ↔ IntegrableOn f s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
|
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
|
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.275_0.qIpN2P2TD1gUH4J
|
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E✝ : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E✝
f g : α → E✝
s✝ t : Set α
μ ν : Measure α
E : Type u_5
inst✝ : NormedAddCommGroup E
p : ℝ≥0∞
s : Set α
hs : MeasurableSet s
hμs : ↑↑μ s ≠ ⊤
c : E
⊢ Integrable ↑↑(indicatorConstLp p hs hμs c)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
|
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
|
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.296_0.qIpN2P2TD1gUH4J
|
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E✝ : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E✝
f g : α → E✝
s✝ t : Set α
μ ν : Measure α
E : Type u_5
inst✝ : NormedAddCommGroup E
p : ℝ≥0∞
s : Set α
hs : MeasurableSet s
hμs : ↑↑μ s ≠ ⊤
c : E
⊢ c = 0 ∨ ↑↑(Measure.restrict μ s) univ ≠ ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
|
right
|
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.296_0.qIpN2P2TD1gUH4J
|
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case h
α : Type u_1
β : Type u_2
E✝ : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E✝
f g : α → E✝
s✝ t : Set α
μ ν : Measure α
E : Type u_5
inst✝ : NormedAddCommGroup E
p : ℝ≥0∞
s : Set α
hs : MeasurableSet s
hμs : ↑↑μ s ≠ ⊤
c : E
⊢ ↑↑(Measure.restrict μ s) univ ≠ ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
|
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
|
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
|
Mathlib.MeasureTheory.Integral.IntegrableOn.296_0.qIpN2P2TD1gUH4J
|
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
⊢ Measure.restrict μ (toMeasurable μ s) = Measure.restrict μ s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
|
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
⊢ Measure.restrict μ (toMeasurable μ s) = Measure.restrict μ s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
|
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
⊢ Measure.restrict μ (toMeasurable μ s) = Measure.restrict μ s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
|
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
⊢ ∀ (n : ℕ), ↑↑μ (s ∩ v n) ≠ ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
|
intro n
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
n : ℕ
⊢ ↑↑μ (s ∩ v n) ≠ ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
|
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
n : ℕ
⊢ ↑↑(Measure.restrict μ s) {x | u n ≤ ‖f x‖} ≠ ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
|
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
A : ∀ (n : ℕ), ↑↑μ (s ∩ v n) ≠ ⊤
⊢ Measure.restrict μ (toMeasurable μ s) = Measure.restrict μ s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
|
apply Measure.restrict_toMeasurable_of_cover _ A
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
A : ∀ (n : ℕ), ↑↑μ (s ∩ v n) ≠ ⊤
⊢ s ⊆ ⋃ n, v n
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
|
intro x hx
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
A : ∀ (n : ℕ), ↑↑μ (s ∩ v n) ≠ ⊤
x : α
hx : x ∈ s
⊢ x ∈ ⋃ n, v n
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
|
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
A : ∀ (n : ℕ), ↑↑μ (s ∩ v n) ≠ ⊤
x : α
hx : x ∈ s
⊢ 0 < ‖f x‖
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by
|
simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
A : ∀ (n : ℕ), ↑↑μ (s ∩ v n) ≠ ⊤
x : α
hx : x ∈ s
this : 0 < ‖f x‖
⊢ x ∈ ⋃ n, v n
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
|
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
A : ∀ (n : ℕ), ↑↑μ (s ∩ v n) ≠ ⊤
x : α
hx : x ∈ s
this : 0 < ‖f x‖
⊢ ∃ n, u n < ‖f x‖
case intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
A : ∀ (n : ℕ), ↑↑μ (s ∩ v n) ≠ ⊤
x : α
hx : x ∈ s
this : 0 < ‖f x‖
n : ℕ
hn : u n < ‖f x‖
⊢ x ∈ ⋃ n, v n
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖;
|
exact ((tendsto_order.1 u_lim).2 _ this).exists
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖;
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
A : ∀ (n : ℕ), ↑↑μ (s ∩ v n) ≠ ⊤
x : α
hx : x ∈ s
this : 0 < ‖f x‖
n : ℕ
hn : u n < ‖f x‖
⊢ x ∈ ⋃ n, v n
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
|
refine' mem_iUnion.2 ⟨n, _⟩
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h's : ∀ x ∈ s, f x ≠ 0
u : ℕ → ℝ
left✝ : StrictAnti u
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → Set α := fun n => toMeasurable (Measure.restrict μ s) {x | u n ≤ ‖f x‖}
A : ∀ (n : ℕ), ↑↑μ (s ∩ v n) ≠ ⊤
x : α
hx : x ∈ s
this : 0 < ‖f x‖
n : ℕ
hn : u n < ‖f x‖
⊢ x ∈ v n
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
|
exact subset_toMeasurable _ _ hn.le
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.306_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
⊢ IntegrableOn f t
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
|
let u := { x ∈ s | f x ≠ 0 }
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
⊢ IntegrableOn f t
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
|
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
⊢ IntegrableOn f t
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
|
let v := toMeasurable μ u
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
⊢ IntegrableOn f t
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
|
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
⊢ IntegrableOn f v
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
|
rw [IntegrableOn, hu.restrict_toMeasurable]
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
⊢ Integrable f
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
·
|
exact hu
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
⊢ ∀ x ∈ u, f x ≠ 0
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
·
|
intro x hx
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
x : α
hx : x ∈ u
⊢ f x ≠ 0
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx;
|
exact hx.2
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx;
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
A : IntegrableOn f v
⊢ IntegrableOn f t
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
|
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
A : IntegrableOn f v
⊢ IntegrableOn f (t \ v)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
|
apply integrableOn_zero.congr
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
A : IntegrableOn f v
⊢ (fun x => 0) =ᵐ[Measure.restrict μ (t \ v)] f
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
|
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case h
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
A : IntegrableOn f v
x : α
hxt : x ∈ t \ s → f x = 0
hx : x ∈ t \ v
⊢ 0 = f x
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
|
by_cases h'x : x ∈ s
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case pos
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
A : IntegrableOn f v
x : α
hxt : x ∈ t \ s → f x = 0
hx : x ∈ t \ v
h'x : x ∈ s
⊢ 0 = f x
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
·
|
by_contra H
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case pos
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
A : IntegrableOn f v
x : α
hxt : x ∈ t \ s → f x = 0
hx : x ∈ t \ v
h'x : x ∈ s
H : ¬0 = f x
⊢ False
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
|
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case neg
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
A : IntegrableOn f v
x : α
hxt : x ∈ t \ s → f x = 0
hx : x ∈ t \ v
h'x : x ∉ s
⊢ 0 = f x
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
·
|
exact (hxt ⟨hx.1, h'x⟩).symm
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
A : IntegrableOn f v
B : IntegrableOn f (t \ v)
⊢ IntegrableOn f t
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
|
apply (A.union B).mono_set _
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
A : IntegrableOn f v
B : IntegrableOn f (t \ v)
⊢ t ⊆ v ∪ t \ v
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
|
rw [union_diff_self]
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
ht : NullMeasurableSet t
h't : ∀ᵐ (x : α) ∂μ, x ∈ t \ s → f x = 0
u : Set α := {x | x ∈ s ∧ f x ≠ 0}
hu : IntegrableOn f u
v : Set α := toMeasurable μ u
A : IntegrableOn f v
B : IntegrableOn f (t \ v)
⊢ t ⊆ v ∪ t
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
|
exact subset_union_right _ _
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.326_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h't : ∀ᵐ (x : α) ∂μ, x ∉ s → f x = 0
⊢ Integrable f
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
|
rw [← integrableOn_univ]
|
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.357_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h't : ∀ᵐ (x : α) ∂μ, x ∉ s → f x = 0
⊢ IntegrableOn f univ
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
|
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
|
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.357_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
hf : IntegrableOn f s
h't : ∀ᵐ (x : α) ∂μ, x ∉ s → f x = 0
⊢ ∀ᵐ (x : α) ∂μ, x ∈ univ \ s → f x = 0
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
|
filter_upwards [h't] with x hx h'x using hx h'x.2
|
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
|
Mathlib.MeasureTheory.Integral.IntegrableOn.357_0.qIpN2P2TD1gUH4J
|
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
h1s : support f ⊆ s
⊢ IntegrableOn f s ↔ Integrable f
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
|
refine' ⟨fun h => _, fun h => h.integrableOn⟩
|
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.373_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
h1s : support f ⊆ s
h : IntegrableOn f s
⊢ Integrable f
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
|
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
|
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.373_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
h1s : support f ⊆ s
h : IntegrableOn f s
x : α
hx : x ∉ s
⊢ f x = 0
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
|
contrapose! hx
|
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
|
Mathlib.MeasureTheory.Integral.IntegrableOn.373_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
h1s : support f ⊆ s
h : IntegrableOn f s
x : α
hx : f x ≠ 0
⊢ x ∈ s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
|
exact h1s (mem_support.2 hx)
|
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
|
Mathlib.MeasureTheory.Integral.IntegrableOn.373_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E✝ : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E✝
f✝ g : α → E✝
s✝ t : Set α
μ ν : Measure α
E : Type u_5
inst✝ : NormedAddCommGroup E
p : ℝ≥0∞
s : Set α
f : ↥(Lp E p)
hp : 1 ≤ p
hμs : ↑↑μ s ≠ ⊤
⊢ IntegrableOn (↑↑f) s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
|
refine' memℒp_one_iff_integrable.mp _
|
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.381_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E✝ : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E✝
f✝ g : α → E✝
s✝ t : Set α
μ ν : Measure α
E : Type u_5
inst✝ : NormedAddCommGroup E
p : ℝ≥0∞
s : Set α
f : ↥(Lp E p)
hp : 1 ≤ p
hμs : ↑↑μ s ≠ ⊤
⊢ Memℒp (↑↑f) 1
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
|
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
|
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
|
Mathlib.MeasureTheory.Integral.IntegrableOn.381_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E✝ : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E✝
f✝ g : α → E✝
s✝ t : Set α
μ ν : Measure α
E : Type u_5
inst✝ : NormedAddCommGroup E
p : ℝ≥0∞
s : Set α
f : ↥(Lp E p)
hp : 1 ≤ p
hμs : ↑↑μ s ≠ ⊤
⊢ ↑↑(Measure.restrict μ s) univ < ⊤
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
|
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
|
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.381_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E✝ : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E✝
f✝ g : α → E✝
s✝ t : Set α
μ ν : Measure α
E : Type u_5
inst✝ : NormedAddCommGroup E
p : ℝ≥0∞
s : Set α
f : ↥(Lp E p)
hp : 1 ≤ p
hμs : ↑↑μ s ≠ ⊤
hμ_restrict_univ : ↑↑(Measure.restrict μ s) univ < ⊤
⊢ Memℒp (↑↑f) 1
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
|
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
|
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.381_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E✝ : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E✝
f✝ g : α → E✝
s✝ t : Set α
μ ν : Measure α
E : Type u_5
inst✝ : NormedAddCommGroup E
p : ℝ≥0∞
s : Set α
f : ↥(Lp E p)
hp : 1 ≤ p
hμs : ↑↑μ s ≠ ⊤
hμ_restrict_univ : ↑↑(Measure.restrict μ s) univ < ⊤
hμ_finite : IsFiniteMeasure (Measure.restrict μ s)
⊢ Memℒp (↑↑f) 1
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
|
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
|
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.381_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s t : Set α
μ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
⊢ IntegrableAtFilter f (map e l) ↔ IntegrableAtFilter (f ∘ e) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
|
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.411_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s t : Set α
μ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
⊢ (∃ s ∈ map e l, IntegrableOn (f ∘ e) (e ⁻¹' s)) ↔ ∃ s ∈ l, IntegrableOn (f ∘ e) s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
|
constructor
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.411_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case mp
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s t : Set α
μ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
⊢ (∃ s ∈ map e l, IntegrableOn (f ∘ e) (e ⁻¹' s)) → ∃ s ∈ l, IntegrableOn (f ∘ e) s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;>
|
rintro ⟨s, hs⟩
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;>
|
Mathlib.MeasureTheory.Integral.IntegrableOn.411_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case mpr
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s t : Set α
μ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
⊢ (∃ s ∈ l, IntegrableOn (f ∘ e) s) → ∃ s ∈ map e l, IntegrableOn (f ∘ e) (e ⁻¹' s)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;>
|
rintro ⟨s, hs⟩
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;>
|
Mathlib.MeasureTheory.Integral.IntegrableOn.411_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case mp.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s✝ t : Set α
μ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
s : Set β
hs : s ∈ map e l ∧ IntegrableOn (f ∘ e) (e ⁻¹' s)
⊢ ∃ s ∈ l, IntegrableOn (f ∘ e) s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
·
|
exact ⟨_, hs⟩
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.411_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case mpr.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s✝ t : Set α
μ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
s : Set α
hs : s ∈ l ∧ IntegrableOn (f ∘ e) s
⊢ ∃ s ∈ map e l, IntegrableOn (f ∘ e) (e ⁻¹' s)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
·
|
exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.411_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s✝ t : Set α
μ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
s : Set α
hs : s ∈ l ∧ IntegrableOn (f ∘ e) s
⊢ e '' s ∈ map e l ∧ IntegrableOn (f ∘ e) (e ⁻¹' (e '' s))
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by
|
rwa [mem_map, he.injective.preimage_image]
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.411_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s t : Set α
μ✝ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
μ : Measure β
⊢ IntegrableAtFilter f (map e l) ↔ IntegrableAtFilter (f ∘ e) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
|
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.419_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s t : Set α
μ✝ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
μ : Measure β
⊢ (∃ s ∈ map e l, IntegrableOn f s) ↔ ∃ s ∈ map e l, IntegrableOn f s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
|
constructor
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.419_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case mp
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s t : Set α
μ✝ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
μ : Measure β
⊢ (∃ s ∈ map e l, IntegrableOn f s) → ∃ s ∈ map e l, IntegrableOn f s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;>
|
rintro ⟨s, hs, int⟩
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;>
|
Mathlib.MeasureTheory.Integral.IntegrableOn.419_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case mpr
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s t : Set α
μ✝ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
μ : Measure β
⊢ (∃ s ∈ map e l, IntegrableOn f s) → ∃ s ∈ map e l, IntegrableOn f s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;>
|
rintro ⟨s, hs, int⟩
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;>
|
Mathlib.MeasureTheory.Integral.IntegrableOn.419_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case mp.intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s✝ t : Set α
μ✝ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
μ : Measure β
s : Set β
hs : s ∈ map e l
int : IntegrableOn f s
⊢ ∃ s ∈ map e l, IntegrableOn f s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
·
|
exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.419_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case mpr.intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝² : MeasurableSpace α
inst✝¹ : NormedAddCommGroup E
f✝ g : α → E
s✝ t : Set α
μ✝ ν : Measure α
l l' : Filter α
inst✝ : MeasurableSpace β
e : α → β
he : MeasurableEmbedding e
f : β → E
μ : Measure β
s : Set β
hs : s ∈ map e l
int : IntegrableOn f s
⊢ ∃ s ∈ map e l, IntegrableOn f s
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
·
|
exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.419_0.qIpN2P2TD1gUH4J
|
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f✝ g✝ : α → E
s t : Set α
μ ν : Measure α
l l' : Filter α
f g : α → E
hf : IntegrableAtFilter f l
hg : IntegrableAtFilter g l
⊢ IntegrableAtFilter (f + g) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
|
rcases hf with ⟨s, sl, hs⟩
|
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.437_0.qIpN2P2TD1gUH4J
|
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f✝ g✝ : α → E
s✝ t : Set α
μ ν : Measure α
l l' : Filter α
f g : α → E
hg : IntegrableAtFilter g l
s : Set α
sl : s ∈ l
hs : IntegrableOn f s
⊢ IntegrableAtFilter (f + g) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
|
rcases hg with ⟨t, tl, ht⟩
|
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.437_0.qIpN2P2TD1gUH4J
|
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro.intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f✝ g✝ : α → E
s✝ t✝ : Set α
μ ν : Measure α
l l' : Filter α
f g : α → E
s : Set α
sl : s ∈ l
hs : IntegrableOn f s
t : Set α
tl : t ∈ l
ht : IntegrableOn g t
⊢ IntegrableAtFilter (f + g) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
|
refine ⟨s ∩ t, inter_mem sl tl, ?_⟩
|
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.437_0.qIpN2P2TD1gUH4J
|
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro.intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f✝ g✝ : α → E
s✝ t✝ : Set α
μ ν : Measure α
l l' : Filter α
f g : α → E
s : Set α
sl : s ∈ l
hs : IntegrableOn f s
t : Set α
tl : t ∈ l
ht : IntegrableOn g t
⊢ IntegrableOn (f + g) (s ∩ t)
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
refine ⟨s ∩ t, inter_mem sl tl, ?_⟩
|
exact (hs.mono_set (inter_subset_left _ _)).add (ht.mono_set (inter_subset_right _ _))
|
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
refine ⟨s ∩ t, inter_mem sl tl, ?_⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.437_0.qIpN2P2TD1gUH4J
|
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f✝ g : α → E
s t : Set α
μ ν : Measure α
l l' : Filter α
f : α → E
hf : IntegrableAtFilter f l
⊢ IntegrableAtFilter (-f) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
refine ⟨s ∩ t, inter_mem sl tl, ?_⟩
exact (hs.mono_set (inter_subset_left _ _)).add (ht.mono_set (inter_subset_right _ _))
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ := by
|
rcases hf with ⟨s, sl, hs⟩
|
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.445_0.qIpN2P2TD1gUH4J
|
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f✝ g : α → E
s✝ t : Set α
μ ν : Measure α
l l' : Filter α
f : α → E
s : Set α
sl : s ∈ l
hs : IntegrableOn f s
⊢ IntegrableAtFilter (-f) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
refine ⟨s ∩ t, inter_mem sl tl, ?_⟩
exact (hs.mono_set (inter_subset_left _ _)).add (ht.mono_set (inter_subset_right _ _))
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ := by
rcases hf with ⟨s, sl, hs⟩
|
exact ⟨s, sl, hs.neg⟩
|
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ := by
rcases hf with ⟨s, sl, hs⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.445_0.qIpN2P2TD1gUH4J
|
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f✝ g✝ : α → E
s t : Set α
μ ν : Measure α
l l' : Filter α
f g : α → E
hf : IntegrableAtFilter f l
hg : IntegrableAtFilter g l
⊢ IntegrableAtFilter (f - g) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
refine ⟨s ∩ t, inter_mem sl tl, ?_⟩
exact (hs.mono_set (inter_subset_left _ _)).add (ht.mono_set (inter_subset_right _ _))
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ := by
rcases hf with ⟨s, sl, hs⟩
exact ⟨s, sl, hs.neg⟩
protected theorem IntegrableAtFilter.sub {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f - g) l μ := by
|
rw [sub_eq_add_neg]
|
protected theorem IntegrableAtFilter.sub {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f - g) l μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.450_0.qIpN2P2TD1gUH4J
|
protected theorem IntegrableAtFilter.sub {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f - g) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f✝ g✝ : α → E
s t : Set α
μ ν : Measure α
l l' : Filter α
f g : α → E
hf : IntegrableAtFilter f l
hg : IntegrableAtFilter g l
⊢ IntegrableAtFilter (f + -g) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
refine ⟨s ∩ t, inter_mem sl tl, ?_⟩
exact (hs.mono_set (inter_subset_left _ _)).add (ht.mono_set (inter_subset_right _ _))
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ := by
rcases hf with ⟨s, sl, hs⟩
exact ⟨s, sl, hs.neg⟩
protected theorem IntegrableAtFilter.sub {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f - g) l μ := by
rw [sub_eq_add_neg]
|
exact hf.add hg.neg
|
protected theorem IntegrableAtFilter.sub {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f - g) l μ := by
rw [sub_eq_add_neg]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.450_0.qIpN2P2TD1gUH4J
|
protected theorem IntegrableAtFilter.sub {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f - g) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁴ : MeasurableSpace α
inst✝³ : NormedAddCommGroup E
f✝ g : α → E
s t : Set α
μ ν : Measure α
l l' : Filter α
𝕜 : Type u_5
inst✝² : NormedAddCommGroup 𝕜
inst✝¹ : SMulZeroClass 𝕜 E
inst✝ : BoundedSMul 𝕜 E
f : α → E
hf : IntegrableAtFilter f l
c : 𝕜
⊢ IntegrableAtFilter (c • f) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
refine ⟨s ∩ t, inter_mem sl tl, ?_⟩
exact (hs.mono_set (inter_subset_left _ _)).add (ht.mono_set (inter_subset_right _ _))
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ := by
rcases hf with ⟨s, sl, hs⟩
exact ⟨s, sl, hs.neg⟩
protected theorem IntegrableAtFilter.sub {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f - g) l μ := by
rw [sub_eq_add_neg]
exact hf.add hg.neg
protected theorem IntegrableAtFilter.smul {𝕜 : Type*} [NormedAddCommGroup 𝕜] [SMulZeroClass 𝕜 E]
[BoundedSMul 𝕜 E] {f : α → E} (hf : IntegrableAtFilter f l μ) (c : 𝕜) :
IntegrableAtFilter (c • f) l μ := by
|
rcases hf with ⟨s, sl, hs⟩
|
protected theorem IntegrableAtFilter.smul {𝕜 : Type*} [NormedAddCommGroup 𝕜] [SMulZeroClass 𝕜 E]
[BoundedSMul 𝕜 E] {f : α → E} (hf : IntegrableAtFilter f l μ) (c : 𝕜) :
IntegrableAtFilter (c • f) l μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.456_0.qIpN2P2TD1gUH4J
|
protected theorem IntegrableAtFilter.smul {𝕜 : Type*} [NormedAddCommGroup 𝕜] [SMulZeroClass 𝕜 E]
[BoundedSMul 𝕜 E] {f : α → E} (hf : IntegrableAtFilter f l μ) (c : 𝕜) :
IntegrableAtFilter (c • f) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁴ : MeasurableSpace α
inst✝³ : NormedAddCommGroup E
f✝ g : α → E
s✝ t : Set α
μ ν : Measure α
l l' : Filter α
𝕜 : Type u_5
inst✝² : NormedAddCommGroup 𝕜
inst✝¹ : SMulZeroClass 𝕜 E
inst✝ : BoundedSMul 𝕜 E
f : α → E
c : 𝕜
s : Set α
sl : s ∈ l
hs : IntegrableOn f s
⊢ IntegrableAtFilter (c • f) l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
refine ⟨s ∩ t, inter_mem sl tl, ?_⟩
exact (hs.mono_set (inter_subset_left _ _)).add (ht.mono_set (inter_subset_right _ _))
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ := by
rcases hf with ⟨s, sl, hs⟩
exact ⟨s, sl, hs.neg⟩
protected theorem IntegrableAtFilter.sub {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f - g) l μ := by
rw [sub_eq_add_neg]
exact hf.add hg.neg
protected theorem IntegrableAtFilter.smul {𝕜 : Type*} [NormedAddCommGroup 𝕜] [SMulZeroClass 𝕜 E]
[BoundedSMul 𝕜 E] {f : α → E} (hf : IntegrableAtFilter f l μ) (c : 𝕜) :
IntegrableAtFilter (c • f) l μ := by
rcases hf with ⟨s, sl, hs⟩
|
exact ⟨s, sl, hs.smul c⟩
|
protected theorem IntegrableAtFilter.smul {𝕜 : Type*} [NormedAddCommGroup 𝕜] [SMulZeroClass 𝕜 E]
[BoundedSMul 𝕜 E] {f : α → E} (hf : IntegrableAtFilter f l μ) (c : 𝕜) :
IntegrableAtFilter (c • f) l μ := by
rcases hf with ⟨s, sl, hs⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.456_0.qIpN2P2TD1gUH4J
|
protected theorem IntegrableAtFilter.smul {𝕜 : Type*} [NormedAddCommGroup 𝕜] [SMulZeroClass 𝕜 E]
[BoundedSMul 𝕜 E] {f : α → E} (hf : IntegrableAtFilter f l μ) (c : 𝕜) :
IntegrableAtFilter (c • f) l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : NormedAddCommGroup E
f g : α → E
s t : Set α
μ ν : Measure α
l✝ l' l : Filter α
⊢ IntegrableAtFilter f (l ⊓ Measure.ae μ) ↔ IntegrableAtFilter f l
|
/-
Copyright (c) 2021 Rémy Degenne. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Zhouhang Zhou, Yury Kudryashov
-/
import Mathlib.MeasureTheory.Function.L1Space
import Mathlib.Analysis.NormedSpace.IndicatorFunction
#align_import measure_theory.integral.integrable_on from "leanprover-community/mathlib"@"8b8ba04e2f326f3f7cf24ad129beda58531ada61"
/-! # Functions integrable on a set and at a filter
We define `IntegrableOn f s μ := Integrable f (μ.restrict s)` and prove theorems like
`integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ`.
Next we define a predicate `IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α)`
saying that `f` is integrable at some set `s ∈ l` and prove that a measurable function is integrable
at `l` with respect to `μ` provided that `f` is bounded above at `l ⊓ μ.ae` and `μ` is finite
at `l`.
-/
noncomputable section
open Set Filter TopologicalSpace MeasureTheory Function
open scoped Classical Topology Interval BigOperators Filter ENNReal MeasureTheory
variable {α β E F : Type*} [MeasurableSpace α]
section
variable [TopologicalSpace β] {l l' : Filter α} {f g : α → β} {μ ν : Measure α}
/-- A function `f` is strongly measurable at a filter `l` w.r.t. a measure `μ` if it is
ae strongly measurable w.r.t. `μ.restrict s` for some `s ∈ l`. -/
def StronglyMeasurableAtFilter (f : α → β) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, AEStronglyMeasurable f (μ.restrict s)
#align strongly_measurable_at_filter StronglyMeasurableAtFilter
@[simp]
theorem stronglyMeasurableAt_bot {f : α → β} : StronglyMeasurableAtFilter f ⊥ μ :=
⟨∅, mem_bot, by simp⟩
#align strongly_measurable_at_bot stronglyMeasurableAt_bot
protected theorem StronglyMeasurableAtFilter.eventually (h : StronglyMeasurableAtFilter f l μ) :
∀ᶠ s in l.smallSets, AEStronglyMeasurable f (μ.restrict s) :=
(eventually_smallSets' fun _ _ => AEStronglyMeasurable.mono_set).2 h
#align strongly_measurable_at_filter.eventually StronglyMeasurableAtFilter.eventually
protected theorem StronglyMeasurableAtFilter.filter_mono (h : StronglyMeasurableAtFilter f l μ)
(h' : l' ≤ l) : StronglyMeasurableAtFilter f l' μ :=
let ⟨s, hsl, hs⟩ := h
⟨s, h' hsl, hs⟩
#align strongly_measurable_at_filter.filter_mono StronglyMeasurableAtFilter.filter_mono
protected theorem MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
(h : AEStronglyMeasurable f μ) : StronglyMeasurableAtFilter f l μ :=
⟨univ, univ_mem, by rwa [Measure.restrict_univ]⟩
#align measure_theory.ae_strongly_measurable.strongly_measurable_at_filter MeasureTheory.AEStronglyMeasurable.stronglyMeasurableAtFilter
theorem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem {s}
(h : AEStronglyMeasurable f (μ.restrict s)) (hl : s ∈ l) : StronglyMeasurableAtFilter f l μ :=
⟨s, hl, h⟩
#align ae_strongly_measurable.strongly_measurable_at_filter_of_mem AeStronglyMeasurable.stronglyMeasurableAtFilter_of_mem
protected theorem MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
(h : StronglyMeasurable f) : StronglyMeasurableAtFilter f l μ :=
h.aestronglyMeasurable.stronglyMeasurableAtFilter
#align measure_theory.strongly_measurable.strongly_measurable_at_filter MeasureTheory.StronglyMeasurable.stronglyMeasurableAtFilter
end
namespace MeasureTheory
section NormedAddCommGroup
theorem hasFiniteIntegral_restrict_of_bounded [NormedAddCommGroup E] {f : α → E} {s : Set α}
{μ : Measure α} {C} (hs : μ s < ∞) (hf : ∀ᵐ x ∂μ.restrict s, ‖f x‖ ≤ C) :
HasFiniteIntegral f (μ.restrict s) :=
haveI : IsFiniteMeasure (μ.restrict s) := ⟨by rwa [Measure.restrict_apply_univ]⟩
hasFiniteIntegral_of_bounded hf
#align measure_theory.has_finite_integral_restrict_of_bounded MeasureTheory.hasFiniteIntegral_restrict_of_bounded
variable [NormedAddCommGroup E] {f g : α → E} {s t : Set α} {μ ν : Measure α}
/-- A function is `IntegrableOn` a set `s` if it is almost everywhere strongly measurable on `s`
and if the integral of its pointwise norm over `s` is less than infinity. -/
def IntegrableOn (f : α → E) (s : Set α) (μ : Measure α := by volume_tac) : Prop :=
Integrable f (μ.restrict s)
#align measure_theory.integrable_on MeasureTheory.IntegrableOn
-- Porting note: TODO Delete this when leanprover/lean4#2243 is fixed.
theorem integrableOn_def (f : α → E) (s : Set α) (μ : Measure α) :
IntegrableOn f s μ ↔ Integrable f (μ.restrict s) :=
Iff.rfl
attribute [eqns integrableOn_def] IntegrableOn
theorem IntegrableOn.integrable (h : IntegrableOn f s μ) : Integrable f (μ.restrict s) :=
h
#align measure_theory.integrable_on.integrable MeasureTheory.IntegrableOn.integrable
@[simp]
theorem integrableOn_empty : IntegrableOn f ∅ μ := by simp [IntegrableOn, integrable_zero_measure]
#align measure_theory.integrable_on_empty MeasureTheory.integrableOn_empty
@[simp]
theorem integrableOn_univ : IntegrableOn f univ μ ↔ Integrable f μ := by
rw [IntegrableOn, Measure.restrict_univ]
#align measure_theory.integrable_on_univ MeasureTheory.integrableOn_univ
theorem integrableOn_zero : IntegrableOn (fun _ => (0 : E)) s μ :=
integrable_zero _ _ _
#align measure_theory.integrable_on_zero MeasureTheory.integrableOn_zero
@[simp]
theorem integrableOn_const {C : E} : IntegrableOn (fun _ => C) s μ ↔ C = 0 ∨ μ s < ∞ :=
integrable_const_iff.trans <| by rw [Measure.restrict_apply_univ]
#align measure_theory.integrable_on_const MeasureTheory.integrableOn_const
theorem IntegrableOn.mono (h : IntegrableOn f t ν) (hs : s ⊆ t) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_mono hs hμ
#align measure_theory.integrable_on.mono MeasureTheory.IntegrableOn.mono
theorem IntegrableOn.mono_set (h : IntegrableOn f t μ) (hst : s ⊆ t) : IntegrableOn f s μ :=
h.mono hst le_rfl
#align measure_theory.integrable_on.mono_set MeasureTheory.IntegrableOn.mono_set
theorem IntegrableOn.mono_measure (h : IntegrableOn f s ν) (hμ : μ ≤ ν) : IntegrableOn f s μ :=
h.mono (Subset.refl _) hμ
#align measure_theory.integrable_on.mono_measure MeasureTheory.IntegrableOn.mono_measure
theorem IntegrableOn.mono_set_ae (h : IntegrableOn f t μ) (hst : s ≤ᵐ[μ] t) : IntegrableOn f s μ :=
h.integrable.mono_measure <| Measure.restrict_mono_ae hst
#align measure_theory.integrable_on.mono_set_ae MeasureTheory.IntegrableOn.mono_set_ae
theorem IntegrableOn.congr_set_ae (h : IntegrableOn f t μ) (hst : s =ᵐ[μ] t) : IntegrableOn f s μ :=
h.mono_set_ae hst.le
#align measure_theory.integrable_on.congr_set_ae MeasureTheory.IntegrableOn.congr_set_ae
theorem IntegrableOn.congr_fun_ae (h : IntegrableOn f s μ) (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn g s μ :=
Integrable.congr h hst
#align measure_theory.integrable_on.congr_fun_ae MeasureTheory.IntegrableOn.congr_fun_ae
theorem integrableOn_congr_fun_ae (hst : f =ᵐ[μ.restrict s] g) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun_ae hst, fun h => h.congr_fun_ae hst.symm⟩
#align measure_theory.integrable_on_congr_fun_ae MeasureTheory.integrableOn_congr_fun_ae
theorem IntegrableOn.congr_fun (h : IntegrableOn f s μ) (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn g s μ :=
h.congr_fun_ae ((ae_restrict_iff' hs).2 (eventually_of_forall hst))
#align measure_theory.integrable_on.congr_fun MeasureTheory.IntegrableOn.congr_fun
theorem integrableOn_congr_fun (hst : EqOn f g s) (hs : MeasurableSet s) :
IntegrableOn f s μ ↔ IntegrableOn g s μ :=
⟨fun h => h.congr_fun hst hs, fun h => h.congr_fun hst.symm hs⟩
#align measure_theory.integrable_on_congr_fun MeasureTheory.integrableOn_congr_fun
theorem Integrable.integrableOn (h : Integrable f μ) : IntegrableOn f s μ :=
h.mono_measure <| Measure.restrict_le_self
#align measure_theory.integrable.integrable_on MeasureTheory.Integrable.integrableOn
theorem IntegrableOn.restrict (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
IntegrableOn f s (μ.restrict t) := by
rw [IntegrableOn, Measure.restrict_restrict hs]; exact h.mono_set (inter_subset_left _ _)
#align measure_theory.integrable_on.restrict MeasureTheory.IntegrableOn.restrict
theorem IntegrableOn.inter_of_restrict (h : IntegrableOn f s (μ.restrict t)) :
IntegrableOn f (s ∩ t) μ := by
have := h.mono_set (inter_subset_left s t)
rwa [IntegrableOn, μ.restrict_restrict_of_subset (inter_subset_right s t)] at this
lemma Integrable.piecewise [DecidablePred (· ∈ s)]
(hs : MeasurableSet s) (hf : IntegrableOn f s μ) (hg : IntegrableOn g sᶜ μ) :
Integrable (s.piecewise f g) μ := by
rw [IntegrableOn] at hf hg
rw [← memℒp_one_iff_integrable] at hf hg ⊢
exact Memℒp.piecewise hs hf hg
theorem IntegrableOn.left_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f s μ :=
h.mono_set <| subset_union_left _ _
#align measure_theory.integrable_on.left_of_union MeasureTheory.IntegrableOn.left_of_union
theorem IntegrableOn.right_of_union (h : IntegrableOn f (s ∪ t) μ) : IntegrableOn f t μ :=
h.mono_set <| subset_union_right _ _
#align measure_theory.integrable_on.right_of_union MeasureTheory.IntegrableOn.right_of_union
theorem IntegrableOn.union (hs : IntegrableOn f s μ) (ht : IntegrableOn f t μ) :
IntegrableOn f (s ∪ t) μ :=
(hs.add_measure ht).mono_measure <| Measure.restrict_union_le _ _
#align measure_theory.integrable_on.union MeasureTheory.IntegrableOn.union
@[simp]
theorem integrableOn_union : IntegrableOn f (s ∪ t) μ ↔ IntegrableOn f s μ ∧ IntegrableOn f t μ :=
⟨fun h => ⟨h.left_of_union, h.right_of_union⟩, fun h => h.1.union h.2⟩
#align measure_theory.integrable_on_union MeasureTheory.integrableOn_union
@[simp]
theorem integrableOn_singleton_iff {x : α} [MeasurableSingletonClass α] :
IntegrableOn f {x} μ ↔ f x = 0 ∨ μ {x} < ∞ := by
have : f =ᵐ[μ.restrict {x}] fun _ => f x := by
filter_upwards [ae_restrict_mem (measurableSet_singleton x)] with _ ha
simp only [mem_singleton_iff.1 ha]
rw [IntegrableOn, integrable_congr this, integrable_const_iff]
simp
#align measure_theory.integrable_on_singleton_iff MeasureTheory.integrableOn_singleton_iff
@[simp]
theorem integrableOn_finite_biUnion {s : Set β} (hs : s.Finite) {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ := by
refine hs.induction_on ?_ ?_
· simp
· intro a s _ _ hf; simp [hf, or_imp, forall_and]
#align measure_theory.integrable_on_finite_bUnion MeasureTheory.integrableOn_finite_biUnion
@[simp]
theorem integrableOn_finset_iUnion {s : Finset β} {t : β → Set α} :
IntegrableOn f (⋃ i ∈ s, t i) μ ↔ ∀ i ∈ s, IntegrableOn f (t i) μ :=
integrableOn_finite_biUnion s.finite_toSet
#align measure_theory.integrable_on_finset_Union MeasureTheory.integrableOn_finset_iUnion
@[simp]
theorem integrableOn_finite_iUnion [Finite β] {t : β → Set α} :
IntegrableOn f (⋃ i, t i) μ ↔ ∀ i, IntegrableOn f (t i) μ := by
cases nonempty_fintype β
simpa using @integrableOn_finset_iUnion _ _ _ _ _ f μ Finset.univ t
#align measure_theory.integrable_on_finite_Union MeasureTheory.integrableOn_finite_iUnion
theorem IntegrableOn.add_measure (hμ : IntegrableOn f s μ) (hν : IntegrableOn f s ν) :
IntegrableOn f s (μ + ν) := by
delta IntegrableOn; rw [Measure.restrict_add]; exact hμ.integrable.add_measure hν
#align measure_theory.integrable_on.add_measure MeasureTheory.IntegrableOn.add_measure
@[simp]
theorem integrableOn_add_measure :
IntegrableOn f s (μ + ν) ↔ IntegrableOn f s μ ∧ IntegrableOn f s ν :=
⟨fun h =>
⟨h.mono_measure (Measure.le_add_right le_rfl), h.mono_measure (Measure.le_add_left le_rfl)⟩,
fun h => h.1.add_measure h.2⟩
#align measure_theory.integrable_on_add_measure MeasureTheory.integrableOn_add_measure
theorem _root_.MeasurableEmbedding.integrableOn_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure α} {s : Set β} :
IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp_rw [IntegrableOn, he.restrict_map, he.integrable_map_iff]
#align measurable_embedding.integrable_on_map_iff MeasurableEmbedding.integrableOn_map_iff
theorem _root_.MeasurableEmbedding.integrableOn_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} {s : Set β} (hs : s ⊆ range e) :
IntegrableOn f s μ ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) (μ.comap e) := by
simp_rw [← he.integrableOn_map_iff, he.map_comap, IntegrableOn,
Measure.restrict_restrict_of_subset hs]
theorem integrableOn_map_equiv [MeasurableSpace β] (e : α ≃ᵐ β) {f : β → E} {μ : Measure α}
{s : Set β} : IntegrableOn f s (μ.map e) ↔ IntegrableOn (f ∘ e) (e ⁻¹' s) μ := by
simp only [IntegrableOn, e.restrict_map, integrable_map_equiv e]
#align measure_theory.integrable_on_map_equiv MeasureTheory.integrableOn_map_equiv
theorem MeasurePreserving.integrableOn_comp_preimage [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set β} :
IntegrableOn (f ∘ e) (e ⁻¹' s) μ ↔ IntegrableOn f s ν :=
(h₁.restrict_preimage_emb h₂ s).integrable_comp_emb h₂
#align measure_theory.measure_preserving.integrable_on_comp_preimage MeasureTheory.MeasurePreserving.integrableOn_comp_preimage
theorem MeasurePreserving.integrableOn_image [MeasurableSpace β] {e : α → β} {ν}
(h₁ : MeasurePreserving e μ ν) (h₂ : MeasurableEmbedding e) {f : β → E} {s : Set α} :
IntegrableOn f (e '' s) ν ↔ IntegrableOn (f ∘ e) s μ :=
((h₁.restrict_image_emb h₂ s).integrable_comp_emb h₂).symm
#align measure_theory.measure_preserving.integrable_on_image MeasureTheory.MeasurePreserving.integrableOn_image
theorem integrable_indicator_iff (hs : MeasurableSet s) :
Integrable (indicator s f) μ ↔ IntegrableOn f s μ := by
simp [IntegrableOn, Integrable, HasFiniteIntegral, nnnorm_indicator_eq_indicator_nnnorm,
ENNReal.coe_indicator, lintegral_indicator _ hs, aestronglyMeasurable_indicator_iff hs]
#align measure_theory.integrable_indicator_iff MeasureTheory.integrable_indicator_iff
theorem IntegrableOn.integrable_indicator (h : IntegrableOn f s μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
(integrable_indicator_iff hs).2 h
#align measure_theory.integrable_on.integrable_indicator MeasureTheory.IntegrableOn.integrable_indicator
theorem Integrable.indicator (h : Integrable f μ) (hs : MeasurableSet s) :
Integrable (indicator s f) μ :=
h.integrableOn.integrable_indicator hs
#align measure_theory.integrable.indicator MeasureTheory.Integrable.indicator
theorem IntegrableOn.indicator (h : IntegrableOn f s μ) (ht : MeasurableSet t) :
IntegrableOn (indicator t f) s μ :=
Integrable.indicator h ht
#align measure_theory.integrable_on.indicator MeasureTheory.IntegrableOn.indicator
theorem integrable_indicatorConstLp {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : E) :
Integrable (indicatorConstLp p hs hμs c) μ := by
rw [integrable_congr indicatorConstLp_coeFn, integrable_indicator_iff hs, IntegrableOn,
integrable_const_iff, lt_top_iff_ne_top]
right
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply] using hμs
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_indicator_const_Lp MeasureTheory.integrable_indicatorConstLp
/-- If a function is integrable on a set `s` and nonzero there, then the measurable hull of `s` is
well behaved: the restriction of the measure to `toMeasurable μ s` coincides with its restriction
to `s`. -/
theorem IntegrableOn.restrict_toMeasurable (hf : IntegrableOn f s μ) (h's : ∀ x ∈ s, f x ≠ 0) :
μ.restrict (toMeasurable μ s) = μ.restrict s := by
rcases exists_seq_strictAnti_tendsto (0 : ℝ) with ⟨u, _, u_pos, u_lim⟩
let v n := toMeasurable (μ.restrict s) { x | u n ≤ ‖f x‖ }
have A : ∀ n, μ (s ∩ v n) ≠ ∞ := by
intro n
rw [inter_comm, ← Measure.restrict_apply (measurableSet_toMeasurable _ _),
measure_toMeasurable]
exact (hf.measure_norm_ge_lt_top (u_pos n)).ne
apply Measure.restrict_toMeasurable_of_cover _ A
intro x hx
have : 0 < ‖f x‖ := by simp only [h's x hx, norm_pos_iff, Ne.def, not_false_iff]
obtain ⟨n, hn⟩ : ∃ n, u n < ‖f x‖; exact ((tendsto_order.1 u_lim).2 _ this).exists
refine' mem_iUnion.2 ⟨n, _⟩
exact subset_toMeasurable _ _ hn.le
#align measure_theory.integrable_on.restrict_to_measurable MeasureTheory.IntegrableOn.restrict_toMeasurable
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is null-measurable. -/
theorem IntegrableOn.of_ae_diff_eq_zero (hf : IntegrableOn f s μ) (ht : NullMeasurableSet t μ)
(h't : ∀ᵐ x ∂μ, x ∈ t \ s → f x = 0) : IntegrableOn f t μ := by
let u := { x ∈ s | f x ≠ 0 }
have hu : IntegrableOn f u μ := hf.mono_set fun x hx => hx.1
let v := toMeasurable μ u
have A : IntegrableOn f v μ := by
rw [IntegrableOn, hu.restrict_toMeasurable]
· exact hu
· intro x hx; exact hx.2
have B : IntegrableOn f (t \ v) μ := by
apply integrableOn_zero.congr
filter_upwards [ae_restrict_of_ae h't,
ae_restrict_mem₀ (ht.diff (measurableSet_toMeasurable μ u).nullMeasurableSet)] with x hxt hx
by_cases h'x : x ∈ s
· by_contra H
exact hx.2 (subset_toMeasurable μ u ⟨h'x, Ne.symm H⟩)
· exact (hxt ⟨hx.1, h'x⟩).symm
apply (A.union B).mono_set _
rw [union_diff_self]
exact subset_union_right _ _
#align measure_theory.integrable_on.of_ae_diff_eq_zero MeasureTheory.IntegrableOn.of_ae_diff_eq_zero
/-- If a function is integrable on a set `s`, and vanishes on `t \ s`, then it is integrable on `t`
if `t` is measurable. -/
theorem IntegrableOn.of_forall_diff_eq_zero (hf : IntegrableOn f s μ) (ht : MeasurableSet t)
(h't : ∀ x ∈ t \ s, f x = 0) : IntegrableOn f t μ :=
hf.of_ae_diff_eq_zero ht.nullMeasurableSet (eventually_of_forall h't)
#align measure_theory.integrable_on.of_forall_diff_eq_zero MeasureTheory.IntegrableOn.of_forall_diff_eq_zero
/-- If a function is integrable on a set `s` and vanishes almost everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_ae_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ᵐ x ∂μ, x ∉ s → f x = 0) : Integrable f μ := by
rw [← integrableOn_univ]
apply hf.of_ae_diff_eq_zero nullMeasurableSet_univ
filter_upwards [h't] with x hx h'x using hx h'x.2
#align measure_theory.integrable_on.integrable_of_ae_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_ae_not_mem_eq_zero
/-- If a function is integrable on a set `s` and vanishes everywhere on its complement,
then it is integrable. -/
theorem IntegrableOn.integrable_of_forall_not_mem_eq_zero (hf : IntegrableOn f s μ)
(h't : ∀ x, x ∉ s → f x = 0) : Integrable f μ :=
hf.integrable_of_ae_not_mem_eq_zero (eventually_of_forall fun x hx => h't x hx)
#align measure_theory.integrable_on.integrable_of_forall_not_mem_eq_zero MeasureTheory.IntegrableOn.integrable_of_forall_not_mem_eq_zero
theorem integrableOn_iff_integrable_of_support_subset (h1s : support f ⊆ s) :
IntegrableOn f s μ ↔ Integrable f μ := by
refine' ⟨fun h => _, fun h => h.integrableOn⟩
refine h.integrable_of_forall_not_mem_eq_zero fun x hx => ?_
contrapose! hx
exact h1s (mem_support.2 hx)
#align measure_theory.integrable_on_iff_integrable_of_support_subset MeasureTheory.integrableOn_iff_integrable_of_support_subset
theorem integrableOn_Lp_of_measure_ne_top {E} [NormedAddCommGroup E] {p : ℝ≥0∞} {s : Set α}
(f : Lp E p μ) (hp : 1 ≤ p) (hμs : μ s ≠ ∞) : IntegrableOn f s μ := by
refine' memℒp_one_iff_integrable.mp _
have hμ_restrict_univ : (μ.restrict s) Set.univ < ∞ := by
simpa only [Set.univ_inter, MeasurableSet.univ, Measure.restrict_apply, lt_top_iff_ne_top]
haveI hμ_finite : IsFiniteMeasure (μ.restrict s) := ⟨hμ_restrict_univ⟩
exact ((Lp.memℒp _).restrict s).memℒp_of_exponent_le hp
set_option linter.uppercaseLean3 false in
#align measure_theory.integrable_on_Lp_of_measure_ne_top MeasureTheory.integrableOn_Lp_of_measure_ne_top
theorem Integrable.lintegral_lt_top {f : α → ℝ} (hf : Integrable f μ) :
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) < ∞ :=
calc
(∫⁻ x, ENNReal.ofReal (f x) ∂μ) ≤ ∫⁻ x, ↑‖f x‖₊ ∂μ := lintegral_ofReal_le_lintegral_nnnorm f
_ < ∞ := hf.2
#align measure_theory.integrable.lintegral_lt_top MeasureTheory.Integrable.lintegral_lt_top
theorem IntegrableOn.set_lintegral_lt_top {f : α → ℝ} {s : Set α} (hf : IntegrableOn f s μ) :
(∫⁻ x in s, ENNReal.ofReal (f x) ∂μ) < ∞ :=
Integrable.lintegral_lt_top hf
#align measure_theory.integrable_on.set_lintegral_lt_top MeasureTheory.IntegrableOn.set_lintegral_lt_top
/-- We say that a function `f` is *integrable at filter* `l` if it is integrable on some
set `s ∈ l`. Equivalently, it is eventually integrable on `s` in `l.smallSets`. -/
def IntegrableAtFilter (f : α → E) (l : Filter α) (μ : Measure α := by volume_tac) :=
∃ s ∈ l, IntegrableOn f s μ
#align measure_theory.integrable_at_filter MeasureTheory.IntegrableAtFilter
variable {l l' : Filter α}
theorem _root_.MeasurableEmbedding.integrableAtFilter_map_iff [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} :
IntegrableAtFilter f (l.map e) (μ.map e) ↔ IntegrableAtFilter (f ∘ e) l μ := by
simp_rw [IntegrableAtFilter, he.integrableOn_map_iff]
constructor <;> rintro ⟨s, hs⟩
· exact ⟨_, hs⟩
· exact ⟨e '' s, by rwa [mem_map, he.injective.preimage_image]⟩
theorem _root_.MeasurableEmbedding.integrableAtFilter_iff_comap [MeasurableSpace β] {e : α → β}
(he : MeasurableEmbedding e) {f : β → E} {μ : Measure β} :
IntegrableAtFilter f (l.map e) μ ↔ IntegrableAtFilter (f ∘ e) l (μ.comap e) := by
simp_rw [← he.integrableAtFilter_map_iff, IntegrableAtFilter, he.map_comap]
constructor <;> rintro ⟨s, hs, int⟩
· exact ⟨s, hs, int.mono_measure <| μ.restrict_le_self⟩
· exact ⟨_, inter_mem hs range_mem_map, int.inter_of_restrict⟩
theorem Integrable.integrableAtFilter (h : Integrable f μ) (l : Filter α) :
IntegrableAtFilter f l μ :=
⟨univ, Filter.univ_mem, integrableOn_univ.2 h⟩
#align measure_theory.integrable.integrable_at_filter MeasureTheory.Integrable.integrableAtFilter
protected theorem IntegrableAtFilter.eventually (h : IntegrableAtFilter f l μ) :
∀ᶠ s in l.smallSets, IntegrableOn f s μ :=
Iff.mpr (eventually_smallSets' fun _s _t hst ht => ht.mono_set hst) h
#align measure_theory.integrable_at_filter.eventually MeasureTheory.IntegrableAtFilter.eventually
protected theorem IntegrableAtFilter.add {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f + g) l μ := by
rcases hf with ⟨s, sl, hs⟩
rcases hg with ⟨t, tl, ht⟩
refine ⟨s ∩ t, inter_mem sl tl, ?_⟩
exact (hs.mono_set (inter_subset_left _ _)).add (ht.mono_set (inter_subset_right _ _))
protected theorem IntegrableAtFilter.neg {f : α → E} (hf : IntegrableAtFilter f l μ) :
IntegrableAtFilter (-f) l μ := by
rcases hf with ⟨s, sl, hs⟩
exact ⟨s, sl, hs.neg⟩
protected theorem IntegrableAtFilter.sub {f g : α → E}
(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) :
IntegrableAtFilter (f - g) l μ := by
rw [sub_eq_add_neg]
exact hf.add hg.neg
protected theorem IntegrableAtFilter.smul {𝕜 : Type*} [NormedAddCommGroup 𝕜] [SMulZeroClass 𝕜 E]
[BoundedSMul 𝕜 E] {f : α → E} (hf : IntegrableAtFilter f l μ) (c : 𝕜) :
IntegrableAtFilter (c • f) l μ := by
rcases hf with ⟨s, sl, hs⟩
exact ⟨s, sl, hs.smul c⟩
theorem IntegrableAtFilter.filter_mono (hl : l ≤ l') (hl' : IntegrableAtFilter f l' μ) :
IntegrableAtFilter f l μ :=
let ⟨s, hs, hsf⟩ := hl'
⟨s, hl hs, hsf⟩
#align measure_theory.integrable_at_filter.filter_mono MeasureTheory.IntegrableAtFilter.filter_mono
theorem IntegrableAtFilter.inf_of_left (hl : IntegrableAtFilter f l μ) :
IntegrableAtFilter f (l ⊓ l') μ :=
hl.filter_mono inf_le_left
#align measure_theory.integrable_at_filter.inf_of_left MeasureTheory.IntegrableAtFilter.inf_of_left
theorem IntegrableAtFilter.inf_of_right (hl : IntegrableAtFilter f l μ) :
IntegrableAtFilter f (l' ⊓ l) μ :=
hl.filter_mono inf_le_right
#align measure_theory.integrable_at_filter.inf_of_right MeasureTheory.IntegrableAtFilter.inf_of_right
@[simp]
theorem IntegrableAtFilter.inf_ae_iff {l : Filter α} :
IntegrableAtFilter f (l ⊓ μ.ae) μ ↔ IntegrableAtFilter f l μ := by
|
refine' ⟨_, fun h => h.filter_mono inf_le_left⟩
|
@[simp]
theorem IntegrableAtFilter.inf_ae_iff {l : Filter α} :
IntegrableAtFilter f (l ⊓ μ.ae) μ ↔ IntegrableAtFilter f l μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.478_0.qIpN2P2TD1gUH4J
|
@[simp]
theorem IntegrableAtFilter.inf_ae_iff {l : Filter α} :
IntegrableAtFilter f (l ⊓ μ.ae) μ ↔ IntegrableAtFilter f l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
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