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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 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⟩
|
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
|
@[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⟩
|
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
|
case intro.intro.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' l : Filter α
t : Set α
ht : t ∈ l
u : Set α
hu : u ∈ Measure.ae μ
hf : IntegrableOn f (t ∩ u)
⊢ 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
|
refine' ⟨t, ht, _⟩
|
@[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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
|
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
|
case intro.intro.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' l : Filter α
t : Set α
ht : t ∈ l
u : Set α
hu : u ∈ Measure.ae μ
hf : IntegrableOn f (t ∩ 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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
|
refine' hf.integrable.mono_measure fun v hv => _
|
@[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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
|
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
|
case intro.intro.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' l : Filter α
t : Set α
ht : t ∈ l
u : Set α
hu : u ∈ Measure.ae μ
hf : IntegrableOn f (t ∩ u)
v : Set α
hv : MeasurableSet v
⊢ ↑↑(Measure.restrict μ t) v ≤ ↑↑(Measure.restrict μ (t ∩ u)) 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]
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
|
simp only [Measure.restrict_apply hv]
|
@[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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
|
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
|
case intro.intro.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' l : Filter α
t : Set α
ht : t ∈ l
u : Set α
hu : u ∈ Measure.ae μ
hf : IntegrableOn f (t ∩ u)
v : Set α
hv : MeasurableSet v
⊢ ↑↑μ (v ∩ t) ≤ ↑↑μ (v ∩ (t ∩ u))
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
|
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
|
@[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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
|
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
|
case intro.intro.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' l : Filter α
t : Set α
ht : t ∈ l
u : Set α
hu : u ∈ Measure.ae μ
hf : IntegrableOn f (t ∩ u)
v : Set α
hv : MeasurableSet v
x : α
hx : x ∈ u
⊢ x ∈ {x | (fun x => (v ∩ t) x ≤ (v ∩ (t ∩ u)) x) 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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
|
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
|
@[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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
|
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
|
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' l : Filter α
inst✝ : IsMeasurablyGenerated l
hfm : StronglyMeasurableAtFilter f l
hμ : FiniteAtFilter μ l
hf : IsBoundedUnder (fun x x_1 => x ≤ x_1) l (norm ∘ f)
⊢ 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
|
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
|
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.493_0.qIpN2P2TD1gUH4J
|
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l 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
l✝ l' l : Filter α
inst✝ : IsMeasurablyGenerated l
hfm : StronglyMeasurableAtFilter f l
hμ : FiniteAtFilter μ l
hf : IsBoundedUnder (fun x x_1 => x ≤ x_1) l (norm ∘ f)
C : ℝ
hC : ∀ᶠ (s : Set α) in smallSets l, ∀ x ∈ s, ‖f x‖ ≤ C
⊢ 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
|
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
|
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.493_0.qIpN2P2TD1gUH4J
|
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro.intro.intro.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' l : Filter α
inst✝ : IsMeasurablyGenerated l
hfm✝ : StronglyMeasurableAtFilter f l
hμ✝ : FiniteAtFilter μ l
hf : IsBoundedUnder (fun x x_1 => x ≤ x_1) l (norm ∘ f)
C : ℝ
hC✝ : ∀ᶠ (s : Set α) in smallSets l, ∀ x ∈ s, ‖f x‖ ≤ C
s : Set α
hsl : s ∈ l
hsm : MeasurableSet s
hfm : AEStronglyMeasurable f (restrict μ s)
hμ : ↑↑μ s < ⊤
hC : ∀ x ∈ s, ‖f x‖ ≤ C
⊢ 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
|
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
|
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.493_0.qIpN2P2TD1gUH4J
|
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro.intro.intro.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' l : Filter α
inst✝ : IsMeasurablyGenerated l
hfm✝ : StronglyMeasurableAtFilter f l
hμ✝ : FiniteAtFilter μ l
hf : IsBoundedUnder (fun x x_1 => x ≤ x_1) l (norm ∘ f)
C : ℝ
hC✝ : ∀ᶠ (s : Set α) in smallSets l, ∀ x ∈ s, ‖f x‖ ≤ C
s : Set α
hsl : s ∈ l
hsm : MeasurableSet s
hfm : AEStronglyMeasurable f (restrict μ s)
hμ : ↑↑μ s < ⊤
hC : ∀ x ∈ s, ‖f x‖ ≤ C
⊢ ∀ᵐ (x : α) ∂restrict μ s, ‖f x‖ ≤ 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]
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
|
rw [ae_restrict_eq hsm, eventually_inf_principal]
|
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.493_0.qIpN2P2TD1gUH4J
|
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case intro.intro.intro.intro.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' l : Filter α
inst✝ : IsMeasurablyGenerated l
hfm✝ : StronglyMeasurableAtFilter f l
hμ✝ : FiniteAtFilter μ l
hf : IsBoundedUnder (fun x x_1 => x ≤ x_1) l (norm ∘ f)
C : ℝ
hC✝ : ∀ᶠ (s : Set α) in smallSets l, ∀ x ∈ s, ‖f x‖ ≤ C
s : Set α
hsl : s ∈ l
hsm : MeasurableSet s
hfm : AEStronglyMeasurable f (restrict μ s)
hμ : ↑↑μ s < ⊤
hC : ∀ x ∈ s, ‖f x‖ ≤ C
⊢ ∀ᵐ (x : α) ∂μ, x ∈ s → ‖f x‖ ≤ 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]
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
|
exact eventually_of_forall hC
|
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.493_0.qIpN2P2TD1gUH4J
|
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : 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
h : Disjoint (support f) (support g)
hf : StronglyMeasurable f
hg : StronglyMeasurable g
⊢ Integrable (f + g) ↔ Integrable f ∧ Integrable 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 ⊢
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
|
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
|
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.528_0.qIpN2P2TD1gUH4J
|
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g 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
l l' : Filter α
f g : α → E
h : Disjoint (support f) (support g)
hf : StronglyMeasurable f
hg : StronglyMeasurable g
hfg : Integrable (f + g)
⊢ 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 => ?_
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
·
|
rw [← indicator_add_eq_left h]
|
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.528_0.qIpN2P2TD1gUH4J
|
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g 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
l l' : Filter α
f g : α → E
h : Disjoint (support f) (support g)
hf : StronglyMeasurable f
hg : StronglyMeasurable g
hfg : Integrable (f + g)
⊢ Integrable (indicator (support f) (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 ⊢
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h];
|
exact hfg.indicator hf.measurableSet_support
|
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h];
|
Mathlib.MeasureTheory.Integral.IntegrableOn.528_0.qIpN2P2TD1gUH4J
|
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g 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
l l' : Filter α
f g : α → E
h : Disjoint (support f) (support g)
hf : StronglyMeasurable f
hg : StronglyMeasurable g
hfg : Integrable (f + g)
⊢ Integrable 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 ⊢
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
·
|
rw [← indicator_add_eq_right h]
|
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.528_0.qIpN2P2TD1gUH4J
|
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g 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
l l' : Filter α
f g : α → E
h : Disjoint (support f) (support g)
hf : StronglyMeasurable f
hg : StronglyMeasurable g
hfg : Integrable (f + g)
⊢ Integrable (indicator (support g) (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 ⊢
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h];
|
exact hfg.indicator hg.measurableSet_support
|
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h];
|
Mathlib.MeasureTheory.Integral.IntegrableOn.528_0.qIpN2P2TD1gUH4J
|
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : OpensMeasurableSpace α
inst✝² : MeasurableSpace β
inst✝¹ : TopologicalSpace β
inst✝ : BorelSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
⊢ AEMeasurable 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 => ?_
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
|
nontriviality α
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.544_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable 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✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : OpensMeasurableSpace α
inst✝² : MeasurableSpace β
inst✝¹ : TopologicalSpace β
inst✝ : BorelSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
✝ : Nontrivial α
⊢ AEMeasurable 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 => ?_
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α;
|
inhabit α
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α;
|
Mathlib.MeasureTheory.Integral.IntegrableOn.544_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable 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✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : OpensMeasurableSpace α
inst✝² : MeasurableSpace β
inst✝¹ : TopologicalSpace β
inst✝ : BorelSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
✝ : Nontrivial α
inhabited_h : Inhabited α
⊢ AEMeasurable 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 => ?_
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
|
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
|
Mathlib.MeasureTheory.Integral.IntegrableOn.544_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable 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✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : OpensMeasurableSpace α
inst✝² : MeasurableSpace β
inst✝¹ : TopologicalSpace β
inst✝ : BorelSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
✝ : Nontrivial α
inhabited_h : Inhabited α
this : (Set.piecewise s f fun x => f default) =ᵐ[Measure.restrict μ s] f
⊢ AEMeasurable 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 => ?_
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
|
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
|
Mathlib.MeasureTheory.Integral.IntegrableOn.544_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable 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✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : OpensMeasurableSpace α
inst✝² : MeasurableSpace β
inst✝¹ : TopologicalSpace β
inst✝ : BorelSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
✝ : Nontrivial α
inhabited_h : Inhabited α
this : (Set.piecewise s f fun x => f default) =ᵐ[Measure.restrict μ s] f
⊢ Measurable (Set.piecewise s f fun x => f default)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
|
apply measurable_of_isOpen
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.544_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case hf
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : OpensMeasurableSpace α
inst✝² : MeasurableSpace β
inst✝¹ : TopologicalSpace β
inst✝ : BorelSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
✝ : Nontrivial α
inhabited_h : Inhabited α
this : (Set.piecewise s f fun x => f default) =ᵐ[Measure.restrict μ s] f
⊢ ∀ (s_1 : Set β), IsOpen s_1 → MeasurableSet ((Set.piecewise s f fun x => f default) ⁻¹' s_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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
|
intro t ht
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
|
Mathlib.MeasureTheory.Integral.IntegrableOn.544_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case hf
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : OpensMeasurableSpace α
inst✝² : MeasurableSpace β
inst✝¹ : TopologicalSpace β
inst✝ : BorelSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
✝ : Nontrivial α
inhabited_h : Inhabited α
this : (Set.piecewise s f fun x => f default) =ᵐ[Measure.restrict μ s] f
t : Set β
ht : IsOpen t
⊢ MeasurableSet ((Set.piecewise s f fun x => f default) ⁻¹' 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.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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
|
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
|
Mathlib.MeasureTheory.Integral.IntegrableOn.544_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case hf.intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : OpensMeasurableSpace α
inst✝² : MeasurableSpace β
inst✝¹ : TopologicalSpace β
inst✝ : BorelSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
✝ : Nontrivial α
inhabited_h : Inhabited α
this : (Set.piecewise s f fun x => f default) =ᵐ[Measure.restrict μ s] f
t : Set β
ht : IsOpen t
u : Set α
u_open : IsOpen u
hu : f ⁻¹' t ∩ s = u ∩ s
⊢ MeasurableSet ((Set.piecewise s f fun x => f default) ⁻¹' 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.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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
|
rw [piecewise_preimage, Set.ite, hu]
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
|
Mathlib.MeasureTheory.Integral.IntegrableOn.544_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case hf.intro.intro
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : OpensMeasurableSpace α
inst✝² : MeasurableSpace β
inst✝¹ : TopologicalSpace β
inst✝ : BorelSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
✝ : Nontrivial α
inhabited_h : Inhabited α
this : (Set.piecewise s f fun x => f default) =ᵐ[Measure.restrict μ s] f
t : Set β
ht : IsOpen t
u : Set α
u_open : IsOpen u
hu : f ⁻¹' t ∩ s = u ∩ s
⊢ MeasurableSet (u ∩ s ∪ (fun x => f default) ⁻¹' t \ 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 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
|
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.544_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable 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✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : PseudoMetrizableSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
h's : IsSeparable s
⊢ AEStronglyMeasurable f (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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
|
letI := pseudoMetrizableSpacePseudoMetric α
|
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.560_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable 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✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : PseudoMetrizableSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
h's : IsSeparable s
this : PseudoMetricSpace α := pseudoMetrizableSpacePseudoMetric α
⊢ AEStronglyMeasurable f (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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
|
borelize β
|
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
|
Mathlib.MeasureTheory.Integral.IntegrableOn.560_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable 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✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : PseudoMetrizableSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
h's : IsSeparable s
this : PseudoMetricSpace α := pseudoMetrizableSpacePseudoMetric α
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
⊢ AEStronglyMeasurable f (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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
|
rw [aestronglyMeasurable_iff_aemeasurable_separable]
|
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
|
Mathlib.MeasureTheory.Integral.IntegrableOn.560_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable 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✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : PseudoMetrizableSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
h's : IsSeparable s
this : PseudoMetricSpace α := pseudoMetrizableSpacePseudoMetric α
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
⊢ AEMeasurable f ∧ ∃ t, IsSeparable t ∧ ∀ᵐ (x : α) ∂Measure.restrict μ s, f x ∈ 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.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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
|
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
|
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.560_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable 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✝⁶ : MeasurableSpace α
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : TopologicalSpace α
inst✝³ : PseudoMetrizableSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
h's : IsSeparable s
this : PseudoMetricSpace α := pseudoMetrizableSpacePseudoMetric α
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
⊢ ∀ᵐ (x : α) ∂Measure.restrict μ s, f x ∈ 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 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
|
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
|
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.560_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable 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✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : TopologicalSpace β
h : SecondCountableTopologyEither α β
inst✝¹ : OpensMeasurableSpace α
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
⊢ AEStronglyMeasurable f (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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
|
borelize β
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.574_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable 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✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : TopologicalSpace β
h : SecondCountableTopologyEither α β
inst✝¹ : OpensMeasurableSpace α
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
⊢ AEStronglyMeasurable f (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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
|
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
|
Mathlib.MeasureTheory.Integral.IntegrableOn.574_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable 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✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : TopologicalSpace β
h : SecondCountableTopologyEither α β
inst✝¹ : OpensMeasurableSpace α
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
⊢ IsSeparable (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 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
|
cases h.out
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
|
Mathlib.MeasureTheory.Integral.IntegrableOn.574_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case inl
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : TopologicalSpace β
h : SecondCountableTopologyEither α β
inst✝¹ : OpensMeasurableSpace α
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
h✝ : SecondCountableTopology α
⊢ IsSeparable (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 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
·
|
let f' : s → β := s.restrict f
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.574_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case inl
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : TopologicalSpace β
h : SecondCountableTopologyEither α β
inst✝¹ : OpensMeasurableSpace α
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
h✝ : SecondCountableTopology α
f' : ↑s → β := Set.restrict s f
⊢ IsSeparable (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 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
|
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
|
Mathlib.MeasureTheory.Integral.IntegrableOn.574_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case inl
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : TopologicalSpace β
h : SecondCountableTopologyEither α β
inst✝¹ : OpensMeasurableSpace α
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
h✝ : SecondCountableTopology α
f' : ↑s → β := Set.restrict s f
A : Continuous f'
⊢ IsSeparable (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 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
|
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
|
Mathlib.MeasureTheory.Integral.IntegrableOn.574_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case inl
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : TopologicalSpace β
h : SecondCountableTopologyEither α β
inst✝¹ : OpensMeasurableSpace α
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
h✝ : SecondCountableTopology α
f' : ↑s → β := Set.restrict s f
A : Continuous f'
B : IsSeparable univ
⊢ IsSeparable (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 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
|
convert IsSeparable.image B A using 1
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
|
Mathlib.MeasureTheory.Integral.IntegrableOn.574_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case h.e'_3
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : TopologicalSpace β
h : SecondCountableTopologyEither α β
inst✝¹ : OpensMeasurableSpace α
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
h✝ : SecondCountableTopology α
f' : ↑s → β := Set.restrict s f
A : Continuous f'
B : IsSeparable univ
⊢ f '' s = 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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
|
ext x
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
|
Mathlib.MeasureTheory.Integral.IntegrableOn.574_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case h.e'_3.h
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : TopologicalSpace β
h : SecondCountableTopologyEither α β
inst✝¹ : OpensMeasurableSpace α
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
h✝ : SecondCountableTopology α
f' : ↑s → β := Set.restrict s f
A : Continuous f'
B : IsSeparable univ
x : β
⊢ x ∈ f '' s ↔ x ∈ 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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
|
simp
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
|
Mathlib.MeasureTheory.Integral.IntegrableOn.574_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case inr
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : TopologicalSpace β
h : SecondCountableTopologyEither α β
inst✝¹ : OpensMeasurableSpace α
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : MeasurableSet s
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
h✝ : SecondCountableTopology β
⊢ IsSeparable (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 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
·
|
exact isSeparable_of_separableSpace _
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.574_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable 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✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : IsCompact s
h's : MeasurableSet s
⊢ AEStronglyMeasurable f (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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
|
letI := pseudoMetrizableSpacePseudoMetric β
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.595_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable 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✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : IsCompact s
h's : MeasurableSet s
this : PseudoMetricSpace β := pseudoMetrizableSpacePseudoMetric β
⊢ AEStronglyMeasurable f (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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
|
borelize β
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
|
Mathlib.MeasureTheory.Integral.IntegrableOn.595_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable 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✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : IsCompact s
h's : MeasurableSet s
this : PseudoMetricSpace β := pseudoMetrizableSpacePseudoMetric β
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
⊢ AEStronglyMeasurable f (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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
|
rw [aestronglyMeasurable_iff_aemeasurable_separable]
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
|
Mathlib.MeasureTheory.Integral.IntegrableOn.595_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable 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✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : IsCompact s
h's : MeasurableSet s
this : PseudoMetricSpace β := pseudoMetrizableSpacePseudoMetric β
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
⊢ AEMeasurable f ∧ ∃ t, IsSeparable t ∧ ∀ᵐ (x : α) ∂Measure.restrict μ s, f x ∈ 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.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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
|
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.595_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case refine'_1
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : IsCompact s
h's : MeasurableSet s
this : PseudoMetricSpace β := pseudoMetrizableSpacePseudoMetric β
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
⊢ IsSeparable (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 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
·
|
exact (hs.image_of_continuousOn hf).isSeparable
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.595_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s)
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case refine'_2
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : OpensMeasurableSpace α
inst✝¹ : TopologicalSpace β
inst✝ : PseudoMetrizableSpace β
f : α → β
s : Set α
μ : Measure α
hf : ContinuousOn f s
hs : IsCompact s
h's : MeasurableSet s
this : PseudoMetricSpace β := pseudoMetrizableSpacePseudoMetric β
this✝¹ : MeasurableSpace β := borel β
this✝ : BorelSpace β
⊢ ∀ᵐ (x : α) ∂Measure.restrict μ s, f x ∈ 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 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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
·
|
exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.595_0.qIpN2P2TD1gUH4J
|
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable 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✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : SecondCountableTopologyEither α E
inst✝¹ : OpensMeasurableSpace α
μ : Measure α
inst✝ : IsLocallyFiniteMeasure μ
f : α → E
hf : Continuous f
a : α
⊢ IntegrableAtFilter f (𝓝 a)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
|
rw [← nhdsWithin_univ]
|
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.628_0.qIpN2P2TD1gUH4J
|
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝⁵ : MeasurableSpace α
inst✝⁴ : NormedAddCommGroup E
inst✝³ : TopologicalSpace α
inst✝² : SecondCountableTopologyEither α E
inst✝¹ : OpensMeasurableSpace α
μ : Measure α
inst✝ : IsLocallyFiniteMeasure μ
f : α → E
hf : Continuous f
a : α
⊢ IntegrableAtFilter f (𝓝[univ] a)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
|
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
|
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.628_0.qIpN2P2TD1gUH4J
|
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
ha : ↑↑μ {a} ≠ ⊤
⊢ IntegrableOn f (Icc a b) ↔ IntegrableOn f (Ioc a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
|
by_cases hab : a ≤ b
|
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.677_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case pos
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
ha : ↑↑μ {a} ≠ ⊤
hab : a ≤ b
⊢ IntegrableOn f (Icc a b) ↔ IntegrableOn f (Ioc a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
·
|
rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
|
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.677_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case neg
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
ha : ↑↑μ {a} ≠ ⊤
hab : ¬a ≤ b
⊢ IntegrableOn f (Icc a b) ↔ IntegrableOn f (Ioc a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
·
|
rw [Icc_eq_empty hab, Ioc_eq_empty]
|
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.677_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case neg
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
ha : ↑↑μ {a} ≠ ⊤
hab : ¬a ≤ b
⊢ ¬a < b
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
|
contrapose! hab
|
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.677_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case neg
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
ha : ↑↑μ {a} ≠ ⊤
hab : a < b
⊢ a ≤ b
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
|
exact hab.le
|
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
|
Mathlib.MeasureTheory.Integral.IntegrableOn.677_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
hb : ↑↑μ {b} ≠ ⊤
⊢ IntegrableOn f (Icc a b) ↔ IntegrableOn f (Ico a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
|
by_cases hab : a ≤ b
|
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.687_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case pos
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
hb : ↑↑μ {b} ≠ ⊤
hab : a ≤ b
⊢ IntegrableOn f (Icc a b) ↔ IntegrableOn f (Ico a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
·
|
rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
|
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.687_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case neg
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
hb : ↑↑μ {b} ≠ ⊤
hab : ¬a ≤ b
⊢ IntegrableOn f (Icc a b) ↔ IntegrableOn f (Ico a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
·
|
rw [Icc_eq_empty hab, Ico_eq_empty]
|
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.687_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case neg
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
hb : ↑↑μ {b} ≠ ⊤
hab : ¬a ≤ b
⊢ ¬a < b
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
|
contrapose! hab
|
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
|
Mathlib.MeasureTheory.Integral.IntegrableOn.687_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case neg
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
hb : ↑↑μ {b} ≠ ⊤
hab : a < b
⊢ a ≤ b
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
|
exact hab.le
|
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
|
Mathlib.MeasureTheory.Integral.IntegrableOn.687_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
ha : ↑↑μ {a} ≠ ⊤
⊢ IntegrableOn f (Ico a b) ↔ IntegrableOn f (Ioo a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
|
by_cases hab : a < b
|
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.697_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case pos
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
ha : ↑↑μ {a} ≠ ⊤
hab : a < b
⊢ IntegrableOn f (Ico a b) ↔ IntegrableOn f (Ioo a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
·
|
rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
|
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.697_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case neg
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
ha : ↑↑μ {a} ≠ ⊤
hab : ¬a < b
⊢ IntegrableOn f (Ico a b) ↔ IntegrableOn f (Ioo a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
·
|
rw [Ioo_eq_empty hab, Ico_eq_empty hab]
|
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.697_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
hb : ↑↑μ {b} ≠ ⊤
⊢ IntegrableOn f (Ioc a b) ↔ IntegrableOn f (Ioo a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
|
by_cases hab : a < b
|
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.705_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case pos
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
hb : ↑↑μ {b} ≠ ⊤
hab : a < b
⊢ IntegrableOn f (Ioc a b) ↔ IntegrableOn f (Ioo a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
·
|
rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
|
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.705_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
case neg
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
hb : ↑↑μ {b} ≠ ⊤
hab : ¬a < b
⊢ IntegrableOn f (Ioc a b) ↔ IntegrableOn f (Ioo a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
·
|
rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
|
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
·
|
Mathlib.MeasureTheory.Integral.IntegrableOn.705_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
ha : ↑↑μ {a} ≠ ⊤
hb : ↑↑μ {b} ≠ ⊤
⊢ IntegrableOn f (Icc a b) ↔ IntegrableOn f (Ioo a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
|
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
|
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.713_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
hb : ↑↑μ {b} ≠ ⊤
⊢ IntegrableOn f (Ici b) ↔ IntegrableOn f (Ioi b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
|
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
|
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.718_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
α : Type u_1
β : Type u_2
E : Type u_3
F : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : NormedAddCommGroup E
inst✝¹ : PartialOrder α
inst✝ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
hb : ↑↑μ {b} ≠ ⊤
⊢ IntegrableOn f (Iic b) ↔ IntegrableOn f (Iio b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
|
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
|
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.724_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ ↑↑μ {a} ≠ ⊤
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by
|
rw [measure_singleton]
|
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.732_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ 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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton];
|
exact ENNReal.zero_ne_top
|
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton];
|
Mathlib.MeasureTheory.Integral.IntegrableOn.732_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ ↑↑μ {b} ≠ ⊤
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by
|
rw [measure_singleton]
|
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.737_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ 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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton];
|
exact ENNReal.zero_ne_top
|
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton];
|
Mathlib.MeasureTheory.Integral.IntegrableOn.737_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ ↑↑μ {a} ≠ ⊤
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ico integrableOn_Icc_iff_integrableOn_Ico
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by
|
rw [measure_singleton]
|
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.742_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ 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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ico integrableOn_Icc_iff_integrableOn_Ico
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by rw [measure_singleton];
|
exact ENNReal.zero_ne_top
|
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by rw [measure_singleton];
|
Mathlib.MeasureTheory.Integral.IntegrableOn.742_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ ↑↑μ {b} ≠ ⊤
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ico integrableOn_Icc_iff_integrableOn_Ico
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ico_iff_integrable_on_Ioo integrableOn_Ico_iff_integrableOn_Ioo
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ioc_iff_integrableOn_Ioo' (by
|
rw [measure_singleton]
|
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ioc_iff_integrableOn_Ioo' (by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.747_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ 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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ico integrableOn_Icc_iff_integrableOn_Ico
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ico_iff_integrable_on_Ioo integrableOn_Ico_iff_integrableOn_Ioo
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ioc_iff_integrableOn_Ioo' (by rw [measure_singleton];
|
exact ENNReal.zero_ne_top
|
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ioc_iff_integrableOn_Ioo' (by rw [measure_singleton];
|
Mathlib.MeasureTheory.Integral.IntegrableOn.747_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ IntegrableOn f (Icc a b) ↔ IntegrableOn f (Ioo a b)
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ico integrableOn_Icc_iff_integrableOn_Ico
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ico_iff_integrable_on_Ioo integrableOn_Ico_iff_integrableOn_Ioo
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ioc_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ioc_iff_integrable_on_Ioo integrableOn_Ioc_iff_integrableOn_Ioo
theorem integrableOn_Icc_iff_integrableOn_Ioo :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
|
rw [integrableOn_Icc_iff_integrableOn_Ioc, integrableOn_Ioc_iff_integrableOn_Ioo]
|
theorem integrableOn_Icc_iff_integrableOn_Ioo :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.752_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Icc_iff_integrableOn_Ioo :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ ↑↑μ {b} ≠ ⊤
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ico integrableOn_Icc_iff_integrableOn_Ico
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ico_iff_integrable_on_Ioo integrableOn_Ico_iff_integrableOn_Ioo
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ioc_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ioc_iff_integrable_on_Ioo integrableOn_Ioc_iff_integrableOn_Ioo
theorem integrableOn_Icc_iff_integrableOn_Ioo :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc, integrableOn_Ioc_iff_integrableOn_Ioo]
#align integrable_on_Icc_iff_integrable_on_Ioo integrableOn_Icc_iff_integrableOn_Ioo
theorem integrableOn_Ici_iff_integrableOn_Ioi :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ :=
integrableOn_Ici_iff_integrableOn_Ioi' (by
|
rw [measure_singleton]
|
theorem integrableOn_Ici_iff_integrableOn_Ioi :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ :=
integrableOn_Ici_iff_integrableOn_Ioi' (by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.757_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ici_iff_integrableOn_Ioi :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ 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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ico integrableOn_Icc_iff_integrableOn_Ico
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ico_iff_integrable_on_Ioo integrableOn_Ico_iff_integrableOn_Ioo
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ioc_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ioc_iff_integrable_on_Ioo integrableOn_Ioc_iff_integrableOn_Ioo
theorem integrableOn_Icc_iff_integrableOn_Ioo :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc, integrableOn_Ioc_iff_integrableOn_Ioo]
#align integrable_on_Icc_iff_integrable_on_Ioo integrableOn_Icc_iff_integrableOn_Ioo
theorem integrableOn_Ici_iff_integrableOn_Ioi :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ :=
integrableOn_Ici_iff_integrableOn_Ioi' (by rw [measure_singleton];
|
exact ENNReal.zero_ne_top
|
theorem integrableOn_Ici_iff_integrableOn_Ioi :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ :=
integrableOn_Ici_iff_integrableOn_Ioi' (by rw [measure_singleton];
|
Mathlib.MeasureTheory.Integral.IntegrableOn.757_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Ici_iff_integrableOn_Ioi :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ ↑↑μ {b} ≠ ⊤
|
/-
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ico integrableOn_Icc_iff_integrableOn_Ico
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ico_iff_integrable_on_Ioo integrableOn_Ico_iff_integrableOn_Ioo
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ioc_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ioc_iff_integrable_on_Ioo integrableOn_Ioc_iff_integrableOn_Ioo
theorem integrableOn_Icc_iff_integrableOn_Ioo :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc, integrableOn_Ioc_iff_integrableOn_Ioo]
#align integrable_on_Icc_iff_integrable_on_Ioo integrableOn_Icc_iff_integrableOn_Ioo
theorem integrableOn_Ici_iff_integrableOn_Ioi :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ :=
integrableOn_Ici_iff_integrableOn_Ioi' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ici_iff_integrable_on_Ioi integrableOn_Ici_iff_integrableOn_Ioi
theorem integrableOn_Iic_iff_integrableOn_Iio :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ :=
integrableOn_Iic_iff_integrableOn_Iio' (by
|
rw [measure_singleton]
|
theorem integrableOn_Iic_iff_integrableOn_Iio :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ :=
integrableOn_Iic_iff_integrableOn_Iio' (by
|
Mathlib.MeasureTheory.Integral.IntegrableOn.762_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Iic_iff_integrableOn_Iio :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) 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
inst✝² : PartialOrder α
inst✝¹ : MeasurableSingletonClass α
f : α → E
μ : Measure α
a b : α
inst✝ : NoAtoms μ
⊢ 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
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⟩
rintro ⟨s, ⟨t, ht, u, hu, rfl⟩, hf⟩
refine' ⟨t, ht, _⟩
refine' hf.integrable.mono_measure fun v hv => _
simp only [Measure.restrict_apply hv]
refine' measure_mono_ae (mem_of_superset hu fun x hx => _)
exact fun ⟨hv, ht⟩ => ⟨hv, ⟨ht, hx⟩⟩
#align measure_theory.integrable_at_filter.inf_ae_iff MeasureTheory.IntegrableAtFilter.inf_ae_iff
alias ⟨IntegrableAtFilter.of_inf_ae, _⟩ := IntegrableAtFilter.inf_ae_iff
#align measure_theory.integrable_at_filter.of_inf_ae MeasureTheory.IntegrableAtFilter.of_inf_ae
/-- If `μ` is a measure finite at filter `l` and `f` is a function such that its norm is bounded
above at `l`, then `f` is integrable at `l`. -/
theorem Measure.FiniteAtFilter.integrableAtFilter {l : Filter α} [IsMeasurablyGenerated l]
(hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l)
(hf : l.IsBoundedUnder (· ≤ ·) (norm ∘ f)) : IntegrableAtFilter f l μ := by
obtain ⟨C, hC⟩ : ∃ C, ∀ᶠ s in l.smallSets, ∀ x ∈ s, ‖f x‖ ≤ C :=
hf.imp fun C hC => eventually_smallSets.2 ⟨_, hC, fun t => id⟩
rcases (hfm.eventually.and (hμ.eventually.and hC)).exists_measurable_mem_of_smallSets with
⟨s, hsl, hsm, hfm, hμ, hC⟩
refine' ⟨s, hsl, ⟨hfm, hasFiniteIntegral_restrict_of_bounded hμ (C := C) _⟩⟩
rw [ae_restrict_eq hsm, eventually_inf_principal]
exact eventually_of_forall hC
#align measure_theory.measure.finite_at_filter.integrable_at_filter MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f (l ⊓ μ.ae) (𝓝 b)) : IntegrableAtFilter f l μ :=
(hμ.inf_of_left.integrableAtFilter (hfm.filter_mono inf_le_left)
hf.norm.isBoundedUnder_le).of_inf_ae
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
alias _root_.Filter.Tendsto.integrableAtFilter_ae :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto_ae
#align filter.tendsto.integrable_at_filter_ae Filter.Tendsto.integrableAtFilter_ae
theorem Measure.FiniteAtFilter.integrableAtFilter_of_tendsto {l : Filter α}
[IsMeasurablyGenerated l] (hfm : StronglyMeasurableAtFilter f l μ) (hμ : μ.FiniteAtFilter l) {b}
(hf : Tendsto f l (𝓝 b)) : IntegrableAtFilter f l μ :=
hμ.integrableAtFilter hfm hf.norm.isBoundedUnder_le
#align measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto MeasureTheory.Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
alias _root_.Filter.Tendsto.integrableAtFilter :=
Measure.FiniteAtFilter.integrableAtFilter_of_tendsto
#align filter.tendsto.integrable_at_filter Filter.Tendsto.integrableAtFilter
theorem integrable_add_of_disjoint {f g : α → E} (h : Disjoint (support f) (support g))
(hf : StronglyMeasurable f) (hg : StronglyMeasurable g) :
Integrable (f + g) μ ↔ Integrable f μ ∧ Integrable g μ := by
refine' ⟨fun hfg => ⟨_, _⟩, fun h => h.1.add h.2⟩
· rw [← indicator_add_eq_left h]; exact hfg.indicator hf.measurableSet_support
· rw [← indicator_add_eq_right h]; exact hfg.indicator hg.measurableSet_support
#align measure_theory.integrable_add_of_disjoint MeasureTheory.integrable_add_of_disjoint
end NormedAddCommGroup
end MeasureTheory
open MeasureTheory
variable [NormedAddCommGroup E]
/-- A function which is continuous on a set `s` is almost everywhere measurable with respect to
`μ.restrict s`. -/
theorem ContinuousOn.aemeasurable [TopologicalSpace α] [OpensMeasurableSpace α] [MeasurableSpace β]
[TopologicalSpace β] [BorelSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) : AEMeasurable f (μ.restrict s) := by
nontriviality α; inhabit α
have : (Set.piecewise s f fun _ => f default) =ᵐ[μ.restrict s] f := piecewise_ae_eq_restrict hs
refine' ⟨Set.piecewise s f fun _ => f default, _, this.symm⟩
apply measurable_of_isOpen
intro t ht
obtain ⟨u, u_open, hu⟩ : ∃ u : Set α, IsOpen u ∧ f ⁻¹' t ∩ s = u ∩ s :=
_root_.continuousOn_iff'.1 hf t ht
rw [piecewise_preimage, Set.ite, hu]
exact (u_open.measurableSet.inter hs).union ((measurable_const ht.measurableSet).diff hs)
#align continuous_on.ae_measurable ContinuousOn.aemeasurable
/-- A function which is continuous on a separable set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] [TopologicalSpace β]
[PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s)
(hs : MeasurableSet s) (h's : TopologicalSpace.IsSeparable s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric α
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable hs, f '' s, hf.isSeparable_image h's, _⟩
exact mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_separable ContinuousOn.aestronglyMeasurable_of_isSeparable
/-- A function which is continuous on a set `s` is almost everywhere strongly measurable with
respect to `μ.restrict s` when either the source space or the target space is second-countable. -/
theorem ContinuousOn.aestronglyMeasurable [TopologicalSpace α] [TopologicalSpace β]
[h : SecondCountableTopologyEither α β] [OpensMeasurableSpace α] [PseudoMetrizableSpace β]
{f : α → β} {s : Set α} {μ : Measure α} (hf : ContinuousOn f s) (hs : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
borelize β
refine'
aestronglyMeasurable_iff_aemeasurable_separable.2
⟨hf.aemeasurable hs, f '' s, _,
mem_of_superset (self_mem_ae_restrict hs) (subset_preimage_image _ _)⟩
cases h.out
· let f' : s → β := s.restrict f
have A : Continuous f' := continuousOn_iff_continuous_restrict.1 hf
have B : IsSeparable (univ : Set s) := isSeparable_of_separableSpace _
convert IsSeparable.image B A using 1
ext x
simp
· exact isSeparable_of_separableSpace _
#align continuous_on.ae_strongly_measurable ContinuousOn.aestronglyMeasurable
/-- A function which is continuous on a compact set `s` is almost everywhere strongly measurable
with respect to `μ.restrict s`. -/
theorem ContinuousOn.aestronglyMeasurable_of_isCompact [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : IsCompact s) (h's : MeasurableSet s) :
AEStronglyMeasurable f (μ.restrict s) := by
letI := pseudoMetrizableSpacePseudoMetric β
borelize β
rw [aestronglyMeasurable_iff_aemeasurable_separable]
refine' ⟨hf.aemeasurable h's, f '' s, _, _⟩
· exact (hs.image_of_continuousOn hf).isSeparable
· exact mem_of_superset (self_mem_ae_restrict h's) (subset_preimage_image _ _)
#align continuous_on.ae_strongly_measurable_of_is_compact ContinuousOn.aestronglyMeasurable_of_isCompact
theorem ContinuousOn.integrableAt_nhdsWithin_of_isSeparable [TopologicalSpace α]
[PseudoMetrizableSpace α] [OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ]
{a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t) (ht : MeasurableSet t)
(h't : TopologicalSpace.IsSeparable t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter
⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable_of_isSeparable ht h't⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within_of_is_separable ContinuousOn.integrableAt_nhdsWithin_of_isSeparable
theorem ContinuousOn.integrableAt_nhdsWithin [TopologicalSpace α]
[SecondCountableTopologyEither α E] [OpensMeasurableSpace α] {μ : Measure α}
[IsLocallyFiniteMeasure μ] {a : α} {t : Set α} {f : α → E} (hft : ContinuousOn f t)
(ht : MeasurableSet t) (ha : a ∈ t) : IntegrableAtFilter f (𝓝[t] a) μ :=
haveI : (𝓝[t] a).IsMeasurablyGenerated := ht.nhdsWithin_isMeasurablyGenerated _
(hft a ha).integrableAtFilter ⟨_, self_mem_nhdsWithin, hft.aestronglyMeasurable ht⟩
(μ.finiteAt_nhdsWithin _ _)
#align continuous_on.integrable_at_nhds_within ContinuousOn.integrableAt_nhdsWithin
theorem Continuous.integrableAt_nhds [TopologicalSpace α] [SecondCountableTopologyEither α E]
[OpensMeasurableSpace α] {μ : Measure α} [IsLocallyFiniteMeasure μ] {f : α → E}
(hf : Continuous f) (a : α) : IntegrableAtFilter f (𝓝 a) μ := by
rw [← nhdsWithin_univ]
exact hf.continuousOn.integrableAt_nhdsWithin MeasurableSet.univ (mem_univ a)
#align continuous.integrable_at_nhds Continuous.integrableAt_nhds
/-- If a function is continuous on an open set `s`, then it is strongly measurable at the filter
`𝓝 x` for all `x ∈ s` if either the source space or the target space is second-countable. -/
theorem ContinuousOn.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
{s : Set α} {μ : Measure α} (hs : IsOpen s) (hf : ContinuousOn f s) :
∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ := fun _x hx =>
⟨s, IsOpen.mem_nhds hs hx, hf.aestronglyMeasurable hs.measurableSet⟩
#align continuous_on.strongly_measurable_at_filter ContinuousOn.stronglyMeasurableAtFilter
theorem ContinuousAt.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[SecondCountableTopologyEither α E] {f : α → E} {s : Set α} {μ : Measure α} (hs : IsOpen s)
(hf : ∀ x ∈ s, ContinuousAt f x) : ∀ x ∈ s, StronglyMeasurableAtFilter f (𝓝 x) μ :=
ContinuousOn.stronglyMeasurableAtFilter hs <| ContinuousAt.continuousOn hf
#align continuous_at.strongly_measurable_at_filter ContinuousAt.stronglyMeasurableAtFilter
theorem Continuous.stronglyMeasurableAtFilter [TopologicalSpace α] [OpensMeasurableSpace α]
[TopologicalSpace β] [PseudoMetrizableSpace β] [SecondCountableTopologyEither α β] {f : α → β}
(hf : Continuous f) (μ : Measure α) (l : Filter α) : StronglyMeasurableAtFilter f l μ :=
hf.stronglyMeasurable.stronglyMeasurableAtFilter
#align continuous.strongly_measurable_at_filter Continuous.stronglyMeasurableAtFilter
/-- If a function is continuous on a measurable set `s`, then it is measurable at the filter
`𝓝[s] x` for all `x`. -/
theorem ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin {α β : Type*} [MeasurableSpace α]
[TopologicalSpace α] [OpensMeasurableSpace α] [TopologicalSpace β] [PseudoMetrizableSpace β]
[SecondCountableTopologyEither α β] {f : α → β} {s : Set α} {μ : Measure α}
(hf : ContinuousOn f s) (hs : MeasurableSet s) (x : α) :
StronglyMeasurableAtFilter f (𝓝[s] x) μ :=
⟨s, self_mem_nhdsWithin, hf.aestronglyMeasurable hs⟩
#align continuous_on.strongly_measurable_at_filter_nhds_within ContinuousOn.stronglyMeasurableAtFilter_nhdsWithin
/-! ### Lemmas about adding and removing interval boundaries
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use `[NoAtoms μ]`.
-/
section PartialOrder
variable [PartialOrder α] [MeasurableSingletonClass α] {f : α → E} {μ : Measure α} {a b : α}
theorem integrableOn_Icc_iff_integrableOn_Ioc' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ := by
by_cases hab : a ≤ b
· rw [← Ioc_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ioc_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ioc' integrableOn_Icc_iff_integrableOn_Ioc'
theorem integrableOn_Icc_iff_integrableOn_Ico' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ := by
by_cases hab : a ≤ b
· rw [← Ico_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Icc_eq_empty hab, Ico_eq_empty]
contrapose! hab
exact hab.le
#align integrable_on_Icc_iff_integrable_on_Ico' integrableOn_Icc_iff_integrableOn_Ico'
theorem integrableOn_Ico_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_left hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr ha.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ico_eq_empty hab]
#align integrable_on_Ico_iff_integrable_on_Ioo' integrableOn_Ico_iff_integrableOn_Ioo'
theorem integrableOn_Ioc_iff_integrableOn_Ioo' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
by_cases hab : a < b
· rw [← Ioo_union_right hab, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
· rw [Ioo_eq_empty hab, Ioc_eq_empty hab]
#align integrable_on_Ioc_iff_integrable_on_Ioo' integrableOn_Ioc_iff_integrableOn_Ioo'
theorem integrableOn_Icc_iff_integrableOn_Ioo' (ha : μ {a} ≠ ∞) (hb : μ {b} ≠ ∞) :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc' ha, integrableOn_Ioc_iff_integrableOn_Ioo' hb]
#align integrable_on_Icc_iff_integrable_on_Ioo' integrableOn_Icc_iff_integrableOn_Ioo'
theorem integrableOn_Ici_iff_integrableOn_Ioi' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ := by
rw [← Ioi_union_left, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Ici_iff_integrable_on_Ioi' integrableOn_Ici_iff_integrableOn_Ioi'
theorem integrableOn_Iic_iff_integrableOn_Iio' (hb : μ {b} ≠ ∞) :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ := by
rw [← Iio_union_right, integrableOn_union,
eq_true (integrableOn_singleton_iff.mpr <| Or.inr hb.lt_top), and_true_iff]
#align integrable_on_Iic_iff_integrable_on_Iio' integrableOn_Iic_iff_integrableOn_Iio'
variable [NoAtoms μ]
theorem integrableOn_Icc_iff_integrableOn_Ioc :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioc a b) μ :=
integrableOn_Icc_iff_integrableOn_Ioc' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ioc integrableOn_Icc_iff_integrableOn_Ioc
theorem integrableOn_Icc_iff_integrableOn_Ico :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ico a b) μ :=
integrableOn_Icc_iff_integrableOn_Ico' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Icc_iff_integrable_on_Ico integrableOn_Icc_iff_integrableOn_Ico
theorem integrableOn_Ico_iff_integrableOn_Ioo :
IntegrableOn f (Ico a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ico_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ico_iff_integrable_on_Ioo integrableOn_Ico_iff_integrableOn_Ioo
theorem integrableOn_Ioc_iff_integrableOn_Ioo :
IntegrableOn f (Ioc a b) μ ↔ IntegrableOn f (Ioo a b) μ :=
integrableOn_Ioc_iff_integrableOn_Ioo' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ioc_iff_integrable_on_Ioo integrableOn_Ioc_iff_integrableOn_Ioo
theorem integrableOn_Icc_iff_integrableOn_Ioo :
IntegrableOn f (Icc a b) μ ↔ IntegrableOn f (Ioo a b) μ := by
rw [integrableOn_Icc_iff_integrableOn_Ioc, integrableOn_Ioc_iff_integrableOn_Ioo]
#align integrable_on_Icc_iff_integrable_on_Ioo integrableOn_Icc_iff_integrableOn_Ioo
theorem integrableOn_Ici_iff_integrableOn_Ioi :
IntegrableOn f (Ici b) μ ↔ IntegrableOn f (Ioi b) μ :=
integrableOn_Ici_iff_integrableOn_Ioi' (by rw [measure_singleton]; exact ENNReal.zero_ne_top)
#align integrable_on_Ici_iff_integrable_on_Ioi integrableOn_Ici_iff_integrableOn_Ioi
theorem integrableOn_Iic_iff_integrableOn_Iio :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ :=
integrableOn_Iic_iff_integrableOn_Iio' (by rw [measure_singleton];
|
exact ENNReal.zero_ne_top
|
theorem integrableOn_Iic_iff_integrableOn_Iio :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ :=
integrableOn_Iic_iff_integrableOn_Iio' (by rw [measure_singleton];
|
Mathlib.MeasureTheory.Integral.IntegrableOn.762_0.qIpN2P2TD1gUH4J
|
theorem integrableOn_Iic_iff_integrableOn_Iio :
IntegrableOn f (Iic b) μ ↔ IntegrableOn f (Iio b) μ
|
Mathlib_MeasureTheory_Integral_IntegrableOn
|
M : Type u_1
a b✝ c✝ : M
inst✝ : Mul M
h : IsMulCentral a
b c : M
⊢ a * (b * c) = b * (a * c)
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
|
simp only [h.comm, h.right_assoc]
|
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
|
Mathlib.GroupTheory.Subsemigroup.Center.69_0.vKbtzx3rREtft3E
|
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c)
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
a✝ b✝ c : M
inst✝ : Mul M
h : IsMulCentral c
a b : M
⊢ a * b * c = a * c * b
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
|
simp only [h.right_assoc, h.mid_assoc, h.comm]
|
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
|
Mathlib.GroupTheory.Subsemigroup.Center.74_0.vKbtzx3rREtft3E
|
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a : M
⊢ z₁ * z₂ * a = z₂ * z₁ * a
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by
|
rw [hz₁.comm]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a : M
⊢ z₂ * z₁ * a = z₂ * (z₁ * a)
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by
|
rw [hz₁.mid_assoc z₂]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a : M
⊢ z₂ * (z₁ * a) = a * z₁ * z₂
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by
|
rw [hz₁.comm, hz₂.comm]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a : M
⊢ a * z₁ * z₂ = a * (z₁ * z₂)
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by
|
rw [hz₂.right_assoc a z₁]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
b c : M
⊢ z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c))
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by
|
rw [hz₂.mid_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
b c : M
⊢ z₁ * (z₂ * (b * c)) = z₁ * (z₂ * b * c)
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by
|
rw [hz₂.left_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
b c : M
⊢ z₁ * (z₂ * b * c) = z₁ * (z₂ * b) * c
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by
|
rw [hz₁.left_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
b c : M
⊢ z₁ * (z₂ * b) * c = z₁ * z₂ * b * c
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by
|
rw [hz₂.mid_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a c : M
⊢ a * (z₁ * z₂) * c = a * z₁ * z₂ * c
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by
|
rw [hz₁.mid_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a c : M
⊢ a * z₁ * z₂ * c = a * z₁ * (z₂ * c)
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by
|
rw [hz₂.mid_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a c : M
⊢ a * z₁ * (z₂ * c) = a * (z₁ * (z₂ * c))
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by
|
rw [hz₁.mid_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a c : M
⊢ a * (z₁ * (z₂ * c)) = a * (z₁ * z₂ * c)
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by
|
rw [hz₂.mid_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a b : M
⊢ a * b * (z₁ * z₂) = a * b * z₁ * z₂
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by rw [hz₂.mid_assoc]
right_assoc (a b : M) := calc
a * b * (z₁ * z₂) = ((a * b) * z₁) * z₂ := by
|
rw [hz₂.right_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by rw [hz₂.mid_assoc]
right_assoc (a b : M) := calc
a * b * (z₁ * z₂) = ((a * b) * z₁) * z₂ := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a b : M
⊢ a * b * z₁ * z₂ = a * (b * z₁) * z₂
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by rw [hz₂.mid_assoc]
right_assoc (a b : M) := calc
a * b * (z₁ * z₂) = ((a * b) * z₁) * z₂ := by rw [hz₂.right_assoc]
_ = (a * (b * z₁)) * z₂ := by
|
rw [hz₁.right_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by rw [hz₂.mid_assoc]
right_assoc (a b : M) := calc
a * b * (z₁ * z₂) = ((a * b) * z₁) * z₂ := by rw [hz₂.right_assoc]
_ = (a * (b * z₁)) * z₂ := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a b : M
⊢ a * (b * z₁) * z₂ = a * (b * z₁ * z₂)
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by rw [hz₂.mid_assoc]
right_assoc (a b : M) := calc
a * b * (z₁ * z₂) = ((a * b) * z₁) * z₂ := by rw [hz₂.right_assoc]
_ = (a * (b * z₁)) * z₂ := by rw [hz₁.right_assoc]
_ = a * ((b * z₁) * z₂) := by
|
rw [hz₂.right_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by rw [hz₂.mid_assoc]
right_assoc (a b : M) := calc
a * b * (z₁ * z₂) = ((a * b) * z₁) * z₂ := by rw [hz₂.right_assoc]
_ = (a * (b * z₁)) * z₂ := by rw [hz₁.right_assoc]
_ = a * ((b * z₁) * z₂) := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝¹ inst✝ : Mul M
z₁ z₂ : M
hz₁ : z₁ ∈ center M
hz₂ : z₂ ∈ center M
a b : M
⊢ a * (b * z₁ * z₂) = a * (b * (z₁ * z₂))
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by rw [hz₂.mid_assoc]
right_assoc (a b : M) := calc
a * b * (z₁ * z₂) = ((a * b) * z₁) * z₂ := by rw [hz₂.right_assoc]
_ = (a * (b * z₁)) * z₂ := by rw [hz₁.right_assoc]
_ = a * ((b * z₁) * z₂) := by rw [hz₂.right_assoc]
_ = a * (b * (z₁ * z₂)) := by
|
rw [hz₁.mid_assoc]
|
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by rw [hz₂.mid_assoc]
right_assoc (a b : M) := calc
a * b * (z₁ * z₂) = ((a * b) * z₁) * z₂ := by rw [hz₂.right_assoc]
_ = (a * (b * z₁)) * z₂ := by rw [hz₁.right_assoc]
_ = a * ((b * z₁) * z₂) := by rw [hz₂.right_assoc]
_ = a * (b * (z₁ * z₂)) := by
|
Mathlib.GroupTheory.Subsemigroup.Center.101_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝ : Semigroup M
z : M
a : z ∈ center M
g : M
⊢ g * z = z * g
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by rw [hz₂.mid_assoc]
right_assoc (a b : M) := calc
a * b * (z₁ * z₂) = ((a * b) * z₁) * z₂ := by rw [hz₂.right_assoc]
_ = (a * (b * z₁)) * z₂ := by rw [hz₁.right_assoc]
_ = a * ((b * z₁) * z₂) := by rw [hz₂.right_assoc]
_ = a * (b * (z₁ * z₂)) := by rw [hz₁.mid_assoc]
#align set.mul_mem_center Set.mul_mem_center
#align set.add_mem_add_center Set.add_mem_addCenter
end Mul
section Semigroup
variable [Semigroup M]
@[to_additive]
theorem _root_.Semigroup.mem_center_iff {z : M} :
z ∈ Set.center M ↔ ∀ g, g * z = z * g := ⟨fun a g ↦ by
|
rw [IsMulCentral.comm a g]
|
@[to_additive]
theorem _root_.Semigroup.mem_center_iff {z : M} :
z ∈ Set.center M ↔ ∀ g, g * z = z * g := ⟨fun a g ↦ by
|
Mathlib.GroupTheory.Subsemigroup.Center.132_0.vKbtzx3rREtft3E
|
@[to_additive]
theorem _root_.Semigroup.mem_center_iff {z : M} :
z ∈ Set.center M ↔ ∀ g, g * z = z * g
|
Mathlib_GroupTheory_Subsemigroup_Center
|
M : Type u_1
inst✝ : MulOneClass M
x✝ : M
⊢ 1 * x✝ = x✝ * 1
|
/-
Copyright (c) 2021 Eric Wieser. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Eric Wieser, Jireh Loreaux
-/
import Mathlib.Algebra.Ring.Defs
import Mathlib.Algebra.Group.Commute.Units
import Mathlib.Algebra.Invertible.Basic
import Mathlib.GroupTheory.Subsemigroup.Operations
import Mathlib.Data.Int.Cast.Lemmas
#align_import group_theory.subsemigroup.center from "leanprover-community/mathlib"@"1ac8d4304efba9d03fa720d06516fac845aa5353"
/-!
# Centers of magmas and semigroups
## Main definitions
* `Set.center`: the center of a magma
* `Subsemigroup.center`: the center of a semigroup
* `Set.addCenter`: the center of an additive magma
* `AddSubsemigroup.center`: the center of an additive semigroup
We provide `Submonoid.center`, `AddSubmonoid.center`, `Subgroup.center`, `AddSubgroup.center`,
`Subsemiring.center`, and `Subring.center` in other files.
## References
* [Cabrera García and Rodríguez Palacios, Non-associative normed algebras. Volume 1]
[cabreragarciarodriguezpalacios2014]
-/
variable {M : Type*}
/-- Conditions for an element to be additively central -/
structure IsAddCentral [Add M] (z : M) : Prop where
/-- addition commutes -/
comm (a : M) : z + a = a + z
/-- associative property for left addition -/
left_assoc (b c : M) : z + (b + c) = (z + b) + c
/-- middle associative addition property -/
mid_assoc (a c : M) : (a + z) + c = a + (z + c)
/-- associative property for right addition -/
right_assoc (a b : M) : (a + b) + z = a + (b + z)
/-- Conditions for an element to be multiplicatively central -/
@[to_additive]
structure IsMulCentral [Mul M] (z : M) : Prop where
/-- multiplication commutes -/
comm (a : M) : z * a = a * z
/-- associative property for left multiplication -/
left_assoc (b c : M) : z * (b * c) = (z * b) * c
/-- middle associative multiplication property -/
mid_assoc (a c : M) : (a * z) * c = a * (z * c)
/-- associative property for right multiplication -/
right_assoc (a b : M) : (a * b) * z = a * (b * z)
-- TODO: these should have explicit arguments (mathlib4#9129)
attribute [mk_iff isMulCentral_iff] IsMulCentral
attribute [mk_iff isAddCentral_iff] IsAddCentral
attribute [to_additive existing] isMulCentral_iff
namespace IsMulCentral
variable {a b c : M} [Mul M]
-- c.f. Commute.left_comm
@[to_additive]
protected theorem left_comm (h : IsMulCentral a) (b c) : a * (b * c) = b * (a * c) := by
simp only [h.comm, h.right_assoc]
-- c.f. Commute.right_comm
@[to_additive]
protected theorem right_comm (h : IsMulCentral c) (a b) : a * b * c = a * c * b := by
simp only [h.right_assoc, h.mid_assoc, h.comm]
end IsMulCentral
namespace Set
section Mul
variable (M) [Mul M]
/-- The center of a magma. -/
@[to_additive addCenter " The center of an additive magma. "]
def center : Set M :=
{ z | IsMulCentral z }
#align set.center Set.center
#align set.add_center Set.addCenter
-- porting note: The `to_additive` version used to be `mem_addCenter` without the iff
@[to_additive mem_addCenter_iff]
theorem mem_center_iff {z : M} : z ∈ center M ↔ IsMulCentral z :=
Iff.rfl
#align set.mem_center_iff Set.mem_center_iff
#align set.mem_add_center Set.mem_addCenter_iff
variable {M}
@[to_additive (attr := simp) add_mem_addCenter]
theorem mul_mem_center [Mul M] {z₁ z₂ : M} (hz₁ : z₁ ∈ Set.center M) (hz₂ : z₂ ∈ Set.center M) :
z₁ * z₂ ∈ Set.center M where
comm a := calc
z₁ * z₂ * a = z₂ * z₁ * a := by rw [hz₁.comm]
_ = z₂ * (z₁ * a) := by rw [hz₁.mid_assoc z₂]
_ = (a * z₁) * z₂ := by rw [hz₁.comm, hz₂.comm]
_ = a * (z₁ * z₂) := by rw [hz₂.right_assoc a z₁]
left_assoc (b c : M) := calc
z₁ * z₂ * (b * c) = z₁ * (z₂ * (b * c)) := by rw [hz₂.mid_assoc]
_ = z₁ * ((z₂ * b) * c) := by rw [hz₂.left_assoc]
_ = (z₁ * (z₂ * b)) * c := by rw [hz₁.left_assoc]
_ = z₁ * z₂ * b * c := by rw [hz₂.mid_assoc]
mid_assoc (a c : M) := calc
a * (z₁ * z₂) * c = ((a * z₁) * z₂) * c := by rw [hz₁.mid_assoc]
_ = (a * z₁) * (z₂ * c) := by rw [hz₂.mid_assoc]
_ = a * (z₁ * (z₂ * c)) := by rw [hz₁.mid_assoc]
_ = a * (z₁ * z₂ * c) := by rw [hz₂.mid_assoc]
right_assoc (a b : M) := calc
a * b * (z₁ * z₂) = ((a * b) * z₁) * z₂ := by rw [hz₂.right_assoc]
_ = (a * (b * z₁)) * z₂ := by rw [hz₁.right_assoc]
_ = a * ((b * z₁) * z₂) := by rw [hz₂.right_assoc]
_ = a * (b * (z₁ * z₂)) := by rw [hz₁.mid_assoc]
#align set.mul_mem_center Set.mul_mem_center
#align set.add_mem_add_center Set.add_mem_addCenter
end Mul
section Semigroup
variable [Semigroup M]
@[to_additive]
theorem _root_.Semigroup.mem_center_iff {z : M} :
z ∈ Set.center M ↔ ∀ g, g * z = z * g := ⟨fun a g ↦ by rw [IsMulCentral.comm a g],
fun h ↦ ⟨fun _ ↦ (Commute.eq (h _)).symm, fun _ _ ↦ (mul_assoc z _ _).symm,
fun _ _ ↦ mul_assoc _ z _, fun _ _ ↦ mul_assoc _ _ z⟩ ⟩
variable (M)
-- TODO Add `instance : Decidable (IsMulCentral a)` for `instance decidableMemCenter [Mul M]`
instance decidableMemCenter [∀ a : M, Decidable <| ∀ b : M, b * a = a * b] :
DecidablePred (· ∈ center M) := fun _ => decidable_of_iff' _ (Semigroup.mem_center_iff)
#align set.decidable_mem_center Set.decidableMemCenter
end Semigroup
section CommSemigroup
variable (M)
@[to_additive (attr := simp) addCenter_eq_univ]
theorem center_eq_univ [CommSemigroup M] : center M = univ :=
(Subset.antisymm (subset_univ _)) fun _ _ => Semigroup.mem_center_iff.mpr (fun _ => mul_comm _ _)
#align set.center_eq_univ Set.center_eq_univ
#align set.add_center_eq_univ Set.addCenter_eq_univ
end CommSemigroup
variable (M)
@[to_additive (attr := simp) zero_mem_addCenter]
theorem one_mem_center [MulOneClass M] : (1 : M) ∈ Set.center M where
comm _ := by
|
rw [one_mul, mul_one]
|
@[to_additive (attr := simp) zero_mem_addCenter]
theorem one_mem_center [MulOneClass M] : (1 : M) ∈ Set.center M where
comm _ := by
|
Mathlib.GroupTheory.Subsemigroup.Center.160_0.vKbtzx3rREtft3E
|
@[to_additive (attr
|
Mathlib_GroupTheory_Subsemigroup_Center
|
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