mathlib documentation

measure_theory.​l1_space

measure_theory.​l1_space

Integrable functions and 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 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

, 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 → } :
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 : } :
(∀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 fmeasurable gmeasurable 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 fmeasurable 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 : α → β} {bound : α → } (h : ∀ (n : ), ∀ᵐ (a : α) ∂μ, F n a bound a) (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 : α → β} {f : α → β} :
(∀ᵐ (a : α) ∂μ, filter.tendsto (λ (n : ), F n a) filter.at_top (nhds (f a)))(∀ᵐ (a : α) ∂μ, filter.tendsto (λ (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 : α → β} {f : α → β} {bound : α → } :
(∀ (n : ), ∀ᵐ (a : α) ∂μ, F n a bound a)(∀ᵐ (a : α) ∂μ, filter.tendsto (λ (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 : α → β} {f : α → β} {bound : α → } :
measure_theory.integrable bound μ(∀ (n : ), ∀ᵐ (a : α) ∂μ, F n a bound a)(∀ᵐ (a : α) ∂μ, filter.tendsto (λ (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 : α → β} {f : α → β} {bound : α → } :
(∀ (n : ), measurable (F n))measurable fmeasure_theory.integrable bound μ(∀ (n : ), ∀ᵐ (a : α) ∂μ, F n a bound a)(∀ᵐ (a : α) ∂μ, filter.tendsto (λ (n : ), F n a) filter.at_top (nhds (f a)))filter.tendsto (λ (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 function

theorem measure_theory.​integrable.​max_zero {α : Type u} [measurable_space α] {μ : measure_theory.measure α} {f : α → } :
measure_theory.integrable f μmeasure_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 → } :
measure_theory.integrable f μmeasure_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]

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]

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 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 →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} :
→₁[μ] )→₁[μ] )

Positive part of a function in space.

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

Negative part of a function in 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] ) :
(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] ) :
∀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] ) :
∀ᵐ (a : α) ∂μ, (f.neg_part) a = -min (f a) 0