Context stringlengths 57 6.04k | file_name stringlengths 21 79 | start int64 14 1.49k | end int64 18 1.5k | theorem stringlengths 25 1.55k | proof stringlengths 5 7.36k | rank int64 0 2.4k |
|---|---|---|---|---|---|---|
import Mathlib.MeasureTheory.Measure.Doubling
import Mathlib.MeasureTheory.Covering.Vitali
import Mathlib.MeasureTheory.Covering.Differentiation
#align_import measure_theory.covering.density_theorem from "leanprover-community/mathlib"@"5f6e827d81dfbeb6151d7016586ceeb0099b9655"
noncomputable section
open Set Filt... | Mathlib/MeasureTheory/Covering/DensityTheorem.lean | 112 | 132 | theorem tendsto_closedBall_filterAt {K : ℝ} {x : α} {ι : Type*} {l : Filter ι} (w : ι → α)
(δ : ι → ℝ) (δlim : Tendsto δ l (𝓝[>] 0)) (xmem : ∀ᶠ j in l, x ∈ closedBall (w j) (K * δ j)) :
Tendsto (fun j => closedBall (w j) (δ j)) l ((vitaliFamily μ K).filterAt x) := by |
refine (vitaliFamily μ K).tendsto_filterAt_iff.mpr ⟨?_, fun ε hε => ?_⟩
· filter_upwards [xmem, δlim self_mem_nhdsWithin] with j hj h'j
exact closedBall_mem_vitaliFamily_of_dist_le_mul μ hj h'j
· rcases l.eq_or_neBot with rfl | h
· simp
have hK : 0 ≤ K := by
rcases (xmem.and (δlim self_mem_nhds... | 2,209 |
import Mathlib.MeasureTheory.Covering.DensityTheorem
#align_import measure_theory.covering.liminf_limsup from "leanprover-community/mathlib"@"5f6e827d81dfbeb6151d7016586ceeb0099b9655"
open Set Filter Metric MeasureTheory TopologicalSpace
open scoped NNReal ENNReal Topology
variable {α : Type*} [MetricSpace α] [... | Mathlib/MeasureTheory/Covering/LiminfLimsup.lean | 41 | 150 | theorem blimsup_cthickening_ae_le_of_eventually_mul_le_aux (p : ℕ → Prop) {s : ℕ → Set α}
(hs : ∀ i, IsClosed (s i)) {r₁ r₂ : ℕ → ℝ} (hr : Tendsto r₁ atTop (𝓝[>] 0)) (hrp : 0 ≤ r₁)
{M : ℝ} (hM : 0 < M) (hM' : M < 1) (hMr : ∀ᶠ i in atTop, M * r₁ i ≤ r₂ i) :
(blimsup (fun i => cthickening (r₁ i) (s i)) atTop... |
/- Sketch of proof:
Assume that `p` is identically true for simplicity. Let `Y₁ i = cthickening (r₁ i) (s i)`, define
`Y₂` similarly except using `r₂`, and let `(Z i) = ⋃_{j ≥ i} (Y₂ j)`. Our goal is equivalent to
showing that `μ ((limsup Y₁) \ (Z i)) = 0` for all `i`.
Assume for contradiction that `μ ((li... | 2,210 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ... | Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 59 | 60 | theorem withDensityᵥ_apply (hf : Integrable f μ) {s : Set α} (hs : MeasurableSet s) :
μ.withDensityᵥ f s = ∫ x in s, f x ∂μ := by | rw [withDensityᵥ, dif_pos hf]; exact dif_pos hs
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ... | Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 64 | 65 | theorem withDensityᵥ_zero : μ.withDensityᵥ (0 : α → E) = 0 := by |
ext1 s hs; erw [withDensityᵥ_apply (integrable_zero α E μ) hs]; simp
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ... | Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 69 | 76 | theorem withDensityᵥ_neg : μ.withDensityᵥ (-f) = -μ.withDensityᵥ f := by |
by_cases hf : Integrable f μ
· ext1 i hi
rw [VectorMeasure.neg_apply, withDensityᵥ_apply hf hi, ← integral_neg,
withDensityᵥ_apply hf.neg hi]
rfl
· rw [withDensityᵥ, withDensityᵥ, dif_neg hf, dif_neg, neg_zero]
rwa [integrable_neg_iff]
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ... | Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 84 | 92 | theorem withDensityᵥ_add (hf : Integrable f μ) (hg : Integrable g μ) :
μ.withDensityᵥ (f + g) = μ.withDensityᵥ f + μ.withDensityᵥ g := by |
ext1 i hi
rw [withDensityᵥ_apply (hf.add hg) hi, VectorMeasure.add_apply, withDensityᵥ_apply hf hi,
withDensityᵥ_apply hg hi]
simp_rw [Pi.add_apply]
rw [integral_add] <;> rw [← integrableOn_univ]
· exact hf.integrableOn.restrict MeasurableSet.univ
· exact hg.integrableOn.restrict MeasurableSet.univ
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ... | Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 101 | 103 | theorem withDensityᵥ_sub (hf : Integrable f μ) (hg : Integrable g μ) :
μ.withDensityᵥ (f - g) = μ.withDensityᵥ f - μ.withDensityᵥ g := by |
rw [sub_eq_add_neg, sub_eq_add_neg, withDensityᵥ_add hf hg.neg, withDensityᵥ_neg]
| 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ... | Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 112 | 122 | theorem withDensityᵥ_smul {𝕜 : Type*} [NontriviallyNormedField 𝕜] [NormedSpace 𝕜 E]
[SMulCommClass ℝ 𝕜 E] (f : α → E) (r : 𝕜) : μ.withDensityᵥ (r • f) = r • μ.withDensityᵥ f := by |
by_cases hf : Integrable f μ
· ext1 i hi
rw [withDensityᵥ_apply (hf.smul r) hi, VectorMeasure.smul_apply, withDensityᵥ_apply hf hi, ←
integral_smul r f]
rfl
· by_cases hr : r = 0
· rw [hr, zero_smul, zero_smul, withDensityᵥ_zero]
· rw [withDensityᵥ, withDensityᵥ, dif_neg hf, dif_neg, smul_z... | 2,211 |
import Mathlib.MeasureTheory.Measure.VectorMeasure
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
#align_import measure_theory.measure.with_density_vector_measure from "leanprover-community/mathlib"@"d1bd9c5df2867c1cb463bc6364446d57bdd9f7f1"
noncomputable section
open scoped Classical MeasureTheory NNReal ... | Mathlib/MeasureTheory/Measure/WithDensityVectorMeasure.lean | 131 | 138 | theorem withDensityᵥ_smul_eq_withDensityᵥ_withDensity {f : α → ℝ≥0} {g : α → E}
(hf : AEMeasurable f μ) (hfg : Integrable (f • g) μ) :
μ.withDensityᵥ (f • g) = (μ.withDensity (fun x ↦ f x)).withDensityᵥ g := by |
ext s hs
rw [withDensityᵥ_apply hfg hs,
withDensityᵥ_apply ((integrable_withDensity_iff_integrable_smul₀ hf).mpr hfg) hs,
setIntegral_withDensity_eq_setIntegral_smul₀ hf.restrict _ hs]
rfl
| 2,211 |
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
import Mathlib.MeasureTheory.Decomposition.Jordan
import Mathlib.MeasureTheory.Measure.WithDensityVectorMeasure
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*... | Mathlib/MeasureTheory/Decomposition/SignedLebesgue.lean | 131 | 145 | theorem singularPart_mutuallySingular (s : SignedMeasure α) (μ : Measure α) :
s.toJordanDecomposition.posPart.singularPart μ ⟂ₘ
s.toJordanDecomposition.negPart.singularPart μ := by |
by_cases hl : s.HaveLebesgueDecomposition μ
· obtain ⟨i, hi, hpos, hneg⟩ := s.toJordanDecomposition.mutuallySingular
rw [s.toJordanDecomposition.posPart.haveLebesgueDecomposition_add μ] at hpos
rw [s.toJordanDecomposition.negPart.haveLebesgueDecomposition_add μ] at hneg
rw [add_apply, add_eq_zero_iff] ... | 2,212 |
import Mathlib.MeasureTheory.Decomposition.Lebesgue
import Mathlib.MeasureTheory.Measure.Complex
import Mathlib.MeasureTheory.Decomposition.Jordan
import Mathlib.MeasureTheory.Measure.WithDensityVectorMeasure
noncomputable section
open scoped Classical MeasureTheory NNReal ENNReal
open Set
variable {α β : Type*... | Mathlib/MeasureTheory/Decomposition/SignedLebesgue.lean | 148 | 158 | theorem singularPart_totalVariation (s : SignedMeasure α) (μ : Measure α) :
(s.singularPart μ).totalVariation =
s.toJordanDecomposition.posPart.singularPart μ +
s.toJordanDecomposition.negPart.singularPart μ := by |
have :
(s.singularPart μ).toJordanDecomposition =
⟨s.toJordanDecomposition.posPart.singularPart μ,
s.toJordanDecomposition.negPart.singularPart μ, singularPart_mutuallySingular s μ⟩ := by
refine JordanDecomposition.toSignedMeasure_injective ?_
rw [toSignedMeasure_toJordanDecomposition, sing... | 2,212 |
import Mathlib.MeasureTheory.Decomposition.SignedLebesgue
import Mathlib.MeasureTheory.Measure.WithDensityVectorMeasure
#align_import measure_theory.decomposition.radon_nikodym from "leanprover-community/mathlib"@"fc75855907eaa8ff39791039710f567f37d4556f"
noncomputable section
open scoped Classical MeasureTheory... | Mathlib/MeasureTheory/Decomposition/RadonNikodym.lean | 56 | 66 | theorem withDensity_rnDeriv_eq (μ ν : Measure α) [HaveLebesgueDecomposition μ ν] (h : μ ≪ ν) :
ν.withDensity (rnDeriv μ ν) = μ := by |
suffices μ.singularPart ν = 0 by
conv_rhs => rw [haveLebesgueDecomposition_add μ ν, this, zero_add]
suffices μ.singularPart ν Set.univ = 0 by simpa using this
have h_sing := mutuallySingular_singularPart μ ν
rw [← measure_add_measure_compl h_sing.measurableSet_nullSet]
simp only [MutuallySingular.measure... | 2,213 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.ConditionalProbability
open scoped ENNReal
namespace MeasureTheory
variable {α : Type*} {mα : MeasurableSpace α} {μ : Measure α}
noncomputable def Measure.toFiniteAux (μ : Measure α) [SFinite μ] : Measure α :=
Measure.sum (fun ... | Mathlib/MeasureTheory/Measure/WithDensityFinite.lean | 158 | 168 | theorem withDensity_densitytoFinite (μ : Measure α) [SFinite μ] :
μ.toFinite.withDensity μ.densityToFinite = μ := by |
have : (μ.toFinite.withDensity fun a ↦ ∑' n, (sFiniteSeq μ n).rnDeriv μ.toFinite a)
= μ.toFinite.withDensity (∑' n, (sFiniteSeq μ n).rnDeriv μ.toFinite) := by
congr with a
rw [ENNReal.tsum_apply]
rw [densityToFinite_def, this, withDensity_tsum (fun i ↦ Measure.measurable_rnDeriv _ _)]
conv_rhs => r... | 2,214 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal Me... | Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 54 | 58 | theorem IicSnd_apply (r : ℝ) {s : Set α} (hs : MeasurableSet s) :
ρ.IicSnd r s = ρ (s ×ˢ Iic r) := by |
rw [IicSnd, fst_apply hs,
restrict_apply' (MeasurableSet.univ.prod (measurableSet_Iic : MeasurableSet (Iic r))), ←
prod_univ, prod_inter_prod, inter_univ, univ_inter]
| 2,215 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal Me... | Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 65 | 69 | theorem IicSnd_mono {r r' : ℝ} (h_le : r ≤ r') : ρ.IicSnd r ≤ ρ.IicSnd r' := by |
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [IicSnd_apply ρ _ hs]
refine measure_mono (prod_subset_prod_iff.mpr (Or.inl ⟨subset_rfl, Iic_subset_Iic.mpr ?_⟩))
exact mod_cast h_le
| 2,215 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal Me... | Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 72 | 75 | theorem IicSnd_le_fst (r : ℝ) : ρ.IicSnd r ≤ ρ.fst := by |
refine Measure.le_iff.2 fun s hs ↦ ?_
simp_rw [fst_apply hs, IicSnd_apply ρ r hs]
exact measure_mono (prod_subset_preimage_fst _ _)
| 2,215 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal Me... | Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 87 | 89 | theorem iInf_IicSnd_gt (t : ℚ) {s : Set α} (hs : MeasurableSet s) [IsFiniteMeasure ρ] :
⨅ r : { r' : ℚ // t < r' }, ρ.IicSnd r s = ρ.IicSnd t s := by |
simp_rw [ρ.IicSnd_apply _ hs, Measure.iInf_rat_gt_prod_Iic hs]
| 2,215 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal Me... | Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 92 | 99 | theorem tendsto_IicSnd_atTop {s : Set α} (hs : MeasurableSet s) :
Tendsto (fun r : ℚ ↦ ρ.IicSnd r s) atTop (𝓝 (ρ.fst s)) := by |
simp_rw [ρ.IicSnd_apply _ hs, fst_apply hs, ← prod_univ]
rw [← Real.iUnion_Iic_rat, prod_iUnion]
refine tendsto_measure_iUnion fun r q hr_le_q x ↦ ?_
simp only [mem_prod, mem_Iic, and_imp]
refine fun hxs hxr ↦ ⟨hxs, hxr.trans ?_⟩
exact mod_cast hr_le_q
| 2,215 |
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
import Mathlib.Probability.Kernel.Disintegration.CdfToKernel
#align_import probability.kernel.cond_cdf from "leanprover-community/mathlib"@"3b88f4005dc2e28d42f974cc1ce838f0dafb39b8"
open MeasureTheory Set Filter TopologicalSpace
open scoped NNReal ENNReal Me... | Mathlib/Probability/Kernel/Disintegration/CondCdf.lean | 102 | 124 | theorem tendsto_IicSnd_atBot [IsFiniteMeasure ρ] {s : Set α} (hs : MeasurableSet s) :
Tendsto (fun r : ℚ ↦ ρ.IicSnd r s) atBot (𝓝 0) := by |
simp_rw [ρ.IicSnd_apply _ hs]
have h_empty : ρ (s ×ˢ ∅) = 0 := by simp only [prod_empty, measure_empty]
rw [← h_empty, ← Real.iInter_Iic_rat, prod_iInter]
suffices h_neg :
Tendsto (fun r : ℚ ↦ ρ (s ×ˢ Iic ↑(-r))) atTop (𝓝 (ρ (⋂ r : ℚ, s ×ˢ Iic ↑(-r)))) by
have h_inter_eq : ⋂ r : ℚ, s ×ˢ Iic ↑(-r) = ... | 2,215 |
import Mathlib.Topology.Algebra.Algebra
import Mathlib.Analysis.InnerProductSpace.Basic
#align_import analysis.inner_product_space.of_norm from "leanprover-community/mathlib"@"baa88307f3e699fa7054ef04ec79fa4f056169cb"
open RCLike
open scoped ComplexConjugate
variable {𝕜 : Type*} [RCLike 𝕜] (E : Type*) [Normed... | Mathlib/Analysis/InnerProductSpace/OfNorm.lean | 105 | 117 | theorem innerProp_neg_one : innerProp' E ((-1 : ℤ) : 𝕜) := by |
intro x y
simp only [inner_, neg_mul_eq_neg_mul, one_mul, Int.cast_one, one_smul, RingHom.map_one, map_neg,
Int.cast_neg, neg_smul, neg_one_mul]
rw [neg_mul_comm]
congr 1
have h₁ : ‖-x - y‖ = ‖x + y‖ := by rw [← neg_add', norm_neg]
have h₂ : ‖-x + y‖ = ‖x - y‖ := by rw [← neg_sub, norm_neg, sub_eq_neg_... | 2,216 |
import Mathlib.Topology.Algebra.Algebra
import Mathlib.Analysis.InnerProductSpace.Basic
#align_import analysis.inner_product_space.of_norm from "leanprover-community/mathlib"@"baa88307f3e699fa7054ef04ec79fa4f056169cb"
open RCLike
open scoped ComplexConjugate
variable {𝕜 : Type*} [RCLike 𝕜] (E : Type*) [Normed... | Mathlib/Analysis/InnerProductSpace/OfNorm.lean | 120 | 124 | theorem _root_.Continuous.inner_ {f g : ℝ → E} (hf : Continuous f) (hg : Continuous g) :
Continuous fun x => inner_ 𝕜 (f x) (g x) := by |
unfold inner_
have := Continuous.const_smul (M := 𝕜) hf I
continuity
| 2,216 |
import Mathlib.Topology.Algebra.Algebra
import Mathlib.Analysis.InnerProductSpace.Basic
#align_import analysis.inner_product_space.of_norm from "leanprover-community/mathlib"@"baa88307f3e699fa7054ef04ec79fa4f056169cb"
open RCLike
open scoped ComplexConjugate
variable {𝕜 : Type*} [RCLike 𝕜] (E : Type*) [Normed... | Mathlib/Analysis/InnerProductSpace/OfNorm.lean | 127 | 136 | theorem inner_.norm_sq (x : E) : ‖x‖ ^ 2 = re (inner_ 𝕜 x x) := by |
simp only [inner_]
have h₁ : RCLike.normSq (4 : 𝕜) = 16 := by
have : ((4 : ℝ) : 𝕜) = (4 : 𝕜) := by norm_cast
rw [← this, normSq_eq_def', RCLike.norm_of_nonneg (by norm_num : (0 : ℝ) ≤ 4)]
norm_num
have h₂ : ‖x + x‖ = 2 * ‖x‖ := by rw [← two_smul 𝕜, norm_smul, RCLike.norm_two]
simp only [h₁, h₂,... | 2,216 |
import Mathlib.Topology.Algebra.Algebra
import Mathlib.Analysis.InnerProductSpace.Basic
#align_import analysis.inner_product_space.of_norm from "leanprover-community/mathlib"@"baa88307f3e699fa7054ef04ec79fa4f056169cb"
open RCLike
open scoped ComplexConjugate
variable {𝕜 : Type*} [RCLike 𝕜] (E : Type*) [Normed... | Mathlib/Analysis/InnerProductSpace/OfNorm.lean | 139 | 161 | theorem inner_.conj_symm (x y : E) : conj (inner_ 𝕜 y x) = inner_ 𝕜 x y := by |
simp only [inner_]
have h4 : conj (4⁻¹ : 𝕜) = 4⁻¹ := by norm_num
rw [map_mul, h4]
congr 1
simp only [map_sub, map_add, algebraMap_eq_ofReal, ← ofReal_mul, conj_ofReal, map_mul, conj_I]
rw [add_comm y x, norm_sub_rev]
by_cases hI : (I : 𝕜) = 0
· simp only [hI, neg_zero, zero_mul]
-- Porting note: th... | 2,216 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable ... | Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 71 | 72 | theorem IsSymmetric.conj_inner_sym {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) (x y : E) :
conj ⟪T x, y⟫ = ⟪T y, x⟫ := by | rw [hT x y, inner_conj_symm]
| 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable ... | Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 88 | 92 | theorem IsSymmetric.add {T S : E →ₗ[𝕜] E} (hT : T.IsSymmetric) (hS : S.IsSymmetric) :
(T + S).IsSymmetric := by |
intro x y
rw [LinearMap.add_apply, inner_add_left, hT x y, hS x y, ← inner_add_right]
rfl
| 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable ... | Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 97 | 110 | theorem IsSymmetric.continuous [CompleteSpace E] {T : E →ₗ[𝕜] E} (hT : IsSymmetric T) :
Continuous T := by |
-- We prove it by using the closed graph theorem
refine T.continuous_of_seq_closed_graph fun u x y hu hTu => ?_
rw [← sub_eq_zero, ← @inner_self_eq_zero 𝕜]
have hlhs : ∀ k : ℕ, ⟪T (u k) - T x, y - T x⟫ = ⟪u k - x, T (y - T x)⟫ := by
intro k
rw [← T.map_sub, hT]
refine tendsto_nhds_unique ((hTu.sub_c... | 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable ... | Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 115 | 120 | theorem IsSymmetric.coe_reApplyInnerSelf_apply {T : E →L[𝕜] E} (hT : IsSymmetric (T : E →ₗ[𝕜] E))
(x : E) : (T.reApplyInnerSelf x : 𝕜) = ⟪T x, x⟫ := by |
rsuffices ⟨r, hr⟩ : ∃ r : ℝ, ⟪T x, x⟫ = r
· simp [hr, T.reApplyInnerSelf_apply]
rw [← conj_eq_iff_real]
exact hT.conj_inner_sym x x
| 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable ... | Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 142 | 156 | theorem isSymmetric_iff_inner_map_self_real (T : V →ₗ[ℂ] V) :
IsSymmetric T ↔ ∀ v : V, conj ⟪T v, v⟫_ℂ = ⟪T v, v⟫_ℂ := by |
constructor
· intro hT v
apply IsSymmetric.conj_inner_sym hT
· intro h x y
rw [← inner_conj_symm x (T y)]
rw [inner_map_polarization T x y]
simp only [starRingEnd_apply, star_div', star_sub, star_add, star_mul]
simp only [← starRingEnd_apply]
rw [h (x + y), h (x - y), h (x + Complex.I • y... | 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.Analysis.NormedSpace.Banach
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.symmetric from "leanprover-community/mathlib"@"3f655f5297b030a87d641ad4e825af8d9679eb0b"
open RCLike
open ComplexConjugate
variable ... | Mathlib/Analysis/InnerProductSpace/Symmetric.lean | 163 | 180 | theorem IsSymmetric.inner_map_polarization {T : E →ₗ[𝕜] E} (hT : T.IsSymmetric) (x y : E) :
⟪T x, y⟫ =
(⟪T (x + y), x + y⟫ - ⟪T (x - y), x - y⟫ - I * ⟪T (x + (I : 𝕜) • y), x + (I : 𝕜) • y⟫ +
I * ⟪T (x - (I : 𝕜) • y), x - (I : 𝕜) • y⟫) /
4 := by |
rcases@I_mul_I_ax 𝕜 _ with (h | h)
· simp_rw [h, zero_mul, sub_zero, add_zero, map_add, map_sub, inner_add_left,
inner_add_right, inner_sub_left, inner_sub_right, hT x, ← inner_conj_symm x (T y)]
suffices (re ⟪T y, x⟫ : 𝕜) = ⟪T y, x⟫ by
rw [conj_eq_iff_re.mpr this]
ring
rw [← re_add_im ... | 2,217 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.MeasureTheory.Constructions.BorelSpace.Complex
#align_import measure_theory.function.special_functions.inner from "leanprover-community/mathlib"@"bf6a01357ff5684b1ebcd0f1a13be314fc82c0bf"
variable {α : Type*} {𝕜 : Type*} {E : Type*}
variable [RCLike ... | Mathlib/MeasureTheory/Function/SpecialFunctions/Inner.lean | 41 | 47 | theorem AEMeasurable.inner {m : MeasurableSpace α} [MeasurableSpace E] [OpensMeasurableSpace E]
[SecondCountableTopology E] {μ : MeasureTheory.Measure α} {f g : α → E}
(hf : AEMeasurable f μ) (hg : AEMeasurable g μ) : AEMeasurable (fun x => ⟪f x, g x⟫) μ := by |
refine ⟨fun x => ⟪hf.mk f x, hg.mk g x⟫, hf.measurable_mk.inner hg.measurable_mk, ?_⟩
refine hf.ae_eq_mk.mp (hg.ae_eq_mk.mono fun x hxg hxf => ?_)
dsimp only
congr
| 2,218 |
import Mathlib.Analysis.NormedSpace.ConformalLinearMap
import Mathlib.Analysis.InnerProductSpace.Basic
#align_import analysis.inner_product_space.conformal_linear_map from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
variable {E F : Type*}
variable [NormedAddCommGroup E] [NormedAddCom... | Mathlib/Analysis/InnerProductSpace/ConformalLinearMap.lean | 29 | 43 | theorem isConformalMap_iff (f : E →L[ℝ] F) :
IsConformalMap f ↔ ∃ c : ℝ, 0 < c ∧ ∀ u v : E, ⟪f u, f v⟫ = c * ⟪u, v⟫ := by |
constructor
· rintro ⟨c₁, hc₁, li, rfl⟩
refine ⟨c₁ * c₁, mul_self_pos.2 hc₁, fun u v => ?_⟩
simp only [real_inner_smul_left, real_inner_smul_right, mul_assoc, coe_smul',
coe_toContinuousLinearMap, Pi.smul_apply, inner_map_map]
· rintro ⟨c₁, hc₁, huv⟩
obtain ⟨c, hc, rfl⟩ : ∃ c : ℝ, 0 < c ∧ c₁ = ... | 2,219 |
import Mathlib.Analysis.Calculus.Conformal.NormedSpace
import Mathlib.Analysis.InnerProductSpace.ConformalLinearMap
#align_import analysis.calculus.conformal.inner_product from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
variable {E F : Type*}
variable [NormedA... | Mathlib/Analysis/Calculus/Conformal/InnerProduct.lean | 29 | 31 | theorem conformalAt_iff' {f : E → F} {x : E} : ConformalAt f x ↔
∃ c : ℝ, 0 < c ∧ ∀ u v : E, ⟪fderiv ℝ f x u, fderiv ℝ f x v⟫ = c * ⟪u, v⟫ := by |
rw [conformalAt_iff_isConformalMap_fderiv, isConformalMap_iff]
| 2,220 |
import Mathlib.Analysis.Calculus.Conformal.NormedSpace
import Mathlib.Analysis.InnerProductSpace.ConformalLinearMap
#align_import analysis.calculus.conformal.inner_product from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
variable {E F : Type*}
variable [NormedA... | Mathlib/Analysis/Calculus/Conformal/InnerProduct.lean | 36 | 38 | theorem conformalAt_iff {f : E → F} {x : E} {f' : E →L[ℝ] F} (h : HasFDerivAt f f' x) :
ConformalAt f x ↔ ∃ c : ℝ, 0 < c ∧ ∀ u v : E, ⟪f' u, f' v⟫ = c * ⟪u, v⟫ := by |
simp only [conformalAt_iff', h.fderiv]
| 2,220 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace... | Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 56 | 57 | theorem mem_orthogonal' (v : E) : v ∈ Kᗮ ↔ ∀ u ∈ K, ⟪v, u⟫ = 0 := by |
simp_rw [mem_orthogonal, inner_eq_zero_symm]
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace... | Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 68 | 69 | theorem inner_left_of_mem_orthogonal {u v : E} (hu : u ∈ K) (hv : v ∈ Kᗮ) : ⟪v, u⟫ = 0 := by |
rw [inner_eq_zero_symm]; exact inner_right_of_mem_orthogonal hu hv
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace... | Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 73 | 78 | theorem mem_orthogonal_singleton_iff_inner_right {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪u, v⟫ = 0 := by |
refine ⟨inner_right_of_mem_orthogonal (mem_span_singleton_self u), ?_⟩
intro hv w hw
rw [mem_span_singleton] at hw
obtain ⟨c, rfl⟩ := hw
simp [inner_smul_left, hv]
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace... | Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 82 | 83 | theorem mem_orthogonal_singleton_iff_inner_left {u v : E} : v ∈ (𝕜 ∙ u)ᗮ ↔ ⟪v, u⟫ = 0 := by |
rw [mem_orthogonal_singleton_iff_inner_right, inner_eq_zero_symm]
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace... | Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 86 | 90 | theorem sub_mem_orthogonal_of_inner_left {x y : E} (h : ∀ v : K, ⟪x, v⟫ = ⟪y, v⟫) : x - y ∈ Kᗮ := by |
rw [mem_orthogonal']
intro u hu
rw [inner_sub_left, sub_eq_zero]
exact h ⟨u, hu⟩
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace... | Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 93 | 97 | theorem sub_mem_orthogonal_of_inner_right {x y : E} (h : ∀ v : K, ⟪(v : E), x⟫ = ⟪(v : E), y⟫) :
x - y ∈ Kᗮ := by |
intro u hu
rw [inner_sub_right, sub_eq_zero]
exact h ⟨u, hu⟩
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace... | Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 103 | 107 | theorem inf_orthogonal_eq_bot : K ⊓ Kᗮ = ⊥ := by |
rw [eq_bot_iff]
intro x
rw [mem_inf]
exact fun ⟨hx, ho⟩ => inner_self_eq_zero.1 (ho x hx)
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace... | Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 111 | 111 | theorem orthogonal_disjoint : Disjoint K Kᗮ := by | simp [disjoint_iff, K.inf_orthogonal_eq_bot]
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace... | Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 116 | 123 | theorem orthogonal_eq_inter : Kᗮ = ⨅ v : K, LinearMap.ker (innerSL 𝕜 (v : E)) := by |
apply le_antisymm
· rw [le_iInf_iff]
rintro ⟨v, hv⟩ w hw
simpa using hw _ hv
· intro v hv w hw
simp only [mem_iInf] at hv
exact hv ⟨w, hw⟩
| 2,221 |
import Mathlib.Analysis.InnerProductSpace.Basic
import Mathlib.LinearAlgebra.SesquilinearForm
#align_import analysis.inner_product_space.orthogonal from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
variable {𝕜 E F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup E] [InnerProductSpace... | Mathlib/Analysis/InnerProductSpace/Orthogonal.lean | 127 | 131 | theorem isClosed_orthogonal : IsClosed (Kᗮ : Set E) := by |
rw [orthogonal_eq_inter K]
have := fun v : K => ContinuousLinearMap.isClosed_ker (innerSL 𝕜 (v : E))
convert isClosed_iInter this
simp only [iInf_coe]
| 2,221 |
import Mathlib.Analysis.Convex.Basic
import Mathlib.Analysis.InnerProductSpace.Orthogonal
import Mathlib.Analysis.InnerProductSpace.Symmetric
import Mathlib.Analysis.NormedSpace.RCLike
import Mathlib.Analysis.RCLike.Lemmas
import Mathlib.Algebra.DirectSum.Decomposition
#align_import analysis.inner_product_space.proje... | Mathlib/Analysis/InnerProductSpace/Projection.lean | 70 | 177 | theorem exists_norm_eq_iInf_of_complete_convex {K : Set F} (ne : K.Nonempty) (h₁ : IsComplete K)
(h₂ : Convex ℝ K) : ∀ u : F, ∃ v ∈ K, ‖u - v‖ = ⨅ w : K, ‖u - w‖ := fun u => by
let δ := ⨅ w : K, ‖u - w‖
letI : Nonempty K := ne.to_subtype
have zero_le_δ : 0 ≤ δ := le_ciInf fun _ => norm_nonneg _
have δ_le : ... |
have hδ : ∀ n : ℕ, δ < δ + 1 / (n + 1) := fun n =>
lt_add_of_le_of_pos le_rfl Nat.one_div_pos_of_nat
have h := fun n => exists_lt_of_ciInf_lt (hδ n)
let w : ℕ → K := fun n => Classical.choose (h n)
exact ⟨w, fun n => Classical.choose_spec (h n)⟩
rcases exists_seq with ⟨w, hw⟩
have norm_tendst... | 2,222 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.Dynamics.BirkhoffSum.NormedSpace
open Filter Finset Function Bornology
open scoped Topology
variable {𝕜 E : Type*} [RCLike 𝕜] [NormedAddCommGroup E]
| Mathlib/Analysis/InnerProductSpace/MeanErgodic.lean | 43 | 71 | theorem LinearMap.tendsto_birkhoffAverage_of_ker_subset_closure [NormedSpace 𝕜 E]
(f : E →ₗ[𝕜] E) (hf : LipschitzWith 1 f) (g : E →L[𝕜] LinearMap.eqLocus f 1)
(hg_proj : ∀ x : LinearMap.eqLocus f 1, g x = x)
(hg_ker : (LinearMap.ker g : Set E) ⊆ closure (LinearMap.range (f - 1))) (x : E) :
Tendsto (b... |
/- Any point can be represented as a sum of `y ∈ LinearMap.ker g` and a fixed point `z`. -/
obtain ⟨y, hy, z, hz, rfl⟩ : ∃ y, g y = 0 ∧ ∃ z, IsFixedPt f z ∧ x = y + z :=
⟨x - g x, by simp [hg_proj], g x, (g x).2, by simp⟩
/- For a fixed point, the theorem is trivial,
so it suffices to prove it for `y ∈ Lin... | 2,223 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.Dynamics.BirkhoffSum.NormedSpace
open Filter Finset Function Bornology
open scoped Topology
variable {𝕜 E : Type*} [RCLike 𝕜] [NormedAddCommGroup E]
theorem LinearMap.tendsto_birkhoffAverage_of_ker_subset_closure [NormedSpace 𝕜 E]
(f : E ... | Mathlib/Analysis/InnerProductSpace/MeanErgodic.lean | 84 | 103 | theorem ContinuousLinearMap.tendsto_birkhoffAverage_orthogonalProjection (f : E →L[𝕜] E)
(hf : ‖f‖ ≤ 1) (x : E) :
Tendsto (birkhoffAverage 𝕜 f _root_.id · x) atTop
(𝓝 <| orthogonalProjection (LinearMap.eqLocus f 1) x) := by |
/- Due to the previous theorem, it suffices to verify
that the range of `f - 1` is dense in the orthogonal complement
to the submodule of fixed points of `f`. -/
apply (f : E →ₗ[𝕜] E).tendsto_birkhoffAverage_of_ker_subset_closure (f.lipschitz.weaken hf)
· exact orthogonalProjection_mem_subspace_eq_self (K :... | 2,223 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique
import Mathlib.MeasureTheory.Function.L2Space
#align_import measure_theory.function.conditional_expectation.condexp_L2 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"... | Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL2.lean | 106 | 110 | theorem snorm_condexpL2_le (hm : m ≤ m0) (f : α →₂[μ] E) :
snorm (F := E) (condexpL2 E 𝕜 hm f) 2 μ ≤ snorm f 2 μ := by |
rw [lpMeas_coe, ← ENNReal.toReal_le_toReal (Lp.snorm_ne_top _) (Lp.snorm_ne_top _), ←
Lp.norm_def, ← Lp.norm_def, Submodule.norm_coe]
exact norm_condexpL2_le hm f
| 2,224 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique
import Mathlib.MeasureTheory.Function.L2Space
#align_import measure_theory.function.conditional_expectation.condexp_L2 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"... | Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL2.lean | 113 | 117 | theorem norm_condexpL2_coe_le (hm : m ≤ m0) (f : α →₂[μ] E) :
‖(condexpL2 E 𝕜 hm f : α →₂[μ] E)‖ ≤ ‖f‖ := by |
rw [Lp.norm_def, Lp.norm_def, ← lpMeas_coe]
refine (ENNReal.toReal_le_toReal ?_ (Lp.snorm_ne_top _)).mpr (snorm_condexpL2_le hm f)
exact Lp.snorm_ne_top _
| 2,224 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2
#align_import measure_theory.function.conditional_expectation.condexp_L1 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
o... | Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL1.lean | 92 | 102 | theorem condexpIndL1Fin_add (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x y : G) :
condexpIndL1Fin hm hs hμs (x + y) =
condexpIndL1Fin hm hs hμs x + condexpIndL1Fin hm hs hμs y := by |
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_add _ _).symm
refine EventuallyEq.trans ?_
(EventuallyEq.add (Memℒp.coeFn_toLp q).symm (Memℒp.coeFn_toLp q).symm)
rw [condexpIndSMul_add]
refine (Lp.coeFn_add _ _).trans (eventually_of_forall fun a => ?_)
rfl
| 2,225 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2
#align_import measure_theory.function.conditional_expectation.condexp_L1 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
o... | Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL1.lean | 105 | 113 | theorem condexpIndL1Fin_smul (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (c : ℝ) (x : G) :
condexpIndL1Fin hm hs hμs (c • x) = c • condexpIndL1Fin hm hs hμs x := by |
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_smul _ _).symm
rw [condexpIndSMul_smul hs hμs c x]
refine (Lp.coeFn_smul _ _).trans ?_
refine (condexpIndL1Fin_ae_eq_condexpIndSMul hm hs hμs x).mono fun y hy => ?_
simp only [Pi.smul_apply, hy]
| 2,225 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2
#align_import measure_theory.function.conditional_expectation.condexp_L1 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
o... | Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL1.lean | 116 | 125 | theorem condexpIndL1Fin_smul' [NormedSpace ℝ F] [SMulCommClass ℝ 𝕜 F] (hs : MeasurableSet s)
(hμs : μ s ≠ ∞) (c : 𝕜) (x : F) :
condexpIndL1Fin hm hs hμs (c • x) = c • condexpIndL1Fin hm hs hμs x := by |
ext1
refine (Memℒp.coeFn_toLp q).trans ?_
refine EventuallyEq.trans ?_ (Lp.coeFn_smul _ _).symm
rw [condexpIndSMul_smul' hs hμs c x]
refine (Lp.coeFn_smul _ _).trans ?_
refine (condexpIndL1Fin_ae_eq_condexpIndSMul hm hs hμs x).mono fun y hy => ?_
simp only [Pi.smul_apply, hy]
| 2,225 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2
#align_import measure_theory.function.conditional_expectation.condexp_L1 from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
o... | Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL1.lean | 128 | 143 | theorem norm_condexpIndL1Fin_le (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x : G) :
‖condexpIndL1Fin hm hs hμs x‖ ≤ (μ s).toReal * ‖x‖ := by |
have : 0 ≤ ∫ a : α, ‖condexpIndL1Fin hm hs hμs x a‖ ∂μ := by positivity
rw [L1.norm_eq_integral_norm, ← ENNReal.toReal_ofReal (norm_nonneg x), ← ENNReal.toReal_mul, ←
ENNReal.toReal_ofReal this,
ENNReal.toReal_le_toReal ENNReal.ofReal_ne_top (ENNReal.mul_ne_top hμs ENNReal.ofReal_ne_top),
ofReal_integr... | 2,225 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
names... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 106 | 106 | theorem condexp_of_not_le (hm_not : ¬m ≤ m0) : μ[f|m] = 0 := by | rw [condexp, dif_neg hm_not]
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
names... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 109 | 110 | theorem condexp_of_not_sigmaFinite (hm : m ≤ m0) (hμm_not : ¬SigmaFinite (μ.trim hm)) :
μ[f|m] = 0 := by | rw [condexp, dif_pos hm, dif_neg]; push_neg; exact fun h => absurd h hμm_not
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
names... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 113 | 123 | theorem condexp_of_sigmaFinite (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] :
μ[f|m] =
if Integrable f μ then
if StronglyMeasurable[m] f then f
else aestronglyMeasurable'_condexpL1.mk (condexpL1 hm μ f)
else 0 := by |
rw [condexp, dif_pos hm]
simp only [hμm, Ne, true_and_iff]
by_cases hf : Integrable f μ
· rw [dif_pos hf, if_pos hf]
· rw [dif_neg hf, if_neg hf]
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
names... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 126 | 128 | theorem condexp_of_stronglyMeasurable (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] {f : α → F'}
(hf : StronglyMeasurable[m] f) (hfi : Integrable f μ) : μ[f|m] = f := by |
rw [condexp_of_sigmaFinite hm, if_pos hfi, if_pos hf]
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
names... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 136 | 148 | theorem condexp_ae_eq_condexpL1 (hm : m ≤ m0) [hμm : SigmaFinite (μ.trim hm)] (f : α → F') :
μ[f|m] =ᵐ[μ] condexpL1 hm μ f := by |
rw [condexp_of_sigmaFinite hm]
by_cases hfi : Integrable f μ
· rw [if_pos hfi]
by_cases hfm : StronglyMeasurable[m] f
· rw [if_pos hfm]
exact (condexpL1_of_aestronglyMeasurable' (StronglyMeasurable.aeStronglyMeasurable' hfm)
hfi).symm
· rw [if_neg hfm]
exact (AEStronglyMeasurable'... | 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
names... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 152 | 155 | theorem condexp_ae_eq_condexpL1CLM (hm : m ≤ m0) [SigmaFinite (μ.trim hm)] (hf : Integrable f μ) :
μ[f|m] =ᵐ[μ] condexpL1CLM F' hm μ (hf.toL1 f) := by |
refine (condexp_ae_eq_condexpL1 hm f).trans (eventually_of_forall fun x => ?_)
rw [condexpL1_eq hf]
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
names... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 159 | 165 | theorem condexp_undef (hf : ¬Integrable f μ) : μ[f|m] = 0 := by |
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
haveI : SigmaFinite (μ.trim hm) := hμm
rw [condexp_of_sigmaFinite, if_neg hf]
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
names... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 169 | 176 | theorem condexp_zero : μ[(0 : α → F')|m] = 0 := by |
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]
haveI : SigmaFinite (μ.trim hm) := hμm
exact
condexp_of_stronglyMeasurable hm (@stronglyMeasurable_zero _ _ m _ _) (integrable_zero _ _ _)
| 2,226 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1
#align_import measure_theory.function.conditional_expectation.basic from "leanprover-community/mathlib"@"d8bbb04e2d2a44596798a9207ceefc0fb236e41e"
open TopologicalSpace MeasureTheory.Lp Filter
open scoped ENNReal Topology MeasureTheory
names... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Basic.lean | 179 | 189 | theorem stronglyMeasurable_condexp : StronglyMeasurable[m] (μ[f|m]) := by |
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm]; exact stronglyMeasurable_zero
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hμm]; exact stronglyMeasurable_zero
haveI : SigmaFinite (μ.trim hm) := hμm
rw [condexp_of_sigmaFinite hm]
split_ifs with hfi hfm
· exact... | 2,226 |
import Mathlib.Probability.Notation
import Mathlib.Probability.Independence.Basic
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
#align_import probability.conditional_expectation from "leanprover-community/mathlib"@"2f8347015b12b0864dfaf366ec4909eb70c78740"
open TopologicalSpace Filter
open s... | Mathlib/Probability/ConditionalExpectation.lean | 40 | 77 | theorem condexp_indep_eq (hle₁ : m₁ ≤ m) (hle₂ : m₂ ≤ m) [SigmaFinite (μ.trim hle₂)]
(hf : StronglyMeasurable[m₁] f) (hindp : Indep m₁ m₂ μ) : μ[f|m₂] =ᵐ[μ] fun _ => μ[f] := by |
by_cases hfint : Integrable f μ
swap; · rw [condexp_undef hfint, integral_undef hfint]; rfl
refine (ae_eq_condexp_of_forall_setIntegral_eq hle₂ hfint
(fun s _ hs => integrableOn_const.2 (Or.inr hs)) (fun s hms hs => ?_)
stronglyMeasurable_const.aeStronglyMeasurable').symm
rw [setIntegral_const]
rw ... | 2,227 |
import Mathlib.Probability.Martingale.BorelCantelli
import Mathlib.Probability.ConditionalExpectation
import Mathlib.Probability.Independence.Basic
#align_import probability.borel_cantelli from "leanprover-community/mathlib"@"2f8347015b12b0864dfaf366ec4909eb70c78740"
open scoped MeasureTheory ProbabilityTheory EN... | Mathlib/Probability/BorelCantelli.lean | 43 | 48 | theorem iIndepFun.indep_comap_natural_of_lt (hf : ∀ i, StronglyMeasurable (f i))
(hfi : iIndepFun (fun _ => mβ) f μ) (hij : i < j) :
Indep (MeasurableSpace.comap (f j) mβ) (Filtration.natural f hf i) μ := by |
suffices Indep (⨆ k ∈ ({j} : Set ι), MeasurableSpace.comap (f k) mβ)
(⨆ k ∈ {k | k ≤ i}, MeasurableSpace.comap (f k) mβ) μ by rwa [iSup_singleton] at this
exact indep_iSup_of_disjoint (fun k => (hf k).measurable.comap_le) hfi (by simpa)
| 2,228 |
import Mathlib.Probability.Martingale.BorelCantelli
import Mathlib.Probability.ConditionalExpectation
import Mathlib.Probability.Independence.Basic
#align_import probability.borel_cantelli from "leanprover-community/mathlib"@"2f8347015b12b0864dfaf366ec4909eb70c78740"
open scoped MeasureTheory ProbabilityTheory EN... | Mathlib/Probability/BorelCantelli.lean | 60 | 66 | theorem iIndepSet.condexp_indicator_filtrationOfSet_ae_eq (hsm : ∀ n, MeasurableSet (s n))
(hs : iIndepSet s μ) (hij : i < j) :
μ[(s j).indicator (fun _ => 1 : Ω → ℝ)|filtrationOfSet hsm i] =ᵐ[μ]
fun _ => (μ (s j)).toReal := by |
rw [Filtration.filtrationOfSet_eq_natural (β := ℝ) hsm]
refine (iIndepFun.condexp_natural_ae_eq_of_lt _ hs.iIndepFun_indicator hij).trans ?_
simp only [integral_indicator_const _ (hsm _), Algebra.id.smul_eq_mul, mul_one]; rfl
| 2,228 |
import Mathlib.Probability.Martingale.BorelCantelli
import Mathlib.Probability.ConditionalExpectation
import Mathlib.Probability.Independence.Basic
#align_import probability.borel_cantelli from "leanprover-community/mathlib"@"2f8347015b12b0864dfaf366ec4909eb70c78740"
open scoped MeasureTheory ProbabilityTheory EN... | Mathlib/Probability/BorelCantelli.lean | 74 | 105 | theorem measure_limsup_eq_one {s : ℕ → Set Ω} (hsm : ∀ n, MeasurableSet (s n)) (hs : iIndepSet s μ)
(hs' : (∑' n, μ (s n)) = ∞) : μ (limsup s atTop) = 1 := by |
rw [measure_congr (eventuallyEq_set.2 (ae_mem_limsup_atTop_iff μ <|
measurableSet_filtrationOfSet' hsm) : (limsup s atTop : Set Ω) =ᵐ[μ]
{ω | Tendsto (fun n => ∑ k ∈ Finset.range n,
(μ[(s (k + 1)).indicator (1 : Ω → ℝ)|filtrationOfSet hsm k]) ω) atTop atTop})]
suffices {ω | Tendsto (fun n => ∑ k ... | 2,228 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
#align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open s... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Indicator.lean | 38 | 59 | theorem condexp_ae_eq_restrict_zero (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict s] 0) :
μ[f|m] =ᵐ[μ.restrict s] 0 := by |
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm]; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm]; rfl
haveI : SigmaFinite (μ.trim hm) := hμm
have : SigmaFinite ((μ.restrict s).trim hm) := by
rw [← restrict_trim hm _ hs]
exact Restrict.sigma... | 2,229 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
#align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open s... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Indicator.lean | 63 | 70 | theorem condexp_indicator_aux (hs : MeasurableSet[m] s) (hf : f =ᵐ[μ.restrict sᶜ] 0) :
μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) := by |
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm, Set.indicator_zero']; rfl
have hsf_zero : ∀ g : α → E, g =ᵐ[μ.restrict sᶜ] 0 → s.indicator g =ᵐ[μ] g := fun g =>
indicator_ae_eq_of_restrict_compl_ae_eq_zero (hm _ hs)
refine ((hsf_zero (μ[f|m]) (condexp_ae_eq_restrict_zero hs.compl hf)).trans ?_)... | 2,229 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
#align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open s... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Indicator.lean | 75 | 112 | theorem condexp_indicator (hf_int : Integrable f μ) (hs : MeasurableSet[m] s) :
μ[s.indicator f|m] =ᵐ[μ] s.indicator (μ[f|m]) := by |
by_cases hm : m ≤ m0
swap; · simp_rw [condexp_of_not_le hm, Set.indicator_zero']; rfl
by_cases hμm : SigmaFinite (μ.trim hm)
swap; · simp_rw [condexp_of_not_sigmaFinite hm hμm, Set.indicator_zero']; rfl
haveI : SigmaFinite (μ.trim hm) := hμm
-- use `have` to perform what should be the first calc step becau... | 2,229 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic
#align_import measure_theory.function.conditional_expectation.indicator from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open TopologicalSpace MeasureTheory.Lp Filter ContinuousLinearMap
open s... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Indicator.lean | 115 | 140 | theorem condexp_restrict_ae_eq_restrict (hm : m ≤ m0) [SigmaFinite (μ.trim hm)]
(hs_m : MeasurableSet[m] s) (hf_int : Integrable f μ) :
(μ.restrict s)[f|m] =ᵐ[μ.restrict s] μ[f|m] := by |
have : SigmaFinite ((μ.restrict s).trim hm) := by rw [← restrict_trim hm _ hs_m]; infer_instance
rw [ae_eq_restrict_iff_indicator_ae_eq (hm _ hs_m)]
refine EventuallyEq.trans ?_ (condexp_indicator hf_int hs_m)
refine ae_eq_condexp_of_forall_setIntegral_eq hm (hf_int.indicator (hm _ hs_m)) ?_ ?_ ?_
· intro t ... | 2,229 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
#align_import measure_theory.function.conditional_expectation.real from "leanprover-community/mathlib"@"b2ff9a3d7a15fd5b0f060b135421d6a... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Real.lean | 40 | 54 | theorem rnDeriv_ae_eq_condexp {hm : m ≤ m0} [hμm : SigmaFinite (μ.trim hm)] {f : α → ℝ}
(hf : Integrable f μ) :
SignedMeasure.rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm) =ᵐ[μ] μ[f|m] := by |
refine ae_eq_condexp_of_forall_setIntegral_eq hm hf ?_ ?_ ?_
· exact fun _ _ _ => (integrable_of_integrable_trim hm
(SignedMeasure.integrable_rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm))).integrableOn
· intro s hs _
conv_rhs => rw [← hf.withDensityᵥ_trim_eq_integral hm hs,
← SignedMeasure.wi... | 2,230 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
#align_import measure_theory.function.conditional_expectation.real from "leanprover-community/mathlib"@"b2ff9a3d7a15fd5b0f060b135421d6a... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Real.lean | 59 | 89 | theorem snorm_one_condexp_le_snorm (f : α → ℝ) : snorm (μ[f|m]) 1 μ ≤ snorm f 1 μ := by |
by_cases hf : Integrable f μ
swap; · rw [condexp_undef hf, snorm_zero]; exact zero_le _
by_cases hm : m ≤ m0
swap; · rw [condexp_of_not_le hm, snorm_zero]; exact zero_le _
by_cases hsig : SigmaFinite (μ.trim hm)
swap; · rw [condexp_of_not_sigmaFinite hm hsig, snorm_zero]; exact zero_le _
calc
snorm (... | 2,230 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
#align_import measure_theory.function.conditional_expectation.real from "leanprover-community/mathlib"@"b2ff9a3d7a15fd5b0f060b135421d6a... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Real.lean | 92 | 113 | theorem integral_abs_condexp_le (f : α → ℝ) : ∫ x, |(μ[f|m]) x| ∂μ ≤ ∫ x, |f x| ∂μ := by |
by_cases hm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hm, Pi.zero_apply, abs_zero, integral_zero]
positivity
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, Pi.zero_apply, abs_zero, integral_const, Algebra.id.smul_eq_mul,
mul_zero]
positivity
rw [integral_eq_lintegra... | 2,230 |
import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator
import Mathlib.MeasureTheory.Function.UniformIntegrable
import Mathlib.MeasureTheory.Decomposition.RadonNikodym
#align_import measure_theory.function.conditional_expectation.real from "leanprover-community/mathlib"@"b2ff9a3d7a15fd5b0f060b135421d6a... | Mathlib/MeasureTheory/Function/ConditionalExpectation/Real.lean | 116 | 138 | theorem setIntegral_abs_condexp_le {s : Set α} (hs : MeasurableSet[m] s) (f : α → ℝ) :
∫ x in s, |(μ[f|m]) x| ∂μ ≤ ∫ x in s, |f x| ∂μ := by |
by_cases hnm : m ≤ m0
swap
· simp_rw [condexp_of_not_le hnm, Pi.zero_apply, abs_zero, integral_zero]
positivity
by_cases hfint : Integrable f μ
swap
· simp only [condexp_undef hfint, Pi.zero_apply, abs_zero, integral_const, Algebra.id.smul_eq_mul,
mul_zero]
positivity
have : ∫ x in s, |(μ[f... | 2,230 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.Analysis.NormedSpace.Dual
import Mathlib.Analysis.NormedSpace.Star.Basic
#align_import analysis.inner_product_space.dual from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open scoped Classical
o... | Mathlib/Analysis/InnerProductSpace/Dual.lean | 82 | 91 | theorem ext_inner_left_basis {ι : Type*} {x y : E} (b : Basis ι 𝕜 E)
(h : ∀ i : ι, ⟪b i, x⟫ = ⟪b i, y⟫) : x = y := by |
apply (toDualMap 𝕜 E).map_eq_iff.mp
refine (Function.Injective.eq_iff ContinuousLinearMap.coe_injective).mp (Basis.ext b ?_)
intro i
simp only [ContinuousLinearMap.coe_coe]
rw [toDualMap_apply, toDualMap_apply]
rw [← inner_conj_symm]
conv_rhs => rw [← inner_conj_symm]
exact congr_arg conj (h i)
| 2,231 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.Analysis.NormedSpace.Dual
import Mathlib.Analysis.NormedSpace.Star.Basic
#align_import analysis.inner_product_space.dual from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open scoped Classical
o... | Mathlib/Analysis/InnerProductSpace/Dual.lean | 94 | 99 | theorem ext_inner_right_basis {ι : Type*} {x y : E} (b : Basis ι 𝕜 E)
(h : ∀ i : ι, ⟪x, b i⟫ = ⟪y, b i⟫) : x = y := by |
refine ext_inner_left_basis b fun i => ?_
rw [← inner_conj_symm]
conv_rhs => rw [← inner_conj_symm]
exact congr_arg conj (h i)
| 2,231 |
import Mathlib.Analysis.InnerProductSpace.Projection
import Mathlib.Analysis.NormedSpace.Dual
import Mathlib.Analysis.NormedSpace.Star.Basic
#align_import analysis.inner_product_space.dual from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open scoped Classical
o... | Mathlib/Analysis/InnerProductSpace/Dual.lean | 157 | 159 | theorem toDual_symm_apply {x : E} {y : NormedSpace.Dual 𝕜 E} : ⟪(toDual 𝕜 E).symm y, x⟫ = y x := by |
rw [← toDual_apply]
simp only [LinearIsometryEquiv.apply_symm_apply]
| 2,231 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 90 | 92 | theorem hasFDerivWithinAt_iff_hasGradientWithinAt {frechet : F →L[𝕜] 𝕜} {s : Set F} :
HasFDerivWithinAt f frechet s x ↔ HasGradientWithinAt f ((toDual 𝕜 F).symm frechet) s x := by |
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, (toDual 𝕜 F).apply_symm_apply frechet]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 98 | 100 | theorem hasFDerivAt_iff_hasGradientAt {frechet : F →L[𝕜] 𝕜} :
HasFDerivAt f frechet x ↔ HasGradientAt f ((toDual 𝕜 F).symm frechet) x := by |
rw [hasGradientAt_iff_hasFDerivAt, (toDual 𝕜 F).apply_symm_apply frechet]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 110 | 111 | theorem gradient_eq_zero_of_not_differentiableAt (h : ¬DifferentiableAt 𝕜 f x) : ∇ f x = 0 := by |
rw [gradient, fderiv_zero_of_not_differentiableAt h, map_zero]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 118 | 121 | theorem DifferentiableAt.hasGradientAt (h : DifferentiableAt 𝕜 f x) :
HasGradientAt f (∇ f x) x := by |
rw [hasGradientAt_iff_hasFDerivAt, gradient, (toDual 𝕜 F).apply_symm_apply (fderiv 𝕜 f x)]
exact h.hasFDerivAt
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 127 | 131 | theorem DifferentiableWithinAt.hasGradientWithinAt (h : DifferentiableWithinAt 𝕜 f s x) :
HasGradientWithinAt f (gradientWithin f s x) s x := by |
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, gradientWithin,
(toDual 𝕜 F).apply_symm_apply (fderivWithin 𝕜 f s x)]
exact h.hasFDerivWithinAt
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 138 | 140 | theorem hasGradientWithinAt_univ : HasGradientWithinAt f f' univ x ↔ HasGradientAt f f' x := by |
rw [hasGradientWithinAt_iff_hasFDerivWithinAt, hasGradientAt_iff_hasFDerivAt]
exact hasFDerivWithinAt_univ
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 156 | 160 | theorem HasGradientAtFilter.hasDerivAtFilter (h : HasGradientAtFilter g g' u L') :
HasDerivAtFilter g (starRingEnd 𝕜 g') u L' := by |
have : ContinuousLinearMap.smulRight (1 : 𝕜 →L[𝕜] 𝕜) (starRingEnd 𝕜 g') = (toDual 𝕜 𝕜) g' := by
ext; simp
rwa [HasDerivAtFilter, this]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 162 | 166 | theorem HasDerivAtFilter.hasGradientAtFilter (h : HasDerivAtFilter g g' u L') :
HasGradientAtFilter g (starRingEnd 𝕜 g') u L' := by |
have : ContinuousLinearMap.smulRight (1 : 𝕜 →L[𝕜] 𝕜) g' = (toDual 𝕜 𝕜) (starRingEnd 𝕜 g') := by
ext; simp
rwa [HasGradientAtFilter, ← this]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 168 | 171 | theorem HasGradientAt.hasDerivAt (h : HasGradientAt g g' u) :
HasDerivAt g (starRingEnd 𝕜 g') u := by |
rw [hasGradientAt_iff_hasFDerivAt, hasFDerivAt_iff_hasDerivAt] at h
simpa using h
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 173 | 176 | theorem HasDerivAt.hasGradientAt (h : HasDerivAt g g' u) :
HasGradientAt g (starRingEnd 𝕜 g') u := by |
rw [hasGradientAt_iff_hasFDerivAt, hasFDerivAt_iff_hasDerivAt]
simpa
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 261 | 263 | theorem HasGradientAtFilter.congr_of_eventuallyEq (h : HasGradientAtFilter f f' x L)
(hL : f₁ =ᶠ[L] f) (hx : f₁ x = f x) : HasGradientAtFilter f₁ f' x L := by |
rwa [hL.hasGradientAtFilter_iff hx rfl]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 304 | 305 | theorem hasGradientAtFilter_const : HasGradientAtFilter (fun _ => c) 0 x L := by |
rw [HasGradientAtFilter, map_zero]; apply hasFDerivAtFilter_const c x L
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.Deriv.Basic
open Topology InnerProductSpace Set
noncomputable section
variable {𝕜 F : Type*} [RCLike 𝕜]
variable [NormedAddCommGroup F] [InnerProductSpace 𝕜 F] [CompleteSpace F]
variabl... | Mathlib/Analysis/Calculus/Gradient/Basic.lean | 313 | 314 | theorem gradient_const : ∇ (fun _ => c) x = 0 := by |
rw [gradient, fderiv_const, Pi.zero_apply, map_zero]
| 2,232 |
import Mathlib.Analysis.InnerProductSpace.Dual
#align_import analysis.inner_product_space.lax_milgram from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open RCLike LinearMap ContinuousLinearMap InnerProductSpace
open LinearMap (ker range)
open RealInnerProduct... | Mathlib/Analysis/InnerProductSpace/LaxMilgram.lean | 51 | 62 | theorem bounded_below (coercive : IsCoercive B) : ∃ C, 0 < C ∧ ∀ v, C * ‖v‖ ≤ ‖B♯ v‖ := by |
rcases coercive with ⟨C, C_ge_0, coercivity⟩
refine ⟨C, C_ge_0, ?_⟩
intro v
by_cases h : 0 < ‖v‖
· refine (mul_le_mul_right h).mp ?_
calc
C * ‖v‖ * ‖v‖ ≤ B v v := coercivity v
_ = ⟪B♯ v, v⟫_ℝ := (continuousLinearMapOfBilin_apply B v v).symm
_ ≤ ‖B♯ v‖ * ‖v‖ := real_inner_le_norm (B♯ v) ... | 2,233 |
import Mathlib.Analysis.InnerProductSpace.Dual
#align_import analysis.inner_product_space.lax_milgram from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open RCLike LinearMap ContinuousLinearMap InnerProductSpace
open LinearMap (ker range)
open RealInnerProduct... | Mathlib/Analysis/InnerProductSpace/LaxMilgram.lean | 65 | 71 | theorem antilipschitz (coercive : IsCoercive B) : ∃ C : ℝ≥0, 0 < C ∧ AntilipschitzWith C B♯ := by |
rcases coercive.bounded_below with ⟨C, C_pos, below_bound⟩
refine ⟨C⁻¹.toNNReal, Real.toNNReal_pos.mpr (inv_pos.mpr C_pos), ?_⟩
refine ContinuousLinearMap.antilipschitz_of_bound B♯ ?_
simp_rw [Real.coe_toNNReal', max_eq_left_of_lt (inv_pos.mpr C_pos), ←
inv_mul_le_iff (inv_pos.mpr C_pos)]
simpa using bel... | 2,233 |
import Mathlib.Analysis.InnerProductSpace.Dual
#align_import analysis.inner_product_space.lax_milgram from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open RCLike LinearMap ContinuousLinearMap InnerProductSpace
open LinearMap (ker range)
open RealInnerProduct... | Mathlib/Analysis/InnerProductSpace/LaxMilgram.lean | 74 | 77 | theorem ker_eq_bot (coercive : IsCoercive B) : ker B♯ = ⊥ := by |
rw [LinearMapClass.ker_eq_bot]
rcases coercive.antilipschitz with ⟨_, _, antilipschitz⟩
exact antilipschitz.injective
| 2,233 |
import Mathlib.Analysis.InnerProductSpace.Dual
#align_import analysis.inner_product_space.lax_milgram from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open RCLike LinearMap ContinuousLinearMap InnerProductSpace
open LinearMap (ker range)
open RealInnerProduct... | Mathlib/Analysis/InnerProductSpace/LaxMilgram.lean | 80 | 82 | theorem isClosed_range (coercive : IsCoercive B) : IsClosed (range B♯ : Set V) := by |
rcases coercive.antilipschitz with ⟨_, _, antilipschitz⟩
exact antilipschitz.isClosed_range B♯.uniformContinuous
| 2,233 |
import Mathlib.Analysis.InnerProductSpace.Dual
#align_import analysis.inner_product_space.lax_milgram from "leanprover-community/mathlib"@"46b633fd842bef9469441c0209906f6dddd2b4f5"
noncomputable section
open RCLike LinearMap ContinuousLinearMap InnerProductSpace
open LinearMap (ker range)
open RealInnerProduct... | Mathlib/Analysis/InnerProductSpace/LaxMilgram.lean | 87 | 102 | theorem range_eq_top (coercive : IsCoercive B) : range B♯ = ⊤ := by |
haveI := coercive.isClosed_range.completeSpace_coe
rw [← (range B♯).orthogonal_orthogonal]
rw [Submodule.eq_top_iff']
intro v w mem_w_orthogonal
rcases coercive with ⟨C, C_pos, coercivity⟩
obtain rfl : w = 0 := by
rw [← norm_eq_zero, ← mul_self_eq_zero, ← mul_right_inj' C_pos.ne', mul_zero, ←
mul... | 2,233 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dua... | Mathlib/Analysis/Convex/Cone/InnerDual.lean | 78 | 82 | theorem innerDualCone_univ : (univ : Set H).innerDualCone = 0 := by |
suffices ∀ x : H, x ∈ (univ : Set H).innerDualCone → x = 0 by
apply SetLike.coe_injective
exact eq_singleton_iff_unique_mem.mpr ⟨fun x _ => (inner_zero_right _).ge, this⟩
exact fun x hx => by simpa [← real_inner_self_nonpos] using hx (-x) (mem_univ _)
| 2,234 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dua... | Mathlib/Analysis/Convex/Cone/InnerDual.lean | 105 | 107 | theorem innerDualCone_insert (x : H) (s : Set H) :
(insert x s).innerDualCone = Set.innerDualCone {x} ⊓ s.innerDualCone := by |
rw [insert_eq, innerDualCone_union]
| 2,234 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dua... | Mathlib/Analysis/Convex/Cone/InnerDual.lean | 110 | 116 | theorem innerDualCone_iUnion {ι : Sort*} (f : ι → Set H) :
(⋃ i, f i).innerDualCone = ⨅ i, (f i).innerDualCone := by |
refine le_antisymm (le_iInf fun i x hx y hy => hx _ <| mem_iUnion_of_mem _ hy) ?_
intro x hx y hy
rw [ConvexCone.mem_iInf] at hx
obtain ⟨j, hj⟩ := mem_iUnion.mp hy
exact hx _ _ hj
| 2,234 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dua... | Mathlib/Analysis/Convex/Cone/InnerDual.lean | 119 | 121 | theorem innerDualCone_sUnion (S : Set (Set H)) :
(⋃₀ S).innerDualCone = sInf (Set.innerDualCone '' S) := by |
simp_rw [sInf_image, sUnion_eq_biUnion, innerDualCone_iUnion]
| 2,234 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dua... | Mathlib/Analysis/Convex/Cone/InnerDual.lean | 125 | 127 | theorem innerDualCone_eq_iInter_innerDualCone_singleton :
(s.innerDualCone : Set H) = ⋂ i : s, (({↑i} : Set H).innerDualCone : Set H) := by |
rw [← ConvexCone.coe_iInf, ← innerDualCone_iUnion, iUnion_of_singleton_coe]
| 2,234 |
import Mathlib.Analysis.Convex.Cone.Basic
import Mathlib.Analysis.InnerProductSpace.Projection
#align_import analysis.convex.cone.dual from "leanprover-community/mathlib"@"915591b2bb3ea303648db07284a161a7f2a9e3d4"
open Set LinearMap
open scoped Classical
open Pointwise
variable {𝕜 E F G : Type*}
section Dua... | Mathlib/Analysis/Convex/Cone/InnerDual.lean | 130 | 140 | theorem isClosed_innerDualCone : IsClosed (s.innerDualCone : Set H) := by |
-- reduce the problem to showing that dual cone of a singleton `{x}` is closed
rw [innerDualCone_eq_iInter_innerDualCone_singleton]
apply isClosed_iInter
intro x
-- the dual cone of a singleton `{x}` is the preimage of `[0, ∞)` under `inner x`
have h : ({↑x} : Set H).innerDualCone = (inner x : H → ℝ) ⁻¹' S... | 2,234 |
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