mathlib documentation

measure_theory.​l1_space

measure_theory.​l1_space

Integrable functions and L¹ space

In the first part of this file, the predicate integrable is defined and basic properties of integrable functions are proved.

In the second part, the space L¹ of equivalence classes of integrable functions under the relation of being almost everywhere equal is defined as a subspace of the space L⁰. See the file src/measure_theory/ae_eq_fun.lean for information on L⁰ space.

Notation

Main definitions

Main statements

L¹, as a subspace, inherits most of the structures of L⁰.

Implementation notes

Maybe integrable f should be mean (∫⁻ a, edist (f a) 0) < ⊤, so that integrable and ae_eq_fun.integrable are more aligned. But in the end one can use the lemma lintegral_nnnorm_eq_lintegral_edist : (∫⁻ a, nnnorm (f a)) = (∫⁻ a, edist (f a) 0) to switch the two forms.

Tags

integrable, function space, l1

def measure_theory.​integrable {α : Type u} [measurable_space α] {β : Type v} [normed_group β] :
(α → β) → (measure_theory.measure α . "volume_tac") → Prop

integrable f μ means that the integral ∫⁻ a, ∥f a∥ ∂μ is finite; integrable f means integrable f volume.

Equations
theorem measure_theory.​integrable_iff_norm {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] (f : α → β) :

theorem measure_theory.​integrable_iff_edist {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] (f : α → β) :

theorem measure_theory.​integrable.​mono {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {γ : Type w} [normed_group γ] {f : α → β} {g : α → γ} :
measure_theory.integrable g μ → (∀ᵐ (a : α) ∂μ, ∥f a∥ ≤ ∥g a∥) → measure_theory.integrable f μ

theorem measure_theory.​integrable.​mono' {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {f : α → β} {g : α → ℝ} :
measure_theory.integrable g μ → (∀ᵐ (a : α) ∂μ, ∥f a∥ ≤ g a) → measure_theory.integrable f μ

theorem measure_theory.​integrable.​congr' {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {γ : Type w} [normed_group γ] {f : α → β} {g : α → γ} :
measure_theory.integrable f μ → (∀ᵐ (a : α) ∂μ, ∥f a∥ = ∥g a∥) → measure_theory.integrable g μ

theorem measure_theory.​integrable_congr' {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {γ : Type w} [normed_group γ] {f : α → β} {g : α → γ} :
(∀ᵐ (a : α) ∂μ, ∥f a∥ = ∥g a∥) → (measure_theory.integrable f μ ↔ measure_theory.integrable g μ)

theorem measure_theory.​integrable.​congr {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {f g : α → β} :

theorem measure_theory.​integrable_congr {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {f g : α → β} :

theorem measure_theory.​integrable_const_iff {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {c : β} :
measure_theory.integrable (λ (x : α), c) μ ↔ c = 0 ∨ ⇑μ set.univ < ⊤

theorem measure_theory.​integrable_const {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [measure_theory.finite_measure μ] (c : β) :
measure_theory.integrable (λ (x : α), c) μ

theorem measure_theory.​integrable_of_bounded {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [measure_theory.finite_measure μ] {f : α → β} {C : ℝ} :
(∀ᵐ (a : α) ∂μ, ∥f a∥ ≤ C) → measure_theory.integrable f μ

theorem measure_theory.​integrable.​mono_measure {α : Type u} [measurable_space α] {μ ν : measure_theory.measure α} {β : Type v} [normed_group β] {f : α → β} :

theorem measure_theory.​integrable.​left_of_add_measure {α : Type u} [measurable_space α] {μ ν : measure_theory.measure α} {β : Type v} [normed_group β] {f : α → β} :

theorem measure_theory.​integrable.​right_of_add_measure {α : Type u} [measurable_space α] {μ ν : measure_theory.measure α} {β : Type v} [normed_group β] {f : α → β} :

theorem measure_theory.​integrable.​smul_measure {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {f : α → β} (h : measure_theory.integrable f μ) {c : ennreal} :

@[simp]
theorem measure_theory.​integrable_zero_measure {α : Type u} [measurable_space α] {β : Type v} [normed_group β] (f : α → β) :

theorem measure_theory.​integrable_map_measure {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {δ : Type u_1} [measurable_space δ] [measurable_space β] [opens_measurable_space β] {f : α → δ} {g : δ → β} :

theorem measure_theory.​lintegral_nnnorm_eq_lintegral_edist {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] (f : α → β) :
∫⁻ (a : α), ↑(nnnorm (f a)) ∂μ = ∫⁻ (a : α), has_edist.edist (f a) 0 ∂μ

theorem measure_theory.​lintegral_norm_eq_lintegral_edist {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] (f : α → β) :
∫⁻ (a : α), ennreal.of_real ∥f a∥ ∂μ = ∫⁻ (a : α), has_edist.edist (f a) 0 ∂μ

theorem measure_theory.​lintegral_edist_triangle {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [topological_space.second_countable_topology β] [measurable_space β] [opens_measurable_space β] {f g h : α → β} :
measurable f → measurable g → measurable h → ∫⁻ (a : α), has_edist.edist (f a) (g a) ∂μ ≤ ∫⁻ (a : α), has_edist.edist (f a) (h a) ∂μ + ∫⁻ (a : α), has_edist.edist (g a) (h a) ∂μ

theorem measure_theory.​lintegral_nnnorm_zero {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] :
∫⁻ (a : α), ↑(nnnorm 0) ∂μ = 0

@[simp]
theorem measure_theory.​integrable_zero (α : Type u) [measurable_space α] (μ : measure_theory.measure α) (β : Type v) [normed_group β] :
measure_theory.integrable (λ (a : α), 0) μ

theorem measure_theory.​lintegral_nnnorm_add {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {γ : Type w} [normed_group γ] [measurable_space β] [opens_measurable_space β] [measurable_space γ] [opens_measurable_space γ] {f : α → β} {g : α → γ} :
measurable f → measurable g → ∫⁻ (a : α), ↑(nnnorm (f a)) + ↑(nnnorm (g a)) ∂μ = ∫⁻ (a : α), ↑(nnnorm (f a)) ∂μ + ∫⁻ (a : α), ↑(nnnorm (g a)) ∂μ

theorem measure_theory.​integrable_finset_sum {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {ι : Type u_1} [measurable_space β] [borel_space β] [topological_space.second_countable_topology β] (s : finset ι) {f : ι → α → β} :
(∀ (i : ι), measurable (f i)) → (∀ (i : ι), measure_theory.integrable (f i) μ) → measure_theory.integrable (λ (a : α), s.sum (λ (i : ι), f i a)) μ

theorem measure_theory.​lintegral_nnnorm_neg {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {f : α → β} :
∫⁻ (a : α), ↑(nnnorm ((-f) a)) ∂μ = ∫⁻ (a : α), ↑(nnnorm (f a)) ∂μ

theorem measure_theory.​integrable.​neg {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {f : α → β} :

@[simp]
theorem measure_theory.​integrable_neg_iff {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {f : α → β} :

theorem measure_theory.​integrable.​norm {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {f : α → β} :

theorem measure_theory.​integrable_norm_iff {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] (f : α → β) :

theorem measure_theory.​all_ae_of_real_F_le_bound {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {F : ℕ → α → β} {bound : α → ℝ} (h : ∀ (n : ℕ), ∀ᵐ (a : α) ∂μ, ∥F n a∥ ≤ bound a) (n : ℕ) :
∀ᵐ (a : α) ∂μ, ennreal.of_real ∥F n a∥ ≤ ennreal.of_real (bound a)

theorem measure_theory.​all_ae_tendsto_of_real_norm {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {F : ℕ → α → β} {f : α → β} :
(∀ᵐ (a : α) ∂μ, filter.tendsto (λ (n : ℕ), F n a) filter.at_top (nhds (f a))) → (∀ᵐ (a : α) ∂μ, filter.tendsto (λ (n : ℕ), ennreal.of_real ∥F n a∥) filter.at_top (nhds (ennreal.of_real ∥f a∥)))

theorem measure_theory.​all_ae_of_real_f_le_bound {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {F : ℕ → α → β} {f : α → β} {bound : α → ℝ} :
(∀ (n : ℕ), ∀ᵐ (a : α) ∂μ, ∥F n a∥ ≤ bound a) → (∀ᵐ (a : α) ∂μ, filter.tendsto (λ (n : ℕ), F n a) filter.at_top (nhds (f a))) → (∀ᵐ (a : α) ∂μ, ennreal.of_real ∥f a∥ ≤ ennreal.of_real (bound a))

theorem measure_theory.​integrable_of_dominated_convergence {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {F : ℕ → α → β} {f : α → β} {bound : α → ℝ} :
measure_theory.integrable bound μ → (∀ (n : ℕ), ∀ᵐ (a : α) ∂μ, ∥F n a∥ ≤ bound a) → (∀ᵐ (a : α) ∂μ, filter.tendsto (λ (n : ℕ), F n a) filter.at_top (nhds (f a))) → measure_theory.integrable f μ

theorem measure_theory.​tendsto_lintegral_norm_of_dominated_convergence {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [measurable_space β] [borel_space β] [topological_space.second_countable_topology β] {F : ℕ → α → β} {f : α → β} {bound : α → ℝ} :
(∀ (n : ℕ), measurable (F n)) → measurable f → measure_theory.integrable bound μ → (∀ (n : ℕ), ∀ᵐ (a : α) ∂μ, ∥F n a∥ ≤ bound a) → (∀ᵐ (a : α) ∂μ, filter.tendsto (λ (n : ℕ), F n a) filter.at_top (nhds (f a))) → filter.tendsto (λ (n : ℕ), ∫⁻ (a : α), ennreal.of_real ∥F n a - f a∥ ∂μ) filter.at_top (nhds 0)

Lemmas used for defining the positive part of a L¹ function

theorem measure_theory.​integrable.​max_zero {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {f : α → ℝ} :
measure_theory.integrable f μ → measure_theory.integrable (λ (a : α), max (f a) 0) μ

theorem measure_theory.​integrable.​min_zero {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {f : α → ℝ} :
measure_theory.integrable f μ → measure_theory.integrable (λ (a : α), min (f a) 0) μ

theorem measure_theory.​integrable.​smul {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {𝕜 : Type u_1} [normed_field 𝕜] [normed_space 𝕜 β] (c : 𝕜) {f : α → β} :

theorem measure_theory.​integrable_smul_iff {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] {𝕜 : Type u_1} [normed_field 𝕜] [normed_space 𝕜 β] {c : 𝕜} (hc : c ≠ 0) (f : α → β) :

An almost everywhere equal function is integrable if it has a finite distance to the origin. Should mean the same thing as the predicate integrable over functions.

Equations
theorem measure_theory.​ae_eq_fun.​integrable.​smul {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [topological_space.second_countable_topology β] [measurable_space β] [borel_space β] {𝕜 : Type u_1} [normed_field 𝕜] [normed_space 𝕜 β] {c : 𝕜} {f : α →ₘ[μ] β} :

The space of equivalence classes of integrable (and measurable) functions, where two integrable functions are equivalent if they agree almost everywhere, i.e., they differ on a set of measure 0.

Equations
@[instance]

Equations
@[instance]

L¹ space forms a emetric_space, with the emetric being inherited from almost everywhere functions, i.e., edist f g = ∫⁻ a, edist (f a) (g a).

Equations
@[instance]

L¹ space forms a metric_space, with the metric being inherited from almost everywhere functions, i.e., edist f g = ennreal.to_real (∫⁻ a, edist (f a) (g a)).

Equations
@[simp]

@[simp]

@[instance]

The norm on L¹ space is defined to be ∥f∥ = ∫⁻ a, edist (f a) 0.

Equations
@[instance]

Equations
@[instance]
def measure_theory.​l1.​has_scalar {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [topological_space.second_countable_topology β] [measurable_space β] [borel_space β] {𝕜 : Type u_1} [normed_field 𝕜] [normed_space 𝕜 β] :
has_scalar 𝕜 (α →₁[μ] β)

Equations
@[simp]
theorem measure_theory.​l1.​coe_smul {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [topological_space.second_countable_topology β] [measurable_space β] [borel_space β] {𝕜 : Type u_1} [normed_field 𝕜] [normed_space 𝕜 β] (c : 𝕜) (f : α →₁[μ] β) :
↑(c • f) = c • ↑f

Construct the equivalence class [f] of a measurable and integrable function f.

Equations
theorem measure_theory.​l1.​of_fun_add {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [topological_space.second_countable_topology β] [measurable_space β] [borel_space β] (f g : α → β) (hfm : measurable (λ (i : α), f i)) (hfi : measure_theory.integrable f μ) (hgm : measurable (λ (i : α), g i)) (hgi : measure_theory.integrable g μ) :

theorem measure_theory.​l1.​of_fun_sub {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [topological_space.second_countable_topology β] [measurable_space β] [borel_space β] (f g : α → β) (hfm : measurable (λ (i : α), f i)) (hfi : measure_theory.integrable f μ) (hgm : measurable (λ (i : α), g i)) (hgi : measure_theory.integrable g μ) :

theorem measure_theory.​l1.​of_fun_smul {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [topological_space.second_countable_topology β] [measurable_space β] [borel_space β] {𝕜 : Type u_1} [normed_field 𝕜] [normed_space 𝕜 β] (f : α → β) (hfm : measurable f) (hfi : measure_theory.integrable f μ) (k : 𝕜) :
measure_theory.l1.of_fun (λ (a : α), k • f a) _ _ = k • measure_theory.l1.of_fun f hfm hfi

theorem measure_theory.​l1.​smul_to_fun {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {β : Type v} [normed_group β] [topological_space.second_countable_topology β] [measurable_space β] [borel_space β] {𝕜 : Type u_1} [normed_field 𝕜] [normed_space 𝕜 β] (c : 𝕜) (f : α →₁[μ] β) :
⇑(c • f) =ᵐ[μ] c • ⇑f

def measure_theory.​l1.​pos_part {α : Type u} [measurable_space α] {μ : measure_theory.measure α} :
(α →₁[μ] ℝ) → (α →₁[μ] ℝ)

Positive part of a function in L¹ space.

Equations
def measure_theory.​l1.​neg_part {α : Type u} [measurable_space α] {μ : measure_theory.measure α} :
(α →₁[μ] ℝ) → (α →₁[μ] ℝ)

Negative part of a function in L¹ space.

Equations
theorem measure_theory.​l1.​pos_part_to_fun {α : Type u} [measurable_space α] {μ : measure_theory.measure α} (f : α →₁[μ] ℝ) :
⇑(f.pos_part) =ᵐ[μ] λ (a : α), max (⇑f a) 0

theorem measure_theory.​l1.​neg_part_to_fun_eq_max {α : Type u} [measurable_space α] {μ : measure_theory.measure α} (f : α →₁[μ] ℝ) :
∀ᵐ (a : α) ∂μ, ⇑(f.neg_part) a = max (-⇑f a) 0

theorem measure_theory.​l1.​neg_part_to_fun_eq_min {α : Type u} [measurable_space α] {μ : measure_theory.measure α} (f : α →₁[μ] ℝ) :
∀ᵐ (a : α) ∂μ, ⇑(f.neg_part) a = -min (⇑f a) 0