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 |
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import Mathlib.Analysis.Calculus.BumpFunction.Basic
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar
#align_import analysis.calculus.bump_function_inner from "leanprover-community/mathlib"@"3bce8d800a6f2b8f63fe1e588fd76a9ff4adcebe"
noncomputable section
open Function Filter Set Metric MeasureTheory FiniteDimensional Measure
open scoped Topology
namespace ContDiffBump
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [HasContDiffBump E]
[MeasurableSpace E] {c : E} (f : ContDiffBump c) {x : E} {n : ℕ∞} {μ : Measure E}
protected def normed (μ : Measure E) : E → ℝ := fun x => f x / ∫ x, f x ∂μ
#align cont_diff_bump.normed ContDiffBump.normed
theorem normed_def {μ : Measure E} (x : E) : f.normed μ x = f x / ∫ x, f x ∂μ :=
rfl
#align cont_diff_bump.normed_def ContDiffBump.normed_def
theorem nonneg_normed (x : E) : 0 ≤ f.normed μ x :=
div_nonneg f.nonneg <| integral_nonneg f.nonneg'
#align cont_diff_bump.nonneg_normed ContDiffBump.nonneg_normed
theorem contDiff_normed {n : ℕ∞} : ContDiff ℝ n (f.normed μ) :=
f.contDiff.div_const _
#align cont_diff_bump.cont_diff_normed ContDiffBump.contDiff_normed
theorem continuous_normed : Continuous (f.normed μ) :=
f.continuous.div_const _
#align cont_diff_bump.continuous_normed ContDiffBump.continuous_normed
theorem normed_sub (x : E) : f.normed μ (c - x) = f.normed μ (c + x) := by
simp_rw [f.normed_def, f.sub]
#align cont_diff_bump.normed_sub ContDiffBump.normed_sub
theorem normed_neg (f : ContDiffBump (0 : E)) (x : E) : f.normed μ (-x) = f.normed μ x := by
simp_rw [f.normed_def, f.neg]
#align cont_diff_bump.normed_neg ContDiffBump.normed_neg
variable [BorelSpace E] [FiniteDimensional ℝ E] [IsLocallyFiniteMeasure μ]
protected theorem integrable : Integrable f μ :=
f.continuous.integrable_of_hasCompactSupport f.hasCompactSupport
#align cont_diff_bump.integrable ContDiffBump.integrable
protected theorem integrable_normed : Integrable (f.normed μ) μ :=
f.integrable.div_const _
#align cont_diff_bump.integrable_normed ContDiffBump.integrable_normed
variable [μ.IsOpenPosMeasure]
theorem integral_pos : 0 < ∫ x, f x ∂μ := by
refine (integral_pos_iff_support_of_nonneg f.nonneg' f.integrable).mpr ?_
rw [f.support_eq]
exact measure_ball_pos μ c f.rOut_pos
#align cont_diff_bump.integral_pos ContDiffBump.integral_pos
theorem integral_normed : ∫ x, f.normed μ x ∂μ = 1 := by
simp_rw [ContDiffBump.normed, div_eq_mul_inv, mul_comm (f _), ← smul_eq_mul, integral_smul]
exact inv_mul_cancel f.integral_pos.ne'
#align cont_diff_bump.integral_normed ContDiffBump.integral_normed
theorem support_normed_eq : Function.support (f.normed μ) = Metric.ball c f.rOut := by
unfold ContDiffBump.normed
rw [support_div, f.support_eq, support_const f.integral_pos.ne', inter_univ]
#align cont_diff_bump.support_normed_eq ContDiffBump.support_normed_eq
theorem tsupport_normed_eq : tsupport (f.normed μ) = Metric.closedBall c f.rOut := by
rw [tsupport, f.support_normed_eq, closure_ball _ f.rOut_pos.ne']
#align cont_diff_bump.tsupport_normed_eq ContDiffBump.tsupport_normed_eq
theorem hasCompactSupport_normed : HasCompactSupport (f.normed μ) := by
simp only [HasCompactSupport, f.tsupport_normed_eq (μ := μ), isCompact_closedBall]
#align cont_diff_bump.has_compact_support_normed ContDiffBump.hasCompactSupport_normed
| Mathlib/Analysis/Calculus/BumpFunction/Normed.lean | 93 | 101 | theorem tendsto_support_normed_smallSets {ι} {φ : ι → ContDiffBump c} {l : Filter ι}
(hφ : Tendsto (fun i => (φ i).rOut) l (𝓝 0)) :
Tendsto (fun i => Function.support fun x => (φ i).normed μ x) l (𝓝 c).smallSets := by |
simp_rw [NormedAddCommGroup.tendsto_nhds_zero, Real.norm_eq_abs,
abs_eq_self.mpr (φ _).rOut_pos.le] at hφ
rw [nhds_basis_ball.smallSets.tendsto_right_iff]
refine fun ε hε ↦ (hφ ε hε).mono fun i hi ↦ ?_
rw [(φ i).support_normed_eq]
exact ball_subset_ball hi.le
| 2,254 |
import Mathlib.Analysis.Calculus.BumpFunction.Basic
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar
#align_import analysis.calculus.bump_function_inner from "leanprover-community/mathlib"@"3bce8d800a6f2b8f63fe1e588fd76a9ff4adcebe"
noncomputable section
open Function Filter Set Metric MeasureTheory FiniteDimensional Measure
open scoped Topology
namespace ContDiffBump
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [HasContDiffBump E]
[MeasurableSpace E] {c : E} (f : ContDiffBump c) {x : E} {n : ℕ∞} {μ : Measure E}
protected def normed (μ : Measure E) : E → ℝ := fun x => f x / ∫ x, f x ∂μ
#align cont_diff_bump.normed ContDiffBump.normed
theorem normed_def {μ : Measure E} (x : E) : f.normed μ x = f x / ∫ x, f x ∂μ :=
rfl
#align cont_diff_bump.normed_def ContDiffBump.normed_def
theorem nonneg_normed (x : E) : 0 ≤ f.normed μ x :=
div_nonneg f.nonneg <| integral_nonneg f.nonneg'
#align cont_diff_bump.nonneg_normed ContDiffBump.nonneg_normed
theorem contDiff_normed {n : ℕ∞} : ContDiff ℝ n (f.normed μ) :=
f.contDiff.div_const _
#align cont_diff_bump.cont_diff_normed ContDiffBump.contDiff_normed
theorem continuous_normed : Continuous (f.normed μ) :=
f.continuous.div_const _
#align cont_diff_bump.continuous_normed ContDiffBump.continuous_normed
theorem normed_sub (x : E) : f.normed μ (c - x) = f.normed μ (c + x) := by
simp_rw [f.normed_def, f.sub]
#align cont_diff_bump.normed_sub ContDiffBump.normed_sub
theorem normed_neg (f : ContDiffBump (0 : E)) (x : E) : f.normed μ (-x) = f.normed μ x := by
simp_rw [f.normed_def, f.neg]
#align cont_diff_bump.normed_neg ContDiffBump.normed_neg
variable [BorelSpace E] [FiniteDimensional ℝ E] [IsLocallyFiniteMeasure μ]
protected theorem integrable : Integrable f μ :=
f.continuous.integrable_of_hasCompactSupport f.hasCompactSupport
#align cont_diff_bump.integrable ContDiffBump.integrable
protected theorem integrable_normed : Integrable (f.normed μ) μ :=
f.integrable.div_const _
#align cont_diff_bump.integrable_normed ContDiffBump.integrable_normed
variable [μ.IsOpenPosMeasure]
theorem integral_pos : 0 < ∫ x, f x ∂μ := by
refine (integral_pos_iff_support_of_nonneg f.nonneg' f.integrable).mpr ?_
rw [f.support_eq]
exact measure_ball_pos μ c f.rOut_pos
#align cont_diff_bump.integral_pos ContDiffBump.integral_pos
theorem integral_normed : ∫ x, f.normed μ x ∂μ = 1 := by
simp_rw [ContDiffBump.normed, div_eq_mul_inv, mul_comm (f _), ← smul_eq_mul, integral_smul]
exact inv_mul_cancel f.integral_pos.ne'
#align cont_diff_bump.integral_normed ContDiffBump.integral_normed
theorem support_normed_eq : Function.support (f.normed μ) = Metric.ball c f.rOut := by
unfold ContDiffBump.normed
rw [support_div, f.support_eq, support_const f.integral_pos.ne', inter_univ]
#align cont_diff_bump.support_normed_eq ContDiffBump.support_normed_eq
theorem tsupport_normed_eq : tsupport (f.normed μ) = Metric.closedBall c f.rOut := by
rw [tsupport, f.support_normed_eq, closure_ball _ f.rOut_pos.ne']
#align cont_diff_bump.tsupport_normed_eq ContDiffBump.tsupport_normed_eq
theorem hasCompactSupport_normed : HasCompactSupport (f.normed μ) := by
simp only [HasCompactSupport, f.tsupport_normed_eq (μ := μ), isCompact_closedBall]
#align cont_diff_bump.has_compact_support_normed ContDiffBump.hasCompactSupport_normed
theorem tendsto_support_normed_smallSets {ι} {φ : ι → ContDiffBump c} {l : Filter ι}
(hφ : Tendsto (fun i => (φ i).rOut) l (𝓝 0)) :
Tendsto (fun i => Function.support fun x => (φ i).normed μ x) l (𝓝 c).smallSets := by
simp_rw [NormedAddCommGroup.tendsto_nhds_zero, Real.norm_eq_abs,
abs_eq_self.mpr (φ _).rOut_pos.le] at hφ
rw [nhds_basis_ball.smallSets.tendsto_right_iff]
refine fun ε hε ↦ (hφ ε hε).mono fun i hi ↦ ?_
rw [(φ i).support_normed_eq]
exact ball_subset_ball hi.le
#align cont_diff_bump.tendsto_support_normed_small_sets ContDiffBump.tendsto_support_normed_smallSets
variable (μ)
| Mathlib/Analysis/Calculus/BumpFunction/Normed.lean | 106 | 108 | theorem integral_normed_smul {X} [NormedAddCommGroup X] [NormedSpace ℝ X]
[CompleteSpace X] (z : X) : ∫ x, f.normed μ x • z ∂μ = z := by |
simp_rw [integral_smul_const, f.integral_normed (μ := μ), one_smul]
| 2,254 |
import Mathlib.Analysis.Calculus.BumpFunction.Basic
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar
#align_import analysis.calculus.bump_function_inner from "leanprover-community/mathlib"@"3bce8d800a6f2b8f63fe1e588fd76a9ff4adcebe"
noncomputable section
open Function Filter Set Metric MeasureTheory FiniteDimensional Measure
open scoped Topology
namespace ContDiffBump
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [HasContDiffBump E]
[MeasurableSpace E] {c : E} (f : ContDiffBump c) {x : E} {n : ℕ∞} {μ : Measure E}
protected def normed (μ : Measure E) : E → ℝ := fun x => f x / ∫ x, f x ∂μ
#align cont_diff_bump.normed ContDiffBump.normed
theorem normed_def {μ : Measure E} (x : E) : f.normed μ x = f x / ∫ x, f x ∂μ :=
rfl
#align cont_diff_bump.normed_def ContDiffBump.normed_def
theorem nonneg_normed (x : E) : 0 ≤ f.normed μ x :=
div_nonneg f.nonneg <| integral_nonneg f.nonneg'
#align cont_diff_bump.nonneg_normed ContDiffBump.nonneg_normed
theorem contDiff_normed {n : ℕ∞} : ContDiff ℝ n (f.normed μ) :=
f.contDiff.div_const _
#align cont_diff_bump.cont_diff_normed ContDiffBump.contDiff_normed
theorem continuous_normed : Continuous (f.normed μ) :=
f.continuous.div_const _
#align cont_diff_bump.continuous_normed ContDiffBump.continuous_normed
theorem normed_sub (x : E) : f.normed μ (c - x) = f.normed μ (c + x) := by
simp_rw [f.normed_def, f.sub]
#align cont_diff_bump.normed_sub ContDiffBump.normed_sub
theorem normed_neg (f : ContDiffBump (0 : E)) (x : E) : f.normed μ (-x) = f.normed μ x := by
simp_rw [f.normed_def, f.neg]
#align cont_diff_bump.normed_neg ContDiffBump.normed_neg
variable [BorelSpace E] [FiniteDimensional ℝ E] [IsLocallyFiniteMeasure μ]
protected theorem integrable : Integrable f μ :=
f.continuous.integrable_of_hasCompactSupport f.hasCompactSupport
#align cont_diff_bump.integrable ContDiffBump.integrable
protected theorem integrable_normed : Integrable (f.normed μ) μ :=
f.integrable.div_const _
#align cont_diff_bump.integrable_normed ContDiffBump.integrable_normed
variable [μ.IsOpenPosMeasure]
theorem integral_pos : 0 < ∫ x, f x ∂μ := by
refine (integral_pos_iff_support_of_nonneg f.nonneg' f.integrable).mpr ?_
rw [f.support_eq]
exact measure_ball_pos μ c f.rOut_pos
#align cont_diff_bump.integral_pos ContDiffBump.integral_pos
theorem integral_normed : ∫ x, f.normed μ x ∂μ = 1 := by
simp_rw [ContDiffBump.normed, div_eq_mul_inv, mul_comm (f _), ← smul_eq_mul, integral_smul]
exact inv_mul_cancel f.integral_pos.ne'
#align cont_diff_bump.integral_normed ContDiffBump.integral_normed
theorem support_normed_eq : Function.support (f.normed μ) = Metric.ball c f.rOut := by
unfold ContDiffBump.normed
rw [support_div, f.support_eq, support_const f.integral_pos.ne', inter_univ]
#align cont_diff_bump.support_normed_eq ContDiffBump.support_normed_eq
theorem tsupport_normed_eq : tsupport (f.normed μ) = Metric.closedBall c f.rOut := by
rw [tsupport, f.support_normed_eq, closure_ball _ f.rOut_pos.ne']
#align cont_diff_bump.tsupport_normed_eq ContDiffBump.tsupport_normed_eq
theorem hasCompactSupport_normed : HasCompactSupport (f.normed μ) := by
simp only [HasCompactSupport, f.tsupport_normed_eq (μ := μ), isCompact_closedBall]
#align cont_diff_bump.has_compact_support_normed ContDiffBump.hasCompactSupport_normed
theorem tendsto_support_normed_smallSets {ι} {φ : ι → ContDiffBump c} {l : Filter ι}
(hφ : Tendsto (fun i => (φ i).rOut) l (𝓝 0)) :
Tendsto (fun i => Function.support fun x => (φ i).normed μ x) l (𝓝 c).smallSets := by
simp_rw [NormedAddCommGroup.tendsto_nhds_zero, Real.norm_eq_abs,
abs_eq_self.mpr (φ _).rOut_pos.le] at hφ
rw [nhds_basis_ball.smallSets.tendsto_right_iff]
refine fun ε hε ↦ (hφ ε hε).mono fun i hi ↦ ?_
rw [(φ i).support_normed_eq]
exact ball_subset_ball hi.le
#align cont_diff_bump.tendsto_support_normed_small_sets ContDiffBump.tendsto_support_normed_smallSets
variable (μ)
theorem integral_normed_smul {X} [NormedAddCommGroup X] [NormedSpace ℝ X]
[CompleteSpace X] (z : X) : ∫ x, f.normed μ x • z ∂μ = z := by
simp_rw [integral_smul_const, f.integral_normed (μ := μ), one_smul]
#align cont_diff_bump.integral_normed_smul ContDiffBump.integral_normed_smul
| Mathlib/Analysis/Calculus/BumpFunction/Normed.lean | 111 | 115 | theorem measure_closedBall_le_integral : (μ (closedBall c f.rIn)).toReal ≤ ∫ x, f x ∂μ := by | calc
(μ (closedBall c f.rIn)).toReal = ∫ x in closedBall c f.rIn, 1 ∂μ := by simp
_ = ∫ x in closedBall c f.rIn, f x ∂μ := setIntegral_congr measurableSet_closedBall
(fun x hx ↦ (one_of_mem_closedBall f hx).symm)
_ ≤ ∫ x, f x ∂μ := setIntegral_le_integral f.integrable (eventually_of_forall (fun x ↦ f.nonneg))
| 2,254 |
import Mathlib.Analysis.Calculus.BumpFunction.Basic
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar
#align_import analysis.calculus.bump_function_inner from "leanprover-community/mathlib"@"3bce8d800a6f2b8f63fe1e588fd76a9ff4adcebe"
noncomputable section
open Function Filter Set Metric MeasureTheory FiniteDimensional Measure
open scoped Topology
namespace ContDiffBump
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [HasContDiffBump E]
[MeasurableSpace E] {c : E} (f : ContDiffBump c) {x : E} {n : ℕ∞} {μ : Measure E}
protected def normed (μ : Measure E) : E → ℝ := fun x => f x / ∫ x, f x ∂μ
#align cont_diff_bump.normed ContDiffBump.normed
theorem normed_def {μ : Measure E} (x : E) : f.normed μ x = f x / ∫ x, f x ∂μ :=
rfl
#align cont_diff_bump.normed_def ContDiffBump.normed_def
theorem nonneg_normed (x : E) : 0 ≤ f.normed μ x :=
div_nonneg f.nonneg <| integral_nonneg f.nonneg'
#align cont_diff_bump.nonneg_normed ContDiffBump.nonneg_normed
theorem contDiff_normed {n : ℕ∞} : ContDiff ℝ n (f.normed μ) :=
f.contDiff.div_const _
#align cont_diff_bump.cont_diff_normed ContDiffBump.contDiff_normed
theorem continuous_normed : Continuous (f.normed μ) :=
f.continuous.div_const _
#align cont_diff_bump.continuous_normed ContDiffBump.continuous_normed
theorem normed_sub (x : E) : f.normed μ (c - x) = f.normed μ (c + x) := by
simp_rw [f.normed_def, f.sub]
#align cont_diff_bump.normed_sub ContDiffBump.normed_sub
theorem normed_neg (f : ContDiffBump (0 : E)) (x : E) : f.normed μ (-x) = f.normed μ x := by
simp_rw [f.normed_def, f.neg]
#align cont_diff_bump.normed_neg ContDiffBump.normed_neg
variable [BorelSpace E] [FiniteDimensional ℝ E] [IsLocallyFiniteMeasure μ]
protected theorem integrable : Integrable f μ :=
f.continuous.integrable_of_hasCompactSupport f.hasCompactSupport
#align cont_diff_bump.integrable ContDiffBump.integrable
protected theorem integrable_normed : Integrable (f.normed μ) μ :=
f.integrable.div_const _
#align cont_diff_bump.integrable_normed ContDiffBump.integrable_normed
variable [μ.IsOpenPosMeasure]
theorem integral_pos : 0 < ∫ x, f x ∂μ := by
refine (integral_pos_iff_support_of_nonneg f.nonneg' f.integrable).mpr ?_
rw [f.support_eq]
exact measure_ball_pos μ c f.rOut_pos
#align cont_diff_bump.integral_pos ContDiffBump.integral_pos
theorem integral_normed : ∫ x, f.normed μ x ∂μ = 1 := by
simp_rw [ContDiffBump.normed, div_eq_mul_inv, mul_comm (f _), ← smul_eq_mul, integral_smul]
exact inv_mul_cancel f.integral_pos.ne'
#align cont_diff_bump.integral_normed ContDiffBump.integral_normed
theorem support_normed_eq : Function.support (f.normed μ) = Metric.ball c f.rOut := by
unfold ContDiffBump.normed
rw [support_div, f.support_eq, support_const f.integral_pos.ne', inter_univ]
#align cont_diff_bump.support_normed_eq ContDiffBump.support_normed_eq
theorem tsupport_normed_eq : tsupport (f.normed μ) = Metric.closedBall c f.rOut := by
rw [tsupport, f.support_normed_eq, closure_ball _ f.rOut_pos.ne']
#align cont_diff_bump.tsupport_normed_eq ContDiffBump.tsupport_normed_eq
theorem hasCompactSupport_normed : HasCompactSupport (f.normed μ) := by
simp only [HasCompactSupport, f.tsupport_normed_eq (μ := μ), isCompact_closedBall]
#align cont_diff_bump.has_compact_support_normed ContDiffBump.hasCompactSupport_normed
theorem tendsto_support_normed_smallSets {ι} {φ : ι → ContDiffBump c} {l : Filter ι}
(hφ : Tendsto (fun i => (φ i).rOut) l (𝓝 0)) :
Tendsto (fun i => Function.support fun x => (φ i).normed μ x) l (𝓝 c).smallSets := by
simp_rw [NormedAddCommGroup.tendsto_nhds_zero, Real.norm_eq_abs,
abs_eq_self.mpr (φ _).rOut_pos.le] at hφ
rw [nhds_basis_ball.smallSets.tendsto_right_iff]
refine fun ε hε ↦ (hφ ε hε).mono fun i hi ↦ ?_
rw [(φ i).support_normed_eq]
exact ball_subset_ball hi.le
#align cont_diff_bump.tendsto_support_normed_small_sets ContDiffBump.tendsto_support_normed_smallSets
variable (μ)
theorem integral_normed_smul {X} [NormedAddCommGroup X] [NormedSpace ℝ X]
[CompleteSpace X] (z : X) : ∫ x, f.normed μ x • z ∂μ = z := by
simp_rw [integral_smul_const, f.integral_normed (μ := μ), one_smul]
#align cont_diff_bump.integral_normed_smul ContDiffBump.integral_normed_smul
theorem measure_closedBall_le_integral : (μ (closedBall c f.rIn)).toReal ≤ ∫ x, f x ∂μ := by calc
(μ (closedBall c f.rIn)).toReal = ∫ x in closedBall c f.rIn, 1 ∂μ := by simp
_ = ∫ x in closedBall c f.rIn, f x ∂μ := setIntegral_congr measurableSet_closedBall
(fun x hx ↦ (one_of_mem_closedBall f hx).symm)
_ ≤ ∫ x, f x ∂μ := setIntegral_le_integral f.integrable (eventually_of_forall (fun x ↦ f.nonneg))
| Mathlib/Analysis/Calculus/BumpFunction/Normed.lean | 117 | 123 | theorem normed_le_div_measure_closedBall_rIn (x : E) :
f.normed μ x ≤ 1 / (μ (closedBall c f.rIn)).toReal := by |
rw [normed_def]
gcongr
· exact ENNReal.toReal_pos (measure_closedBall_pos _ _ f.rIn_pos).ne' measure_closedBall_lt_top.ne
· exact f.le_one
· exact f.measure_closedBall_le_integral μ
| 2,254 |
import Mathlib.Analysis.Convex.Between
import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
import Mathlib.Topology.MetricSpace.Holder
import Mathlib.Topology.MetricSpace.MetricSeparated
#align_import measure_theory.measure.hausdorff from "leanprover-community/mathlib"@"3d5c4a7a5fb0d982f97ed953161264f1dbd90ead"
open scoped NNReal ENNReal Topology
open EMetric Set Function Filter Encodable FiniteDimensional TopologicalSpace
noncomputable section
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
namespace MeasureTheory
namespace OuterMeasure
def IsMetric (μ : OuterMeasure X) : Prop :=
∀ s t : Set X, IsMetricSeparated s t → μ (s ∪ t) = μ s + μ t
#align measure_theory.outer_measure.is_metric MeasureTheory.OuterMeasure.IsMetric
namespace IsMetric
variable {μ : OuterMeasure X}
| Mathlib/MeasureTheory/Measure/Hausdorff.lean | 143 | 153 | theorem finset_iUnion_of_pairwise_separated (hm : IsMetric μ) {I : Finset ι} {s : ι → Set X}
(hI : ∀ i ∈ I, ∀ j ∈ I, i ≠ j → IsMetricSeparated (s i) (s j)) :
μ (⋃ i ∈ I, s i) = ∑ i ∈ I, μ (s i) := by |
classical
induction' I using Finset.induction_on with i I hiI ihI hI
· simp
simp only [Finset.mem_insert] at hI
rw [Finset.set_biUnion_insert, hm, ihI, Finset.sum_insert hiI]
exacts [fun i hi j hj hij => hI i (Or.inr hi) j (Or.inr hj) hij,
IsMetricSeparated.finset_iUnion_right fun j hj =>
hI i (Or.inl rfl) j (Or.inr hj) (ne_of_mem_of_not_mem hj hiI).symm]
| 2,255 |
import Mathlib.Analysis.Convex.Between
import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
import Mathlib.Topology.MetricSpace.Holder
import Mathlib.Topology.MetricSpace.MetricSeparated
#align_import measure_theory.measure.hausdorff from "leanprover-community/mathlib"@"3d5c4a7a5fb0d982f97ed953161264f1dbd90ead"
open scoped NNReal ENNReal Topology
open EMetric Set Function Filter Encodable FiniteDimensional TopologicalSpace
noncomputable section
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
namespace MeasureTheory
namespace OuterMeasure
def IsMetric (μ : OuterMeasure X) : Prop :=
∀ s t : Set X, IsMetricSeparated s t → μ (s ∪ t) = μ s + μ t
#align measure_theory.outer_measure.is_metric MeasureTheory.OuterMeasure.IsMetric
namespace IsMetric
variable {μ : OuterMeasure X}
theorem finset_iUnion_of_pairwise_separated (hm : IsMetric μ) {I : Finset ι} {s : ι → Set X}
(hI : ∀ i ∈ I, ∀ j ∈ I, i ≠ j → IsMetricSeparated (s i) (s j)) :
μ (⋃ i ∈ I, s i) = ∑ i ∈ I, μ (s i) := by
classical
induction' I using Finset.induction_on with i I hiI ihI hI
· simp
simp only [Finset.mem_insert] at hI
rw [Finset.set_biUnion_insert, hm, ihI, Finset.sum_insert hiI]
exacts [fun i hi j hj hij => hI i (Or.inr hi) j (Or.inr hj) hij,
IsMetricSeparated.finset_iUnion_right fun j hj =>
hI i (Or.inl rfl) j (Or.inr hj) (ne_of_mem_of_not_mem hj hiI).symm]
#align measure_theory.outer_measure.is_metric.finset_Union_of_pairwise_separated MeasureTheory.OuterMeasure.IsMetric.finset_iUnion_of_pairwise_separated
| Mathlib/MeasureTheory/Measure/Hausdorff.lean | 159 | 226 | theorem borel_le_caratheodory (hm : IsMetric μ) : borel X ≤ μ.caratheodory := by |
rw [borel_eq_generateFrom_isClosed]
refine MeasurableSpace.generateFrom_le fun t ht => μ.isCaratheodory_iff_le.2 fun s => ?_
set S : ℕ → Set X := fun n => {x ∈ s | (↑n)⁻¹ ≤ infEdist x t}
have Ssep (n) : IsMetricSeparated (S n) t :=
⟨n⁻¹, ENNReal.inv_ne_zero.2 (ENNReal.natCast_ne_top _),
fun x hx y hy ↦ hx.2.trans <| infEdist_le_edist_of_mem hy⟩
have Ssep' : ∀ n, IsMetricSeparated (S n) (s ∩ t) := fun n =>
(Ssep n).mono Subset.rfl inter_subset_right
have S_sub : ∀ n, S n ⊆ s \ t := fun n =>
subset_inter inter_subset_left (Ssep n).subset_compl_right
have hSs : ∀ n, μ (s ∩ t) + μ (S n) ≤ μ s := fun n =>
calc
μ (s ∩ t) + μ (S n) = μ (s ∩ t ∪ S n) := Eq.symm <| hm _ _ <| (Ssep' n).symm
_ ≤ μ (s ∩ t ∪ s \ t) := μ.mono <| union_subset_union_right _ <| S_sub n
_ = μ s := by rw [inter_union_diff]
have iUnion_S : ⋃ n, S n = s \ t := by
refine Subset.antisymm (iUnion_subset S_sub) ?_
rintro x ⟨hxs, hxt⟩
rw [mem_iff_infEdist_zero_of_closed ht] at hxt
rcases ENNReal.exists_inv_nat_lt hxt with ⟨n, hn⟩
exact mem_iUnion.2 ⟨n, hxs, hn.le⟩
/- Now we have `∀ n, μ (s ∩ t) + μ (S n) ≤ μ s` and we need to prove
`μ (s ∩ t) + μ (⋃ n, S n) ≤ μ s`. We can't pass to the limit because
`μ` is only an outer measure. -/
by_cases htop : μ (s \ t) = ∞
· rw [htop, add_top, ← htop]
exact μ.mono diff_subset
suffices μ (⋃ n, S n) ≤ ⨆ n, μ (S n) by calc
μ (s ∩ t) + μ (s \ t) = μ (s ∩ t) + μ (⋃ n, S n) := by rw [iUnion_S]
_ ≤ μ (s ∩ t) + ⨆ n, μ (S n) := by gcongr
_ = ⨆ n, μ (s ∩ t) + μ (S n) := ENNReal.add_iSup
_ ≤ μ s := iSup_le hSs
/- It suffices to show that `∑' k, μ (S (k + 1) \ S k) ≠ ∞`. Indeed, if we have this,
then for all `N` we have `μ (⋃ n, S n) ≤ μ (S N) + ∑' k, m (S (N + k + 1) \ S (N + k))`
and the second term tends to zero, see `OuterMeasure.iUnion_nat_of_monotone_of_tsum_ne_top`
for details. -/
have : ∀ n, S n ⊆ S (n + 1) := fun n x hx =>
⟨hx.1, le_trans (ENNReal.inv_le_inv.2 <| Nat.cast_le.2 n.le_succ) hx.2⟩
classical -- Porting note: Added this to get the next tactic to work
refine (μ.iUnion_nat_of_monotone_of_tsum_ne_top this ?_).le; clear this
/- While the sets `S (k + 1) \ S k` are not pairwise metric separated, the sets in each
subsequence `S (2 * k + 1) \ S (2 * k)` and `S (2 * k + 2) \ S (2 * k)` are metric separated,
so `m` is additive on each of those sequences. -/
rw [← tsum_even_add_odd ENNReal.summable ENNReal.summable, ENNReal.add_ne_top]
suffices ∀ a, (∑' k : ℕ, μ (S (2 * k + 1 + a) \ S (2 * k + a))) ≠ ∞ from
⟨by simpa using this 0, by simpa using this 1⟩
refine fun r => ne_top_of_le_ne_top htop ?_
rw [← iUnion_S, ENNReal.tsum_eq_iSup_nat, iSup_le_iff]
intro n
rw [← hm.finset_iUnion_of_pairwise_separated]
· exact μ.mono (iUnion_subset fun i => iUnion_subset fun _ x hx => mem_iUnion.2 ⟨_, hx.1⟩)
suffices ∀ i j, i < j → IsMetricSeparated (S (2 * i + 1 + r)) (s \ S (2 * j + r)) from
fun i _ j _ hij => hij.lt_or_lt.elim
(fun h => (this i j h).mono inter_subset_left fun x hx => by exact ⟨hx.1.1, hx.2⟩)
fun h => (this j i h).symm.mono (fun x hx => by exact ⟨hx.1.1, hx.2⟩) inter_subset_left
intro i j hj
have A : ((↑(2 * j + r))⁻¹ : ℝ≥0∞) < (↑(2 * i + 1 + r))⁻¹ := by
rw [ENNReal.inv_lt_inv, Nat.cast_lt]; omega
refine ⟨(↑(2 * i + 1 + r))⁻¹ - (↑(2 * j + r))⁻¹, by simpa [tsub_eq_zero_iff_le] using A,
fun x hx y hy => ?_⟩
have : infEdist y t < (↑(2 * j + r))⁻¹ := not_le.1 fun hle => hy.2 ⟨hy.1, hle⟩
rcases infEdist_lt_iff.mp this with ⟨z, hzt, hyz⟩
have hxz : (↑(2 * i + 1 + r))⁻¹ ≤ edist x z := le_infEdist.1 hx.2 _ hzt
apply ENNReal.le_of_add_le_add_right hyz.ne_top
refine le_trans ?_ (edist_triangle _ _ _)
refine (add_le_add le_rfl hyz.le).trans (Eq.trans_le ?_ hxz)
rw [tsub_add_cancel_of_le A.le]
| 2,255 |
import Mathlib.Analysis.Convex.Between
import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
import Mathlib.Topology.MetricSpace.Holder
import Mathlib.Topology.MetricSpace.MetricSeparated
#align_import measure_theory.measure.hausdorff from "leanprover-community/mathlib"@"3d5c4a7a5fb0d982f97ed953161264f1dbd90ead"
open scoped NNReal ENNReal Topology
open EMetric Set Function Filter Encodable FiniteDimensional TopologicalSpace
noncomputable section
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
namespace MeasureTheory
namespace OuterMeasure
def IsMetric (μ : OuterMeasure X) : Prop :=
∀ s t : Set X, IsMetricSeparated s t → μ (s ∪ t) = μ s + μ t
#align measure_theory.outer_measure.is_metric MeasureTheory.OuterMeasure.IsMetric
def mkMetric'.pre (m : Set X → ℝ≥0∞) (r : ℝ≥0∞) : OuterMeasure X :=
boundedBy <| extend fun s (_ : diam s ≤ r) => m s
#align measure_theory.outer_measure.mk_metric'.pre MeasureTheory.OuterMeasure.mkMetric'.pre
def mkMetric' (m : Set X → ℝ≥0∞) : OuterMeasure X :=
⨆ r > 0, mkMetric'.pre m r
#align measure_theory.outer_measure.mk_metric' MeasureTheory.OuterMeasure.mkMetric'
def mkMetric (m : ℝ≥0∞ → ℝ≥0∞) : OuterMeasure X :=
mkMetric' fun s => m (diam s)
#align measure_theory.outer_measure.mk_metric MeasureTheory.OuterMeasure.mkMetric
namespace mkMetric'
variable {m : Set X → ℝ≥0∞} {r : ℝ≥0∞} {μ : OuterMeasure X} {s : Set X}
| Mathlib/MeasureTheory/Measure/Hausdorff.lean | 270 | 271 | theorem le_pre : μ ≤ pre m r ↔ ∀ s : Set X, diam s ≤ r → μ s ≤ m s := by |
simp only [pre, le_boundedBy, extend, le_iInf_iff]
| 2,255 |
import Mathlib.Analysis.Convex.Between
import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
import Mathlib.Topology.MetricSpace.Holder
import Mathlib.Topology.MetricSpace.MetricSeparated
#align_import measure_theory.measure.hausdorff from "leanprover-community/mathlib"@"3d5c4a7a5fb0d982f97ed953161264f1dbd90ead"
open scoped NNReal ENNReal Topology
open EMetric Set Function Filter Encodable FiniteDimensional TopologicalSpace
noncomputable section
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
namespace MeasureTheory
namespace OuterMeasure
def IsMetric (μ : OuterMeasure X) : Prop :=
∀ s t : Set X, IsMetricSeparated s t → μ (s ∪ t) = μ s + μ t
#align measure_theory.outer_measure.is_metric MeasureTheory.OuterMeasure.IsMetric
def mkMetric'.pre (m : Set X → ℝ≥0∞) (r : ℝ≥0∞) : OuterMeasure X :=
boundedBy <| extend fun s (_ : diam s ≤ r) => m s
#align measure_theory.outer_measure.mk_metric'.pre MeasureTheory.OuterMeasure.mkMetric'.pre
def mkMetric' (m : Set X → ℝ≥0∞) : OuterMeasure X :=
⨆ r > 0, mkMetric'.pre m r
#align measure_theory.outer_measure.mk_metric' MeasureTheory.OuterMeasure.mkMetric'
def mkMetric (m : ℝ≥0∞ → ℝ≥0∞) : OuterMeasure X :=
mkMetric' fun s => m (diam s)
#align measure_theory.outer_measure.mk_metric MeasureTheory.OuterMeasure.mkMetric
namespace mkMetric'
variable {m : Set X → ℝ≥0∞} {r : ℝ≥0∞} {μ : OuterMeasure X} {s : Set X}
theorem le_pre : μ ≤ pre m r ↔ ∀ s : Set X, diam s ≤ r → μ s ≤ m s := by
simp only [pre, le_boundedBy, extend, le_iInf_iff]
#align measure_theory.outer_measure.mk_metric'.le_pre MeasureTheory.OuterMeasure.mkMetric'.le_pre
theorem pre_le (hs : diam s ≤ r) : pre m r s ≤ m s :=
(boundedBy_le _).trans <| iInf_le _ hs
#align measure_theory.outer_measure.mk_metric'.pre_le MeasureTheory.OuterMeasure.mkMetric'.pre_le
theorem mono_pre (m : Set X → ℝ≥0∞) {r r' : ℝ≥0∞} (h : r ≤ r') : pre m r' ≤ pre m r :=
le_pre.2 fun _ hs => pre_le (hs.trans h)
#align measure_theory.outer_measure.mk_metric'.mono_pre MeasureTheory.OuterMeasure.mkMetric'.mono_pre
theorem mono_pre_nat (m : Set X → ℝ≥0∞) : Monotone fun k : ℕ => pre m k⁻¹ :=
fun k l h => le_pre.2 fun s hs => pre_le (hs.trans <| by simpa)
#align measure_theory.outer_measure.mk_metric'.mono_pre_nat MeasureTheory.OuterMeasure.mkMetric'.mono_pre_nat
| Mathlib/MeasureTheory/Measure/Hausdorff.lean | 286 | 290 | theorem tendsto_pre (m : Set X → ℝ≥0∞) (s : Set X) :
Tendsto (fun r => pre m r s) (𝓝[>] 0) (𝓝 <| mkMetric' m s) := by |
rw [← map_coe_Ioi_atBot, tendsto_map'_iff]
simp only [mkMetric', OuterMeasure.iSup_apply, iSup_subtype']
exact tendsto_atBot_iSup fun r r' hr => mono_pre _ hr _
| 2,255 |
import Mathlib.Analysis.Convex.Between
import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
import Mathlib.Topology.MetricSpace.Holder
import Mathlib.Topology.MetricSpace.MetricSeparated
#align_import measure_theory.measure.hausdorff from "leanprover-community/mathlib"@"3d5c4a7a5fb0d982f97ed953161264f1dbd90ead"
open scoped NNReal ENNReal Topology
open EMetric Set Function Filter Encodable FiniteDimensional TopologicalSpace
noncomputable section
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
namespace MeasureTheory
namespace OuterMeasure
def IsMetric (μ : OuterMeasure X) : Prop :=
∀ s t : Set X, IsMetricSeparated s t → μ (s ∪ t) = μ s + μ t
#align measure_theory.outer_measure.is_metric MeasureTheory.OuterMeasure.IsMetric
def mkMetric'.pre (m : Set X → ℝ≥0∞) (r : ℝ≥0∞) : OuterMeasure X :=
boundedBy <| extend fun s (_ : diam s ≤ r) => m s
#align measure_theory.outer_measure.mk_metric'.pre MeasureTheory.OuterMeasure.mkMetric'.pre
def mkMetric' (m : Set X → ℝ≥0∞) : OuterMeasure X :=
⨆ r > 0, mkMetric'.pre m r
#align measure_theory.outer_measure.mk_metric' MeasureTheory.OuterMeasure.mkMetric'
def mkMetric (m : ℝ≥0∞ → ℝ≥0∞) : OuterMeasure X :=
mkMetric' fun s => m (diam s)
#align measure_theory.outer_measure.mk_metric MeasureTheory.OuterMeasure.mkMetric
namespace mkMetric'
variable {m : Set X → ℝ≥0∞} {r : ℝ≥0∞} {μ : OuterMeasure X} {s : Set X}
theorem le_pre : μ ≤ pre m r ↔ ∀ s : Set X, diam s ≤ r → μ s ≤ m s := by
simp only [pre, le_boundedBy, extend, le_iInf_iff]
#align measure_theory.outer_measure.mk_metric'.le_pre MeasureTheory.OuterMeasure.mkMetric'.le_pre
theorem pre_le (hs : diam s ≤ r) : pre m r s ≤ m s :=
(boundedBy_le _).trans <| iInf_le _ hs
#align measure_theory.outer_measure.mk_metric'.pre_le MeasureTheory.OuterMeasure.mkMetric'.pre_le
theorem mono_pre (m : Set X → ℝ≥0∞) {r r' : ℝ≥0∞} (h : r ≤ r') : pre m r' ≤ pre m r :=
le_pre.2 fun _ hs => pre_le (hs.trans h)
#align measure_theory.outer_measure.mk_metric'.mono_pre MeasureTheory.OuterMeasure.mkMetric'.mono_pre
theorem mono_pre_nat (m : Set X → ℝ≥0∞) : Monotone fun k : ℕ => pre m k⁻¹ :=
fun k l h => le_pre.2 fun s hs => pre_le (hs.trans <| by simpa)
#align measure_theory.outer_measure.mk_metric'.mono_pre_nat MeasureTheory.OuterMeasure.mkMetric'.mono_pre_nat
theorem tendsto_pre (m : Set X → ℝ≥0∞) (s : Set X) :
Tendsto (fun r => pre m r s) (𝓝[>] 0) (𝓝 <| mkMetric' m s) := by
rw [← map_coe_Ioi_atBot, tendsto_map'_iff]
simp only [mkMetric', OuterMeasure.iSup_apply, iSup_subtype']
exact tendsto_atBot_iSup fun r r' hr => mono_pre _ hr _
#align measure_theory.outer_measure.mk_metric'.tendsto_pre MeasureTheory.OuterMeasure.mkMetric'.tendsto_pre
| Mathlib/MeasureTheory/Measure/Hausdorff.lean | 293 | 297 | theorem tendsto_pre_nat (m : Set X → ℝ≥0∞) (s : Set X) :
Tendsto (fun n : ℕ => pre m n⁻¹ s) atTop (𝓝 <| mkMetric' m s) := by |
refine (tendsto_pre m s).comp (tendsto_inf.2 ⟨ENNReal.tendsto_inv_nat_nhds_zero, ?_⟩)
refine tendsto_principal.2 (eventually_of_forall fun n => ?_)
simp
| 2,255 |
import Mathlib.Analysis.Convex.Between
import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
import Mathlib.Topology.MetricSpace.Holder
import Mathlib.Topology.MetricSpace.MetricSeparated
#align_import measure_theory.measure.hausdorff from "leanprover-community/mathlib"@"3d5c4a7a5fb0d982f97ed953161264f1dbd90ead"
open scoped NNReal ENNReal Topology
open EMetric Set Function Filter Encodable FiniteDimensional TopologicalSpace
noncomputable section
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
namespace MeasureTheory
namespace OuterMeasure
def IsMetric (μ : OuterMeasure X) : Prop :=
∀ s t : Set X, IsMetricSeparated s t → μ (s ∪ t) = μ s + μ t
#align measure_theory.outer_measure.is_metric MeasureTheory.OuterMeasure.IsMetric
def mkMetric'.pre (m : Set X → ℝ≥0∞) (r : ℝ≥0∞) : OuterMeasure X :=
boundedBy <| extend fun s (_ : diam s ≤ r) => m s
#align measure_theory.outer_measure.mk_metric'.pre MeasureTheory.OuterMeasure.mkMetric'.pre
def mkMetric' (m : Set X → ℝ≥0∞) : OuterMeasure X :=
⨆ r > 0, mkMetric'.pre m r
#align measure_theory.outer_measure.mk_metric' MeasureTheory.OuterMeasure.mkMetric'
def mkMetric (m : ℝ≥0∞ → ℝ≥0∞) : OuterMeasure X :=
mkMetric' fun s => m (diam s)
#align measure_theory.outer_measure.mk_metric MeasureTheory.OuterMeasure.mkMetric
namespace mkMetric'
variable {m : Set X → ℝ≥0∞} {r : ℝ≥0∞} {μ : OuterMeasure X} {s : Set X}
theorem le_pre : μ ≤ pre m r ↔ ∀ s : Set X, diam s ≤ r → μ s ≤ m s := by
simp only [pre, le_boundedBy, extend, le_iInf_iff]
#align measure_theory.outer_measure.mk_metric'.le_pre MeasureTheory.OuterMeasure.mkMetric'.le_pre
theorem pre_le (hs : diam s ≤ r) : pre m r s ≤ m s :=
(boundedBy_le _).trans <| iInf_le _ hs
#align measure_theory.outer_measure.mk_metric'.pre_le MeasureTheory.OuterMeasure.mkMetric'.pre_le
theorem mono_pre (m : Set X → ℝ≥0∞) {r r' : ℝ≥0∞} (h : r ≤ r') : pre m r' ≤ pre m r :=
le_pre.2 fun _ hs => pre_le (hs.trans h)
#align measure_theory.outer_measure.mk_metric'.mono_pre MeasureTheory.OuterMeasure.mkMetric'.mono_pre
theorem mono_pre_nat (m : Set X → ℝ≥0∞) : Monotone fun k : ℕ => pre m k⁻¹ :=
fun k l h => le_pre.2 fun s hs => pre_le (hs.trans <| by simpa)
#align measure_theory.outer_measure.mk_metric'.mono_pre_nat MeasureTheory.OuterMeasure.mkMetric'.mono_pre_nat
theorem tendsto_pre (m : Set X → ℝ≥0∞) (s : Set X) :
Tendsto (fun r => pre m r s) (𝓝[>] 0) (𝓝 <| mkMetric' m s) := by
rw [← map_coe_Ioi_atBot, tendsto_map'_iff]
simp only [mkMetric', OuterMeasure.iSup_apply, iSup_subtype']
exact tendsto_atBot_iSup fun r r' hr => mono_pre _ hr _
#align measure_theory.outer_measure.mk_metric'.tendsto_pre MeasureTheory.OuterMeasure.mkMetric'.tendsto_pre
theorem tendsto_pre_nat (m : Set X → ℝ≥0∞) (s : Set X) :
Tendsto (fun n : ℕ => pre m n⁻¹ s) atTop (𝓝 <| mkMetric' m s) := by
refine (tendsto_pre m s).comp (tendsto_inf.2 ⟨ENNReal.tendsto_inv_nat_nhds_zero, ?_⟩)
refine tendsto_principal.2 (eventually_of_forall fun n => ?_)
simp
#align measure_theory.outer_measure.mk_metric'.tendsto_pre_nat MeasureTheory.OuterMeasure.mkMetric'.tendsto_pre_nat
| Mathlib/MeasureTheory/Measure/Hausdorff.lean | 300 | 304 | theorem eq_iSup_nat (m : Set X → ℝ≥0∞) : mkMetric' m = ⨆ n : ℕ, mkMetric'.pre m n⁻¹ := by |
ext1 s
rw [iSup_apply]
refine tendsto_nhds_unique (mkMetric'.tendsto_pre_nat m s)
(tendsto_atTop_iSup fun k l hkl => mkMetric'.mono_pre_nat m hkl s)
| 2,255 |
import Mathlib.Analysis.Convex.Between
import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
import Mathlib.Topology.MetricSpace.Holder
import Mathlib.Topology.MetricSpace.MetricSeparated
#align_import measure_theory.measure.hausdorff from "leanprover-community/mathlib"@"3d5c4a7a5fb0d982f97ed953161264f1dbd90ead"
open scoped NNReal ENNReal Topology
open EMetric Set Function Filter Encodable FiniteDimensional TopologicalSpace
noncomputable section
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
namespace MeasureTheory
namespace OuterMeasure
def IsMetric (μ : OuterMeasure X) : Prop :=
∀ s t : Set X, IsMetricSeparated s t → μ (s ∪ t) = μ s + μ t
#align measure_theory.outer_measure.is_metric MeasureTheory.OuterMeasure.IsMetric
def mkMetric'.pre (m : Set X → ℝ≥0∞) (r : ℝ≥0∞) : OuterMeasure X :=
boundedBy <| extend fun s (_ : diam s ≤ r) => m s
#align measure_theory.outer_measure.mk_metric'.pre MeasureTheory.OuterMeasure.mkMetric'.pre
def mkMetric' (m : Set X → ℝ≥0∞) : OuterMeasure X :=
⨆ r > 0, mkMetric'.pre m r
#align measure_theory.outer_measure.mk_metric' MeasureTheory.OuterMeasure.mkMetric'
def mkMetric (m : ℝ≥0∞ → ℝ≥0∞) : OuterMeasure X :=
mkMetric' fun s => m (diam s)
#align measure_theory.outer_measure.mk_metric MeasureTheory.OuterMeasure.mkMetric
namespace mkMetric'
variable {m : Set X → ℝ≥0∞} {r : ℝ≥0∞} {μ : OuterMeasure X} {s : Set X}
theorem le_pre : μ ≤ pre m r ↔ ∀ s : Set X, diam s ≤ r → μ s ≤ m s := by
simp only [pre, le_boundedBy, extend, le_iInf_iff]
#align measure_theory.outer_measure.mk_metric'.le_pre MeasureTheory.OuterMeasure.mkMetric'.le_pre
theorem pre_le (hs : diam s ≤ r) : pre m r s ≤ m s :=
(boundedBy_le _).trans <| iInf_le _ hs
#align measure_theory.outer_measure.mk_metric'.pre_le MeasureTheory.OuterMeasure.mkMetric'.pre_le
theorem mono_pre (m : Set X → ℝ≥0∞) {r r' : ℝ≥0∞} (h : r ≤ r') : pre m r' ≤ pre m r :=
le_pre.2 fun _ hs => pre_le (hs.trans h)
#align measure_theory.outer_measure.mk_metric'.mono_pre MeasureTheory.OuterMeasure.mkMetric'.mono_pre
theorem mono_pre_nat (m : Set X → ℝ≥0∞) : Monotone fun k : ℕ => pre m k⁻¹ :=
fun k l h => le_pre.2 fun s hs => pre_le (hs.trans <| by simpa)
#align measure_theory.outer_measure.mk_metric'.mono_pre_nat MeasureTheory.OuterMeasure.mkMetric'.mono_pre_nat
theorem tendsto_pre (m : Set X → ℝ≥0∞) (s : Set X) :
Tendsto (fun r => pre m r s) (𝓝[>] 0) (𝓝 <| mkMetric' m s) := by
rw [← map_coe_Ioi_atBot, tendsto_map'_iff]
simp only [mkMetric', OuterMeasure.iSup_apply, iSup_subtype']
exact tendsto_atBot_iSup fun r r' hr => mono_pre _ hr _
#align measure_theory.outer_measure.mk_metric'.tendsto_pre MeasureTheory.OuterMeasure.mkMetric'.tendsto_pre
theorem tendsto_pre_nat (m : Set X → ℝ≥0∞) (s : Set X) :
Tendsto (fun n : ℕ => pre m n⁻¹ s) atTop (𝓝 <| mkMetric' m s) := by
refine (tendsto_pre m s).comp (tendsto_inf.2 ⟨ENNReal.tendsto_inv_nat_nhds_zero, ?_⟩)
refine tendsto_principal.2 (eventually_of_forall fun n => ?_)
simp
#align measure_theory.outer_measure.mk_metric'.tendsto_pre_nat MeasureTheory.OuterMeasure.mkMetric'.tendsto_pre_nat
theorem eq_iSup_nat (m : Set X → ℝ≥0∞) : mkMetric' m = ⨆ n : ℕ, mkMetric'.pre m n⁻¹ := by
ext1 s
rw [iSup_apply]
refine tendsto_nhds_unique (mkMetric'.tendsto_pre_nat m s)
(tendsto_atTop_iSup fun k l hkl => mkMetric'.mono_pre_nat m hkl s)
#align measure_theory.outer_measure.mk_metric'.eq_supr_nat MeasureTheory.OuterMeasure.mkMetric'.eq_iSup_nat
| Mathlib/MeasureTheory/Measure/Hausdorff.lean | 309 | 315 | theorem trim_pre [MeasurableSpace X] [OpensMeasurableSpace X] (m : Set X → ℝ≥0∞)
(hcl : ∀ s, m (closure s) = m s) (r : ℝ≥0∞) : (pre m r).trim = pre m r := by |
refine le_antisymm (le_pre.2 fun s hs => ?_) (le_trim _)
rw [trim_eq_iInf]
refine iInf_le_of_le (closure s) <| iInf_le_of_le subset_closure <|
iInf_le_of_le measurableSet_closure ((pre_le ?_).trans_eq (hcl _))
rwa [diam_closure]
| 2,255 |
import Mathlib.Analysis.Calculus.ContDiff.RCLike
import Mathlib.MeasureTheory.Measure.Hausdorff
#align_import topology.metric_space.hausdorff_dimension from "leanprover-community/mathlib"@"8f9fea08977f7e450770933ee6abb20733b47c92"
open scoped MeasureTheory ENNReal NNReal Topology
open MeasureTheory MeasureTheory.Measure Set TopologicalSpace FiniteDimensional Filter
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
@[irreducible] noncomputable def dimH (s : Set X) : ℝ≥0∞ := by
borelize X; exact ⨆ (d : ℝ≥0) (_ : @hausdorffMeasure X _ _ ⟨rfl⟩ d s = ∞), d
set_option linter.uppercaseLean3 false in
#align dimH dimH
section Measurable
variable [MeasurableSpace X] [BorelSpace X]
| Mathlib/Topology/MetricSpace/HausdorffDimension.lean | 110 | 111 | theorem dimH_def (s : Set X) : dimH s = ⨆ (d : ℝ≥0) (_ : μH[d] s = ∞), (d : ℝ≥0∞) := by |
borelize X; rw [dimH]
| 2,256 |
import Mathlib.Analysis.Calculus.ContDiff.RCLike
import Mathlib.MeasureTheory.Measure.Hausdorff
#align_import topology.metric_space.hausdorff_dimension from "leanprover-community/mathlib"@"8f9fea08977f7e450770933ee6abb20733b47c92"
open scoped MeasureTheory ENNReal NNReal Topology
open MeasureTheory MeasureTheory.Measure Set TopologicalSpace FiniteDimensional Filter
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
@[irreducible] noncomputable def dimH (s : Set X) : ℝ≥0∞ := by
borelize X; exact ⨆ (d : ℝ≥0) (_ : @hausdorffMeasure X _ _ ⟨rfl⟩ d s = ∞), d
set_option linter.uppercaseLean3 false in
#align dimH dimH
section Measurable
variable [MeasurableSpace X] [BorelSpace X]
theorem dimH_def (s : Set X) : dimH s = ⨆ (d : ℝ≥0) (_ : μH[d] s = ∞), (d : ℝ≥0∞) := by
borelize X; rw [dimH]
set_option linter.uppercaseLean3 false in
#align dimH_def dimH_def
| Mathlib/Topology/MetricSpace/HausdorffDimension.lean | 115 | 119 | theorem hausdorffMeasure_of_lt_dimH {s : Set X} {d : ℝ≥0} (h : ↑d < dimH s) : μH[d] s = ∞ := by |
simp only [dimH_def, lt_iSup_iff] at h
rcases h with ⟨d', hsd', hdd'⟩
rw [ENNReal.coe_lt_coe, ← NNReal.coe_lt_coe] at hdd'
exact top_unique (hsd' ▸ hausdorffMeasure_mono hdd'.le _)
| 2,256 |
import Mathlib.Analysis.Calculus.ContDiff.RCLike
import Mathlib.MeasureTheory.Measure.Hausdorff
#align_import topology.metric_space.hausdorff_dimension from "leanprover-community/mathlib"@"8f9fea08977f7e450770933ee6abb20733b47c92"
open scoped MeasureTheory ENNReal NNReal Topology
open MeasureTheory MeasureTheory.Measure Set TopologicalSpace FiniteDimensional Filter
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
@[irreducible] noncomputable def dimH (s : Set X) : ℝ≥0∞ := by
borelize X; exact ⨆ (d : ℝ≥0) (_ : @hausdorffMeasure X _ _ ⟨rfl⟩ d s = ∞), d
set_option linter.uppercaseLean3 false in
#align dimH dimH
section Measurable
variable [MeasurableSpace X] [BorelSpace X]
theorem dimH_def (s : Set X) : dimH s = ⨆ (d : ℝ≥0) (_ : μH[d] s = ∞), (d : ℝ≥0∞) := by
borelize X; rw [dimH]
set_option linter.uppercaseLean3 false in
#align dimH_def dimH_def
theorem hausdorffMeasure_of_lt_dimH {s : Set X} {d : ℝ≥0} (h : ↑d < dimH s) : μH[d] s = ∞ := by
simp only [dimH_def, lt_iSup_iff] at h
rcases h with ⟨d', hsd', hdd'⟩
rw [ENNReal.coe_lt_coe, ← NNReal.coe_lt_coe] at hdd'
exact top_unique (hsd' ▸ hausdorffMeasure_mono hdd'.le _)
set_option linter.uppercaseLean3 false in
#align hausdorff_measure_of_lt_dimH hausdorffMeasure_of_lt_dimH
theorem dimH_le {s : Set X} {d : ℝ≥0∞} (H : ∀ d' : ℝ≥0, μH[d'] s = ∞ → ↑d' ≤ d) : dimH s ≤ d :=
(dimH_def s).trans_le <| iSup₂_le H
set_option linter.uppercaseLean3 false in
#align dimH_le dimH_le
theorem dimH_le_of_hausdorffMeasure_ne_top {s : Set X} {d : ℝ≥0} (h : μH[d] s ≠ ∞) : dimH s ≤ d :=
le_of_not_lt <| mt hausdorffMeasure_of_lt_dimH h
set_option linter.uppercaseLean3 false in
#align dimH_le_of_hausdorff_measure_ne_top dimH_le_of_hausdorffMeasure_ne_top
| Mathlib/Topology/MetricSpace/HausdorffDimension.lean | 133 | 135 | theorem le_dimH_of_hausdorffMeasure_eq_top {s : Set X} {d : ℝ≥0} (h : μH[d] s = ∞) :
↑d ≤ dimH s := by |
rw [dimH_def]; exact le_iSup₂ (α := ℝ≥0∞) d h
| 2,256 |
import Mathlib.Analysis.Calculus.ContDiff.RCLike
import Mathlib.MeasureTheory.Measure.Hausdorff
#align_import topology.metric_space.hausdorff_dimension from "leanprover-community/mathlib"@"8f9fea08977f7e450770933ee6abb20733b47c92"
open scoped MeasureTheory ENNReal NNReal Topology
open MeasureTheory MeasureTheory.Measure Set TopologicalSpace FiniteDimensional Filter
variable {ι X Y : Type*} [EMetricSpace X] [EMetricSpace Y]
@[irreducible] noncomputable def dimH (s : Set X) : ℝ≥0∞ := by
borelize X; exact ⨆ (d : ℝ≥0) (_ : @hausdorffMeasure X _ _ ⟨rfl⟩ d s = ∞), d
set_option linter.uppercaseLean3 false in
#align dimH dimH
section Measurable
variable [MeasurableSpace X] [BorelSpace X]
theorem dimH_def (s : Set X) : dimH s = ⨆ (d : ℝ≥0) (_ : μH[d] s = ∞), (d : ℝ≥0∞) := by
borelize X; rw [dimH]
set_option linter.uppercaseLean3 false in
#align dimH_def dimH_def
theorem hausdorffMeasure_of_lt_dimH {s : Set X} {d : ℝ≥0} (h : ↑d < dimH s) : μH[d] s = ∞ := by
simp only [dimH_def, lt_iSup_iff] at h
rcases h with ⟨d', hsd', hdd'⟩
rw [ENNReal.coe_lt_coe, ← NNReal.coe_lt_coe] at hdd'
exact top_unique (hsd' ▸ hausdorffMeasure_mono hdd'.le _)
set_option linter.uppercaseLean3 false in
#align hausdorff_measure_of_lt_dimH hausdorffMeasure_of_lt_dimH
theorem dimH_le {s : Set X} {d : ℝ≥0∞} (H : ∀ d' : ℝ≥0, μH[d'] s = ∞ → ↑d' ≤ d) : dimH s ≤ d :=
(dimH_def s).trans_le <| iSup₂_le H
set_option linter.uppercaseLean3 false in
#align dimH_le dimH_le
theorem dimH_le_of_hausdorffMeasure_ne_top {s : Set X} {d : ℝ≥0} (h : μH[d] s ≠ ∞) : dimH s ≤ d :=
le_of_not_lt <| mt hausdorffMeasure_of_lt_dimH h
set_option linter.uppercaseLean3 false in
#align dimH_le_of_hausdorff_measure_ne_top dimH_le_of_hausdorffMeasure_ne_top
theorem le_dimH_of_hausdorffMeasure_eq_top {s : Set X} {d : ℝ≥0} (h : μH[d] s = ∞) :
↑d ≤ dimH s := by
rw [dimH_def]; exact le_iSup₂ (α := ℝ≥0∞) d h
set_option linter.uppercaseLean3 false in
#align le_dimH_of_hausdorff_measure_eq_top le_dimH_of_hausdorffMeasure_eq_top
| Mathlib/Topology/MetricSpace/HausdorffDimension.lean | 139 | 144 | theorem hausdorffMeasure_of_dimH_lt {s : Set X} {d : ℝ≥0} (h : dimH s < d) : μH[d] s = 0 := by |
rw [dimH_def] at h
rcases ENNReal.lt_iff_exists_nnreal_btwn.1 h with ⟨d', hsd', hd'd⟩
rw [ENNReal.coe_lt_coe, ← NNReal.coe_lt_coe] at hd'd
exact (hausdorffMeasure_zero_or_top hd'd s).resolve_right fun h₂ => hsd'.not_le <|
le_iSup₂ (α := ℝ≥0∞) d' h₂
| 2,256 |
import Mathlib.Order.Interval.Set.Disjoint
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
#align_import measure_theory.integral.interval_integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical
open MeasureTheory Set Filter Function
open scoped Classical Topology Filter ENNReal Interval NNReal
variable {ι 𝕜 E F A : Type*} [NormedAddCommGroup E]
def IntervalIntegrable (f : ℝ → E) (μ : Measure ℝ) (a b : ℝ) : Prop :=
IntegrableOn f (Ioc a b) μ ∧ IntegrableOn f (Ioc b a) μ
#align interval_integrable IntervalIntegrable
section
variable {f : ℝ → E} {a b : ℝ} {μ : Measure ℝ}
| Mathlib/MeasureTheory/Integral/IntervalIntegral.lean | 83 | 84 | theorem intervalIntegrable_iff : IntervalIntegrable f μ a b ↔ IntegrableOn f (Ι a b) μ := by |
rw [uIoc_eq_union, integrableOn_union, IntervalIntegrable]
| 2,257 |
import Mathlib.Order.Interval.Set.Disjoint
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
#align_import measure_theory.integral.interval_integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical
open MeasureTheory Set Filter Function
open scoped Classical Topology Filter ENNReal Interval NNReal
variable {ι 𝕜 E F A : Type*} [NormedAddCommGroup E]
def IntervalIntegrable (f : ℝ → E) (μ : Measure ℝ) (a b : ℝ) : Prop :=
IntegrableOn f (Ioc a b) μ ∧ IntegrableOn f (Ioc b a) μ
#align interval_integrable IntervalIntegrable
section
variable {f : ℝ → E} {a b : ℝ} {μ : Measure ℝ}
theorem intervalIntegrable_iff : IntervalIntegrable f μ a b ↔ IntegrableOn f (Ι a b) μ := by
rw [uIoc_eq_union, integrableOn_union, IntervalIntegrable]
#align interval_integrable_iff intervalIntegrable_iff
theorem IntervalIntegrable.def' (h : IntervalIntegrable f μ a b) : IntegrableOn f (Ι a b) μ :=
intervalIntegrable_iff.mp h
#align interval_integrable.def IntervalIntegrable.def'
| Mathlib/MeasureTheory/Integral/IntervalIntegral.lean | 93 | 95 | theorem intervalIntegrable_iff_integrableOn_Ioc_of_le (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioc a b) μ := by |
rw [intervalIntegrable_iff, uIoc_of_le hab]
| 2,257 |
import Mathlib.Order.Interval.Set.Disjoint
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
#align_import measure_theory.integral.interval_integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical
open MeasureTheory Set Filter Function
open scoped Classical Topology Filter ENNReal Interval NNReal
variable {ι 𝕜 E F A : Type*} [NormedAddCommGroup E]
def IntervalIntegrable (f : ℝ → E) (μ : Measure ℝ) (a b : ℝ) : Prop :=
IntegrableOn f (Ioc a b) μ ∧ IntegrableOn f (Ioc b a) μ
#align interval_integrable IntervalIntegrable
section
variable {f : ℝ → E} {a b : ℝ} {μ : Measure ℝ}
theorem intervalIntegrable_iff : IntervalIntegrable f μ a b ↔ IntegrableOn f (Ι a b) μ := by
rw [uIoc_eq_union, integrableOn_union, IntervalIntegrable]
#align interval_integrable_iff intervalIntegrable_iff
theorem IntervalIntegrable.def' (h : IntervalIntegrable f μ a b) : IntegrableOn f (Ι a b) μ :=
intervalIntegrable_iff.mp h
#align interval_integrable.def IntervalIntegrable.def'
theorem intervalIntegrable_iff_integrableOn_Ioc_of_le (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioc a b) μ := by
rw [intervalIntegrable_iff, uIoc_of_le hab]
#align interval_integrable_iff_integrable_Ioc_of_le intervalIntegrable_iff_integrableOn_Ioc_of_le
| Mathlib/MeasureTheory/Integral/IntervalIntegral.lean | 98 | 100 | theorem intervalIntegrable_iff' [NoAtoms μ] :
IntervalIntegrable f μ a b ↔ IntegrableOn f (uIcc a b) μ := by |
rw [intervalIntegrable_iff, ← Icc_min_max, uIoc, integrableOn_Icc_iff_integrableOn_Ioc]
| 2,257 |
import Mathlib.Order.Interval.Set.Disjoint
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
#align_import measure_theory.integral.interval_integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical
open MeasureTheory Set Filter Function
open scoped Classical Topology Filter ENNReal Interval NNReal
variable {ι 𝕜 E F A : Type*} [NormedAddCommGroup E]
def IntervalIntegrable (f : ℝ → E) (μ : Measure ℝ) (a b : ℝ) : Prop :=
IntegrableOn f (Ioc a b) μ ∧ IntegrableOn f (Ioc b a) μ
#align interval_integrable IntervalIntegrable
section
variable {f : ℝ → E} {a b : ℝ} {μ : Measure ℝ}
theorem intervalIntegrable_iff : IntervalIntegrable f μ a b ↔ IntegrableOn f (Ι a b) μ := by
rw [uIoc_eq_union, integrableOn_union, IntervalIntegrable]
#align interval_integrable_iff intervalIntegrable_iff
theorem IntervalIntegrable.def' (h : IntervalIntegrable f μ a b) : IntegrableOn f (Ι a b) μ :=
intervalIntegrable_iff.mp h
#align interval_integrable.def IntervalIntegrable.def'
theorem intervalIntegrable_iff_integrableOn_Ioc_of_le (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioc a b) μ := by
rw [intervalIntegrable_iff, uIoc_of_le hab]
#align interval_integrable_iff_integrable_Ioc_of_le intervalIntegrable_iff_integrableOn_Ioc_of_le
theorem intervalIntegrable_iff' [NoAtoms μ] :
IntervalIntegrable f μ a b ↔ IntegrableOn f (uIcc a b) μ := by
rw [intervalIntegrable_iff, ← Icc_min_max, uIoc, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff' intervalIntegrable_iff'
| Mathlib/MeasureTheory/Integral/IntervalIntegral.lean | 103 | 105 | theorem intervalIntegrable_iff_integrableOn_Icc_of_le {f : ℝ → E} {a b : ℝ} (hab : a ≤ b)
{μ : Measure ℝ} [NoAtoms μ] : IntervalIntegrable f μ a b ↔ IntegrableOn f (Icc a b) μ := by |
rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioc]
| 2,257 |
import Mathlib.Order.Interval.Set.Disjoint
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
#align_import measure_theory.integral.interval_integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical
open MeasureTheory Set Filter Function
open scoped Classical Topology Filter ENNReal Interval NNReal
variable {ι 𝕜 E F A : Type*} [NormedAddCommGroup E]
def IntervalIntegrable (f : ℝ → E) (μ : Measure ℝ) (a b : ℝ) : Prop :=
IntegrableOn f (Ioc a b) μ ∧ IntegrableOn f (Ioc b a) μ
#align interval_integrable IntervalIntegrable
section
variable {f : ℝ → E} {a b : ℝ} {μ : Measure ℝ}
theorem intervalIntegrable_iff : IntervalIntegrable f μ a b ↔ IntegrableOn f (Ι a b) μ := by
rw [uIoc_eq_union, integrableOn_union, IntervalIntegrable]
#align interval_integrable_iff intervalIntegrable_iff
theorem IntervalIntegrable.def' (h : IntervalIntegrable f μ a b) : IntegrableOn f (Ι a b) μ :=
intervalIntegrable_iff.mp h
#align interval_integrable.def IntervalIntegrable.def'
theorem intervalIntegrable_iff_integrableOn_Ioc_of_le (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioc a b) μ := by
rw [intervalIntegrable_iff, uIoc_of_le hab]
#align interval_integrable_iff_integrable_Ioc_of_le intervalIntegrable_iff_integrableOn_Ioc_of_le
theorem intervalIntegrable_iff' [NoAtoms μ] :
IntervalIntegrable f μ a b ↔ IntegrableOn f (uIcc a b) μ := by
rw [intervalIntegrable_iff, ← Icc_min_max, uIoc, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff' intervalIntegrable_iff'
theorem intervalIntegrable_iff_integrableOn_Icc_of_le {f : ℝ → E} {a b : ℝ} (hab : a ≤ b)
{μ : Measure ℝ} [NoAtoms μ] : IntervalIntegrable f μ a b ↔ IntegrableOn f (Icc a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff_integrable_Icc_of_le intervalIntegrable_iff_integrableOn_Icc_of_le
| Mathlib/MeasureTheory/Integral/IntervalIntegral.lean | 108 | 110 | theorem intervalIntegrable_iff_integrableOn_Ico_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ico a b) μ := by |
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ico]
| 2,257 |
import Mathlib.Order.Interval.Set.Disjoint
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
#align_import measure_theory.integral.interval_integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical
open MeasureTheory Set Filter Function
open scoped Classical Topology Filter ENNReal Interval NNReal
variable {ι 𝕜 E F A : Type*} [NormedAddCommGroup E]
def IntervalIntegrable (f : ℝ → E) (μ : Measure ℝ) (a b : ℝ) : Prop :=
IntegrableOn f (Ioc a b) μ ∧ IntegrableOn f (Ioc b a) μ
#align interval_integrable IntervalIntegrable
section
variable {f : ℝ → E} {a b : ℝ} {μ : Measure ℝ}
theorem intervalIntegrable_iff : IntervalIntegrable f μ a b ↔ IntegrableOn f (Ι a b) μ := by
rw [uIoc_eq_union, integrableOn_union, IntervalIntegrable]
#align interval_integrable_iff intervalIntegrable_iff
theorem IntervalIntegrable.def' (h : IntervalIntegrable f μ a b) : IntegrableOn f (Ι a b) μ :=
intervalIntegrable_iff.mp h
#align interval_integrable.def IntervalIntegrable.def'
theorem intervalIntegrable_iff_integrableOn_Ioc_of_le (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioc a b) μ := by
rw [intervalIntegrable_iff, uIoc_of_le hab]
#align interval_integrable_iff_integrable_Ioc_of_le intervalIntegrable_iff_integrableOn_Ioc_of_le
theorem intervalIntegrable_iff' [NoAtoms μ] :
IntervalIntegrable f μ a b ↔ IntegrableOn f (uIcc a b) μ := by
rw [intervalIntegrable_iff, ← Icc_min_max, uIoc, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff' intervalIntegrable_iff'
theorem intervalIntegrable_iff_integrableOn_Icc_of_le {f : ℝ → E} {a b : ℝ} (hab : a ≤ b)
{μ : Measure ℝ} [NoAtoms μ] : IntervalIntegrable f μ a b ↔ IntegrableOn f (Icc a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff_integrable_Icc_of_le intervalIntegrable_iff_integrableOn_Icc_of_le
theorem intervalIntegrable_iff_integrableOn_Ico_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ico a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ico]
| Mathlib/MeasureTheory/Integral/IntervalIntegral.lean | 112 | 114 | theorem intervalIntegrable_iff_integrableOn_Ioo_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioo a b) μ := by |
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioo]
| 2,257 |
import Mathlib.Order.Interval.Set.Disjoint
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
#align_import measure_theory.integral.interval_integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical
open MeasureTheory Set Filter Function
open scoped Classical Topology Filter ENNReal Interval NNReal
variable {ι 𝕜 E F A : Type*} [NormedAddCommGroup E]
def IntervalIntegrable (f : ℝ → E) (μ : Measure ℝ) (a b : ℝ) : Prop :=
IntegrableOn f (Ioc a b) μ ∧ IntegrableOn f (Ioc b a) μ
#align interval_integrable IntervalIntegrable
section
variable {f : ℝ → E} {a b : ℝ} {μ : Measure ℝ}
theorem intervalIntegrable_iff : IntervalIntegrable f μ a b ↔ IntegrableOn f (Ι a b) μ := by
rw [uIoc_eq_union, integrableOn_union, IntervalIntegrable]
#align interval_integrable_iff intervalIntegrable_iff
theorem IntervalIntegrable.def' (h : IntervalIntegrable f μ a b) : IntegrableOn f (Ι a b) μ :=
intervalIntegrable_iff.mp h
#align interval_integrable.def IntervalIntegrable.def'
theorem intervalIntegrable_iff_integrableOn_Ioc_of_le (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioc a b) μ := by
rw [intervalIntegrable_iff, uIoc_of_le hab]
#align interval_integrable_iff_integrable_Ioc_of_le intervalIntegrable_iff_integrableOn_Ioc_of_le
theorem intervalIntegrable_iff' [NoAtoms μ] :
IntervalIntegrable f μ a b ↔ IntegrableOn f (uIcc a b) μ := by
rw [intervalIntegrable_iff, ← Icc_min_max, uIoc, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff' intervalIntegrable_iff'
theorem intervalIntegrable_iff_integrableOn_Icc_of_le {f : ℝ → E} {a b : ℝ} (hab : a ≤ b)
{μ : Measure ℝ} [NoAtoms μ] : IntervalIntegrable f μ a b ↔ IntegrableOn f (Icc a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff_integrable_Icc_of_le intervalIntegrable_iff_integrableOn_Icc_of_le
theorem intervalIntegrable_iff_integrableOn_Ico_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ico a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ico]
theorem intervalIntegrable_iff_integrableOn_Ioo_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioo a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioo]
theorem MeasureTheory.Integrable.intervalIntegrable (hf : Integrable f μ) :
IntervalIntegrable f μ a b :=
⟨hf.integrableOn, hf.integrableOn⟩
#align measure_theory.integrable.interval_integrable MeasureTheory.Integrable.intervalIntegrable
theorem MeasureTheory.IntegrableOn.intervalIntegrable (hf : IntegrableOn f [[a, b]] μ) :
IntervalIntegrable f μ a b :=
⟨MeasureTheory.IntegrableOn.mono_set hf (Ioc_subset_Icc_self.trans Icc_subset_uIcc),
MeasureTheory.IntegrableOn.mono_set hf (Ioc_subset_Icc_self.trans Icc_subset_uIcc')⟩
#align measure_theory.integrable_on.interval_integrable MeasureTheory.IntegrableOn.intervalIntegrable
| Mathlib/MeasureTheory/Integral/IntervalIntegral.lean | 129 | 131 | theorem intervalIntegrable_const_iff {c : E} :
IntervalIntegrable (fun _ => c) μ a b ↔ c = 0 ∨ μ (Ι a b) < ∞ := by |
simp only [intervalIntegrable_iff, integrableOn_const]
| 2,257 |
import Mathlib.Order.Interval.Set.Disjoint
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
#align_import measure_theory.integral.interval_integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical
open MeasureTheory Set Filter Function
open scoped Classical Topology Filter ENNReal Interval NNReal
variable {ι 𝕜 E F A : Type*} [NormedAddCommGroup E]
def IntervalIntegrable (f : ℝ → E) (μ : Measure ℝ) (a b : ℝ) : Prop :=
IntegrableOn f (Ioc a b) μ ∧ IntegrableOn f (Ioc b a) μ
#align interval_integrable IntervalIntegrable
section
variable {f : ℝ → E} {a b : ℝ} {μ : Measure ℝ}
theorem intervalIntegrable_iff : IntervalIntegrable f μ a b ↔ IntegrableOn f (Ι a b) μ := by
rw [uIoc_eq_union, integrableOn_union, IntervalIntegrable]
#align interval_integrable_iff intervalIntegrable_iff
theorem IntervalIntegrable.def' (h : IntervalIntegrable f μ a b) : IntegrableOn f (Ι a b) μ :=
intervalIntegrable_iff.mp h
#align interval_integrable.def IntervalIntegrable.def'
theorem intervalIntegrable_iff_integrableOn_Ioc_of_le (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioc a b) μ := by
rw [intervalIntegrable_iff, uIoc_of_le hab]
#align interval_integrable_iff_integrable_Ioc_of_le intervalIntegrable_iff_integrableOn_Ioc_of_le
theorem intervalIntegrable_iff' [NoAtoms μ] :
IntervalIntegrable f μ a b ↔ IntegrableOn f (uIcc a b) μ := by
rw [intervalIntegrable_iff, ← Icc_min_max, uIoc, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff' intervalIntegrable_iff'
theorem intervalIntegrable_iff_integrableOn_Icc_of_le {f : ℝ → E} {a b : ℝ} (hab : a ≤ b)
{μ : Measure ℝ} [NoAtoms μ] : IntervalIntegrable f μ a b ↔ IntegrableOn f (Icc a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff_integrable_Icc_of_le intervalIntegrable_iff_integrableOn_Icc_of_le
theorem intervalIntegrable_iff_integrableOn_Ico_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ico a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ico]
theorem intervalIntegrable_iff_integrableOn_Ioo_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioo a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioo]
theorem MeasureTheory.Integrable.intervalIntegrable (hf : Integrable f μ) :
IntervalIntegrable f μ a b :=
⟨hf.integrableOn, hf.integrableOn⟩
#align measure_theory.integrable.interval_integrable MeasureTheory.Integrable.intervalIntegrable
theorem MeasureTheory.IntegrableOn.intervalIntegrable (hf : IntegrableOn f [[a, b]] μ) :
IntervalIntegrable f μ a b :=
⟨MeasureTheory.IntegrableOn.mono_set hf (Ioc_subset_Icc_self.trans Icc_subset_uIcc),
MeasureTheory.IntegrableOn.mono_set hf (Ioc_subset_Icc_self.trans Icc_subset_uIcc')⟩
#align measure_theory.integrable_on.interval_integrable MeasureTheory.IntegrableOn.intervalIntegrable
theorem intervalIntegrable_const_iff {c : E} :
IntervalIntegrable (fun _ => c) μ a b ↔ c = 0 ∨ μ (Ι a b) < ∞ := by
simp only [intervalIntegrable_iff, integrableOn_const]
#align interval_integrable_const_iff intervalIntegrable_const_iff
@[simp]
theorem intervalIntegrable_const [IsLocallyFiniteMeasure μ] {c : E} :
IntervalIntegrable (fun _ => c) μ a b :=
intervalIntegrable_const_iff.2 <| Or.inr measure_Ioc_lt_top
#align interval_integrable_const intervalIntegrable_const
end
namespace IntervalIntegrable
section
variable {f : ℝ → E} {a b c d : ℝ} {μ ν : Measure ℝ}
@[symm]
nonrec theorem symm (h : IntervalIntegrable f μ a b) : IntervalIntegrable f μ b a :=
h.symm
#align interval_integrable.symm IntervalIntegrable.symm
@[refl, simp] -- Porting note: added `simp`
| Mathlib/MeasureTheory/Integral/IntervalIntegral.lean | 161 | 161 | theorem refl : IntervalIntegrable f μ a a := by | constructor <;> simp
| 2,257 |
import Mathlib.Order.Interval.Set.Disjoint
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
#align_import measure_theory.integral.interval_integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical
open MeasureTheory Set Filter Function
open scoped Classical Topology Filter ENNReal Interval NNReal
variable {ι 𝕜 E F A : Type*} [NormedAddCommGroup E]
def IntervalIntegrable (f : ℝ → E) (μ : Measure ℝ) (a b : ℝ) : Prop :=
IntegrableOn f (Ioc a b) μ ∧ IntegrableOn f (Ioc b a) μ
#align interval_integrable IntervalIntegrable
section
variable {f : ℝ → E} {a b : ℝ} {μ : Measure ℝ}
theorem intervalIntegrable_iff : IntervalIntegrable f μ a b ↔ IntegrableOn f (Ι a b) μ := by
rw [uIoc_eq_union, integrableOn_union, IntervalIntegrable]
#align interval_integrable_iff intervalIntegrable_iff
theorem IntervalIntegrable.def' (h : IntervalIntegrable f μ a b) : IntegrableOn f (Ι a b) μ :=
intervalIntegrable_iff.mp h
#align interval_integrable.def IntervalIntegrable.def'
theorem intervalIntegrable_iff_integrableOn_Ioc_of_le (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioc a b) μ := by
rw [intervalIntegrable_iff, uIoc_of_le hab]
#align interval_integrable_iff_integrable_Ioc_of_le intervalIntegrable_iff_integrableOn_Ioc_of_le
theorem intervalIntegrable_iff' [NoAtoms μ] :
IntervalIntegrable f μ a b ↔ IntegrableOn f (uIcc a b) μ := by
rw [intervalIntegrable_iff, ← Icc_min_max, uIoc, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff' intervalIntegrable_iff'
theorem intervalIntegrable_iff_integrableOn_Icc_of_le {f : ℝ → E} {a b : ℝ} (hab : a ≤ b)
{μ : Measure ℝ} [NoAtoms μ] : IntervalIntegrable f μ a b ↔ IntegrableOn f (Icc a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff_integrable_Icc_of_le intervalIntegrable_iff_integrableOn_Icc_of_le
theorem intervalIntegrable_iff_integrableOn_Ico_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ico a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ico]
theorem intervalIntegrable_iff_integrableOn_Ioo_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioo a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioo]
theorem MeasureTheory.Integrable.intervalIntegrable (hf : Integrable f μ) :
IntervalIntegrable f μ a b :=
⟨hf.integrableOn, hf.integrableOn⟩
#align measure_theory.integrable.interval_integrable MeasureTheory.Integrable.intervalIntegrable
theorem MeasureTheory.IntegrableOn.intervalIntegrable (hf : IntegrableOn f [[a, b]] μ) :
IntervalIntegrable f μ a b :=
⟨MeasureTheory.IntegrableOn.mono_set hf (Ioc_subset_Icc_self.trans Icc_subset_uIcc),
MeasureTheory.IntegrableOn.mono_set hf (Ioc_subset_Icc_self.trans Icc_subset_uIcc')⟩
#align measure_theory.integrable_on.interval_integrable MeasureTheory.IntegrableOn.intervalIntegrable
theorem intervalIntegrable_const_iff {c : E} :
IntervalIntegrable (fun _ => c) μ a b ↔ c = 0 ∨ μ (Ι a b) < ∞ := by
simp only [intervalIntegrable_iff, integrableOn_const]
#align interval_integrable_const_iff intervalIntegrable_const_iff
@[simp]
theorem intervalIntegrable_const [IsLocallyFiniteMeasure μ] {c : E} :
IntervalIntegrable (fun _ => c) μ a b :=
intervalIntegrable_const_iff.2 <| Or.inr measure_Ioc_lt_top
#align interval_integrable_const intervalIntegrable_const
end
namespace IntervalIntegrable
section
variable {f : ℝ → E} {a b c d : ℝ} {μ ν : Measure ℝ}
@[symm]
nonrec theorem symm (h : IntervalIntegrable f μ a b) : IntervalIntegrable f μ b a :=
h.symm
#align interval_integrable.symm IntervalIntegrable.symm
@[refl, simp] -- Porting note: added `simp`
theorem refl : IntervalIntegrable f μ a a := by constructor <;> simp
#align interval_integrable.refl IntervalIntegrable.refl
@[trans]
theorem trans {a b c : ℝ} (hab : IntervalIntegrable f μ a b) (hbc : IntervalIntegrable f μ b c) :
IntervalIntegrable f μ a c :=
⟨(hab.1.union hbc.1).mono_set Ioc_subset_Ioc_union_Ioc,
(hbc.2.union hab.2).mono_set Ioc_subset_Ioc_union_Ioc⟩
#align interval_integrable.trans IntervalIntegrable.trans
| Mathlib/MeasureTheory/Integral/IntervalIntegral.lean | 171 | 178 | theorem trans_iterate_Ico {a : ℕ → ℝ} {m n : ℕ} (hmn : m ≤ n)
(hint : ∀ k ∈ Ico m n, IntervalIntegrable f μ (a k) (a <| k + 1)) :
IntervalIntegrable f μ (a m) (a n) := by |
revert hint
refine Nat.le_induction ?_ ?_ n hmn
· simp
· intro p hp IH h
exact (IH fun k hk => h k (Ico_subset_Ico_right p.le_succ hk)).trans (h p (by simp [hp]))
| 2,257 |
import Mathlib.Order.Interval.Set.Disjoint
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.MeasureTheory.Measure.Lebesgue.Basic
#align_import measure_theory.integral.interval_integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical
open MeasureTheory Set Filter Function
open scoped Classical Topology Filter ENNReal Interval NNReal
variable {ι 𝕜 E F A : Type*} [NormedAddCommGroup E]
def IntervalIntegrable (f : ℝ → E) (μ : Measure ℝ) (a b : ℝ) : Prop :=
IntegrableOn f (Ioc a b) μ ∧ IntegrableOn f (Ioc b a) μ
#align interval_integrable IntervalIntegrable
section
variable {f : ℝ → E} {a b : ℝ} {μ : Measure ℝ}
theorem intervalIntegrable_iff : IntervalIntegrable f μ a b ↔ IntegrableOn f (Ι a b) μ := by
rw [uIoc_eq_union, integrableOn_union, IntervalIntegrable]
#align interval_integrable_iff intervalIntegrable_iff
theorem IntervalIntegrable.def' (h : IntervalIntegrable f μ a b) : IntegrableOn f (Ι a b) μ :=
intervalIntegrable_iff.mp h
#align interval_integrable.def IntervalIntegrable.def'
theorem intervalIntegrable_iff_integrableOn_Ioc_of_le (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioc a b) μ := by
rw [intervalIntegrable_iff, uIoc_of_le hab]
#align interval_integrable_iff_integrable_Ioc_of_le intervalIntegrable_iff_integrableOn_Ioc_of_le
theorem intervalIntegrable_iff' [NoAtoms μ] :
IntervalIntegrable f μ a b ↔ IntegrableOn f (uIcc a b) μ := by
rw [intervalIntegrable_iff, ← Icc_min_max, uIoc, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff' intervalIntegrable_iff'
theorem intervalIntegrable_iff_integrableOn_Icc_of_le {f : ℝ → E} {a b : ℝ} (hab : a ≤ b)
{μ : Measure ℝ} [NoAtoms μ] : IntervalIntegrable f μ a b ↔ IntegrableOn f (Icc a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioc]
#align interval_integrable_iff_integrable_Icc_of_le intervalIntegrable_iff_integrableOn_Icc_of_le
theorem intervalIntegrable_iff_integrableOn_Ico_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ico a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ico]
theorem intervalIntegrable_iff_integrableOn_Ioo_of_le [NoAtoms μ] (hab : a ≤ b) :
IntervalIntegrable f μ a b ↔ IntegrableOn f (Ioo a b) μ := by
rw [intervalIntegrable_iff_integrableOn_Icc_of_le hab, integrableOn_Icc_iff_integrableOn_Ioo]
theorem MeasureTheory.Integrable.intervalIntegrable (hf : Integrable f μ) :
IntervalIntegrable f μ a b :=
⟨hf.integrableOn, hf.integrableOn⟩
#align measure_theory.integrable.interval_integrable MeasureTheory.Integrable.intervalIntegrable
theorem MeasureTheory.IntegrableOn.intervalIntegrable (hf : IntegrableOn f [[a, b]] μ) :
IntervalIntegrable f μ a b :=
⟨MeasureTheory.IntegrableOn.mono_set hf (Ioc_subset_Icc_self.trans Icc_subset_uIcc),
MeasureTheory.IntegrableOn.mono_set hf (Ioc_subset_Icc_self.trans Icc_subset_uIcc')⟩
#align measure_theory.integrable_on.interval_integrable MeasureTheory.IntegrableOn.intervalIntegrable
theorem intervalIntegrable_const_iff {c : E} :
IntervalIntegrable (fun _ => c) μ a b ↔ c = 0 ∨ μ (Ι a b) < ∞ := by
simp only [intervalIntegrable_iff, integrableOn_const]
#align interval_integrable_const_iff intervalIntegrable_const_iff
@[simp]
theorem intervalIntegrable_const [IsLocallyFiniteMeasure μ] {c : E} :
IntervalIntegrable (fun _ => c) μ a b :=
intervalIntegrable_const_iff.2 <| Or.inr measure_Ioc_lt_top
#align interval_integrable_const intervalIntegrable_const
end
section
variable {μ : Measure ℝ} [IsLocallyFiniteMeasure μ]
theorem ContinuousOn.intervalIntegrable {u : ℝ → E} {a b : ℝ} (hu : ContinuousOn u (uIcc a b)) :
IntervalIntegrable u μ a b :=
(ContinuousOn.integrableOn_Icc hu).intervalIntegrable
#align continuous_on.interval_integrable ContinuousOn.intervalIntegrable
theorem ContinuousOn.intervalIntegrable_of_Icc {u : ℝ → E} {a b : ℝ} (h : a ≤ b)
(hu : ContinuousOn u (Icc a b)) : IntervalIntegrable u μ a b :=
ContinuousOn.intervalIntegrable ((uIcc_of_le h).symm ▸ hu)
#align continuous_on.interval_integrable_of_Icc ContinuousOn.intervalIntegrable_of_Icc
theorem Continuous.intervalIntegrable {u : ℝ → E} (hu : Continuous u) (a b : ℝ) :
IntervalIntegrable u μ a b :=
hu.continuousOn.intervalIntegrable
#align continuous.interval_integrable Continuous.intervalIntegrable
end
section
variable {μ : Measure ℝ} [IsLocallyFiniteMeasure μ] [ConditionallyCompleteLinearOrder E]
[OrderTopology E] [SecondCountableTopology E]
| Mathlib/MeasureTheory/Integral/IntervalIntegral.lean | 401 | 404 | theorem MonotoneOn.intervalIntegrable {u : ℝ → E} {a b : ℝ} (hu : MonotoneOn u (uIcc a b)) :
IntervalIntegrable u μ a b := by |
rw [intervalIntegrable_iff]
exact (hu.integrableOn_isCompact isCompact_uIcc).mono_set Ioc_subset_Icc_self
| 2,257 |
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Data.Set.Function
#align_import analysis.sum_integral_comparisons from "leanprover-community/mathlib"@"9003f28797c0664a49e4179487267c494477d853"
open Set MeasureTheory.MeasureSpace
variable {x₀ : ℝ} {a b : ℕ} {f : ℝ → ℝ}
| Mathlib/Analysis/SumIntegralComparisons.lean | 47 | 70 | theorem AntitoneOn.integral_le_sum (hf : AntitoneOn f (Icc x₀ (x₀ + a))) :
(∫ x in x₀..x₀ + a, f x) ≤ ∑ i ∈ Finset.range a, f (x₀ + i) := by |
have hint : ∀ k : ℕ, k < a → IntervalIntegrable f volume (x₀ + k) (x₀ + (k + 1 : ℕ)) := by
intro k hk
refine (hf.mono ?_).intervalIntegrable
rw [uIcc_of_le]
· apply Icc_subset_Icc
· simp only [le_add_iff_nonneg_right, Nat.cast_nonneg]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.succ_le_of_lt hk]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.le_succ]
calc
∫ x in x₀..x₀ + a, f x = ∑ i ∈ Finset.range a, ∫ x in x₀ + i..x₀ + (i + 1 : ℕ), f x := by
convert (intervalIntegral.sum_integral_adjacent_intervals hint).symm
simp only [Nat.cast_zero, add_zero]
_ ≤ ∑ i ∈ Finset.range a, ∫ _ in x₀ + i..x₀ + (i + 1 : ℕ), f (x₀ + i) := by
apply Finset.sum_le_sum fun i hi => ?_
have ia : i < a := Finset.mem_range.1 hi
refine intervalIntegral.integral_mono_on (by simp) (hint _ ia) (by simp) fun x hx => ?_
apply hf _ _ hx.1
· simp only [ia.le, mem_Icc, le_add_iff_nonneg_right, Nat.cast_nonneg, add_le_add_iff_left,
Nat.cast_le, and_self_iff]
· refine mem_Icc.2 ⟨le_trans (by simp) hx.1, le_trans hx.2 ?_⟩
simp only [add_le_add_iff_left, Nat.cast_le, Nat.succ_le_of_lt ia]
_ = ∑ i ∈ Finset.range a, f (x₀ + i) := by simp
| 2,258 |
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Data.Set.Function
#align_import analysis.sum_integral_comparisons from "leanprover-community/mathlib"@"9003f28797c0664a49e4179487267c494477d853"
open Set MeasureTheory.MeasureSpace
variable {x₀ : ℝ} {a b : ℕ} {f : ℝ → ℝ}
theorem AntitoneOn.integral_le_sum (hf : AntitoneOn f (Icc x₀ (x₀ + a))) :
(∫ x in x₀..x₀ + a, f x) ≤ ∑ i ∈ Finset.range a, f (x₀ + i) := by
have hint : ∀ k : ℕ, k < a → IntervalIntegrable f volume (x₀ + k) (x₀ + (k + 1 : ℕ)) := by
intro k hk
refine (hf.mono ?_).intervalIntegrable
rw [uIcc_of_le]
· apply Icc_subset_Icc
· simp only [le_add_iff_nonneg_right, Nat.cast_nonneg]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.succ_le_of_lt hk]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.le_succ]
calc
∫ x in x₀..x₀ + a, f x = ∑ i ∈ Finset.range a, ∫ x in x₀ + i..x₀ + (i + 1 : ℕ), f x := by
convert (intervalIntegral.sum_integral_adjacent_intervals hint).symm
simp only [Nat.cast_zero, add_zero]
_ ≤ ∑ i ∈ Finset.range a, ∫ _ in x₀ + i..x₀ + (i + 1 : ℕ), f (x₀ + i) := by
apply Finset.sum_le_sum fun i hi => ?_
have ia : i < a := Finset.mem_range.1 hi
refine intervalIntegral.integral_mono_on (by simp) (hint _ ia) (by simp) fun x hx => ?_
apply hf _ _ hx.1
· simp only [ia.le, mem_Icc, le_add_iff_nonneg_right, Nat.cast_nonneg, add_le_add_iff_left,
Nat.cast_le, and_self_iff]
· refine mem_Icc.2 ⟨le_trans (by simp) hx.1, le_trans hx.2 ?_⟩
simp only [add_le_add_iff_left, Nat.cast_le, Nat.succ_le_of_lt ia]
_ = ∑ i ∈ Finset.range a, f (x₀ + i) := by simp
#align antitone_on.integral_le_sum AntitoneOn.integral_le_sum
| Mathlib/Analysis/SumIntegralComparisons.lean | 73 | 95 | theorem AntitoneOn.integral_le_sum_Ico (hab : a ≤ b) (hf : AntitoneOn f (Set.Icc a b)) :
(∫ x in a..b, f x) ≤ ∑ x ∈ Finset.Ico a b, f x := by |
rw [(Nat.sub_add_cancel hab).symm, Nat.cast_add]
conv =>
congr
congr
· skip
· skip
rw [add_comm]
· skip
· skip
congr
congr
rw [← zero_add a]
rw [← Finset.sum_Ico_add, Nat.Ico_zero_eq_range]
conv =>
rhs
congr
· skip
ext
rw [Nat.cast_add]
apply AntitoneOn.integral_le_sum
simp only [hf, hab, Nat.cast_sub, add_sub_cancel]
| 2,258 |
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Data.Set.Function
#align_import analysis.sum_integral_comparisons from "leanprover-community/mathlib"@"9003f28797c0664a49e4179487267c494477d853"
open Set MeasureTheory.MeasureSpace
variable {x₀ : ℝ} {a b : ℕ} {f : ℝ → ℝ}
theorem AntitoneOn.integral_le_sum (hf : AntitoneOn f (Icc x₀ (x₀ + a))) :
(∫ x in x₀..x₀ + a, f x) ≤ ∑ i ∈ Finset.range a, f (x₀ + i) := by
have hint : ∀ k : ℕ, k < a → IntervalIntegrable f volume (x₀ + k) (x₀ + (k + 1 : ℕ)) := by
intro k hk
refine (hf.mono ?_).intervalIntegrable
rw [uIcc_of_le]
· apply Icc_subset_Icc
· simp only [le_add_iff_nonneg_right, Nat.cast_nonneg]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.succ_le_of_lt hk]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.le_succ]
calc
∫ x in x₀..x₀ + a, f x = ∑ i ∈ Finset.range a, ∫ x in x₀ + i..x₀ + (i + 1 : ℕ), f x := by
convert (intervalIntegral.sum_integral_adjacent_intervals hint).symm
simp only [Nat.cast_zero, add_zero]
_ ≤ ∑ i ∈ Finset.range a, ∫ _ in x₀ + i..x₀ + (i + 1 : ℕ), f (x₀ + i) := by
apply Finset.sum_le_sum fun i hi => ?_
have ia : i < a := Finset.mem_range.1 hi
refine intervalIntegral.integral_mono_on (by simp) (hint _ ia) (by simp) fun x hx => ?_
apply hf _ _ hx.1
· simp only [ia.le, mem_Icc, le_add_iff_nonneg_right, Nat.cast_nonneg, add_le_add_iff_left,
Nat.cast_le, and_self_iff]
· refine mem_Icc.2 ⟨le_trans (by simp) hx.1, le_trans hx.2 ?_⟩
simp only [add_le_add_iff_left, Nat.cast_le, Nat.succ_le_of_lt ia]
_ = ∑ i ∈ Finset.range a, f (x₀ + i) := by simp
#align antitone_on.integral_le_sum AntitoneOn.integral_le_sum
theorem AntitoneOn.integral_le_sum_Ico (hab : a ≤ b) (hf : AntitoneOn f (Set.Icc a b)) :
(∫ x in a..b, f x) ≤ ∑ x ∈ Finset.Ico a b, f x := by
rw [(Nat.sub_add_cancel hab).symm, Nat.cast_add]
conv =>
congr
congr
· skip
· skip
rw [add_comm]
· skip
· skip
congr
congr
rw [← zero_add a]
rw [← Finset.sum_Ico_add, Nat.Ico_zero_eq_range]
conv =>
rhs
congr
· skip
ext
rw [Nat.cast_add]
apply AntitoneOn.integral_le_sum
simp only [hf, hab, Nat.cast_sub, add_sub_cancel]
#align antitone_on.integral_le_sum_Ico AntitoneOn.integral_le_sum_Ico
| Mathlib/Analysis/SumIntegralComparisons.lean | 98 | 123 | theorem AntitoneOn.sum_le_integral (hf : AntitoneOn f (Icc x₀ (x₀ + a))) :
(∑ i ∈ Finset.range a, f (x₀ + (i + 1 : ℕ))) ≤ ∫ x in x₀..x₀ + a, f x := by |
have hint : ∀ k : ℕ, k < a → IntervalIntegrable f volume (x₀ + k) (x₀ + (k + 1 : ℕ)) := by
intro k hk
refine (hf.mono ?_).intervalIntegrable
rw [uIcc_of_le]
· apply Icc_subset_Icc
· simp only [le_add_iff_nonneg_right, Nat.cast_nonneg]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.succ_le_of_lt hk]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.le_succ]
calc
(∑ i ∈ Finset.range a, f (x₀ + (i + 1 : ℕ))) =
∑ i ∈ Finset.range a, ∫ _ in x₀ + i..x₀ + (i + 1 : ℕ), f (x₀ + (i + 1 : ℕ)) := by simp
_ ≤ ∑ i ∈ Finset.range a, ∫ x in x₀ + i..x₀ + (i + 1 : ℕ), f x := by
apply Finset.sum_le_sum fun i hi => ?_
have ia : i + 1 ≤ a := Finset.mem_range.1 hi
refine intervalIntegral.integral_mono_on (by simp) (by simp) (hint _ ia) fun x hx => ?_
apply hf _ _ hx.2
· refine mem_Icc.2 ⟨le_trans ((le_add_iff_nonneg_right _).2 (Nat.cast_nonneg _)) hx.1,
le_trans hx.2 ?_⟩
simp only [Nat.cast_le, add_le_add_iff_left, ia]
· refine mem_Icc.2 ⟨(le_add_iff_nonneg_right _).2 (Nat.cast_nonneg _), ?_⟩
simp only [add_le_add_iff_left, Nat.cast_le, ia]
_ = ∫ x in x₀..x₀ + a, f x := by
convert intervalIntegral.sum_integral_adjacent_intervals hint
simp only [Nat.cast_zero, add_zero]
| 2,258 |
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Data.Set.Function
#align_import analysis.sum_integral_comparisons from "leanprover-community/mathlib"@"9003f28797c0664a49e4179487267c494477d853"
open Set MeasureTheory.MeasureSpace
variable {x₀ : ℝ} {a b : ℕ} {f : ℝ → ℝ}
theorem AntitoneOn.integral_le_sum (hf : AntitoneOn f (Icc x₀ (x₀ + a))) :
(∫ x in x₀..x₀ + a, f x) ≤ ∑ i ∈ Finset.range a, f (x₀ + i) := by
have hint : ∀ k : ℕ, k < a → IntervalIntegrable f volume (x₀ + k) (x₀ + (k + 1 : ℕ)) := by
intro k hk
refine (hf.mono ?_).intervalIntegrable
rw [uIcc_of_le]
· apply Icc_subset_Icc
· simp only [le_add_iff_nonneg_right, Nat.cast_nonneg]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.succ_le_of_lt hk]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.le_succ]
calc
∫ x in x₀..x₀ + a, f x = ∑ i ∈ Finset.range a, ∫ x in x₀ + i..x₀ + (i + 1 : ℕ), f x := by
convert (intervalIntegral.sum_integral_adjacent_intervals hint).symm
simp only [Nat.cast_zero, add_zero]
_ ≤ ∑ i ∈ Finset.range a, ∫ _ in x₀ + i..x₀ + (i + 1 : ℕ), f (x₀ + i) := by
apply Finset.sum_le_sum fun i hi => ?_
have ia : i < a := Finset.mem_range.1 hi
refine intervalIntegral.integral_mono_on (by simp) (hint _ ia) (by simp) fun x hx => ?_
apply hf _ _ hx.1
· simp only [ia.le, mem_Icc, le_add_iff_nonneg_right, Nat.cast_nonneg, add_le_add_iff_left,
Nat.cast_le, and_self_iff]
· refine mem_Icc.2 ⟨le_trans (by simp) hx.1, le_trans hx.2 ?_⟩
simp only [add_le_add_iff_left, Nat.cast_le, Nat.succ_le_of_lt ia]
_ = ∑ i ∈ Finset.range a, f (x₀ + i) := by simp
#align antitone_on.integral_le_sum AntitoneOn.integral_le_sum
theorem AntitoneOn.integral_le_sum_Ico (hab : a ≤ b) (hf : AntitoneOn f (Set.Icc a b)) :
(∫ x in a..b, f x) ≤ ∑ x ∈ Finset.Ico a b, f x := by
rw [(Nat.sub_add_cancel hab).symm, Nat.cast_add]
conv =>
congr
congr
· skip
· skip
rw [add_comm]
· skip
· skip
congr
congr
rw [← zero_add a]
rw [← Finset.sum_Ico_add, Nat.Ico_zero_eq_range]
conv =>
rhs
congr
· skip
ext
rw [Nat.cast_add]
apply AntitoneOn.integral_le_sum
simp only [hf, hab, Nat.cast_sub, add_sub_cancel]
#align antitone_on.integral_le_sum_Ico AntitoneOn.integral_le_sum_Ico
theorem AntitoneOn.sum_le_integral (hf : AntitoneOn f (Icc x₀ (x₀ + a))) :
(∑ i ∈ Finset.range a, f (x₀ + (i + 1 : ℕ))) ≤ ∫ x in x₀..x₀ + a, f x := by
have hint : ∀ k : ℕ, k < a → IntervalIntegrable f volume (x₀ + k) (x₀ + (k + 1 : ℕ)) := by
intro k hk
refine (hf.mono ?_).intervalIntegrable
rw [uIcc_of_le]
· apply Icc_subset_Icc
· simp only [le_add_iff_nonneg_right, Nat.cast_nonneg]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.succ_le_of_lt hk]
· simp only [add_le_add_iff_left, Nat.cast_le, Nat.le_succ]
calc
(∑ i ∈ Finset.range a, f (x₀ + (i + 1 : ℕ))) =
∑ i ∈ Finset.range a, ∫ _ in x₀ + i..x₀ + (i + 1 : ℕ), f (x₀ + (i + 1 : ℕ)) := by simp
_ ≤ ∑ i ∈ Finset.range a, ∫ x in x₀ + i..x₀ + (i + 1 : ℕ), f x := by
apply Finset.sum_le_sum fun i hi => ?_
have ia : i + 1 ≤ a := Finset.mem_range.1 hi
refine intervalIntegral.integral_mono_on (by simp) (by simp) (hint _ ia) fun x hx => ?_
apply hf _ _ hx.2
· refine mem_Icc.2 ⟨le_trans ((le_add_iff_nonneg_right _).2 (Nat.cast_nonneg _)) hx.1,
le_trans hx.2 ?_⟩
simp only [Nat.cast_le, add_le_add_iff_left, ia]
· refine mem_Icc.2 ⟨(le_add_iff_nonneg_right _).2 (Nat.cast_nonneg _), ?_⟩
simp only [add_le_add_iff_left, Nat.cast_le, ia]
_ = ∫ x in x₀..x₀ + a, f x := by
convert intervalIntegral.sum_integral_adjacent_intervals hint
simp only [Nat.cast_zero, add_zero]
#align antitone_on.sum_le_integral AntitoneOn.sum_le_integral
| Mathlib/Analysis/SumIntegralComparisons.lean | 126 | 147 | theorem AntitoneOn.sum_le_integral_Ico (hab : a ≤ b) (hf : AntitoneOn f (Set.Icc a b)) :
(∑ i ∈ Finset.Ico a b, f (i + 1 : ℕ)) ≤ ∫ x in a..b, f x := by |
rw [(Nat.sub_add_cancel hab).symm, Nat.cast_add]
conv =>
congr
congr
congr
rw [← zero_add a]
· skip
· skip
· skip
rw [add_comm]
rw [← Finset.sum_Ico_add, Nat.Ico_zero_eq_range]
conv =>
lhs
congr
congr
· skip
ext
rw [add_assoc, Nat.cast_add]
apply AntitoneOn.sum_le_integral
simp only [hf, hab, Nat.cast_sub, add_sub_cancel]
| 2,258 |
import Mathlib.MeasureTheory.Integral.Asymptotics
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.MeasureTheory.Integral.IntegralEqImproper
#align_import measure_theory.integral.exp_decay from "leanprover-community/mathlib"@"d4817f8867c368d6c5571f7379b3888aaec1d95a"
noncomputable section
open Real intervalIntegral MeasureTheory Set Filter
open scoped Topology
| Mathlib/MeasureTheory/Integral/ExpDecay.lean | 30 | 36 | theorem exp_neg_integrableOn_Ioi (a : ℝ) {b : ℝ} (h : 0 < b) :
IntegrableOn (fun x : ℝ => exp (-b * x)) (Ioi a) := by |
have : Tendsto (fun x => -exp (-b * x) / b) atTop (𝓝 (-0 / b)) := by
refine Tendsto.div_const (Tendsto.neg ?_) _
exact tendsto_exp_atBot.comp (tendsto_id.const_mul_atTop_of_neg (neg_neg_iff_pos.2 h))
refine integrableOn_Ioi_deriv_of_nonneg' (fun x _ => ?_) (fun x _ => (exp_pos _).le) this
simpa [h.ne'] using ((hasDerivAt_id x).const_mul b).neg.exp.neg.div_const b
| 2,259 |
import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar
import Mathlib.MeasureTheory.Measure.Haar.Quotient
import Mathlib.MeasureTheory.Constructions.Polish
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Topology.Algebra.Order.Floor
#align_import measure_theory.integral.periodic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Function MeasureTheory MeasureTheory.Measure TopologicalSpace AddSubgroup intervalIntegral
open scoped MeasureTheory NNReal ENNReal
@[measurability]
protected theorem AddCircle.measurable_mk' {a : ℝ} :
Measurable (β := AddCircle a) ((↑) : ℝ → AddCircle a) :=
Continuous.measurable <| AddCircle.continuous_mk' a
#align add_circle.measurable_mk' AddCircle.measurable_mk'
| Mathlib/MeasureTheory/Integral/Periodic.lean | 39 | 46 | theorem isAddFundamentalDomain_Ioc {T : ℝ} (hT : 0 < T) (t : ℝ)
(μ : Measure ℝ := by | volume_tac) :
IsAddFundamentalDomain (AddSubgroup.zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine this.existsUnique_iff.2 ?_
simpa only [add_comm x] using existsUnique_add_zsmul_mem_Ioc hT x t
| 2,260 |
import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar
import Mathlib.MeasureTheory.Measure.Haar.Quotient
import Mathlib.MeasureTheory.Constructions.Polish
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Topology.Algebra.Order.Floor
#align_import measure_theory.integral.periodic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Function MeasureTheory MeasureTheory.Measure TopologicalSpace AddSubgroup intervalIntegral
open scoped MeasureTheory NNReal ENNReal
@[measurability]
protected theorem AddCircle.measurable_mk' {a : ℝ} :
Measurable (β := AddCircle a) ((↑) : ℝ → AddCircle a) :=
Continuous.measurable <| AddCircle.continuous_mk' a
#align add_circle.measurable_mk' AddCircle.measurable_mk'
theorem isAddFundamentalDomain_Ioc {T : ℝ} (hT : 0 < T) (t : ℝ)
(μ : Measure ℝ := by volume_tac) :
IsAddFundamentalDomain (AddSubgroup.zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine this.existsUnique_iff.2 ?_
simpa only [add_comm x] using existsUnique_add_zsmul_mem_Ioc hT x t
#align is_add_fundamental_domain_Ioc isAddFundamentalDomain_Ioc
| Mathlib/MeasureTheory/Integral/Periodic.lean | 49 | 55 | theorem isAddFundamentalDomain_Ioc' {T : ℝ} (hT : 0 < T) (t : ℝ) (μ : Measure ℝ := by | volume_tac) :
IsAddFundamentalDomain (AddSubgroup.op <| .zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine (AddSubgroup.equivOp _).bijective.comp this |>.existsUnique_iff.2 ?_
simpa using existsUnique_add_zsmul_mem_Ioc hT x t
| 2,260 |
import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar
import Mathlib.MeasureTheory.Measure.Haar.Quotient
import Mathlib.MeasureTheory.Constructions.Polish
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Topology.Algebra.Order.Floor
#align_import measure_theory.integral.periodic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Function MeasureTheory MeasureTheory.Measure TopologicalSpace AddSubgroup intervalIntegral
open scoped MeasureTheory NNReal ENNReal
@[measurability]
protected theorem AddCircle.measurable_mk' {a : ℝ} :
Measurable (β := AddCircle a) ((↑) : ℝ → AddCircle a) :=
Continuous.measurable <| AddCircle.continuous_mk' a
#align add_circle.measurable_mk' AddCircle.measurable_mk'
theorem isAddFundamentalDomain_Ioc {T : ℝ} (hT : 0 < T) (t : ℝ)
(μ : Measure ℝ := by volume_tac) :
IsAddFundamentalDomain (AddSubgroup.zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine this.existsUnique_iff.2 ?_
simpa only [add_comm x] using existsUnique_add_zsmul_mem_Ioc hT x t
#align is_add_fundamental_domain_Ioc isAddFundamentalDomain_Ioc
theorem isAddFundamentalDomain_Ioc' {T : ℝ} (hT : 0 < T) (t : ℝ) (μ : Measure ℝ := by volume_tac) :
IsAddFundamentalDomain (AddSubgroup.op <| .zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine (AddSubgroup.equivOp _).bijective.comp this |>.existsUnique_iff.2 ?_
simpa using existsUnique_add_zsmul_mem_Ioc hT x t
#align is_add_fundamental_domain_Ioc' isAddFundamentalDomain_Ioc'
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
namespace Function
namespace Periodic
variable {f : ℝ → E} {T : ℝ}
| Mathlib/MeasureTheory/Integral/Periodic.lean | 256 | 262 | theorem intervalIntegral_add_eq_of_pos (hf : Periodic f T) (hT : 0 < T) (t s : ℝ) :
∫ x in t..t + T, f x = ∫ x in s..s + T, f x := by |
simp only [integral_of_le, hT.le, le_add_iff_nonneg_right]
haveI : VAddInvariantMeasure (AddSubgroup.zmultiples T) ℝ volume :=
⟨fun c s _ => measure_preimage_add _ _ _⟩
apply IsAddFundamentalDomain.setIntegral_eq (G := AddSubgroup.zmultiples T)
exacts [isAddFundamentalDomain_Ioc hT t, isAddFundamentalDomain_Ioc hT s, hf.map_vadd_zmultiples]
| 2,260 |
import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar
import Mathlib.MeasureTheory.Measure.Haar.Quotient
import Mathlib.MeasureTheory.Constructions.Polish
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Topology.Algebra.Order.Floor
#align_import measure_theory.integral.periodic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Function MeasureTheory MeasureTheory.Measure TopologicalSpace AddSubgroup intervalIntegral
open scoped MeasureTheory NNReal ENNReal
@[measurability]
protected theorem AddCircle.measurable_mk' {a : ℝ} :
Measurable (β := AddCircle a) ((↑) : ℝ → AddCircle a) :=
Continuous.measurable <| AddCircle.continuous_mk' a
#align add_circle.measurable_mk' AddCircle.measurable_mk'
theorem isAddFundamentalDomain_Ioc {T : ℝ} (hT : 0 < T) (t : ℝ)
(μ : Measure ℝ := by volume_tac) :
IsAddFundamentalDomain (AddSubgroup.zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine this.existsUnique_iff.2 ?_
simpa only [add_comm x] using existsUnique_add_zsmul_mem_Ioc hT x t
#align is_add_fundamental_domain_Ioc isAddFundamentalDomain_Ioc
theorem isAddFundamentalDomain_Ioc' {T : ℝ} (hT : 0 < T) (t : ℝ) (μ : Measure ℝ := by volume_tac) :
IsAddFundamentalDomain (AddSubgroup.op <| .zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine (AddSubgroup.equivOp _).bijective.comp this |>.existsUnique_iff.2 ?_
simpa using existsUnique_add_zsmul_mem_Ioc hT x t
#align is_add_fundamental_domain_Ioc' isAddFundamentalDomain_Ioc'
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
namespace Function
namespace Periodic
variable {f : ℝ → E} {T : ℝ}
theorem intervalIntegral_add_eq_of_pos (hf : Periodic f T) (hT : 0 < T) (t s : ℝ) :
∫ x in t..t + T, f x = ∫ x in s..s + T, f x := by
simp only [integral_of_le, hT.le, le_add_iff_nonneg_right]
haveI : VAddInvariantMeasure (AddSubgroup.zmultiples T) ℝ volume :=
⟨fun c s _ => measure_preimage_add _ _ _⟩
apply IsAddFundamentalDomain.setIntegral_eq (G := AddSubgroup.zmultiples T)
exacts [isAddFundamentalDomain_Ioc hT t, isAddFundamentalDomain_Ioc hT s, hf.map_vadd_zmultiples]
#align function.periodic.interval_integral_add_eq_of_pos Function.Periodic.intervalIntegral_add_eq_of_pos
| Mathlib/MeasureTheory/Integral/Periodic.lean | 267 | 274 | theorem intervalIntegral_add_eq (hf : Periodic f T) (t s : ℝ) :
∫ x in t..t + T, f x = ∫ x in s..s + T, f x := by |
rcases lt_trichotomy (0 : ℝ) T with (hT | rfl | hT)
· exact hf.intervalIntegral_add_eq_of_pos hT t s
· simp
· rw [← neg_inj, ← integral_symm, ← integral_symm]
simpa only [← sub_eq_add_neg, add_sub_cancel_right] using
hf.neg.intervalIntegral_add_eq_of_pos (neg_pos.2 hT) (t + T) (s + T)
| 2,260 |
import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar
import Mathlib.MeasureTheory.Measure.Haar.Quotient
import Mathlib.MeasureTheory.Constructions.Polish
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Topology.Algebra.Order.Floor
#align_import measure_theory.integral.periodic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Function MeasureTheory MeasureTheory.Measure TopologicalSpace AddSubgroup intervalIntegral
open scoped MeasureTheory NNReal ENNReal
@[measurability]
protected theorem AddCircle.measurable_mk' {a : ℝ} :
Measurable (β := AddCircle a) ((↑) : ℝ → AddCircle a) :=
Continuous.measurable <| AddCircle.continuous_mk' a
#align add_circle.measurable_mk' AddCircle.measurable_mk'
theorem isAddFundamentalDomain_Ioc {T : ℝ} (hT : 0 < T) (t : ℝ)
(μ : Measure ℝ := by volume_tac) :
IsAddFundamentalDomain (AddSubgroup.zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine this.existsUnique_iff.2 ?_
simpa only [add_comm x] using existsUnique_add_zsmul_mem_Ioc hT x t
#align is_add_fundamental_domain_Ioc isAddFundamentalDomain_Ioc
theorem isAddFundamentalDomain_Ioc' {T : ℝ} (hT : 0 < T) (t : ℝ) (μ : Measure ℝ := by volume_tac) :
IsAddFundamentalDomain (AddSubgroup.op <| .zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine (AddSubgroup.equivOp _).bijective.comp this |>.existsUnique_iff.2 ?_
simpa using existsUnique_add_zsmul_mem_Ioc hT x t
#align is_add_fundamental_domain_Ioc' isAddFundamentalDomain_Ioc'
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
namespace Function
namespace Periodic
variable {f : ℝ → E} {T : ℝ}
theorem intervalIntegral_add_eq_of_pos (hf : Periodic f T) (hT : 0 < T) (t s : ℝ) :
∫ x in t..t + T, f x = ∫ x in s..s + T, f x := by
simp only [integral_of_le, hT.le, le_add_iff_nonneg_right]
haveI : VAddInvariantMeasure (AddSubgroup.zmultiples T) ℝ volume :=
⟨fun c s _ => measure_preimage_add _ _ _⟩
apply IsAddFundamentalDomain.setIntegral_eq (G := AddSubgroup.zmultiples T)
exacts [isAddFundamentalDomain_Ioc hT t, isAddFundamentalDomain_Ioc hT s, hf.map_vadd_zmultiples]
#align function.periodic.interval_integral_add_eq_of_pos Function.Periodic.intervalIntegral_add_eq_of_pos
theorem intervalIntegral_add_eq (hf : Periodic f T) (t s : ℝ) :
∫ x in t..t + T, f x = ∫ x in s..s + T, f x := by
rcases lt_trichotomy (0 : ℝ) T with (hT | rfl | hT)
· exact hf.intervalIntegral_add_eq_of_pos hT t s
· simp
· rw [← neg_inj, ← integral_symm, ← integral_symm]
simpa only [← sub_eq_add_neg, add_sub_cancel_right] using
hf.neg.intervalIntegral_add_eq_of_pos (neg_pos.2 hT) (t + T) (s + T)
#align function.periodic.interval_integral_add_eq Function.Periodic.intervalIntegral_add_eq
| Mathlib/MeasureTheory/Integral/Periodic.lean | 279 | 282 | theorem intervalIntegral_add_eq_add (hf : Periodic f T) (t s : ℝ)
(h_int : ∀ t₁ t₂, IntervalIntegrable f MeasureSpace.volume t₁ t₂) :
∫ x in t..s + T, f x = (∫ x in t..s, f x) + ∫ x in t..t + T, f x := by |
rw [hf.intervalIntegral_add_eq t s, integral_add_adjacent_intervals (h_int t s) (h_int s _)]
| 2,260 |
import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar
import Mathlib.MeasureTheory.Measure.Haar.Quotient
import Mathlib.MeasureTheory.Constructions.Polish
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Topology.Algebra.Order.Floor
#align_import measure_theory.integral.periodic from "leanprover-community/mathlib"@"9f55d0d4363ae59948c33864cbc52e0b12e0e8ce"
open Set Function MeasureTheory MeasureTheory.Measure TopologicalSpace AddSubgroup intervalIntegral
open scoped MeasureTheory NNReal ENNReal
@[measurability]
protected theorem AddCircle.measurable_mk' {a : ℝ} :
Measurable (β := AddCircle a) ((↑) : ℝ → AddCircle a) :=
Continuous.measurable <| AddCircle.continuous_mk' a
#align add_circle.measurable_mk' AddCircle.measurable_mk'
theorem isAddFundamentalDomain_Ioc {T : ℝ} (hT : 0 < T) (t : ℝ)
(μ : Measure ℝ := by volume_tac) :
IsAddFundamentalDomain (AddSubgroup.zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine this.existsUnique_iff.2 ?_
simpa only [add_comm x] using existsUnique_add_zsmul_mem_Ioc hT x t
#align is_add_fundamental_domain_Ioc isAddFundamentalDomain_Ioc
theorem isAddFundamentalDomain_Ioc' {T : ℝ} (hT : 0 < T) (t : ℝ) (μ : Measure ℝ := by volume_tac) :
IsAddFundamentalDomain (AddSubgroup.op <| .zmultiples T) (Ioc t (t + T)) μ := by
refine IsAddFundamentalDomain.mk' measurableSet_Ioc.nullMeasurableSet fun x => ?_
have : Bijective (codRestrict (fun n : ℤ => n • T) (AddSubgroup.zmultiples T) _) :=
(Equiv.ofInjective (fun n : ℤ => n • T) (zsmul_strictMono_left hT).injective).bijective
refine (AddSubgroup.equivOp _).bijective.comp this |>.existsUnique_iff.2 ?_
simpa using existsUnique_add_zsmul_mem_Ioc hT x t
#align is_add_fundamental_domain_Ioc' isAddFundamentalDomain_Ioc'
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
namespace Function
namespace Periodic
variable {f : ℝ → E} {T : ℝ}
theorem intervalIntegral_add_eq_of_pos (hf : Periodic f T) (hT : 0 < T) (t s : ℝ) :
∫ x in t..t + T, f x = ∫ x in s..s + T, f x := by
simp only [integral_of_le, hT.le, le_add_iff_nonneg_right]
haveI : VAddInvariantMeasure (AddSubgroup.zmultiples T) ℝ volume :=
⟨fun c s _ => measure_preimage_add _ _ _⟩
apply IsAddFundamentalDomain.setIntegral_eq (G := AddSubgroup.zmultiples T)
exacts [isAddFundamentalDomain_Ioc hT t, isAddFundamentalDomain_Ioc hT s, hf.map_vadd_zmultiples]
#align function.periodic.interval_integral_add_eq_of_pos Function.Periodic.intervalIntegral_add_eq_of_pos
theorem intervalIntegral_add_eq (hf : Periodic f T) (t s : ℝ) :
∫ x in t..t + T, f x = ∫ x in s..s + T, f x := by
rcases lt_trichotomy (0 : ℝ) T with (hT | rfl | hT)
· exact hf.intervalIntegral_add_eq_of_pos hT t s
· simp
· rw [← neg_inj, ← integral_symm, ← integral_symm]
simpa only [← sub_eq_add_neg, add_sub_cancel_right] using
hf.neg.intervalIntegral_add_eq_of_pos (neg_pos.2 hT) (t + T) (s + T)
#align function.periodic.interval_integral_add_eq Function.Periodic.intervalIntegral_add_eq
theorem intervalIntegral_add_eq_add (hf : Periodic f T) (t s : ℝ)
(h_int : ∀ t₁ t₂, IntervalIntegrable f MeasureSpace.volume t₁ t₂) :
∫ x in t..s + T, f x = (∫ x in t..s, f x) + ∫ x in t..t + T, f x := by
rw [hf.intervalIntegral_add_eq t s, integral_add_adjacent_intervals (h_int t s) (h_int s _)]
#align function.periodic.interval_integral_add_eq_add Function.Periodic.intervalIntegral_add_eq_add
| Mathlib/MeasureTheory/Integral/Periodic.lean | 287 | 306 | theorem intervalIntegral_add_zsmul_eq (hf : Periodic f T) (n : ℤ) (t : ℝ)
(h_int : ∀ t₁ t₂, IntervalIntegrable f MeasureSpace.volume t₁ t₂) :
∫ x in t..t + n • T, f x = n • ∫ x in t..t + T, f x := by |
-- Reduce to the case `b = 0`
suffices (∫ x in (0)..(n • T), f x) = n • ∫ x in (0)..T, f x by
simp only [hf.intervalIntegral_add_eq t 0, (hf.zsmul n).intervalIntegral_add_eq t 0, zero_add,
this]
-- First prove it for natural numbers
have : ∀ m : ℕ, (∫ x in (0)..m • T, f x) = m • ∫ x in (0)..T, f x := fun m ↦ by
induction' m with m ih
· simp
· simp only [succ_nsmul, hf.intervalIntegral_add_eq_add 0 (m • T) h_int, ih, zero_add]
-- Then prove it for all integers
cases' n with n n
· simp [← this n]
· conv_rhs => rw [negSucc_zsmul]
have h₀ : Int.negSucc n • T + (n + 1) • T = 0 := by simp; linarith
rw [integral_symm, ← (hf.nsmul (n + 1)).funext, neg_inj]
simp_rw [integral_comp_add_right, h₀, zero_add, this (n + 1), add_comm T,
hf.intervalIntegral_add_eq ((n + 1) • T) 0, zero_add]
| 2,260 |
import Mathlib.MeasureTheory.Integral.Periodic
import Mathlib.Data.ZMod.Quotient
#align_import measure_theory.group.add_circle from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
open Set Function Filter MeasureTheory MeasureTheory.Measure Metric
open scoped MeasureTheory Pointwise Topology ENNReal
namespace AddCircle
variable {T : ℝ} [hT : Fact (0 < T)]
| Mathlib/MeasureTheory/Group/AddCircle.lean | 34 | 48 | theorem closedBall_ae_eq_ball {x : AddCircle T} {ε : ℝ} : closedBall x ε =ᵐ[volume] ball x ε := by |
rcases le_or_lt ε 0 with hε | hε
· rw [ball_eq_empty.mpr hε, ae_eq_empty, volume_closedBall,
min_eq_right (by linarith [hT.out] : 2 * ε ≤ T), ENNReal.ofReal_eq_zero]
exact mul_nonpos_of_nonneg_of_nonpos zero_le_two hε
· suffices volume (closedBall x ε) ≤ volume (ball x ε) by
exact (ae_eq_of_subset_of_measure_ge ball_subset_closedBall this measurableSet_ball
(measure_ne_top _ _)).symm
have : Tendsto (fun δ => volume (closedBall x δ)) (𝓝[<] ε) (𝓝 <| volume (closedBall x ε)) := by
simp_rw [volume_closedBall]
refine ENNReal.tendsto_ofReal (Tendsto.min tendsto_const_nhds <| Tendsto.const_mul _ ?_)
convert (@monotone_id ℝ _).tendsto_nhdsWithin_Iio ε
simp
refine le_of_tendsto this (mem_nhdsWithin_Iio_iff_exists_Ioo_subset.mpr ⟨0, hε, fun r hr => ?_⟩)
exact measure_mono (closedBall_subset_ball hr.2)
| 2,261 |
import Mathlib.MeasureTheory.Integral.Periodic
import Mathlib.Data.ZMod.Quotient
#align_import measure_theory.group.add_circle from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
open Set Function Filter MeasureTheory MeasureTheory.Measure Metric
open scoped MeasureTheory Pointwise Topology ENNReal
namespace AddCircle
variable {T : ℝ} [hT : Fact (0 < T)]
theorem closedBall_ae_eq_ball {x : AddCircle T} {ε : ℝ} : closedBall x ε =ᵐ[volume] ball x ε := by
rcases le_or_lt ε 0 with hε | hε
· rw [ball_eq_empty.mpr hε, ae_eq_empty, volume_closedBall,
min_eq_right (by linarith [hT.out] : 2 * ε ≤ T), ENNReal.ofReal_eq_zero]
exact mul_nonpos_of_nonneg_of_nonpos zero_le_two hε
· suffices volume (closedBall x ε) ≤ volume (ball x ε) by
exact (ae_eq_of_subset_of_measure_ge ball_subset_closedBall this measurableSet_ball
(measure_ne_top _ _)).symm
have : Tendsto (fun δ => volume (closedBall x δ)) (𝓝[<] ε) (𝓝 <| volume (closedBall x ε)) := by
simp_rw [volume_closedBall]
refine ENNReal.tendsto_ofReal (Tendsto.min tendsto_const_nhds <| Tendsto.const_mul _ ?_)
convert (@monotone_id ℝ _).tendsto_nhdsWithin_Iio ε
simp
refine le_of_tendsto this (mem_nhdsWithin_Iio_iff_exists_Ioo_subset.mpr ⟨0, hε, fun r hr => ?_⟩)
exact measure_mono (closedBall_subset_ball hr.2)
#align add_circle.closed_ball_ae_eq_ball AddCircle.closedBall_ae_eq_ball
| Mathlib/MeasureTheory/Group/AddCircle.lean | 54 | 92 | theorem isAddFundamentalDomain_of_ae_ball (I : Set <| AddCircle T) (u x : AddCircle T)
(hu : IsOfFinAddOrder u) (hI : I =ᵐ[volume] ball x (T / (2 * addOrderOf u))) :
IsAddFundamentalDomain (AddSubgroup.zmultiples u) I := by |
set G := AddSubgroup.zmultiples u
set n := addOrderOf u
set B := ball x (T / (2 * n))
have hn : 1 ≤ (n : ℝ) := by norm_cast; linarith [hu.addOrderOf_pos]
refine IsAddFundamentalDomain.mk_of_measure_univ_le ?_ ?_ ?_ ?_
· -- `NullMeasurableSet I volume`
exact measurableSet_ball.nullMeasurableSet.congr hI.symm
· -- `∀ (g : G), g ≠ 0 → AEDisjoint volume (g +ᵥ I) I`
rintro ⟨g, hg⟩ hg'
replace hg' : g ≠ 0 := by simpa only [Ne, AddSubgroup.mk_eq_zero] using hg'
change AEDisjoint volume (g +ᵥ I) I
refine AEDisjoint.congr (Disjoint.aedisjoint ?_)
((quasiMeasurePreserving_add_left volume (-g)).vadd_ae_eq_of_ae_eq g hI) hI
have hBg : g +ᵥ B = ball (g + x) (T / (2 * n)) := by
rw [add_comm g x, ← singleton_add_ball _ x g, add_ball, thickening_singleton]
rw [hBg]
apply ball_disjoint_ball
rw [dist_eq_norm, add_sub_cancel_right, div_mul_eq_div_div, ← add_div, ← add_div,
add_self_div_two, div_le_iff' (by positivity : 0 < (n : ℝ)), ← nsmul_eq_mul]
refine (le_add_order_smul_norm_of_isOfFinAddOrder (hu.of_mem_zmultiples hg) hg').trans
(nsmul_le_nsmul_left (norm_nonneg g) ?_)
exact Nat.le_of_dvd (addOrderOf_pos_iff.mpr hu) (addOrderOf_dvd_of_mem_zmultiples hg)
· -- `∀ (g : G), QuasiMeasurePreserving (VAdd.vadd g) volume volume`
exact fun g => quasiMeasurePreserving_add_left (G := AddCircle T) volume g
· -- `volume univ ≤ ∑' (g : G), volume (g +ᵥ I)`
replace hI := hI.trans closedBall_ae_eq_ball.symm
haveI : Fintype G := @Fintype.ofFinite _ hu.finite_zmultiples.to_subtype
have hG_card : (Finset.univ : Finset G).card = n := by
show _ = addOrderOf u
rw [← Nat.card_zmultiples, Nat.card_eq_fintype_card]; rfl
simp_rw [measure_vadd]
rw [AddCircle.measure_univ, tsum_fintype, Finset.sum_const, measure_congr hI,
volume_closedBall, ← ENNReal.ofReal_nsmul, mul_div, mul_div_mul_comm,
div_self, one_mul, min_eq_right (div_le_self hT.out.le hn), hG_card,
nsmul_eq_mul, mul_div_cancel₀ T (lt_of_lt_of_le zero_lt_one hn).ne.symm]
exact two_ne_zero
| 2,261 |
import Mathlib.MeasureTheory.Integral.Periodic
import Mathlib.Data.ZMod.Quotient
#align_import measure_theory.group.add_circle from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
open Set Function Filter MeasureTheory MeasureTheory.Measure Metric
open scoped MeasureTheory Pointwise Topology ENNReal
namespace AddCircle
variable {T : ℝ} [hT : Fact (0 < T)]
theorem closedBall_ae_eq_ball {x : AddCircle T} {ε : ℝ} : closedBall x ε =ᵐ[volume] ball x ε := by
rcases le_or_lt ε 0 with hε | hε
· rw [ball_eq_empty.mpr hε, ae_eq_empty, volume_closedBall,
min_eq_right (by linarith [hT.out] : 2 * ε ≤ T), ENNReal.ofReal_eq_zero]
exact mul_nonpos_of_nonneg_of_nonpos zero_le_two hε
· suffices volume (closedBall x ε) ≤ volume (ball x ε) by
exact (ae_eq_of_subset_of_measure_ge ball_subset_closedBall this measurableSet_ball
(measure_ne_top _ _)).symm
have : Tendsto (fun δ => volume (closedBall x δ)) (𝓝[<] ε) (𝓝 <| volume (closedBall x ε)) := by
simp_rw [volume_closedBall]
refine ENNReal.tendsto_ofReal (Tendsto.min tendsto_const_nhds <| Tendsto.const_mul _ ?_)
convert (@monotone_id ℝ _).tendsto_nhdsWithin_Iio ε
simp
refine le_of_tendsto this (mem_nhdsWithin_Iio_iff_exists_Ioo_subset.mpr ⟨0, hε, fun r hr => ?_⟩)
exact measure_mono (closedBall_subset_ball hr.2)
#align add_circle.closed_ball_ae_eq_ball AddCircle.closedBall_ae_eq_ball
theorem isAddFundamentalDomain_of_ae_ball (I : Set <| AddCircle T) (u x : AddCircle T)
(hu : IsOfFinAddOrder u) (hI : I =ᵐ[volume] ball x (T / (2 * addOrderOf u))) :
IsAddFundamentalDomain (AddSubgroup.zmultiples u) I := by
set G := AddSubgroup.zmultiples u
set n := addOrderOf u
set B := ball x (T / (2 * n))
have hn : 1 ≤ (n : ℝ) := by norm_cast; linarith [hu.addOrderOf_pos]
refine IsAddFundamentalDomain.mk_of_measure_univ_le ?_ ?_ ?_ ?_
· -- `NullMeasurableSet I volume`
exact measurableSet_ball.nullMeasurableSet.congr hI.symm
· -- `∀ (g : G), g ≠ 0 → AEDisjoint volume (g +ᵥ I) I`
rintro ⟨g, hg⟩ hg'
replace hg' : g ≠ 0 := by simpa only [Ne, AddSubgroup.mk_eq_zero] using hg'
change AEDisjoint volume (g +ᵥ I) I
refine AEDisjoint.congr (Disjoint.aedisjoint ?_)
((quasiMeasurePreserving_add_left volume (-g)).vadd_ae_eq_of_ae_eq g hI) hI
have hBg : g +ᵥ B = ball (g + x) (T / (2 * n)) := by
rw [add_comm g x, ← singleton_add_ball _ x g, add_ball, thickening_singleton]
rw [hBg]
apply ball_disjoint_ball
rw [dist_eq_norm, add_sub_cancel_right, div_mul_eq_div_div, ← add_div, ← add_div,
add_self_div_two, div_le_iff' (by positivity : 0 < (n : ℝ)), ← nsmul_eq_mul]
refine (le_add_order_smul_norm_of_isOfFinAddOrder (hu.of_mem_zmultiples hg) hg').trans
(nsmul_le_nsmul_left (norm_nonneg g) ?_)
exact Nat.le_of_dvd (addOrderOf_pos_iff.mpr hu) (addOrderOf_dvd_of_mem_zmultiples hg)
· -- `∀ (g : G), QuasiMeasurePreserving (VAdd.vadd g) volume volume`
exact fun g => quasiMeasurePreserving_add_left (G := AddCircle T) volume g
· -- `volume univ ≤ ∑' (g : G), volume (g +ᵥ I)`
replace hI := hI.trans closedBall_ae_eq_ball.symm
haveI : Fintype G := @Fintype.ofFinite _ hu.finite_zmultiples.to_subtype
have hG_card : (Finset.univ : Finset G).card = n := by
show _ = addOrderOf u
rw [← Nat.card_zmultiples, Nat.card_eq_fintype_card]; rfl
simp_rw [measure_vadd]
rw [AddCircle.measure_univ, tsum_fintype, Finset.sum_const, measure_congr hI,
volume_closedBall, ← ENNReal.ofReal_nsmul, mul_div, mul_div_mul_comm,
div_self, one_mul, min_eq_right (div_le_self hT.out.le hn), hG_card,
nsmul_eq_mul, mul_div_cancel₀ T (lt_of_lt_of_le zero_lt_one hn).ne.symm]
exact two_ne_zero
#align add_circle.is_add_fundamental_domain_of_ae_ball AddCircle.isAddFundamentalDomain_of_ae_ball
| Mathlib/MeasureTheory/Group/AddCircle.lean | 95 | 104 | theorem volume_of_add_preimage_eq (s I : Set <| AddCircle T) (u x : AddCircle T)
(hu : IsOfFinAddOrder u) (hs : (u +ᵥ s : Set <| AddCircle T) =ᵐ[volume] s)
(hI : I =ᵐ[volume] ball x (T / (2 * addOrderOf u))) :
volume s = addOrderOf u • volume (s ∩ I) := by |
let G := AddSubgroup.zmultiples u
haveI : Fintype G := @Fintype.ofFinite _ hu.finite_zmultiples.to_subtype
have hsG : ∀ g : G, (g +ᵥ s : Set <| AddCircle T) =ᵐ[volume] s := by
rintro ⟨y, hy⟩; exact (vadd_ae_eq_self_of_mem_zmultiples hs hy : _)
rw [(isAddFundamentalDomain_of_ae_ball I u x hu hI).measure_eq_card_smul_of_vadd_ae_eq_self s hsG,
← Nat.card_zmultiples u]
| 2,261 |
import Mathlib.Algebra.Order.Ring.Abs
import Mathlib.Data.Set.Pointwise.Iterate
import Mathlib.Dynamics.Ergodic.Ergodic
import Mathlib.MeasureTheory.Covering.DensityTheorem
import Mathlib.MeasureTheory.Group.AddCircle
import Mathlib.MeasureTheory.Measure.Haar.Unique
#align_import dynamics.ergodic.add_circle from "leanprover-community/mathlib"@"5f6e827d81dfbeb6151d7016586ceeb0099b9655"
open Set Function MeasureTheory MeasureTheory.Measure Filter Metric
open scoped MeasureTheory NNReal ENNReal Topology Pointwise
namespace AddCircle
variable {T : ℝ} [hT : Fact (0 < T)]
| Mathlib/Dynamics/Ergodic/AddCircle.lean | 45 | 101 | theorem ae_empty_or_univ_of_forall_vadd_ae_eq_self {s : Set <| AddCircle T}
(hs : NullMeasurableSet s volume) {ι : Type*} {l : Filter ι} [l.NeBot] {u : ι → AddCircle T}
(hu₁ : ∀ i, (u i +ᵥ s : Set _) =ᵐ[volume] s) (hu₂ : Tendsto (addOrderOf ∘ u) l atTop) :
s =ᵐ[volume] (∅ : Set <| AddCircle T) ∨ s =ᵐ[volume] univ := by |
/- Sketch of proof:
Assume `T = 1` for simplicity and let `μ` be the Haar measure. We may assume `s` has positive
measure since otherwise there is nothing to prove. In this case, by Lebesgue's density theorem,
there exists a point `d` of positive density. Let `Iⱼ` be the sequence of closed balls about `d`
of diameter `1 / nⱼ` where `nⱼ` is the additive order of `uⱼ`. Since `d` has positive density we
must have `μ (s ∩ Iⱼ) / μ Iⱼ → 1` along `l`. However since `s` is invariant under the action of
`uⱼ` and since `Iⱼ` is a fundamental domain for this action, we must have
`μ (s ∩ Iⱼ) = nⱼ * μ s = (μ Iⱼ) * μ s`. We thus have `μ s → 1` and thus `μ s = 1`. -/
set μ := (volume : Measure <| AddCircle T)
set n : ι → ℕ := addOrderOf ∘ u
have hT₀ : 0 < T := hT.out
have hT₁ : ENNReal.ofReal T ≠ 0 := by simpa
rw [ae_eq_empty, ae_eq_univ_iff_measure_eq hs, AddCircle.measure_univ]
rcases eq_or_ne (μ s) 0 with h | h; · exact Or.inl h
right
obtain ⟨d, -, hd⟩ : ∃ d, d ∈ s ∧ ∀ {ι'} {l : Filter ι'} (w : ι' → AddCircle T) (δ : ι' → ℝ),
Tendsto δ l (𝓝[>] 0) → (∀ᶠ j in l, d ∈ closedBall (w j) (1 * δ j)) →
Tendsto (fun j => μ (s ∩ closedBall (w j) (δ j)) / μ (closedBall (w j) (δ j))) l (𝓝 1) :=
exists_mem_of_measure_ne_zero_of_ae h
(IsUnifLocDoublingMeasure.ae_tendsto_measure_inter_div μ s 1)
let I : ι → Set (AddCircle T) := fun j => closedBall d (T / (2 * ↑(n j)))
replace hd : Tendsto (fun j => μ (s ∩ I j) / μ (I j)) l (𝓝 1) := by
let δ : ι → ℝ := fun j => T / (2 * ↑(n j))
have hδ₀ : ∀ᶠ j in l, 0 < δ j :=
(hu₂.eventually_gt_atTop 0).mono fun j hj => div_pos hT₀ <| by positivity
have hδ₁ : Tendsto δ l (𝓝[>] 0) := by
refine tendsto_nhdsWithin_iff.mpr ⟨?_, hδ₀⟩
replace hu₂ : Tendsto (fun j => T⁻¹ * 2 * n j) l atTop :=
(tendsto_natCast_atTop_iff.mpr hu₂).const_mul_atTop (by positivity : 0 < T⁻¹ * 2)
convert hu₂.inv_tendsto_atTop
ext j
simp only [δ, Pi.inv_apply, mul_inv_rev, inv_inv, div_eq_inv_mul, ← mul_assoc]
have hw : ∀ᶠ j in l, d ∈ closedBall d (1 * δ j) := hδ₀.mono fun j hj => by
simp only [comp_apply, one_mul, mem_closedBall, dist_self]
apply hj.le
exact hd _ δ hδ₁ hw
suffices ∀ᶠ j in l, μ (s ∩ I j) / μ (I j) = μ s / ENNReal.ofReal T by
replace hd := hd.congr' this
rwa [tendsto_const_nhds_iff, ENNReal.div_eq_one_iff hT₁ ENNReal.ofReal_ne_top] at hd
refine (hu₂.eventually_gt_atTop 0).mono fun j hj => ?_
have : addOrderOf (u j) = n j := rfl
have huj : IsOfFinAddOrder (u j) := addOrderOf_pos_iff.mp hj
have huj' : 1 ≤ (↑(n j) : ℝ) := by norm_cast
have hI₀ : μ (I j) ≠ 0 := (measure_closedBall_pos _ d <| by positivity).ne.symm
have hI₁ : μ (I j) ≠ ⊤ := measure_ne_top _ _
have hI₂ : μ (I j) * ↑(n j) = ENNReal.ofReal T := by
rw [volume_closedBall, mul_div, mul_div_mul_left T _ two_ne_zero,
min_eq_right (div_le_self hT₀.le huj'), mul_comm, ← nsmul_eq_mul, ← ENNReal.ofReal_nsmul,
nsmul_eq_mul, mul_div_cancel₀]
exact Nat.cast_ne_zero.mpr hj.ne'
rw [ENNReal.div_eq_div_iff hT₁ ENNReal.ofReal_ne_top hI₀ hI₁,
volume_of_add_preimage_eq s _ (u j) d huj (hu₁ j) closedBall_ae_eq_ball, nsmul_eq_mul, ←
mul_assoc, this, hI₂]
| 2,262 |
import Mathlib.Algebra.Order.Ring.Abs
import Mathlib.Data.Set.Pointwise.Iterate
import Mathlib.Dynamics.Ergodic.Ergodic
import Mathlib.MeasureTheory.Covering.DensityTheorem
import Mathlib.MeasureTheory.Group.AddCircle
import Mathlib.MeasureTheory.Measure.Haar.Unique
#align_import dynamics.ergodic.add_circle from "leanprover-community/mathlib"@"5f6e827d81dfbeb6151d7016586ceeb0099b9655"
open Set Function MeasureTheory MeasureTheory.Measure Filter Metric
open scoped MeasureTheory NNReal ENNReal Topology Pointwise
namespace AddCircle
variable {T : ℝ} [hT : Fact (0 < T)]
theorem ae_empty_or_univ_of_forall_vadd_ae_eq_self {s : Set <| AddCircle T}
(hs : NullMeasurableSet s volume) {ι : Type*} {l : Filter ι} [l.NeBot] {u : ι → AddCircle T}
(hu₁ : ∀ i, (u i +ᵥ s : Set _) =ᵐ[volume] s) (hu₂ : Tendsto (addOrderOf ∘ u) l atTop) :
s =ᵐ[volume] (∅ : Set <| AddCircle T) ∨ s =ᵐ[volume] univ := by
set μ := (volume : Measure <| AddCircle T)
set n : ι → ℕ := addOrderOf ∘ u
have hT₀ : 0 < T := hT.out
have hT₁ : ENNReal.ofReal T ≠ 0 := by simpa
rw [ae_eq_empty, ae_eq_univ_iff_measure_eq hs, AddCircle.measure_univ]
rcases eq_or_ne (μ s) 0 with h | h; · exact Or.inl h
right
obtain ⟨d, -, hd⟩ : ∃ d, d ∈ s ∧ ∀ {ι'} {l : Filter ι'} (w : ι' → AddCircle T) (δ : ι' → ℝ),
Tendsto δ l (𝓝[>] 0) → (∀ᶠ j in l, d ∈ closedBall (w j) (1 * δ j)) →
Tendsto (fun j => μ (s ∩ closedBall (w j) (δ j)) / μ (closedBall (w j) (δ j))) l (𝓝 1) :=
exists_mem_of_measure_ne_zero_of_ae h
(IsUnifLocDoublingMeasure.ae_tendsto_measure_inter_div μ s 1)
let I : ι → Set (AddCircle T) := fun j => closedBall d (T / (2 * ↑(n j)))
replace hd : Tendsto (fun j => μ (s ∩ I j) / μ (I j)) l (𝓝 1) := by
let δ : ι → ℝ := fun j => T / (2 * ↑(n j))
have hδ₀ : ∀ᶠ j in l, 0 < δ j :=
(hu₂.eventually_gt_atTop 0).mono fun j hj => div_pos hT₀ <| by positivity
have hδ₁ : Tendsto δ l (𝓝[>] 0) := by
refine tendsto_nhdsWithin_iff.mpr ⟨?_, hδ₀⟩
replace hu₂ : Tendsto (fun j => T⁻¹ * 2 * n j) l atTop :=
(tendsto_natCast_atTop_iff.mpr hu₂).const_mul_atTop (by positivity : 0 < T⁻¹ * 2)
convert hu₂.inv_tendsto_atTop
ext j
simp only [δ, Pi.inv_apply, mul_inv_rev, inv_inv, div_eq_inv_mul, ← mul_assoc]
have hw : ∀ᶠ j in l, d ∈ closedBall d (1 * δ j) := hδ₀.mono fun j hj => by
simp only [comp_apply, one_mul, mem_closedBall, dist_self]
apply hj.le
exact hd _ δ hδ₁ hw
suffices ∀ᶠ j in l, μ (s ∩ I j) / μ (I j) = μ s / ENNReal.ofReal T by
replace hd := hd.congr' this
rwa [tendsto_const_nhds_iff, ENNReal.div_eq_one_iff hT₁ ENNReal.ofReal_ne_top] at hd
refine (hu₂.eventually_gt_atTop 0).mono fun j hj => ?_
have : addOrderOf (u j) = n j := rfl
have huj : IsOfFinAddOrder (u j) := addOrderOf_pos_iff.mp hj
have huj' : 1 ≤ (↑(n j) : ℝ) := by norm_cast
have hI₀ : μ (I j) ≠ 0 := (measure_closedBall_pos _ d <| by positivity).ne.symm
have hI₁ : μ (I j) ≠ ⊤ := measure_ne_top _ _
have hI₂ : μ (I j) * ↑(n j) = ENNReal.ofReal T := by
rw [volume_closedBall, mul_div, mul_div_mul_left T _ two_ne_zero,
min_eq_right (div_le_self hT₀.le huj'), mul_comm, ← nsmul_eq_mul, ← ENNReal.ofReal_nsmul,
nsmul_eq_mul, mul_div_cancel₀]
exact Nat.cast_ne_zero.mpr hj.ne'
rw [ENNReal.div_eq_div_iff hT₁ ENNReal.ofReal_ne_top hI₀ hI₁,
volume_of_add_preimage_eq s _ (u j) d huj (hu₁ j) closedBall_ae_eq_ball, nsmul_eq_mul, ←
mul_assoc, this, hI₂]
#align add_circle.ae_empty_or_univ_of_forall_vadd_ae_eq_self AddCircle.ae_empty_or_univ_of_forall_vadd_ae_eq_self
| Mathlib/Dynamics/Ergodic/AddCircle.lean | 104 | 120 | theorem ergodic_zsmul {n : ℤ} (hn : 1 < |n|) : Ergodic fun y : AddCircle T => n • y :=
{ measurePreserving_zsmul volume (abs_pos.mp <| lt_trans zero_lt_one hn) with
ae_empty_or_univ := fun s hs hs' => by
let u : ℕ → AddCircle T := fun j => ↑((↑1 : ℝ) / ↑(n.natAbs ^ j) * T)
replace hn : 1 < n.natAbs := by | rwa [Int.abs_eq_natAbs, Nat.one_lt_cast] at hn
have hu₀ : ∀ j, addOrderOf (u j) = n.natAbs ^ j := fun j => by
convert addOrderOf_div_of_gcd_eq_one (p := T) (m := 1)
(pow_pos (pos_of_gt hn) j) (gcd_one_left _)
norm_cast
have hnu : ∀ j, n ^ j • u j = 0 := fun j => by
rw [← addOrderOf_dvd_iff_zsmul_eq_zero, hu₀, Int.natCast_pow, Int.natCast_natAbs, ← abs_pow,
abs_dvd]
have hu₁ : ∀ j, (u j +ᵥ s : Set _) =ᵐ[volume] s := fun j => by
rw [vadd_eq_self_of_preimage_zsmul_eq_self hs' (hnu j)]
have hu₂ : Tendsto (fun j => addOrderOf <| u j) atTop atTop := by
simp_rw [hu₀]; exact Nat.tendsto_pow_atTop_atTop_of_one_lt hn
exact ae_empty_or_univ_of_forall_vadd_ae_eq_self hs.nullMeasurableSet hu₁ hu₂ }
| 2,262 |
import Mathlib.Dynamics.Ergodic.AddCircle
import Mathlib.MeasureTheory.Covering.LiminfLimsup
#align_import number_theory.well_approximable from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
open Set Filter Function Metric MeasureTheory
open scoped MeasureTheory Topology Pointwise
@[to_additive "In a seminormed additive group `A`, given `n : ℕ` and `δ : ℝ`,
`approxAddOrderOf A n δ` is the set of elements within a distance `δ` of a point of order `n`."]
def approxOrderOf (A : Type*) [SeminormedGroup A] (n : ℕ) (δ : ℝ) : Set A :=
thickening δ {y | orderOf y = n}
#align approx_order_of approxOrderOf
#align approx_add_order_of approxAddOrderOf
@[to_additive mem_approx_add_orderOf_iff]
| Mathlib/NumberTheory/WellApproximable.lean | 77 | 79 | theorem mem_approxOrderOf_iff {A : Type*} [SeminormedGroup A] {n : ℕ} {δ : ℝ} {a : A} :
a ∈ approxOrderOf A n δ ↔ ∃ b : A, orderOf b = n ∧ a ∈ ball b δ := by |
simp only [approxOrderOf, thickening_eq_biUnion_ball, mem_iUnion₂, mem_setOf_eq, exists_prop]
| 2,263 |
import Mathlib.Dynamics.Ergodic.AddCircle
import Mathlib.MeasureTheory.Covering.LiminfLimsup
#align_import number_theory.well_approximable from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
open Set Filter Function Metric MeasureTheory
open scoped MeasureTheory Topology Pointwise
@[to_additive "In a seminormed additive group `A`, given `n : ℕ` and `δ : ℝ`,
`approxAddOrderOf A n δ` is the set of elements within a distance `δ` of a point of order `n`."]
def approxOrderOf (A : Type*) [SeminormedGroup A] (n : ℕ) (δ : ℝ) : Set A :=
thickening δ {y | orderOf y = n}
#align approx_order_of approxOrderOf
#align approx_add_order_of approxAddOrderOf
@[to_additive mem_approx_add_orderOf_iff]
theorem mem_approxOrderOf_iff {A : Type*} [SeminormedGroup A] {n : ℕ} {δ : ℝ} {a : A} :
a ∈ approxOrderOf A n δ ↔ ∃ b : A, orderOf b = n ∧ a ∈ ball b δ := by
simp only [approxOrderOf, thickening_eq_biUnion_ball, mem_iUnion₂, mem_setOf_eq, exists_prop]
#align mem_approx_order_of_iff mem_approxOrderOf_iff
#align mem_approx_add_order_of_iff mem_approx_add_orderOf_iff
@[to_additive addWellApproximable "In a seminormed additive group `A`, given a sequence of
distances `δ₁, δ₂, ...`, `addWellApproximable A δ` is the limsup as `n → ∞` of the sets
`approxAddOrderOf A n δₙ`. Thus, it is the set of points that lie in infinitely many of the sets
`approxAddOrderOf A n δₙ`."]
def wellApproximable (A : Type*) [SeminormedGroup A] (δ : ℕ → ℝ) : Set A :=
blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n
#align well_approximable wellApproximable
#align add_well_approximable addWellApproximable
@[to_additive mem_add_wellApproximable_iff]
theorem mem_wellApproximable_iff {A : Type*} [SeminormedGroup A] {δ : ℕ → ℝ} {a : A} :
a ∈ wellApproximable A δ ↔
a ∈ blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n :=
Iff.rfl
#align mem_well_approximable_iff mem_wellApproximable_iff
#align mem_add_well_approximable_iff mem_add_wellApproximable_iff
namespace approxOrderOf
variable {A : Type*} [SeminormedCommGroup A] {a : A} {m n : ℕ} (δ : ℝ)
@[to_additive]
| Mathlib/NumberTheory/WellApproximable.lean | 108 | 116 | theorem image_pow_subset_of_coprime (hm : 0 < m) (hmn : n.Coprime m) :
(fun (y : A) => y ^ m) '' approxOrderOf A n δ ⊆ approxOrderOf A n (m * δ) := by |
rintro - ⟨a, ha, rfl⟩
obtain ⟨b, hb, hab⟩ := mem_approxOrderOf_iff.mp ha
replace hb : b ^ m ∈ {u : A | orderOf u = n} := by
rw [← hb] at hmn ⊢; exact hmn.orderOf_pow
apply ball_subset_thickening hb ((m : ℝ) • δ)
convert pow_mem_ball hm hab using 1
simp only [nsmul_eq_mul, Algebra.id.smul_eq_mul]
| 2,263 |
import Mathlib.Dynamics.Ergodic.AddCircle
import Mathlib.MeasureTheory.Covering.LiminfLimsup
#align_import number_theory.well_approximable from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
open Set Filter Function Metric MeasureTheory
open scoped MeasureTheory Topology Pointwise
@[to_additive "In a seminormed additive group `A`, given `n : ℕ` and `δ : ℝ`,
`approxAddOrderOf A n δ` is the set of elements within a distance `δ` of a point of order `n`."]
def approxOrderOf (A : Type*) [SeminormedGroup A] (n : ℕ) (δ : ℝ) : Set A :=
thickening δ {y | orderOf y = n}
#align approx_order_of approxOrderOf
#align approx_add_order_of approxAddOrderOf
@[to_additive mem_approx_add_orderOf_iff]
theorem mem_approxOrderOf_iff {A : Type*} [SeminormedGroup A] {n : ℕ} {δ : ℝ} {a : A} :
a ∈ approxOrderOf A n δ ↔ ∃ b : A, orderOf b = n ∧ a ∈ ball b δ := by
simp only [approxOrderOf, thickening_eq_biUnion_ball, mem_iUnion₂, mem_setOf_eq, exists_prop]
#align mem_approx_order_of_iff mem_approxOrderOf_iff
#align mem_approx_add_order_of_iff mem_approx_add_orderOf_iff
@[to_additive addWellApproximable "In a seminormed additive group `A`, given a sequence of
distances `δ₁, δ₂, ...`, `addWellApproximable A δ` is the limsup as `n → ∞` of the sets
`approxAddOrderOf A n δₙ`. Thus, it is the set of points that lie in infinitely many of the sets
`approxAddOrderOf A n δₙ`."]
def wellApproximable (A : Type*) [SeminormedGroup A] (δ : ℕ → ℝ) : Set A :=
blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n
#align well_approximable wellApproximable
#align add_well_approximable addWellApproximable
@[to_additive mem_add_wellApproximable_iff]
theorem mem_wellApproximable_iff {A : Type*} [SeminormedGroup A] {δ : ℕ → ℝ} {a : A} :
a ∈ wellApproximable A δ ↔
a ∈ blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n :=
Iff.rfl
#align mem_well_approximable_iff mem_wellApproximable_iff
#align mem_add_well_approximable_iff mem_add_wellApproximable_iff
namespace approxOrderOf
variable {A : Type*} [SeminormedCommGroup A] {a : A} {m n : ℕ} (δ : ℝ)
@[to_additive]
theorem image_pow_subset_of_coprime (hm : 0 < m) (hmn : n.Coprime m) :
(fun (y : A) => y ^ m) '' approxOrderOf A n δ ⊆ approxOrderOf A n (m * δ) := by
rintro - ⟨a, ha, rfl⟩
obtain ⟨b, hb, hab⟩ := mem_approxOrderOf_iff.mp ha
replace hb : b ^ m ∈ {u : A | orderOf u = n} := by
rw [← hb] at hmn ⊢; exact hmn.orderOf_pow
apply ball_subset_thickening hb ((m : ℝ) • δ)
convert pow_mem_ball hm hab using 1
simp only [nsmul_eq_mul, Algebra.id.smul_eq_mul]
#align approx_order_of.image_pow_subset_of_coprime approxOrderOf.image_pow_subset_of_coprime
#align approx_add_order_of.image_nsmul_subset_of_coprime approxAddOrderOf.image_nsmul_subset_of_coprime
@[to_additive]
| Mathlib/NumberTheory/WellApproximable.lean | 121 | 129 | theorem image_pow_subset (n : ℕ) (hm : 0 < m) :
(fun (y : A) => y ^ m) '' approxOrderOf A (n * m) δ ⊆ approxOrderOf A n (m * δ) := by |
rintro - ⟨a, ha, rfl⟩
obtain ⟨b, hb : orderOf b = n * m, hab : a ∈ ball b δ⟩ := mem_approxOrderOf_iff.mp ha
replace hb : b ^ m ∈ {y : A | orderOf y = n} := by
rw [mem_setOf_eq, orderOf_pow' b hm.ne', hb, Nat.gcd_mul_left_left, n.mul_div_cancel hm]
apply ball_subset_thickening hb (m * δ)
convert pow_mem_ball hm hab using 1
simp only [nsmul_eq_mul]
| 2,263 |
import Mathlib.Dynamics.Ergodic.AddCircle
import Mathlib.MeasureTheory.Covering.LiminfLimsup
#align_import number_theory.well_approximable from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
open Set Filter Function Metric MeasureTheory
open scoped MeasureTheory Topology Pointwise
@[to_additive "In a seminormed additive group `A`, given `n : ℕ` and `δ : ℝ`,
`approxAddOrderOf A n δ` is the set of elements within a distance `δ` of a point of order `n`."]
def approxOrderOf (A : Type*) [SeminormedGroup A] (n : ℕ) (δ : ℝ) : Set A :=
thickening δ {y | orderOf y = n}
#align approx_order_of approxOrderOf
#align approx_add_order_of approxAddOrderOf
@[to_additive mem_approx_add_orderOf_iff]
theorem mem_approxOrderOf_iff {A : Type*} [SeminormedGroup A] {n : ℕ} {δ : ℝ} {a : A} :
a ∈ approxOrderOf A n δ ↔ ∃ b : A, orderOf b = n ∧ a ∈ ball b δ := by
simp only [approxOrderOf, thickening_eq_biUnion_ball, mem_iUnion₂, mem_setOf_eq, exists_prop]
#align mem_approx_order_of_iff mem_approxOrderOf_iff
#align mem_approx_add_order_of_iff mem_approx_add_orderOf_iff
@[to_additive addWellApproximable "In a seminormed additive group `A`, given a sequence of
distances `δ₁, δ₂, ...`, `addWellApproximable A δ` is the limsup as `n → ∞` of the sets
`approxAddOrderOf A n δₙ`. Thus, it is the set of points that lie in infinitely many of the sets
`approxAddOrderOf A n δₙ`."]
def wellApproximable (A : Type*) [SeminormedGroup A] (δ : ℕ → ℝ) : Set A :=
blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n
#align well_approximable wellApproximable
#align add_well_approximable addWellApproximable
@[to_additive mem_add_wellApproximable_iff]
theorem mem_wellApproximable_iff {A : Type*} [SeminormedGroup A] {δ : ℕ → ℝ} {a : A} :
a ∈ wellApproximable A δ ↔
a ∈ blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n :=
Iff.rfl
#align mem_well_approximable_iff mem_wellApproximable_iff
#align mem_add_well_approximable_iff mem_add_wellApproximable_iff
namespace approxOrderOf
variable {A : Type*} [SeminormedCommGroup A] {a : A} {m n : ℕ} (δ : ℝ)
@[to_additive]
theorem image_pow_subset_of_coprime (hm : 0 < m) (hmn : n.Coprime m) :
(fun (y : A) => y ^ m) '' approxOrderOf A n δ ⊆ approxOrderOf A n (m * δ) := by
rintro - ⟨a, ha, rfl⟩
obtain ⟨b, hb, hab⟩ := mem_approxOrderOf_iff.mp ha
replace hb : b ^ m ∈ {u : A | orderOf u = n} := by
rw [← hb] at hmn ⊢; exact hmn.orderOf_pow
apply ball_subset_thickening hb ((m : ℝ) • δ)
convert pow_mem_ball hm hab using 1
simp only [nsmul_eq_mul, Algebra.id.smul_eq_mul]
#align approx_order_of.image_pow_subset_of_coprime approxOrderOf.image_pow_subset_of_coprime
#align approx_add_order_of.image_nsmul_subset_of_coprime approxAddOrderOf.image_nsmul_subset_of_coprime
@[to_additive]
theorem image_pow_subset (n : ℕ) (hm : 0 < m) :
(fun (y : A) => y ^ m) '' approxOrderOf A (n * m) δ ⊆ approxOrderOf A n (m * δ) := by
rintro - ⟨a, ha, rfl⟩
obtain ⟨b, hb : orderOf b = n * m, hab : a ∈ ball b δ⟩ := mem_approxOrderOf_iff.mp ha
replace hb : b ^ m ∈ {y : A | orderOf y = n} := by
rw [mem_setOf_eq, orderOf_pow' b hm.ne', hb, Nat.gcd_mul_left_left, n.mul_div_cancel hm]
apply ball_subset_thickening hb (m * δ)
convert pow_mem_ball hm hab using 1
simp only [nsmul_eq_mul]
#align approx_order_of.image_pow_subset approxOrderOf.image_pow_subset
#align approx_add_order_of.image_nsmul_subset approxAddOrderOf.image_nsmul_subset
@[to_additive]
| Mathlib/NumberTheory/WellApproximable.lean | 134 | 142 | theorem smul_subset_of_coprime (han : (orderOf a).Coprime n) :
a • approxOrderOf A n δ ⊆ approxOrderOf A (orderOf a * n) δ := by |
simp_rw [approxOrderOf, thickening_eq_biUnion_ball, ← image_smul, image_iUnion₂, image_smul,
smul_ball'', smul_eq_mul, mem_setOf_eq]
refine iUnion₂_subset_iff.mpr fun b hb c hc => ?_
simp only [mem_iUnion, exists_prop]
refine ⟨a * b, ?_, hc⟩
rw [← hb] at han ⊢
exact (Commute.all a b).orderOf_mul_eq_mul_orderOf_of_coprime han
| 2,263 |
import Mathlib.Dynamics.Ergodic.AddCircle
import Mathlib.MeasureTheory.Covering.LiminfLimsup
#align_import number_theory.well_approximable from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
open Set Filter Function Metric MeasureTheory
open scoped MeasureTheory Topology Pointwise
@[to_additive "In a seminormed additive group `A`, given `n : ℕ` and `δ : ℝ`,
`approxAddOrderOf A n δ` is the set of elements within a distance `δ` of a point of order `n`."]
def approxOrderOf (A : Type*) [SeminormedGroup A] (n : ℕ) (δ : ℝ) : Set A :=
thickening δ {y | orderOf y = n}
#align approx_order_of approxOrderOf
#align approx_add_order_of approxAddOrderOf
@[to_additive mem_approx_add_orderOf_iff]
theorem mem_approxOrderOf_iff {A : Type*} [SeminormedGroup A] {n : ℕ} {δ : ℝ} {a : A} :
a ∈ approxOrderOf A n δ ↔ ∃ b : A, orderOf b = n ∧ a ∈ ball b δ := by
simp only [approxOrderOf, thickening_eq_biUnion_ball, mem_iUnion₂, mem_setOf_eq, exists_prop]
#align mem_approx_order_of_iff mem_approxOrderOf_iff
#align mem_approx_add_order_of_iff mem_approx_add_orderOf_iff
@[to_additive addWellApproximable "In a seminormed additive group `A`, given a sequence of
distances `δ₁, δ₂, ...`, `addWellApproximable A δ` is the limsup as `n → ∞` of the sets
`approxAddOrderOf A n δₙ`. Thus, it is the set of points that lie in infinitely many of the sets
`approxAddOrderOf A n δₙ`."]
def wellApproximable (A : Type*) [SeminormedGroup A] (δ : ℕ → ℝ) : Set A :=
blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n
#align well_approximable wellApproximable
#align add_well_approximable addWellApproximable
@[to_additive mem_add_wellApproximable_iff]
theorem mem_wellApproximable_iff {A : Type*} [SeminormedGroup A] {δ : ℕ → ℝ} {a : A} :
a ∈ wellApproximable A δ ↔
a ∈ blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n :=
Iff.rfl
#align mem_well_approximable_iff mem_wellApproximable_iff
#align mem_add_well_approximable_iff mem_add_wellApproximable_iff
namespace approxOrderOf
variable {A : Type*} [SeminormedCommGroup A] {a : A} {m n : ℕ} (δ : ℝ)
@[to_additive]
theorem image_pow_subset_of_coprime (hm : 0 < m) (hmn : n.Coprime m) :
(fun (y : A) => y ^ m) '' approxOrderOf A n δ ⊆ approxOrderOf A n (m * δ) := by
rintro - ⟨a, ha, rfl⟩
obtain ⟨b, hb, hab⟩ := mem_approxOrderOf_iff.mp ha
replace hb : b ^ m ∈ {u : A | orderOf u = n} := by
rw [← hb] at hmn ⊢; exact hmn.orderOf_pow
apply ball_subset_thickening hb ((m : ℝ) • δ)
convert pow_mem_ball hm hab using 1
simp only [nsmul_eq_mul, Algebra.id.smul_eq_mul]
#align approx_order_of.image_pow_subset_of_coprime approxOrderOf.image_pow_subset_of_coprime
#align approx_add_order_of.image_nsmul_subset_of_coprime approxAddOrderOf.image_nsmul_subset_of_coprime
@[to_additive]
theorem image_pow_subset (n : ℕ) (hm : 0 < m) :
(fun (y : A) => y ^ m) '' approxOrderOf A (n * m) δ ⊆ approxOrderOf A n (m * δ) := by
rintro - ⟨a, ha, rfl⟩
obtain ⟨b, hb : orderOf b = n * m, hab : a ∈ ball b δ⟩ := mem_approxOrderOf_iff.mp ha
replace hb : b ^ m ∈ {y : A | orderOf y = n} := by
rw [mem_setOf_eq, orderOf_pow' b hm.ne', hb, Nat.gcd_mul_left_left, n.mul_div_cancel hm]
apply ball_subset_thickening hb (m * δ)
convert pow_mem_ball hm hab using 1
simp only [nsmul_eq_mul]
#align approx_order_of.image_pow_subset approxOrderOf.image_pow_subset
#align approx_add_order_of.image_nsmul_subset approxAddOrderOf.image_nsmul_subset
@[to_additive]
theorem smul_subset_of_coprime (han : (orderOf a).Coprime n) :
a • approxOrderOf A n δ ⊆ approxOrderOf A (orderOf a * n) δ := by
simp_rw [approxOrderOf, thickening_eq_biUnion_ball, ← image_smul, image_iUnion₂, image_smul,
smul_ball'', smul_eq_mul, mem_setOf_eq]
refine iUnion₂_subset_iff.mpr fun b hb c hc => ?_
simp only [mem_iUnion, exists_prop]
refine ⟨a * b, ?_, hc⟩
rw [← hb] at han ⊢
exact (Commute.all a b).orderOf_mul_eq_mul_orderOf_of_coprime han
#align approx_order_of.smul_subset_of_coprime approxOrderOf.smul_subset_of_coprime
#align approx_add_order_of.vadd_subset_of_coprime approxAddOrderOf.vadd_subset_of_coprime
@[to_additive vadd_eq_of_mul_dvd]
| Mathlib/NumberTheory/WellApproximable.lean | 147 | 166 | theorem smul_eq_of_mul_dvd (hn : 0 < n) (han : orderOf a ^ 2 ∣ n) :
a • approxOrderOf A n δ = approxOrderOf A n δ := by |
simp_rw [approxOrderOf, thickening_eq_biUnion_ball, ← image_smul, image_iUnion₂, image_smul,
smul_ball'', smul_eq_mul, mem_setOf_eq]
replace han : ∀ {b : A}, orderOf b = n → orderOf (a * b) = n := by
intro b hb
rw [← hb] at han hn
rw [sq] at han
rwa [(Commute.all a b).orderOf_mul_eq_right_of_forall_prime_mul_dvd (orderOf_pos_iff.mp hn)
fun p _ hp' => dvd_trans (mul_dvd_mul_right hp' <| orderOf a) han]
let f : {b : A | orderOf b = n} → {b : A | orderOf b = n} := fun b => ⟨a * b, han b.property⟩
have hf : Surjective f := by
rintro ⟨b, hb⟩
refine ⟨⟨a⁻¹ * b, ?_⟩, ?_⟩
· rw [mem_setOf_eq, ← orderOf_inv, mul_inv_rev, inv_inv, mul_comm]
apply han
simpa
· simp only [f, Subtype.mk_eq_mk, Subtype.coe_mk, mul_inv_cancel_left]
simpa only [mem_setOf_eq, Subtype.coe_mk, iUnion_coe_set] using
hf.iUnion_comp fun b => ball (b : A) δ
| 2,263 |
import Mathlib.Dynamics.Ergodic.AddCircle
import Mathlib.MeasureTheory.Covering.LiminfLimsup
#align_import number_theory.well_approximable from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
open Set Filter Function Metric MeasureTheory
open scoped MeasureTheory Topology Pointwise
@[to_additive "In a seminormed additive group `A`, given `n : ℕ` and `δ : ℝ`,
`approxAddOrderOf A n δ` is the set of elements within a distance `δ` of a point of order `n`."]
def approxOrderOf (A : Type*) [SeminormedGroup A] (n : ℕ) (δ : ℝ) : Set A :=
thickening δ {y | orderOf y = n}
#align approx_order_of approxOrderOf
#align approx_add_order_of approxAddOrderOf
@[to_additive mem_approx_add_orderOf_iff]
theorem mem_approxOrderOf_iff {A : Type*} [SeminormedGroup A] {n : ℕ} {δ : ℝ} {a : A} :
a ∈ approxOrderOf A n δ ↔ ∃ b : A, orderOf b = n ∧ a ∈ ball b δ := by
simp only [approxOrderOf, thickening_eq_biUnion_ball, mem_iUnion₂, mem_setOf_eq, exists_prop]
#align mem_approx_order_of_iff mem_approxOrderOf_iff
#align mem_approx_add_order_of_iff mem_approx_add_orderOf_iff
@[to_additive addWellApproximable "In a seminormed additive group `A`, given a sequence of
distances `δ₁, δ₂, ...`, `addWellApproximable A δ` is the limsup as `n → ∞` of the sets
`approxAddOrderOf A n δₙ`. Thus, it is the set of points that lie in infinitely many of the sets
`approxAddOrderOf A n δₙ`."]
def wellApproximable (A : Type*) [SeminormedGroup A] (δ : ℕ → ℝ) : Set A :=
blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n
#align well_approximable wellApproximable
#align add_well_approximable addWellApproximable
@[to_additive mem_add_wellApproximable_iff]
theorem mem_wellApproximable_iff {A : Type*} [SeminormedGroup A] {δ : ℕ → ℝ} {a : A} :
a ∈ wellApproximable A δ ↔
a ∈ blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n :=
Iff.rfl
#align mem_well_approximable_iff mem_wellApproximable_iff
#align mem_add_well_approximable_iff mem_add_wellApproximable_iff
namespace UnitAddCircle
| Mathlib/NumberTheory/WellApproximable.lean | 174 | 180 | theorem mem_approxAddOrderOf_iff {δ : ℝ} {x : UnitAddCircle} {n : ℕ} (hn : 0 < n) :
x ∈ approxAddOrderOf UnitAddCircle n δ ↔ ∃ m < n, gcd m n = 1 ∧ ‖x - ↑((m : ℝ) / n)‖ < δ := by |
simp only [mem_approx_add_orderOf_iff, mem_setOf_eq, ball, exists_prop, dist_eq_norm,
AddCircle.addOrderOf_eq_pos_iff hn, mul_one]
constructor
· rintro ⟨y, ⟨m, hm₁, hm₂, rfl⟩, hx⟩; exact ⟨m, hm₁, hm₂, hx⟩
· rintro ⟨m, hm₁, hm₂, hx⟩; exact ⟨↑((m : ℝ) / n), ⟨m, hm₁, hm₂, rfl⟩, hx⟩
| 2,263 |
import Mathlib.Dynamics.Ergodic.AddCircle
import Mathlib.MeasureTheory.Covering.LiminfLimsup
#align_import number_theory.well_approximable from "leanprover-community/mathlib"@"f0c8bf9245297a541f468be517f1bde6195105e9"
open Set Filter Function Metric MeasureTheory
open scoped MeasureTheory Topology Pointwise
@[to_additive "In a seminormed additive group `A`, given `n : ℕ` and `δ : ℝ`,
`approxAddOrderOf A n δ` is the set of elements within a distance `δ` of a point of order `n`."]
def approxOrderOf (A : Type*) [SeminormedGroup A] (n : ℕ) (δ : ℝ) : Set A :=
thickening δ {y | orderOf y = n}
#align approx_order_of approxOrderOf
#align approx_add_order_of approxAddOrderOf
@[to_additive mem_approx_add_orderOf_iff]
theorem mem_approxOrderOf_iff {A : Type*} [SeminormedGroup A] {n : ℕ} {δ : ℝ} {a : A} :
a ∈ approxOrderOf A n δ ↔ ∃ b : A, orderOf b = n ∧ a ∈ ball b δ := by
simp only [approxOrderOf, thickening_eq_biUnion_ball, mem_iUnion₂, mem_setOf_eq, exists_prop]
#align mem_approx_order_of_iff mem_approxOrderOf_iff
#align mem_approx_add_order_of_iff mem_approx_add_orderOf_iff
@[to_additive addWellApproximable "In a seminormed additive group `A`, given a sequence of
distances `δ₁, δ₂, ...`, `addWellApproximable A δ` is the limsup as `n → ∞` of the sets
`approxAddOrderOf A n δₙ`. Thus, it is the set of points that lie in infinitely many of the sets
`approxAddOrderOf A n δₙ`."]
def wellApproximable (A : Type*) [SeminormedGroup A] (δ : ℕ → ℝ) : Set A :=
blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n
#align well_approximable wellApproximable
#align add_well_approximable addWellApproximable
@[to_additive mem_add_wellApproximable_iff]
theorem mem_wellApproximable_iff {A : Type*} [SeminormedGroup A] {δ : ℕ → ℝ} {a : A} :
a ∈ wellApproximable A δ ↔
a ∈ blimsup (fun n => approxOrderOf A n (δ n)) atTop fun n => 0 < n :=
Iff.rfl
#align mem_well_approximable_iff mem_wellApproximable_iff
#align mem_add_well_approximable_iff mem_add_wellApproximable_iff
namespace UnitAddCircle
theorem mem_approxAddOrderOf_iff {δ : ℝ} {x : UnitAddCircle} {n : ℕ} (hn : 0 < n) :
x ∈ approxAddOrderOf UnitAddCircle n δ ↔ ∃ m < n, gcd m n = 1 ∧ ‖x - ↑((m : ℝ) / n)‖ < δ := by
simp only [mem_approx_add_orderOf_iff, mem_setOf_eq, ball, exists_prop, dist_eq_norm,
AddCircle.addOrderOf_eq_pos_iff hn, mul_one]
constructor
· rintro ⟨y, ⟨m, hm₁, hm₂, rfl⟩, hx⟩; exact ⟨m, hm₁, hm₂, hx⟩
· rintro ⟨m, hm₁, hm₂, hx⟩; exact ⟨↑((m : ℝ) / n), ⟨m, hm₁, hm₂, rfl⟩, hx⟩
#align unit_add_circle.mem_approx_add_order_of_iff UnitAddCircle.mem_approxAddOrderOf_iff
| Mathlib/NumberTheory/WellApproximable.lean | 183 | 191 | theorem mem_addWellApproximable_iff (δ : ℕ → ℝ) (x : UnitAddCircle) :
x ∈ addWellApproximable UnitAddCircle δ ↔
{n : ℕ | ∃ m < n, gcd m n = 1 ∧ ‖x - ↑((m : ℝ) / n)‖ < δ n}.Infinite := by |
simp only [mem_add_wellApproximable_iff, ← Nat.cofinite_eq_atTop, cofinite.blimsup_set_eq,
mem_setOf_eq]
refine iff_of_eq (congr_arg Set.Infinite <| ext fun n => ⟨fun hn => ?_, fun hn => ?_⟩)
· exact (mem_approxAddOrderOf_iff hn.1).mp hn.2
· have h : 0 < n := by obtain ⟨m, hm₁, _, _⟩ := hn; exact pos_of_gt hm₁
exact ⟨h, (mem_approxAddOrderOf_iff h).mpr hn⟩
| 2,263 |
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Order.Filter.IndicatorFunction
open MeasureTheory
section DominatedConvergenceTheorem
open Set Filter TopologicalSpace ENNReal
open scoped Topology
namespace MeasureTheory
variable {α E G: Type*}
[NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
[NormedAddCommGroup G] [NormedSpace ℝ G]
{f g : α → E} {m : MeasurableSpace α} {μ : Measure α}
| Mathlib/MeasureTheory/Integral/DominatedConvergence.lean | 53 | 62 | theorem tendsto_integral_of_dominated_convergence {F : ℕ → α → G} {f : α → G} (bound : α → ℝ)
(F_measurable : ∀ n, AEStronglyMeasurable (F n) μ) (bound_integrable : Integrable bound μ)
(h_bound : ∀ n, ∀ᵐ a ∂μ, ‖F n a‖ ≤ bound a)
(h_lim : ∀ᵐ a ∂μ, Tendsto (fun n => F n a) atTop (𝓝 (f a))) :
Tendsto (fun n => ∫ a, F n a ∂μ) atTop (𝓝 <| ∫ a, f a ∂μ) := by |
by_cases hG : CompleteSpace G
· simp only [integral, hG, L1.integral]
exact tendsto_setToFun_of_dominated_convergence (dominatedFinMeasAdditive_weightedSMul μ)
bound F_measurable bound_integrable h_bound h_lim
· simp [integral, hG]
| 2,264 |
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Order.Filter.IndicatorFunction
open MeasureTheory
section DominatedConvergenceTheorem
open Set Filter TopologicalSpace ENNReal
open scoped Topology
namespace MeasureTheory
variable {α E G: Type*}
[NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
[NormedAddCommGroup G] [NormedSpace ℝ G]
{f g : α → E} {m : MeasurableSpace α} {μ : Measure α}
theorem tendsto_integral_of_dominated_convergence {F : ℕ → α → G} {f : α → G} (bound : α → ℝ)
(F_measurable : ∀ n, AEStronglyMeasurable (F n) μ) (bound_integrable : Integrable bound μ)
(h_bound : ∀ n, ∀ᵐ a ∂μ, ‖F n a‖ ≤ bound a)
(h_lim : ∀ᵐ a ∂μ, Tendsto (fun n => F n a) atTop (𝓝 (f a))) :
Tendsto (fun n => ∫ a, F n a ∂μ) atTop (𝓝 <| ∫ a, f a ∂μ) := by
by_cases hG : CompleteSpace G
· simp only [integral, hG, L1.integral]
exact tendsto_setToFun_of_dominated_convergence (dominatedFinMeasAdditive_weightedSMul μ)
bound F_measurable bound_integrable h_bound h_lim
· simp [integral, hG]
#align measure_theory.tendsto_integral_of_dominated_convergence MeasureTheory.tendsto_integral_of_dominated_convergence
| Mathlib/MeasureTheory/Integral/DominatedConvergence.lean | 66 | 75 | theorem tendsto_integral_filter_of_dominated_convergence {ι} {l : Filter ι} [l.IsCountablyGenerated]
{F : ι → α → G} {f : α → G} (bound : α → ℝ) (hF_meas : ∀ᶠ n in l, AEStronglyMeasurable (F n) μ)
(h_bound : ∀ᶠ n in l, ∀ᵐ a ∂μ, ‖F n a‖ ≤ bound a) (bound_integrable : Integrable bound μ)
(h_lim : ∀ᵐ a ∂μ, Tendsto (fun n => F n a) l (𝓝 (f a))) :
Tendsto (fun n => ∫ a, F n a ∂μ) l (𝓝 <| ∫ a, f a ∂μ) := by |
by_cases hG : CompleteSpace G
· simp only [integral, hG, L1.integral]
exact tendsto_setToFun_filter_of_dominated_convergence (dominatedFinMeasAdditive_weightedSMul μ)
bound hF_meas h_bound bound_integrable h_lim
· simp [integral, hG, tendsto_const_nhds]
| 2,264 |
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Order.Filter.IndicatorFunction
open MeasureTheory
section DominatedConvergenceTheorem
open Set Filter TopologicalSpace ENNReal
open scoped Topology
namespace MeasureTheory
variable {α E G: Type*}
[NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
[NormedAddCommGroup G] [NormedSpace ℝ G]
{f g : α → E} {m : MeasurableSpace α} {μ : Measure α}
theorem tendsto_integral_of_dominated_convergence {F : ℕ → α → G} {f : α → G} (bound : α → ℝ)
(F_measurable : ∀ n, AEStronglyMeasurable (F n) μ) (bound_integrable : Integrable bound μ)
(h_bound : ∀ n, ∀ᵐ a ∂μ, ‖F n a‖ ≤ bound a)
(h_lim : ∀ᵐ a ∂μ, Tendsto (fun n => F n a) atTop (𝓝 (f a))) :
Tendsto (fun n => ∫ a, F n a ∂μ) atTop (𝓝 <| ∫ a, f a ∂μ) := by
by_cases hG : CompleteSpace G
· simp only [integral, hG, L1.integral]
exact tendsto_setToFun_of_dominated_convergence (dominatedFinMeasAdditive_weightedSMul μ)
bound F_measurable bound_integrable h_bound h_lim
· simp [integral, hG]
#align measure_theory.tendsto_integral_of_dominated_convergence MeasureTheory.tendsto_integral_of_dominated_convergence
theorem tendsto_integral_filter_of_dominated_convergence {ι} {l : Filter ι} [l.IsCountablyGenerated]
{F : ι → α → G} {f : α → G} (bound : α → ℝ) (hF_meas : ∀ᶠ n in l, AEStronglyMeasurable (F n) μ)
(h_bound : ∀ᶠ n in l, ∀ᵐ a ∂μ, ‖F n a‖ ≤ bound a) (bound_integrable : Integrable bound μ)
(h_lim : ∀ᵐ a ∂μ, Tendsto (fun n => F n a) l (𝓝 (f a))) :
Tendsto (fun n => ∫ a, F n a ∂μ) l (𝓝 <| ∫ a, f a ∂μ) := by
by_cases hG : CompleteSpace G
· simp only [integral, hG, L1.integral]
exact tendsto_setToFun_filter_of_dominated_convergence (dominatedFinMeasAdditive_weightedSMul μ)
bound hF_meas h_bound bound_integrable h_lim
· simp [integral, hG, tendsto_const_nhds]
#align measure_theory.tendsto_integral_filter_of_dominated_convergence MeasureTheory.tendsto_integral_filter_of_dominated_convergence
| Mathlib/MeasureTheory/Integral/DominatedConvergence.lean | 79 | 104 | theorem hasSum_integral_of_dominated_convergence {ι} [Countable ι] {F : ι → α → G} {f : α → G}
(bound : ι → α → ℝ) (hF_meas : ∀ n, AEStronglyMeasurable (F n) μ)
(h_bound : ∀ n, ∀ᵐ a ∂μ, ‖F n a‖ ≤ bound n a)
(bound_summable : ∀ᵐ a ∂μ, Summable fun n => bound n a)
(bound_integrable : Integrable (fun a => ∑' n, bound n a) μ)
(h_lim : ∀ᵐ a ∂μ, HasSum (fun n => F n a) (f a)) :
HasSum (fun n => ∫ a, F n a ∂μ) (∫ a, f a ∂μ) := by |
have hb_nonneg : ∀ᵐ a ∂μ, ∀ n, 0 ≤ bound n a :=
eventually_countable_forall.2 fun n => (h_bound n).mono fun a => (norm_nonneg _).trans
have hb_le_tsum : ∀ n, bound n ≤ᵐ[μ] fun a => ∑' n, bound n a := by
intro n
filter_upwards [hb_nonneg, bound_summable]
with _ ha0 ha_sum using le_tsum ha_sum _ fun i _ => ha0 i
have hF_integrable : ∀ n, Integrable (F n) μ := by
refine fun n => bound_integrable.mono' (hF_meas n) ?_
exact EventuallyLE.trans (h_bound n) (hb_le_tsum n)
simp only [HasSum, ← integral_finset_sum _ fun n _ => hF_integrable n]
refine tendsto_integral_filter_of_dominated_convergence
(fun a => ∑' n, bound n a) ?_ ?_ bound_integrable h_lim
· exact eventually_of_forall fun s => s.aestronglyMeasurable_sum fun n _ => hF_meas n
· filter_upwards with s
filter_upwards [eventually_countable_forall.2 h_bound, hb_nonneg, bound_summable]
with a hFa ha0 has
calc
‖∑ n ∈ s, F n a‖ ≤ ∑ n ∈ s, bound n a := norm_sum_le_of_le _ fun n _ => hFa n
_ ≤ ∑' n, bound n a := sum_le_tsum _ (fun n _ => ha0 n) has
| 2,264 |
import Mathlib.MeasureTheory.Integral.IntervalIntegral
import Mathlib.Order.Filter.IndicatorFunction
open MeasureTheory
section DominatedConvergenceTheorem
open Set Filter TopologicalSpace ENNReal
open scoped Topology
namespace MeasureTheory
variable {α E G: Type*}
[NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
[NormedAddCommGroup G] [NormedSpace ℝ G]
{f g : α → E} {m : MeasurableSpace α} {μ : Measure α}
theorem tendsto_integral_of_dominated_convergence {F : ℕ → α → G} {f : α → G} (bound : α → ℝ)
(F_measurable : ∀ n, AEStronglyMeasurable (F n) μ) (bound_integrable : Integrable bound μ)
(h_bound : ∀ n, ∀ᵐ a ∂μ, ‖F n a‖ ≤ bound a)
(h_lim : ∀ᵐ a ∂μ, Tendsto (fun n => F n a) atTop (𝓝 (f a))) :
Tendsto (fun n => ∫ a, F n a ∂μ) atTop (𝓝 <| ∫ a, f a ∂μ) := by
by_cases hG : CompleteSpace G
· simp only [integral, hG, L1.integral]
exact tendsto_setToFun_of_dominated_convergence (dominatedFinMeasAdditive_weightedSMul μ)
bound F_measurable bound_integrable h_bound h_lim
· simp [integral, hG]
#align measure_theory.tendsto_integral_of_dominated_convergence MeasureTheory.tendsto_integral_of_dominated_convergence
theorem tendsto_integral_filter_of_dominated_convergence {ι} {l : Filter ι} [l.IsCountablyGenerated]
{F : ι → α → G} {f : α → G} (bound : α → ℝ) (hF_meas : ∀ᶠ n in l, AEStronglyMeasurable (F n) μ)
(h_bound : ∀ᶠ n in l, ∀ᵐ a ∂μ, ‖F n a‖ ≤ bound a) (bound_integrable : Integrable bound μ)
(h_lim : ∀ᵐ a ∂μ, Tendsto (fun n => F n a) l (𝓝 (f a))) :
Tendsto (fun n => ∫ a, F n a ∂μ) l (𝓝 <| ∫ a, f a ∂μ) := by
by_cases hG : CompleteSpace G
· simp only [integral, hG, L1.integral]
exact tendsto_setToFun_filter_of_dominated_convergence (dominatedFinMeasAdditive_weightedSMul μ)
bound hF_meas h_bound bound_integrable h_lim
· simp [integral, hG, tendsto_const_nhds]
#align measure_theory.tendsto_integral_filter_of_dominated_convergence MeasureTheory.tendsto_integral_filter_of_dominated_convergence
theorem hasSum_integral_of_dominated_convergence {ι} [Countable ι] {F : ι → α → G} {f : α → G}
(bound : ι → α → ℝ) (hF_meas : ∀ n, AEStronglyMeasurable (F n) μ)
(h_bound : ∀ n, ∀ᵐ a ∂μ, ‖F n a‖ ≤ bound n a)
(bound_summable : ∀ᵐ a ∂μ, Summable fun n => bound n a)
(bound_integrable : Integrable (fun a => ∑' n, bound n a) μ)
(h_lim : ∀ᵐ a ∂μ, HasSum (fun n => F n a) (f a)) :
HasSum (fun n => ∫ a, F n a ∂μ) (∫ a, f a ∂μ) := by
have hb_nonneg : ∀ᵐ a ∂μ, ∀ n, 0 ≤ bound n a :=
eventually_countable_forall.2 fun n => (h_bound n).mono fun a => (norm_nonneg _).trans
have hb_le_tsum : ∀ n, bound n ≤ᵐ[μ] fun a => ∑' n, bound n a := by
intro n
filter_upwards [hb_nonneg, bound_summable]
with _ ha0 ha_sum using le_tsum ha_sum _ fun i _ => ha0 i
have hF_integrable : ∀ n, Integrable (F n) μ := by
refine fun n => bound_integrable.mono' (hF_meas n) ?_
exact EventuallyLE.trans (h_bound n) (hb_le_tsum n)
simp only [HasSum, ← integral_finset_sum _ fun n _ => hF_integrable n]
refine tendsto_integral_filter_of_dominated_convergence
(fun a => ∑' n, bound n a) ?_ ?_ bound_integrable h_lim
· exact eventually_of_forall fun s => s.aestronglyMeasurable_sum fun n _ => hF_meas n
· filter_upwards with s
filter_upwards [eventually_countable_forall.2 h_bound, hb_nonneg, bound_summable]
with a hFa ha0 has
calc
‖∑ n ∈ s, F n a‖ ≤ ∑ n ∈ s, bound n a := norm_sum_le_of_le _ fun n _ => hFa n
_ ≤ ∑' n, bound n a := sum_le_tsum _ (fun n _ => ha0 n) has
#align measure_theory.has_sum_integral_of_dominated_convergence MeasureTheory.hasSum_integral_of_dominated_convergence
| Mathlib/MeasureTheory/Integral/DominatedConvergence.lean | 107 | 137 | theorem integral_tsum {ι} [Countable ι] {f : ι → α → G} (hf : ∀ i, AEStronglyMeasurable (f i) μ)
(hf' : ∑' i, ∫⁻ a : α, ‖f i a‖₊ ∂μ ≠ ∞) :
∫ a : α, ∑' i, f i a ∂μ = ∑' i, ∫ a : α, f i a ∂μ := by |
by_cases hG : CompleteSpace G; swap
· simp [integral, hG]
have hf'' : ∀ i, AEMeasurable (fun x => (‖f i x‖₊ : ℝ≥0∞)) μ := fun i => (hf i).ennnorm
have hhh : ∀ᵐ a : α ∂μ, Summable fun n => (‖f n a‖₊ : ℝ) := by
rw [← lintegral_tsum hf''] at hf'
refine (ae_lt_top' (AEMeasurable.ennreal_tsum hf'') hf').mono ?_
intro x hx
rw [← ENNReal.tsum_coe_ne_top_iff_summable_coe]
exact hx.ne
convert (MeasureTheory.hasSum_integral_of_dominated_convergence (fun i a => ‖f i a‖₊) hf _ hhh
⟨_, _⟩ _).tsum_eq.symm
· intro n
filter_upwards with x
rfl
· simp_rw [← NNReal.coe_tsum]
rw [aestronglyMeasurable_iff_aemeasurable]
apply AEMeasurable.coe_nnreal_real
apply AEMeasurable.nnreal_tsum
exact fun i => (hf i).nnnorm.aemeasurable
· dsimp [HasFiniteIntegral]
have : ∫⁻ a, ∑' n, ‖f n a‖₊ ∂μ < ⊤ := by rwa [lintegral_tsum hf'', lt_top_iff_ne_top]
convert this using 1
apply lintegral_congr_ae
simp_rw [← coe_nnnorm, ← NNReal.coe_tsum, NNReal.nnnorm_eq]
filter_upwards [hhh] with a ha
exact ENNReal.coe_tsum (NNReal.summable_coe.mp ha)
· filter_upwards [hhh] with x hx
exact hx.of_norm.hasSum
| 2,264 |
import Mathlib.Analysis.Calculus.MeanValue
import Mathlib.MeasureTheory.Integral.DominatedConvergence
import Mathlib.MeasureTheory.Integral.SetIntegral
import Mathlib.Analysis.NormedSpace.HahnBanach.SeparatingDual
#align_import analysis.calculus.parametric_integral from "leanprover-community/mathlib"@"8f9fea08977f7e450770933ee6abb20733b47c92"
noncomputable section
open TopologicalSpace MeasureTheory Filter Metric
open scoped Topology Filter
variable {α : Type*} [MeasurableSpace α] {μ : Measure α} {𝕜 : Type*} [RCLike 𝕜] {E : Type*}
[NormedAddCommGroup E] [NormedSpace ℝ E] [NormedSpace 𝕜 E] {H : Type*}
[NormedAddCommGroup H] [NormedSpace 𝕜 H]
variable {F : H → α → E} {x₀ : H} {bound : α → ℝ} {ε : ℝ}
| Mathlib/Analysis/Calculus/ParametricIntegral.lean | 75 | 155 | theorem hasFDerivAt_integral_of_dominated_loc_of_lip' {F' : α → H →L[𝕜] E} (ε_pos : 0 < ε)
(hF_meas : ∀ x ∈ ball x₀ ε, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
(hF'_meas : AEStronglyMeasurable F' μ)
(h_lipsch : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F x a - F x₀ a‖ ≤ bound a * ‖x - x₀‖)
(bound_integrable : Integrable (bound : α → ℝ) μ)
(h_diff : ∀ᵐ a ∂μ, HasFDerivAt (F · a) (F' a) x₀) :
Integrable F' μ ∧ HasFDerivAt (fun x ↦ ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by |
have x₀_in : x₀ ∈ ball x₀ ε := mem_ball_self ε_pos
have nneg : ∀ x, 0 ≤ ‖x - x₀‖⁻¹ := fun x ↦ inv_nonneg.mpr (norm_nonneg _)
set b : α → ℝ := fun a ↦ |bound a|
have b_int : Integrable b μ := bound_integrable.norm
have b_nonneg : ∀ a, 0 ≤ b a := fun a ↦ abs_nonneg _
replace h_lipsch : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F x a - F x₀ a‖ ≤ b a * ‖x - x₀‖ :=
h_lipsch.mono fun a ha x hx ↦
(ha x hx).trans <| mul_le_mul_of_nonneg_right (le_abs_self _) (norm_nonneg _)
have hF_int' : ∀ x ∈ ball x₀ ε, Integrable (F x) μ := fun x x_in ↦ by
have : ∀ᵐ a ∂μ, ‖F x₀ a - F x a‖ ≤ ε * b a := by
simp only [norm_sub_rev (F x₀ _)]
refine h_lipsch.mono fun a ha ↦ (ha x x_in).trans ?_
rw [mul_comm ε]
rw [mem_ball, dist_eq_norm] at x_in
exact mul_le_mul_of_nonneg_left x_in.le (b_nonneg _)
exact integrable_of_norm_sub_le (hF_meas x x_in) hF_int
(bound_integrable.norm.const_mul ε) this
have hF'_int : Integrable F' μ :=
have : ∀ᵐ a ∂μ, ‖F' a‖ ≤ b a := by
apply (h_diff.and h_lipsch).mono
rintro a ⟨ha_diff, ha_lip⟩
exact ha_diff.le_of_lip' (b_nonneg a) (mem_of_superset (ball_mem_nhds _ ε_pos) <| ha_lip)
b_int.mono' hF'_meas this
refine ⟨hF'_int, ?_⟩
/- Discard the trivial case where `E` is not complete, as all integrals vanish. -/
by_cases hE : CompleteSpace E; swap
· rcases subsingleton_or_nontrivial H with hH|hH
· have : Subsingleton (H →L[𝕜] E) := inferInstance
convert hasFDerivAt_of_subsingleton _ x₀
· have : ¬(CompleteSpace (H →L[𝕜] E)) := by
simpa [SeparatingDual.completeSpace_continuousLinearMap_iff] using hE
simp only [integral, hE, ↓reduceDite, this]
exact hasFDerivAt_const 0 x₀
have h_ball : ball x₀ ε ∈ 𝓝 x₀ := ball_mem_nhds x₀ ε_pos
have : ∀ᶠ x in 𝓝 x₀, ‖x - x₀‖⁻¹ * ‖((∫ a, F x a ∂μ) - ∫ a, F x₀ a ∂μ) - (∫ a, F' a ∂μ) (x - x₀)‖ =
‖∫ a, ‖x - x₀‖⁻¹ • (F x a - F x₀ a - F' a (x - x₀)) ∂μ‖ := by
apply mem_of_superset (ball_mem_nhds _ ε_pos)
intro x x_in; simp only
rw [Set.mem_setOf_eq, ← norm_smul_of_nonneg (nneg _), integral_smul, integral_sub, integral_sub,
← ContinuousLinearMap.integral_apply hF'_int]
exacts [hF_int' x x_in, hF_int, (hF_int' x x_in).sub hF_int,
hF'_int.apply_continuousLinearMap _]
rw [hasFDerivAt_iff_tendsto, tendsto_congr' this, ← tendsto_zero_iff_norm_tendsto_zero, ←
show (∫ a : α, ‖x₀ - x₀‖⁻¹ • (F x₀ a - F x₀ a - (F' a) (x₀ - x₀)) ∂μ) = 0 by simp]
apply tendsto_integral_filter_of_dominated_convergence
· filter_upwards [h_ball] with _ x_in
apply AEStronglyMeasurable.const_smul
exact ((hF_meas _ x_in).sub (hF_meas _ x₀_in)).sub (hF'_meas.apply_continuousLinearMap _)
· refine mem_of_superset h_ball fun x hx ↦ ?_
apply (h_diff.and h_lipsch).mono
on_goal 1 => rintro a ⟨-, ha_bound⟩
show ‖‖x - x₀‖⁻¹ • (F x a - F x₀ a - F' a (x - x₀))‖ ≤ b a + ‖F' a‖
replace ha_bound : ‖F x a - F x₀ a‖ ≤ b a * ‖x - x₀‖ := ha_bound x hx
calc
‖‖x - x₀‖⁻¹ • (F x a - F x₀ a - F' a (x - x₀))‖ =
‖‖x - x₀‖⁻¹ • (F x a - F x₀ a) - ‖x - x₀‖⁻¹ • F' a (x - x₀)‖ := by rw [smul_sub]
_ ≤ ‖‖x - x₀‖⁻¹ • (F x a - F x₀ a)‖ + ‖‖x - x₀‖⁻¹ • F' a (x - x₀)‖ := norm_sub_le _ _
_ = ‖x - x₀‖⁻¹ * ‖F x a - F x₀ a‖ + ‖x - x₀‖⁻¹ * ‖F' a (x - x₀)‖ := by
rw [norm_smul_of_nonneg, norm_smul_of_nonneg] <;> exact nneg _
_ ≤ ‖x - x₀‖⁻¹ * (b a * ‖x - x₀‖) + ‖x - x₀‖⁻¹ * (‖F' a‖ * ‖x - x₀‖) := by
gcongr; exact (F' a).le_opNorm _
_ ≤ b a + ‖F' a‖ := ?_
simp only [← div_eq_inv_mul]
apply_rules [add_le_add, div_le_of_nonneg_of_le_mul] <;> first | rfl | positivity
· exact b_int.add hF'_int.norm
· apply h_diff.mono
intro a ha
suffices Tendsto (fun x ↦ ‖x - x₀‖⁻¹ • (F x a - F x₀ a - F' a (x - x₀))) (𝓝 x₀) (𝓝 0) by simpa
rw [tendsto_zero_iff_norm_tendsto_zero]
have : (fun x ↦ ‖x - x₀‖⁻¹ * ‖F x a - F x₀ a - F' a (x - x₀)‖) = fun x ↦
‖‖x - x₀‖⁻¹ • (F x a - F x₀ a - F' a (x - x₀))‖ := by
ext x
rw [norm_smul_of_nonneg (nneg _)]
rwa [hasFDerivAt_iff_tendsto, this] at ha
| 2,265 |
import Mathlib.MeasureTheory.Constructions.Prod.Basic
import Mathlib.MeasureTheory.Integral.DominatedConvergence
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import measure_theory.constructions.prod.integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical Topology ENNReal MeasureTheory
open Set Function Real ENNReal
open MeasureTheory MeasurableSpace MeasureTheory.Measure
open TopologicalSpace
open Filter hiding prod_eq map
variable {α α' β β' γ E : Type*}
variable [MeasurableSpace α] [MeasurableSpace α'] [MeasurableSpace β] [MeasurableSpace β']
variable [MeasurableSpace γ]
variable {μ μ' : Measure α} {ν ν' : Measure β} {τ : Measure γ}
variable [NormedAddCommGroup E]
| Mathlib/MeasureTheory/Constructions/Prod/Integral.lean | 64 | 67 | theorem measurableSet_integrable [SigmaFinite ν] ⦃f : α → β → E⦄
(hf : StronglyMeasurable (uncurry f)) : MeasurableSet {x | Integrable (f x) ν} := by |
simp_rw [Integrable, hf.of_uncurry_left.aestronglyMeasurable, true_and_iff]
exact measurableSet_lt (Measurable.lintegral_prod_right hf.ennnorm) measurable_const
| 2,266 |
import Mathlib.MeasureTheory.Constructions.Prod.Basic
import Mathlib.MeasureTheory.Integral.DominatedConvergence
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import measure_theory.constructions.prod.integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical Topology ENNReal MeasureTheory
open Set Function Real ENNReal
open MeasureTheory MeasurableSpace MeasureTheory.Measure
open TopologicalSpace
open Filter hiding prod_eq map
variable {α α' β β' γ E : Type*}
variable [MeasurableSpace α] [MeasurableSpace α'] [MeasurableSpace β] [MeasurableSpace β']
variable [MeasurableSpace γ]
variable {μ μ' : Measure α} {ν ν' : Measure β} {τ : Measure γ}
variable [NormedAddCommGroup E]
theorem measurableSet_integrable [SigmaFinite ν] ⦃f : α → β → E⦄
(hf : StronglyMeasurable (uncurry f)) : MeasurableSet {x | Integrable (f x) ν} := by
simp_rw [Integrable, hf.of_uncurry_left.aestronglyMeasurable, true_and_iff]
exact measurableSet_lt (Measurable.lintegral_prod_right hf.ennnorm) measurable_const
#align measurable_set_integrable measurableSet_integrable
section
variable [NormedSpace ℝ E]
| Mathlib/MeasureTheory/Constructions/Prod/Integral.lean | 77 | 122 | theorem MeasureTheory.StronglyMeasurable.integral_prod_right [SigmaFinite ν] ⦃f : α → β → E⦄
(hf : StronglyMeasurable (uncurry f)) : StronglyMeasurable fun x => ∫ y, f x y ∂ν := by |
by_cases hE : CompleteSpace E; swap; · simp [integral, hE, stronglyMeasurable_const]
borelize E
haveI : SeparableSpace (range (uncurry f) ∪ {0} : Set E) :=
hf.separableSpace_range_union_singleton
let s : ℕ → SimpleFunc (α × β) E :=
SimpleFunc.approxOn _ hf.measurable (range (uncurry f) ∪ {0}) 0 (by simp)
let s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) measurable_prod_mk_left
let f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => (s' n x).integral ν
have hf' : ∀ n, StronglyMeasurable (f' n) := by
intro n; refine StronglyMeasurable.indicator ?_ (measurableSet_integrable hf)
have : ∀ x, ((s' n x).range.filter fun x => x ≠ 0) ⊆ (s n).range := by
intro x; refine Finset.Subset.trans (Finset.filter_subset _ _) ?_; intro y
simp_rw [SimpleFunc.mem_range]; rintro ⟨z, rfl⟩; exact ⟨(x, z), rfl⟩
simp only [SimpleFunc.integral_eq_sum_of_subset (this _)]
refine Finset.stronglyMeasurable_sum _ fun x _ => ?_
refine (Measurable.ennreal_toReal ?_).stronglyMeasurable.smul_const _
simp only [s', SimpleFunc.coe_comp, preimage_comp]
apply measurable_measure_prod_mk_left
exact (s n).measurableSet_fiber x
have h2f' : Tendsto f' atTop (𝓝 fun x : α => ∫ y : β, f x y ∂ν) := by
rw [tendsto_pi_nhds]; intro x
by_cases hfx : Integrable (f x) ν
· have (n) : Integrable (s' n x) ν := by
apply (hfx.norm.add hfx.norm).mono' (s' n x).aestronglyMeasurable
filter_upwards with y
simp_rw [s', SimpleFunc.coe_comp]; exact SimpleFunc.norm_approxOn_zero_le _ _ (x, y) n
simp only [f', hfx, SimpleFunc.integral_eq_integral _ (this _), indicator_of_mem,
mem_setOf_eq]
refine
tendsto_integral_of_dominated_convergence (fun y => ‖f x y‖ + ‖f x y‖)
(fun n => (s' n x).aestronglyMeasurable) (hfx.norm.add hfx.norm) ?_ ?_
· refine fun n => eventually_of_forall fun y =>
SimpleFunc.norm_approxOn_zero_le ?_ ?_ (x, y) n
-- Porting note: Lean 3 solved the following two subgoals on its own
· exact hf.measurable
· simp
· refine eventually_of_forall fun y => SimpleFunc.tendsto_approxOn ?_ ?_ ?_
-- Porting note: Lean 3 solved the following two subgoals on its own
· exact hf.measurable.of_uncurry_left
· simp
apply subset_closure
simp [-uncurry_apply_pair]
· simp [f', hfx, integral_undef]
exact stronglyMeasurable_of_tendsto _ hf' h2f'
| 2,266 |
import Mathlib.MeasureTheory.Constructions.Prod.Basic
import Mathlib.MeasureTheory.Integral.DominatedConvergence
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import measure_theory.constructions.prod.integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical Topology ENNReal MeasureTheory
open Set Function Real ENNReal
open MeasureTheory MeasurableSpace MeasureTheory.Measure
open TopologicalSpace
open Filter hiding prod_eq map
variable {α α' β β' γ E : Type*}
variable [MeasurableSpace α] [MeasurableSpace α'] [MeasurableSpace β] [MeasurableSpace β']
variable [MeasurableSpace γ]
variable {μ μ' : Measure α} {ν ν' : Measure β} {τ : Measure γ}
variable [NormedAddCommGroup E]
theorem measurableSet_integrable [SigmaFinite ν] ⦃f : α → β → E⦄
(hf : StronglyMeasurable (uncurry f)) : MeasurableSet {x | Integrable (f x) ν} := by
simp_rw [Integrable, hf.of_uncurry_left.aestronglyMeasurable, true_and_iff]
exact measurableSet_lt (Measurable.lintegral_prod_right hf.ennnorm) measurable_const
#align measurable_set_integrable measurableSet_integrable
section
variable [NormedSpace ℝ E]
theorem MeasureTheory.StronglyMeasurable.integral_prod_right [SigmaFinite ν] ⦃f : α → β → E⦄
(hf : StronglyMeasurable (uncurry f)) : StronglyMeasurable fun x => ∫ y, f x y ∂ν := by
by_cases hE : CompleteSpace E; swap; · simp [integral, hE, stronglyMeasurable_const]
borelize E
haveI : SeparableSpace (range (uncurry f) ∪ {0} : Set E) :=
hf.separableSpace_range_union_singleton
let s : ℕ → SimpleFunc (α × β) E :=
SimpleFunc.approxOn _ hf.measurable (range (uncurry f) ∪ {0}) 0 (by simp)
let s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) measurable_prod_mk_left
let f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => (s' n x).integral ν
have hf' : ∀ n, StronglyMeasurable (f' n) := by
intro n; refine StronglyMeasurable.indicator ?_ (measurableSet_integrable hf)
have : ∀ x, ((s' n x).range.filter fun x => x ≠ 0) ⊆ (s n).range := by
intro x; refine Finset.Subset.trans (Finset.filter_subset _ _) ?_; intro y
simp_rw [SimpleFunc.mem_range]; rintro ⟨z, rfl⟩; exact ⟨(x, z), rfl⟩
simp only [SimpleFunc.integral_eq_sum_of_subset (this _)]
refine Finset.stronglyMeasurable_sum _ fun x _ => ?_
refine (Measurable.ennreal_toReal ?_).stronglyMeasurable.smul_const _
simp only [s', SimpleFunc.coe_comp, preimage_comp]
apply measurable_measure_prod_mk_left
exact (s n).measurableSet_fiber x
have h2f' : Tendsto f' atTop (𝓝 fun x : α => ∫ y : β, f x y ∂ν) := by
rw [tendsto_pi_nhds]; intro x
by_cases hfx : Integrable (f x) ν
· have (n) : Integrable (s' n x) ν := by
apply (hfx.norm.add hfx.norm).mono' (s' n x).aestronglyMeasurable
filter_upwards with y
simp_rw [s', SimpleFunc.coe_comp]; exact SimpleFunc.norm_approxOn_zero_le _ _ (x, y) n
simp only [f', hfx, SimpleFunc.integral_eq_integral _ (this _), indicator_of_mem,
mem_setOf_eq]
refine
tendsto_integral_of_dominated_convergence (fun y => ‖f x y‖ + ‖f x y‖)
(fun n => (s' n x).aestronglyMeasurable) (hfx.norm.add hfx.norm) ?_ ?_
· refine fun n => eventually_of_forall fun y =>
SimpleFunc.norm_approxOn_zero_le ?_ ?_ (x, y) n
-- Porting note: Lean 3 solved the following two subgoals on its own
· exact hf.measurable
· simp
· refine eventually_of_forall fun y => SimpleFunc.tendsto_approxOn ?_ ?_ ?_
-- Porting note: Lean 3 solved the following two subgoals on its own
· exact hf.measurable.of_uncurry_left
· simp
apply subset_closure
simp [-uncurry_apply_pair]
· simp [f', hfx, integral_undef]
exact stronglyMeasurable_of_tendsto _ hf' h2f'
#align measure_theory.strongly_measurable.integral_prod_right MeasureTheory.StronglyMeasurable.integral_prod_right
| Mathlib/MeasureTheory/Constructions/Prod/Integral.lean | 127 | 129 | theorem MeasureTheory.StronglyMeasurable.integral_prod_right' [SigmaFinite ν] ⦃f : α × β → E⦄
(hf : StronglyMeasurable f) : StronglyMeasurable fun x => ∫ y, f (x, y) ∂ν := by |
rw [← uncurry_curry f] at hf; exact hf.integral_prod_right
| 2,266 |
import Mathlib.MeasureTheory.Constructions.Prod.Basic
import Mathlib.MeasureTheory.Integral.DominatedConvergence
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import measure_theory.constructions.prod.integral from "leanprover-community/mathlib"@"fd5edc43dc4f10b85abfe544b88f82cf13c5f844"
noncomputable section
open scoped Classical Topology ENNReal MeasureTheory
open Set Function Real ENNReal
open MeasureTheory MeasurableSpace MeasureTheory.Measure
open TopologicalSpace
open Filter hiding prod_eq map
variable {α α' β β' γ E : Type*}
variable [MeasurableSpace α] [MeasurableSpace α'] [MeasurableSpace β] [MeasurableSpace β']
variable [MeasurableSpace γ]
variable {μ μ' : Measure α} {ν ν' : Measure β} {τ : Measure γ}
variable [NormedAddCommGroup E]
theorem measurableSet_integrable [SigmaFinite ν] ⦃f : α → β → E⦄
(hf : StronglyMeasurable (uncurry f)) : MeasurableSet {x | Integrable (f x) ν} := by
simp_rw [Integrable, hf.of_uncurry_left.aestronglyMeasurable, true_and_iff]
exact measurableSet_lt (Measurable.lintegral_prod_right hf.ennnorm) measurable_const
#align measurable_set_integrable measurableSet_integrable
section
variable [NormedSpace ℝ E]
theorem MeasureTheory.StronglyMeasurable.integral_prod_right [SigmaFinite ν] ⦃f : α → β → E⦄
(hf : StronglyMeasurable (uncurry f)) : StronglyMeasurable fun x => ∫ y, f x y ∂ν := by
by_cases hE : CompleteSpace E; swap; · simp [integral, hE, stronglyMeasurable_const]
borelize E
haveI : SeparableSpace (range (uncurry f) ∪ {0} : Set E) :=
hf.separableSpace_range_union_singleton
let s : ℕ → SimpleFunc (α × β) E :=
SimpleFunc.approxOn _ hf.measurable (range (uncurry f) ∪ {0}) 0 (by simp)
let s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) measurable_prod_mk_left
let f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => (s' n x).integral ν
have hf' : ∀ n, StronglyMeasurable (f' n) := by
intro n; refine StronglyMeasurable.indicator ?_ (measurableSet_integrable hf)
have : ∀ x, ((s' n x).range.filter fun x => x ≠ 0) ⊆ (s n).range := by
intro x; refine Finset.Subset.trans (Finset.filter_subset _ _) ?_; intro y
simp_rw [SimpleFunc.mem_range]; rintro ⟨z, rfl⟩; exact ⟨(x, z), rfl⟩
simp only [SimpleFunc.integral_eq_sum_of_subset (this _)]
refine Finset.stronglyMeasurable_sum _ fun x _ => ?_
refine (Measurable.ennreal_toReal ?_).stronglyMeasurable.smul_const _
simp only [s', SimpleFunc.coe_comp, preimage_comp]
apply measurable_measure_prod_mk_left
exact (s n).measurableSet_fiber x
have h2f' : Tendsto f' atTop (𝓝 fun x : α => ∫ y : β, f x y ∂ν) := by
rw [tendsto_pi_nhds]; intro x
by_cases hfx : Integrable (f x) ν
· have (n) : Integrable (s' n x) ν := by
apply (hfx.norm.add hfx.norm).mono' (s' n x).aestronglyMeasurable
filter_upwards with y
simp_rw [s', SimpleFunc.coe_comp]; exact SimpleFunc.norm_approxOn_zero_le _ _ (x, y) n
simp only [f', hfx, SimpleFunc.integral_eq_integral _ (this _), indicator_of_mem,
mem_setOf_eq]
refine
tendsto_integral_of_dominated_convergence (fun y => ‖f x y‖ + ‖f x y‖)
(fun n => (s' n x).aestronglyMeasurable) (hfx.norm.add hfx.norm) ?_ ?_
· refine fun n => eventually_of_forall fun y =>
SimpleFunc.norm_approxOn_zero_le ?_ ?_ (x, y) n
-- Porting note: Lean 3 solved the following two subgoals on its own
· exact hf.measurable
· simp
· refine eventually_of_forall fun y => SimpleFunc.tendsto_approxOn ?_ ?_ ?_
-- Porting note: Lean 3 solved the following two subgoals on its own
· exact hf.measurable.of_uncurry_left
· simp
apply subset_closure
simp [-uncurry_apply_pair]
· simp [f', hfx, integral_undef]
exact stronglyMeasurable_of_tendsto _ hf' h2f'
#align measure_theory.strongly_measurable.integral_prod_right MeasureTheory.StronglyMeasurable.integral_prod_right
theorem MeasureTheory.StronglyMeasurable.integral_prod_right' [SigmaFinite ν] ⦃f : α × β → E⦄
(hf : StronglyMeasurable f) : StronglyMeasurable fun x => ∫ y, f (x, y) ∂ν := by
rw [← uncurry_curry f] at hf; exact hf.integral_prod_right
#align measure_theory.strongly_measurable.integral_prod_right' MeasureTheory.StronglyMeasurable.integral_prod_right'
theorem MeasureTheory.StronglyMeasurable.integral_prod_left [SigmaFinite μ] ⦃f : α → β → E⦄
(hf : StronglyMeasurable (uncurry f)) : StronglyMeasurable fun y => ∫ x, f x y ∂μ :=
(hf.comp_measurable measurable_swap).integral_prod_right'
#align measure_theory.strongly_measurable.integral_prod_left MeasureTheory.StronglyMeasurable.integral_prod_left
theorem MeasureTheory.StronglyMeasurable.integral_prod_left' [SigmaFinite μ] ⦃f : α × β → E⦄
(hf : StronglyMeasurable f) : StronglyMeasurable fun y => ∫ x, f (x, y) ∂μ :=
(hf.comp_measurable measurable_swap).integral_prod_right'
#align measure_theory.strongly_measurable.integral_prod_left' MeasureTheory.StronglyMeasurable.integral_prod_left'
end
namespace MeasureTheory
namespace Measure
variable [SigmaFinite ν]
| Mathlib/MeasureTheory/Constructions/Prod/Integral.lean | 158 | 167 | theorem integrable_measure_prod_mk_left {s : Set (α × β)} (hs : MeasurableSet s)
(h2s : (μ.prod ν) s ≠ ∞) : Integrable (fun x => (ν (Prod.mk x ⁻¹' s)).toReal) μ := by |
refine ⟨(measurable_measure_prod_mk_left hs).ennreal_toReal.aemeasurable.aestronglyMeasurable, ?_⟩
simp_rw [HasFiniteIntegral, ennnorm_eq_ofReal toReal_nonneg]
convert h2s.lt_top using 1
-- Porting note: was `simp_rw`
rw [prod_apply hs]
apply lintegral_congr_ae
filter_upwards [ae_measure_lt_top hs h2s] with x hx
rw [lt_top_iff_ne_top] at hx; simp [ofReal_toReal, hx]
| 2,266 |
import Mathlib.MeasureTheory.Constructions.Pi
import Mathlib.MeasureTheory.Constructions.Prod.Integral
open Fintype MeasureTheory MeasureTheory.Measure
variable {𝕜 : Type*} [RCLike 𝕜]
namespace MeasureTheory
| Mathlib/MeasureTheory/Integral/Pi.lean | 26 | 41 | theorem Integrable.fin_nat_prod {n : ℕ} {E : Fin n → Type*}
[∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
{f : (i : Fin n) → E i → 𝕜} (hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : (i : Fin n) → E i) ↦ ∏ i, f i (x i)) := by |
induction n with
| zero => simp only [Nat.zero_eq, Finset.univ_eq_empty, Finset.prod_empty, volume_pi,
integrable_const_iff, one_ne_zero, pi_empty_univ, ENNReal.one_lt_top, or_true]
| succ n n_ih =>
have := ((measurePreserving_piFinSuccAbove (fun i => (volume : Measure (E i))) 0).symm)
rw [volume_pi, ← this.integrable_comp_emb (MeasurableEquiv.measurableEmbedding _)]
simp_rw [MeasurableEquiv.piFinSuccAbove_symm_apply,
Fin.prod_univ_succ, Fin.insertNth_zero]
simp only [Fin.zero_succAbove, cast_eq, Function.comp_def, Fin.cons_zero, Fin.cons_succ]
have : Integrable (fun (x : (j : Fin n) → E (Fin.succ j)) ↦ ∏ j, f (Fin.succ j) (x j)) :=
n_ih (fun i ↦ hf _)
exact Integrable.prod_mul (hf 0) this
| 2,267 |
import Mathlib.MeasureTheory.Constructions.Pi
import Mathlib.MeasureTheory.Constructions.Prod.Integral
open Fintype MeasureTheory MeasureTheory.Measure
variable {𝕜 : Type*} [RCLike 𝕜]
namespace MeasureTheory
theorem Integrable.fin_nat_prod {n : ℕ} {E : Fin n → Type*}
[∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
{f : (i : Fin n) → E i → 𝕜} (hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : (i : Fin n) → E i) ↦ ∏ i, f i (x i)) := by
induction n with
| zero => simp only [Nat.zero_eq, Finset.univ_eq_empty, Finset.prod_empty, volume_pi,
integrable_const_iff, one_ne_zero, pi_empty_univ, ENNReal.one_lt_top, or_true]
| succ n n_ih =>
have := ((measurePreserving_piFinSuccAbove (fun i => (volume : Measure (E i))) 0).symm)
rw [volume_pi, ← this.integrable_comp_emb (MeasurableEquiv.measurableEmbedding _)]
simp_rw [MeasurableEquiv.piFinSuccAbove_symm_apply,
Fin.prod_univ_succ, Fin.insertNth_zero]
simp only [Fin.zero_succAbove, cast_eq, Function.comp_def, Fin.cons_zero, Fin.cons_succ]
have : Integrable (fun (x : (j : Fin n) → E (Fin.succ j)) ↦ ∏ j, f (Fin.succ j) (x j)) :=
n_ih (fun i ↦ hf _)
exact Integrable.prod_mul (hf 0) this
| Mathlib/MeasureTheory/Integral/Pi.lean | 45 | 54 | theorem Integrable.fintype_prod_dep {ι : Type*} [Fintype ι] {E : ι → Type*}
{f : (i : ι) → E i → 𝕜} [∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
(hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : (i : ι) → E i) ↦ ∏ i, f i (x i)) := by |
let e := (equivFin ι).symm
simp_rw [← (volume_measurePreserving_piCongrLeft _ e).integrable_comp_emb
(MeasurableEquiv.measurableEmbedding _),
← e.prod_comp, MeasurableEquiv.coe_piCongrLeft, Function.comp_def,
Equiv.piCongrLeft_apply_apply]
exact .fin_nat_prod (fun i ↦ hf _)
| 2,267 |
import Mathlib.MeasureTheory.Constructions.Pi
import Mathlib.MeasureTheory.Constructions.Prod.Integral
open Fintype MeasureTheory MeasureTheory.Measure
variable {𝕜 : Type*} [RCLike 𝕜]
namespace MeasureTheory
theorem Integrable.fin_nat_prod {n : ℕ} {E : Fin n → Type*}
[∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
{f : (i : Fin n) → E i → 𝕜} (hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : (i : Fin n) → E i) ↦ ∏ i, f i (x i)) := by
induction n with
| zero => simp only [Nat.zero_eq, Finset.univ_eq_empty, Finset.prod_empty, volume_pi,
integrable_const_iff, one_ne_zero, pi_empty_univ, ENNReal.one_lt_top, or_true]
| succ n n_ih =>
have := ((measurePreserving_piFinSuccAbove (fun i => (volume : Measure (E i))) 0).symm)
rw [volume_pi, ← this.integrable_comp_emb (MeasurableEquiv.measurableEmbedding _)]
simp_rw [MeasurableEquiv.piFinSuccAbove_symm_apply,
Fin.prod_univ_succ, Fin.insertNth_zero]
simp only [Fin.zero_succAbove, cast_eq, Function.comp_def, Fin.cons_zero, Fin.cons_succ]
have : Integrable (fun (x : (j : Fin n) → E (Fin.succ j)) ↦ ∏ j, f (Fin.succ j) (x j)) :=
n_ih (fun i ↦ hf _)
exact Integrable.prod_mul (hf 0) this
theorem Integrable.fintype_prod_dep {ι : Type*} [Fintype ι] {E : ι → Type*}
{f : (i : ι) → E i → 𝕜} [∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
(hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : (i : ι) → E i) ↦ ∏ i, f i (x i)) := by
let e := (equivFin ι).symm
simp_rw [← (volume_measurePreserving_piCongrLeft _ e).integrable_comp_emb
(MeasurableEquiv.measurableEmbedding _),
← e.prod_comp, MeasurableEquiv.coe_piCongrLeft, Function.comp_def,
Equiv.piCongrLeft_apply_apply]
exact .fin_nat_prod (fun i ↦ hf _)
theorem Integrable.fintype_prod {ι : Type*} [Fintype ι] {E : Type*}
{f : ι → E → 𝕜} [MeasureSpace E] [SigmaFinite (volume : Measure E)]
(hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : ι → E) ↦ ∏ i, f i (x i)) :=
Integrable.fintype_prod_dep hf
| Mathlib/MeasureTheory/Integral/Pi.lean | 65 | 84 | theorem integral_fin_nat_prod_eq_prod {n : ℕ} {E : Fin n → Type*}
[∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
(f : (i : Fin n) → E i → 𝕜) :
∫ x : (i : Fin n) → E i, ∏ i, f i (x i) = ∏ i, ∫ x, f i x := by |
induction n with
| zero =>
simp only [Nat.zero_eq, volume_pi, Finset.univ_eq_empty, Finset.prod_empty, integral_const,
pi_empty_univ, ENNReal.one_toReal, smul_eq_mul, mul_one, pow_zero, one_smul]
| succ n n_ih =>
calc
_ = ∫ x : E 0 × ((i : Fin n) → E (Fin.succ i)),
f 0 x.1 * ∏ i : Fin n, f (Fin.succ i) (x.2 i) := by
rw [volume_pi, ← ((measurePreserving_piFinSuccAbove
(fun i => (volume : Measure (E i))) 0).symm).integral_comp']
simp_rw [MeasurableEquiv.piFinSuccAbove_symm_apply,
Fin.prod_univ_succ, Fin.insertNth_zero, Fin.cons_succ, volume_eq_prod, volume_pi,
Fin.zero_succAbove, cast_eq, Fin.cons_zero]
_ = (∫ x, f 0 x) * ∏ i : Fin n, ∫ (x : E (Fin.succ i)), f (Fin.succ i) x := by
rw [← n_ih, ← integral_prod_mul, volume_eq_prod]
_ = ∏ i, ∫ x, f i x := by rw [Fin.prod_univ_succ]
| 2,267 |
import Mathlib.MeasureTheory.Constructions.Pi
import Mathlib.MeasureTheory.Constructions.Prod.Integral
open Fintype MeasureTheory MeasureTheory.Measure
variable {𝕜 : Type*} [RCLike 𝕜]
namespace MeasureTheory
theorem Integrable.fin_nat_prod {n : ℕ} {E : Fin n → Type*}
[∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
{f : (i : Fin n) → E i → 𝕜} (hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : (i : Fin n) → E i) ↦ ∏ i, f i (x i)) := by
induction n with
| zero => simp only [Nat.zero_eq, Finset.univ_eq_empty, Finset.prod_empty, volume_pi,
integrable_const_iff, one_ne_zero, pi_empty_univ, ENNReal.one_lt_top, or_true]
| succ n n_ih =>
have := ((measurePreserving_piFinSuccAbove (fun i => (volume : Measure (E i))) 0).symm)
rw [volume_pi, ← this.integrable_comp_emb (MeasurableEquiv.measurableEmbedding _)]
simp_rw [MeasurableEquiv.piFinSuccAbove_symm_apply,
Fin.prod_univ_succ, Fin.insertNth_zero]
simp only [Fin.zero_succAbove, cast_eq, Function.comp_def, Fin.cons_zero, Fin.cons_succ]
have : Integrable (fun (x : (j : Fin n) → E (Fin.succ j)) ↦ ∏ j, f (Fin.succ j) (x j)) :=
n_ih (fun i ↦ hf _)
exact Integrable.prod_mul (hf 0) this
theorem Integrable.fintype_prod_dep {ι : Type*} [Fintype ι] {E : ι → Type*}
{f : (i : ι) → E i → 𝕜} [∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
(hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : (i : ι) → E i) ↦ ∏ i, f i (x i)) := by
let e := (equivFin ι).symm
simp_rw [← (volume_measurePreserving_piCongrLeft _ e).integrable_comp_emb
(MeasurableEquiv.measurableEmbedding _),
← e.prod_comp, MeasurableEquiv.coe_piCongrLeft, Function.comp_def,
Equiv.piCongrLeft_apply_apply]
exact .fin_nat_prod (fun i ↦ hf _)
theorem Integrable.fintype_prod {ι : Type*} [Fintype ι] {E : Type*}
{f : ι → E → 𝕜} [MeasureSpace E] [SigmaFinite (volume : Measure E)]
(hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : ι → E) ↦ ∏ i, f i (x i)) :=
Integrable.fintype_prod_dep hf
theorem integral_fin_nat_prod_eq_prod {n : ℕ} {E : Fin n → Type*}
[∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
(f : (i : Fin n) → E i → 𝕜) :
∫ x : (i : Fin n) → E i, ∏ i, f i (x i) = ∏ i, ∫ x, f i x := by
induction n with
| zero =>
simp only [Nat.zero_eq, volume_pi, Finset.univ_eq_empty, Finset.prod_empty, integral_const,
pi_empty_univ, ENNReal.one_toReal, smul_eq_mul, mul_one, pow_zero, one_smul]
| succ n n_ih =>
calc
_ = ∫ x : E 0 × ((i : Fin n) → E (Fin.succ i)),
f 0 x.1 * ∏ i : Fin n, f (Fin.succ i) (x.2 i) := by
rw [volume_pi, ← ((measurePreserving_piFinSuccAbove
(fun i => (volume : Measure (E i))) 0).symm).integral_comp']
simp_rw [MeasurableEquiv.piFinSuccAbove_symm_apply,
Fin.prod_univ_succ, Fin.insertNth_zero, Fin.cons_succ, volume_eq_prod, volume_pi,
Fin.zero_succAbove, cast_eq, Fin.cons_zero]
_ = (∫ x, f 0 x) * ∏ i : Fin n, ∫ (x : E (Fin.succ i)), f (Fin.succ i) x := by
rw [← n_ih, ← integral_prod_mul, volume_eq_prod]
_ = ∏ i, ∫ x, f i x := by rw [Fin.prod_univ_succ]
| Mathlib/MeasureTheory/Integral/Pi.lean | 87 | 93 | theorem integral_fintype_prod_eq_prod (ι : Type*) [Fintype ι] {E : ι → Type*}
(f : (i : ι) → E i → 𝕜) [∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))] :
∫ x : (i : ι) → E i, ∏ i, f i (x i) = ∏ i, ∫ x, f i x := by |
let e := (equivFin ι).symm
rw [← (volume_measurePreserving_piCongrLeft _ e).integral_comp']
simp_rw [← e.prod_comp, MeasurableEquiv.coe_piCongrLeft, Equiv.piCongrLeft_apply_apply,
MeasureTheory.integral_fin_nat_prod_eq_prod]
| 2,267 |
import Mathlib.MeasureTheory.Constructions.Pi
import Mathlib.MeasureTheory.Constructions.Prod.Integral
open Fintype MeasureTheory MeasureTheory.Measure
variable {𝕜 : Type*} [RCLike 𝕜]
namespace MeasureTheory
theorem Integrable.fin_nat_prod {n : ℕ} {E : Fin n → Type*}
[∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
{f : (i : Fin n) → E i → 𝕜} (hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : (i : Fin n) → E i) ↦ ∏ i, f i (x i)) := by
induction n with
| zero => simp only [Nat.zero_eq, Finset.univ_eq_empty, Finset.prod_empty, volume_pi,
integrable_const_iff, one_ne_zero, pi_empty_univ, ENNReal.one_lt_top, or_true]
| succ n n_ih =>
have := ((measurePreserving_piFinSuccAbove (fun i => (volume : Measure (E i))) 0).symm)
rw [volume_pi, ← this.integrable_comp_emb (MeasurableEquiv.measurableEmbedding _)]
simp_rw [MeasurableEquiv.piFinSuccAbove_symm_apply,
Fin.prod_univ_succ, Fin.insertNth_zero]
simp only [Fin.zero_succAbove, cast_eq, Function.comp_def, Fin.cons_zero, Fin.cons_succ]
have : Integrable (fun (x : (j : Fin n) → E (Fin.succ j)) ↦ ∏ j, f (Fin.succ j) (x j)) :=
n_ih (fun i ↦ hf _)
exact Integrable.prod_mul (hf 0) this
theorem Integrable.fintype_prod_dep {ι : Type*} [Fintype ι] {E : ι → Type*}
{f : (i : ι) → E i → 𝕜} [∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
(hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : (i : ι) → E i) ↦ ∏ i, f i (x i)) := by
let e := (equivFin ι).symm
simp_rw [← (volume_measurePreserving_piCongrLeft _ e).integrable_comp_emb
(MeasurableEquiv.measurableEmbedding _),
← e.prod_comp, MeasurableEquiv.coe_piCongrLeft, Function.comp_def,
Equiv.piCongrLeft_apply_apply]
exact .fin_nat_prod (fun i ↦ hf _)
theorem Integrable.fintype_prod {ι : Type*} [Fintype ι] {E : Type*}
{f : ι → E → 𝕜} [MeasureSpace E] [SigmaFinite (volume : Measure E)]
(hf : ∀ i, Integrable (f i)) :
Integrable (fun (x : ι → E) ↦ ∏ i, f i (x i)) :=
Integrable.fintype_prod_dep hf
theorem integral_fin_nat_prod_eq_prod {n : ℕ} {E : Fin n → Type*}
[∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))]
(f : (i : Fin n) → E i → 𝕜) :
∫ x : (i : Fin n) → E i, ∏ i, f i (x i) = ∏ i, ∫ x, f i x := by
induction n with
| zero =>
simp only [Nat.zero_eq, volume_pi, Finset.univ_eq_empty, Finset.prod_empty, integral_const,
pi_empty_univ, ENNReal.one_toReal, smul_eq_mul, mul_one, pow_zero, one_smul]
| succ n n_ih =>
calc
_ = ∫ x : E 0 × ((i : Fin n) → E (Fin.succ i)),
f 0 x.1 * ∏ i : Fin n, f (Fin.succ i) (x.2 i) := by
rw [volume_pi, ← ((measurePreserving_piFinSuccAbove
(fun i => (volume : Measure (E i))) 0).symm).integral_comp']
simp_rw [MeasurableEquiv.piFinSuccAbove_symm_apply,
Fin.prod_univ_succ, Fin.insertNth_zero, Fin.cons_succ, volume_eq_prod, volume_pi,
Fin.zero_succAbove, cast_eq, Fin.cons_zero]
_ = (∫ x, f 0 x) * ∏ i : Fin n, ∫ (x : E (Fin.succ i)), f (Fin.succ i) x := by
rw [← n_ih, ← integral_prod_mul, volume_eq_prod]
_ = ∏ i, ∫ x, f i x := by rw [Fin.prod_univ_succ]
theorem integral_fintype_prod_eq_prod (ι : Type*) [Fintype ι] {E : ι → Type*}
(f : (i : ι) → E i → 𝕜) [∀ i, MeasureSpace (E i)] [∀ i, SigmaFinite (volume : Measure (E i))] :
∫ x : (i : ι) → E i, ∏ i, f i (x i) = ∏ i, ∫ x, f i x := by
let e := (equivFin ι).symm
rw [← (volume_measurePreserving_piCongrLeft _ e).integral_comp']
simp_rw [← e.prod_comp, MeasurableEquiv.coe_piCongrLeft, Equiv.piCongrLeft_apply_apply,
MeasureTheory.integral_fin_nat_prod_eq_prod]
| Mathlib/MeasureTheory/Integral/Pi.lean | 95 | 98 | theorem integral_fintype_prod_eq_pow {E : Type*} (ι : Type*) [Fintype ι] (f : E → 𝕜)
[MeasureSpace E] [SigmaFinite (volume : Measure E)] :
∫ x : ι → E, ∏ i, f (x i) = (∫ x, f x) ^ (card ι) := by |
rw [integral_fintype_prod_eq_prod, Finset.prod_const, card]
| 2,267 |
import Mathlib.Analysis.Calculus.ContDiff.Basic
import Mathlib.Analysis.Calculus.ParametricIntegral
import Mathlib.MeasureTheory.Constructions.Prod.Integral
import Mathlib.MeasureTheory.Function.LocallyIntegrable
import Mathlib.MeasureTheory.Group.Integral
import Mathlib.MeasureTheory.Group.Prod
import Mathlib.MeasureTheory.Integral.IntervalIntegral
#align_import analysis.convolution from "leanprover-community/mathlib"@"8905e5ed90859939681a725b00f6063e65096d95"
open Set Function Filter MeasureTheory MeasureTheory.Measure TopologicalSpace
open ContinuousLinearMap Metric Bornology
open scoped Pointwise Topology NNReal Filter
universe u𝕜 uG uE uE' uE'' uF uF' uF'' uP
variable {𝕜 : Type u𝕜} {G : Type uG} {E : Type uE} {E' : Type uE'} {E'' : Type uE''} {F : Type uF}
{F' : Type uF'} {F'' : Type uF''} {P : Type uP}
variable [NormedAddCommGroup E] [NormedAddCommGroup E'] [NormedAddCommGroup E'']
[NormedAddCommGroup F] {f f' : G → E} {g g' : G → E'} {x x' : G} {y y' : E}
namespace MeasureTheory
section NontriviallyNormedField
variable [NontriviallyNormedField 𝕜]
variable [NormedSpace 𝕜 E] [NormedSpace 𝕜 E'] [NormedSpace 𝕜 E''] [NormedSpace 𝕜 F]
variable (L : E →L[𝕜] E' →L[𝕜] F)
section NoMeasurability
variable [AddGroup G] [TopologicalSpace G]
| Mathlib/Analysis/Convolution.lean | 118 | 128 | theorem convolution_integrand_bound_right_of_le_of_subset {C : ℝ} (hC : ∀ i, ‖g i‖ ≤ C) {x t : G}
{s u : Set G} (hx : x ∈ s) (hu : -tsupport g + s ⊆ u) :
‖L (f t) (g (x - t))‖ ≤ u.indicator (fun t => ‖L‖ * ‖f t‖ * C) t := by |
-- Porting note: had to add `f := _`
refine le_indicator (f := fun t ↦ ‖L (f t) (g (x - t))‖) (fun t _ => ?_) (fun t ht => ?_) t
· apply_rules [L.le_of_opNorm₂_le_of_le, le_rfl]
· have : x - t ∉ support g := by
refine mt (fun hxt => hu ?_) ht
refine ⟨_, Set.neg_mem_neg.mpr (subset_closure hxt), _, hx, ?_⟩
simp only [neg_sub, sub_add_cancel]
simp only [nmem_support.mp this, (L _).map_zero, norm_zero, le_rfl]
| 2,268 |
import Mathlib.Analysis.Calculus.ContDiff.Basic
import Mathlib.Analysis.Calculus.ParametricIntegral
import Mathlib.MeasureTheory.Constructions.Prod.Integral
import Mathlib.MeasureTheory.Function.LocallyIntegrable
import Mathlib.MeasureTheory.Group.Integral
import Mathlib.MeasureTheory.Group.Prod
import Mathlib.MeasureTheory.Integral.IntervalIntegral
#align_import analysis.convolution from "leanprover-community/mathlib"@"8905e5ed90859939681a725b00f6063e65096d95"
open Set Function Filter MeasureTheory MeasureTheory.Measure TopologicalSpace
open ContinuousLinearMap Metric Bornology
open scoped Pointwise Topology NNReal Filter
universe u𝕜 uG uE uE' uE'' uF uF' uF'' uP
variable {𝕜 : Type u𝕜} {G : Type uG} {E : Type uE} {E' : Type uE'} {E'' : Type uE''} {F : Type uF}
{F' : Type uF'} {F'' : Type uF''} {P : Type uP}
variable [NormedAddCommGroup E] [NormedAddCommGroup E'] [NormedAddCommGroup E'']
[NormedAddCommGroup F] {f f' : G → E} {g g' : G → E'} {x x' : G} {y y' : E}
namespace MeasureTheory
section NontriviallyNormedField
variable [NontriviallyNormedField 𝕜]
variable [NormedSpace 𝕜 E] [NormedSpace 𝕜 E'] [NormedSpace 𝕜 E''] [NormedSpace 𝕜 F]
variable (L : E →L[𝕜] E' →L[𝕜] F)
section NoMeasurability
variable [AddGroup G] [TopologicalSpace G]
theorem convolution_integrand_bound_right_of_le_of_subset {C : ℝ} (hC : ∀ i, ‖g i‖ ≤ C) {x t : G}
{s u : Set G} (hx : x ∈ s) (hu : -tsupport g + s ⊆ u) :
‖L (f t) (g (x - t))‖ ≤ u.indicator (fun t => ‖L‖ * ‖f t‖ * C) t := by
-- Porting note: had to add `f := _`
refine le_indicator (f := fun t ↦ ‖L (f t) (g (x - t))‖) (fun t _ => ?_) (fun t ht => ?_) t
· apply_rules [L.le_of_opNorm₂_le_of_le, le_rfl]
· have : x - t ∉ support g := by
refine mt (fun hxt => hu ?_) ht
refine ⟨_, Set.neg_mem_neg.mpr (subset_closure hxt), _, hx, ?_⟩
simp only [neg_sub, sub_add_cancel]
simp only [nmem_support.mp this, (L _).map_zero, norm_zero, le_rfl]
#align convolution_integrand_bound_right_of_le_of_subset MeasureTheory.convolution_integrand_bound_right_of_le_of_subset
| Mathlib/Analysis/Convolution.lean | 131 | 136 | theorem _root_.HasCompactSupport.convolution_integrand_bound_right_of_subset
(hcg : HasCompactSupport g) (hg : Continuous g)
{x t : G} {s u : Set G} (hx : x ∈ s) (hu : -tsupport g + s ⊆ u) :
‖L (f t) (g (x - t))‖ ≤ u.indicator (fun t => ‖L‖ * ‖f t‖ * ⨆ i, ‖g i‖) t := by |
refine convolution_integrand_bound_right_of_le_of_subset _ (fun i => ?_) hx hu
exact le_ciSup (hg.norm.bddAbove_range_of_hasCompactSupport hcg.norm) _
| 2,268 |
import Mathlib.Analysis.Calculus.ContDiff.Basic
import Mathlib.Analysis.Calculus.ParametricIntegral
import Mathlib.MeasureTheory.Constructions.Prod.Integral
import Mathlib.MeasureTheory.Function.LocallyIntegrable
import Mathlib.MeasureTheory.Group.Integral
import Mathlib.MeasureTheory.Group.Prod
import Mathlib.MeasureTheory.Integral.IntervalIntegral
#align_import analysis.convolution from "leanprover-community/mathlib"@"8905e5ed90859939681a725b00f6063e65096d95"
open Set Function Filter MeasureTheory MeasureTheory.Measure TopologicalSpace
open ContinuousLinearMap Metric Bornology
open scoped Pointwise Topology NNReal Filter
universe u𝕜 uG uE uE' uE'' uF uF' uF'' uP
variable {𝕜 : Type u𝕜} {G : Type uG} {E : Type uE} {E' : Type uE'} {E'' : Type uE''} {F : Type uF}
{F' : Type uF'} {F'' : Type uF''} {P : Type uP}
variable [NormedAddCommGroup E] [NormedAddCommGroup E'] [NormedAddCommGroup E'']
[NormedAddCommGroup F] {f f' : G → E} {g g' : G → E'} {x x' : G} {y y' : E}
namespace MeasureTheory
section NontriviallyNormedField
variable [NontriviallyNormedField 𝕜]
variable [NormedSpace 𝕜 E] [NormedSpace 𝕜 E'] [NormedSpace 𝕜 E''] [NormedSpace 𝕜 F]
variable (L : E →L[𝕜] E' →L[𝕜] F)
section NoMeasurability
variable [AddGroup G] [TopologicalSpace G]
theorem convolution_integrand_bound_right_of_le_of_subset {C : ℝ} (hC : ∀ i, ‖g i‖ ≤ C) {x t : G}
{s u : Set G} (hx : x ∈ s) (hu : -tsupport g + s ⊆ u) :
‖L (f t) (g (x - t))‖ ≤ u.indicator (fun t => ‖L‖ * ‖f t‖ * C) t := by
-- Porting note: had to add `f := _`
refine le_indicator (f := fun t ↦ ‖L (f t) (g (x - t))‖) (fun t _ => ?_) (fun t ht => ?_) t
· apply_rules [L.le_of_opNorm₂_le_of_le, le_rfl]
· have : x - t ∉ support g := by
refine mt (fun hxt => hu ?_) ht
refine ⟨_, Set.neg_mem_neg.mpr (subset_closure hxt), _, hx, ?_⟩
simp only [neg_sub, sub_add_cancel]
simp only [nmem_support.mp this, (L _).map_zero, norm_zero, le_rfl]
#align convolution_integrand_bound_right_of_le_of_subset MeasureTheory.convolution_integrand_bound_right_of_le_of_subset
theorem _root_.HasCompactSupport.convolution_integrand_bound_right_of_subset
(hcg : HasCompactSupport g) (hg : Continuous g)
{x t : G} {s u : Set G} (hx : x ∈ s) (hu : -tsupport g + s ⊆ u) :
‖L (f t) (g (x - t))‖ ≤ u.indicator (fun t => ‖L‖ * ‖f t‖ * ⨆ i, ‖g i‖) t := by
refine convolution_integrand_bound_right_of_le_of_subset _ (fun i => ?_) hx hu
exact le_ciSup (hg.norm.bddAbove_range_of_hasCompactSupport hcg.norm) _
#align has_compact_support.convolution_integrand_bound_right_of_subset HasCompactSupport.convolution_integrand_bound_right_of_subset
theorem _root_.HasCompactSupport.convolution_integrand_bound_right (hcg : HasCompactSupport g)
(hg : Continuous g) {x t : G} {s : Set G} (hx : x ∈ s) :
‖L (f t) (g (x - t))‖ ≤ (-tsupport g + s).indicator (fun t => ‖L‖ * ‖f t‖ * ⨆ i, ‖g i‖) t :=
hcg.convolution_integrand_bound_right_of_subset L hg hx Subset.rfl
#align has_compact_support.convolution_integrand_bound_right HasCompactSupport.convolution_integrand_bound_right
theorem _root_.Continuous.convolution_integrand_fst [ContinuousSub G] (hg : Continuous g) (t : G) :
Continuous fun x => L (f t) (g (x - t)) :=
L.continuous₂.comp₂ continuous_const <| hg.comp <| continuous_id.sub continuous_const
#align continuous.convolution_integrand_fst Continuous.convolution_integrand_fst
| Mathlib/Analysis/Convolution.lean | 150 | 155 | theorem _root_.HasCompactSupport.convolution_integrand_bound_left (hcf : HasCompactSupport f)
(hf : Continuous f) {x t : G} {s : Set G} (hx : x ∈ s) :
‖L (f (x - t)) (g t)‖ ≤
(-tsupport f + s).indicator (fun t => (‖L‖ * ⨆ i, ‖f i‖) * ‖g t‖) t := by |
convert hcf.convolution_integrand_bound_right L.flip hf hx using 1
simp_rw [L.opNorm_flip, mul_right_comm]
| 2,268 |
import Mathlib.Analysis.Calculus.ContDiff.Basic
import Mathlib.Analysis.Calculus.ParametricIntegral
import Mathlib.MeasureTheory.Constructions.Prod.Integral
import Mathlib.MeasureTheory.Function.LocallyIntegrable
import Mathlib.MeasureTheory.Group.Integral
import Mathlib.MeasureTheory.Group.Prod
import Mathlib.MeasureTheory.Integral.IntervalIntegral
#align_import analysis.convolution from "leanprover-community/mathlib"@"8905e5ed90859939681a725b00f6063e65096d95"
open Set Function Filter MeasureTheory MeasureTheory.Measure TopologicalSpace
open ContinuousLinearMap Metric Bornology
open scoped Pointwise Topology NNReal Filter
universe u𝕜 uG uE uE' uE'' uF uF' uF'' uP
variable {𝕜 : Type u𝕜} {G : Type uG} {E : Type uE} {E' : Type uE'} {E'' : Type uE''} {F : Type uF}
{F' : Type uF'} {F'' : Type uF''} {P : Type uP}
variable [NormedAddCommGroup E] [NormedAddCommGroup E'] [NormedAddCommGroup E'']
[NormedAddCommGroup F] {f f' : G → E} {g g' : G → E'} {x x' : G} {y y' : E}
namespace MeasureTheory
section NontriviallyNormedField
variable [NontriviallyNormedField 𝕜]
variable [NormedSpace 𝕜 E] [NormedSpace 𝕜 E'] [NormedSpace 𝕜 E''] [NormedSpace 𝕜 F]
variable (L : E →L[𝕜] E' →L[𝕜] F)
section Measurability
variable [MeasurableSpace G] {μ ν : Measure G}
def ConvolutionExistsAt [Sub G] (f : G → E) (g : G → E') (x : G) (L : E →L[𝕜] E' →L[𝕜] F)
(μ : Measure G := by volume_tac) : Prop :=
Integrable (fun t => L (f t) (g (x - t))) μ
#align convolution_exists_at MeasureTheory.ConvolutionExistsAt
def ConvolutionExists [Sub G] (f : G → E) (g : G → E') (L : E →L[𝕜] E' →L[𝕜] F)
(μ : Measure G := by volume_tac) : Prop :=
∀ x : G, ConvolutionExistsAt f g x L μ
#align convolution_exists MeasureTheory.ConvolutionExists
section ConvolutionExists
variable {L} in
theorem ConvolutionExistsAt.integrable [Sub G] {x : G} (h : ConvolutionExistsAt f g x L μ) :
Integrable (fun t => L (f t) (g (x - t))) μ :=
h
#align convolution_exists_at.integrable MeasureTheory.ConvolutionExistsAt.integrable
section Group
variable [AddGroup G]
theorem AEStronglyMeasurable.convolution_integrand' [MeasurableAdd₂ G]
[MeasurableNeg G] [SigmaFinite ν] (hf : AEStronglyMeasurable f ν)
(hg : AEStronglyMeasurable g <| map (fun p : G × G => p.1 - p.2) (μ.prod ν)) :
AEStronglyMeasurable (fun p : G × G => L (f p.2) (g (p.1 - p.2))) (μ.prod ν) :=
L.aestronglyMeasurable_comp₂ hf.snd <| hg.comp_measurable measurable_sub
#align measure_theory.ae_strongly_measurable.convolution_integrand' MeasureTheory.AEStronglyMeasurable.convolution_integrand'
section
variable [MeasurableAdd G] [MeasurableNeg G]
theorem AEStronglyMeasurable.convolution_integrand_snd'
(hf : AEStronglyMeasurable f μ) {x : G}
(hg : AEStronglyMeasurable g <| map (fun t => x - t) μ) :
AEStronglyMeasurable (fun t => L (f t) (g (x - t))) μ :=
L.aestronglyMeasurable_comp₂ hf <| hg.comp_measurable <| measurable_id.const_sub x
#align measure_theory.ae_strongly_measurable.convolution_integrand_snd' MeasureTheory.AEStronglyMeasurable.convolution_integrand_snd'
theorem AEStronglyMeasurable.convolution_integrand_swap_snd' {x : G}
(hf : AEStronglyMeasurable f <| map (fun t => x - t) μ) (hg : AEStronglyMeasurable g μ) :
AEStronglyMeasurable (fun t => L (f (x - t)) (g t)) μ :=
L.aestronglyMeasurable_comp₂ (hf.comp_measurable <| measurable_id.const_sub x) hg
#align measure_theory.ae_strongly_measurable.convolution_integrand_swap_snd' MeasureTheory.AEStronglyMeasurable.convolution_integrand_swap_snd'
| Mathlib/Analysis/Convolution.lean | 216 | 235 | theorem _root_.BddAbove.convolutionExistsAt' {x₀ : G} {s : Set G}
(hbg : BddAbove ((fun i => ‖g i‖) '' ((fun t => -t + x₀) ⁻¹' s))) (hs : MeasurableSet s)
(h2s : (support fun t => L (f t) (g (x₀ - t))) ⊆ s) (hf : IntegrableOn f s μ)
(hmg : AEStronglyMeasurable g <| map (fun t => x₀ - t) (μ.restrict s)) :
ConvolutionExistsAt f g x₀ L μ := by |
rw [ConvolutionExistsAt]
rw [← integrableOn_iff_integrable_of_support_subset h2s]
set s' := (fun t => -t + x₀) ⁻¹' s
have : ∀ᵐ t : G ∂μ.restrict s,
‖L (f t) (g (x₀ - t))‖ ≤ s.indicator (fun t => ‖L‖ * ‖f t‖ * ⨆ i : s', ‖g i‖) t := by
filter_upwards
refine le_indicator (fun t ht => ?_) fun t ht => ?_
· apply_rules [L.le_of_opNorm₂_le_of_le, le_rfl]
refine (le_ciSup_set hbg <| mem_preimage.mpr ?_)
rwa [neg_sub, sub_add_cancel]
· have : t ∉ support fun t => L (f t) (g (x₀ - t)) := mt (fun h => h2s h) ht
rw [nmem_support.mp this, norm_zero]
refine Integrable.mono' ?_ ?_ this
· rw [integrable_indicator_iff hs]; exact ((hf.norm.const_mul _).mul_const _).integrableOn
· exact hf.aestronglyMeasurable.convolution_integrand_snd' L hmg
| 2,268 |
import Mathlib.Analysis.Calculus.ContDiff.Basic
import Mathlib.Analysis.Calculus.ParametricIntegral
import Mathlib.MeasureTheory.Constructions.Prod.Integral
import Mathlib.MeasureTheory.Function.LocallyIntegrable
import Mathlib.MeasureTheory.Group.Integral
import Mathlib.MeasureTheory.Group.Prod
import Mathlib.MeasureTheory.Integral.IntervalIntegral
#align_import analysis.convolution from "leanprover-community/mathlib"@"8905e5ed90859939681a725b00f6063e65096d95"
open Set Function Filter MeasureTheory MeasureTheory.Measure TopologicalSpace
open ContinuousLinearMap Metric Bornology
open scoped Pointwise Topology NNReal Filter
universe u𝕜 uG uE uE' uE'' uF uF' uF'' uP
variable {𝕜 : Type u𝕜} {G : Type uG} {E : Type uE} {E' : Type uE'} {E'' : Type uE''} {F : Type uF}
{F' : Type uF'} {F'' : Type uF''} {P : Type uP}
variable [NormedAddCommGroup E] [NormedAddCommGroup E'] [NormedAddCommGroup E'']
[NormedAddCommGroup F] {f f' : G → E} {g g' : G → E'} {x x' : G} {y y' : E}
namespace MeasureTheory
section NontriviallyNormedField
variable [NontriviallyNormedField 𝕜]
variable [NormedSpace 𝕜 E] [NormedSpace 𝕜 E'] [NormedSpace 𝕜 E''] [NormedSpace 𝕜 F]
variable (L : E →L[𝕜] E' →L[𝕜] F)
section Measurability
variable [MeasurableSpace G] {μ ν : Measure G}
def ConvolutionExistsAt [Sub G] (f : G → E) (g : G → E') (x : G) (L : E →L[𝕜] E' →L[𝕜] F)
(μ : Measure G := by volume_tac) : Prop :=
Integrable (fun t => L (f t) (g (x - t))) μ
#align convolution_exists_at MeasureTheory.ConvolutionExistsAt
def ConvolutionExists [Sub G] (f : G → E) (g : G → E') (L : E →L[𝕜] E' →L[𝕜] F)
(μ : Measure G := by volume_tac) : Prop :=
∀ x : G, ConvolutionExistsAt f g x L μ
#align convolution_exists MeasureTheory.ConvolutionExists
section ConvolutionExists
variable {L} in
theorem ConvolutionExistsAt.integrable [Sub G] {x : G} (h : ConvolutionExistsAt f g x L μ) :
Integrable (fun t => L (f t) (g (x - t))) μ :=
h
#align convolution_exists_at.integrable MeasureTheory.ConvolutionExistsAt.integrable
section Group
variable [AddGroup G]
theorem AEStronglyMeasurable.convolution_integrand' [MeasurableAdd₂ G]
[MeasurableNeg G] [SigmaFinite ν] (hf : AEStronglyMeasurable f ν)
(hg : AEStronglyMeasurable g <| map (fun p : G × G => p.1 - p.2) (μ.prod ν)) :
AEStronglyMeasurable (fun p : G × G => L (f p.2) (g (p.1 - p.2))) (μ.prod ν) :=
L.aestronglyMeasurable_comp₂ hf.snd <| hg.comp_measurable measurable_sub
#align measure_theory.ae_strongly_measurable.convolution_integrand' MeasureTheory.AEStronglyMeasurable.convolution_integrand'
section
variable [MeasurableAdd G] [MeasurableNeg G]
theorem AEStronglyMeasurable.convolution_integrand_snd'
(hf : AEStronglyMeasurable f μ) {x : G}
(hg : AEStronglyMeasurable g <| map (fun t => x - t) μ) :
AEStronglyMeasurable (fun t => L (f t) (g (x - t))) μ :=
L.aestronglyMeasurable_comp₂ hf <| hg.comp_measurable <| measurable_id.const_sub x
#align measure_theory.ae_strongly_measurable.convolution_integrand_snd' MeasureTheory.AEStronglyMeasurable.convolution_integrand_snd'
theorem AEStronglyMeasurable.convolution_integrand_swap_snd' {x : G}
(hf : AEStronglyMeasurable f <| map (fun t => x - t) μ) (hg : AEStronglyMeasurable g μ) :
AEStronglyMeasurable (fun t => L (f (x - t)) (g t)) μ :=
L.aestronglyMeasurable_comp₂ (hf.comp_measurable <| measurable_id.const_sub x) hg
#align measure_theory.ae_strongly_measurable.convolution_integrand_swap_snd' MeasureTheory.AEStronglyMeasurable.convolution_integrand_swap_snd'
theorem _root_.BddAbove.convolutionExistsAt' {x₀ : G} {s : Set G}
(hbg : BddAbove ((fun i => ‖g i‖) '' ((fun t => -t + x₀) ⁻¹' s))) (hs : MeasurableSet s)
(h2s : (support fun t => L (f t) (g (x₀ - t))) ⊆ s) (hf : IntegrableOn f s μ)
(hmg : AEStronglyMeasurable g <| map (fun t => x₀ - t) (μ.restrict s)) :
ConvolutionExistsAt f g x₀ L μ := by
rw [ConvolutionExistsAt]
rw [← integrableOn_iff_integrable_of_support_subset h2s]
set s' := (fun t => -t + x₀) ⁻¹' s
have : ∀ᵐ t : G ∂μ.restrict s,
‖L (f t) (g (x₀ - t))‖ ≤ s.indicator (fun t => ‖L‖ * ‖f t‖ * ⨆ i : s', ‖g i‖) t := by
filter_upwards
refine le_indicator (fun t ht => ?_) fun t ht => ?_
· apply_rules [L.le_of_opNorm₂_le_of_le, le_rfl]
refine (le_ciSup_set hbg <| mem_preimage.mpr ?_)
rwa [neg_sub, sub_add_cancel]
· have : t ∉ support fun t => L (f t) (g (x₀ - t)) := mt (fun h => h2s h) ht
rw [nmem_support.mp this, norm_zero]
refine Integrable.mono' ?_ ?_ this
· rw [integrable_indicator_iff hs]; exact ((hf.norm.const_mul _).mul_const _).integrableOn
· exact hf.aestronglyMeasurable.convolution_integrand_snd' L hmg
#align bdd_above.convolution_exists_at' BddAbove.convolutionExistsAt'
| Mathlib/Analysis/Convolution.lean | 239 | 246 | theorem ConvolutionExistsAt.ofNorm' {x₀ : G}
(h : ConvolutionExistsAt (fun x => ‖f x‖) (fun x => ‖g x‖) x₀ (mul ℝ ℝ) μ)
(hmf : AEStronglyMeasurable f μ) (hmg : AEStronglyMeasurable g <| map (fun t => x₀ - t) μ) :
ConvolutionExistsAt f g x₀ L μ := by |
refine (h.const_mul ‖L‖).mono'
(hmf.convolution_integrand_snd' L hmg) (eventually_of_forall fun x => ?_)
rw [mul_apply', ← mul_assoc]
apply L.le_opNorm₂
| 2,268 |
import Mathlib.Analysis.Convolution
import Mathlib.Analysis.Calculus.BumpFunction.Normed
import Mathlib.MeasureTheory.Integral.Average
import Mathlib.MeasureTheory.Covering.Differentiation
import Mathlib.MeasureTheory.Covering.BesicovitchVectorSpace
import Mathlib.MeasureTheory.Measure.Haar.Unique
#align_import analysis.convolution from "leanprover-community/mathlib"@"8905e5ed90859939681a725b00f6063e65096d95"
universe uG uE'
open ContinuousLinearMap Metric MeasureTheory Filter Function Measure Set
open scoped Convolution Topology
namespace ContDiffBump
variable {G : Type uG} {E' : Type uE'} [NormedAddCommGroup E'] {g : G → E'} [MeasurableSpace G]
{μ : MeasureTheory.Measure G} [NormedSpace ℝ E'] [NormedAddCommGroup G] [NormedSpace ℝ G]
[HasContDiffBump G] [CompleteSpace E'] {φ : ContDiffBump (0 : G)} {x₀ : G}
| Mathlib/Analysis/Calculus/BumpFunction/Convolution.lean | 54 | 56 | theorem convolution_eq_right {x₀ : G} (hg : ∀ x ∈ ball x₀ φ.rOut, g x = g x₀) :
(φ ⋆[lsmul ℝ ℝ, μ] g : G → E') x₀ = integral μ φ • g x₀ := by |
simp_rw [convolution_eq_right' _ φ.support_eq.subset hg, lsmul_apply, integral_smul_const]
| 2,269 |
import Mathlib.Analysis.Convolution
import Mathlib.Analysis.Calculus.BumpFunction.Normed
import Mathlib.MeasureTheory.Integral.Average
import Mathlib.MeasureTheory.Covering.Differentiation
import Mathlib.MeasureTheory.Covering.BesicovitchVectorSpace
import Mathlib.MeasureTheory.Measure.Haar.Unique
#align_import analysis.convolution from "leanprover-community/mathlib"@"8905e5ed90859939681a725b00f6063e65096d95"
universe uG uE'
open ContinuousLinearMap Metric MeasureTheory Filter Function Measure Set
open scoped Convolution Topology
namespace ContDiffBump
variable {G : Type uG} {E' : Type uE'} [NormedAddCommGroup E'] {g : G → E'} [MeasurableSpace G]
{μ : MeasureTheory.Measure G} [NormedSpace ℝ E'] [NormedAddCommGroup G] [NormedSpace ℝ G]
[HasContDiffBump G] [CompleteSpace E'] {φ : ContDiffBump (0 : G)} {x₀ : G}
theorem convolution_eq_right {x₀ : G} (hg : ∀ x ∈ ball x₀ φ.rOut, g x = g x₀) :
(φ ⋆[lsmul ℝ ℝ, μ] g : G → E') x₀ = integral μ φ • g x₀ := by
simp_rw [convolution_eq_right' _ φ.support_eq.subset hg, lsmul_apply, integral_smul_const]
#align cont_diff_bump.convolution_eq_right ContDiffBump.convolution_eq_right
variable [BorelSpace G]
variable [IsLocallyFiniteMeasure μ] [μ.IsOpenPosMeasure]
variable [FiniteDimensional ℝ G]
| Mathlib/Analysis/Calculus/BumpFunction/Convolution.lean | 65 | 68 | theorem normed_convolution_eq_right {x₀ : G} (hg : ∀ x ∈ ball x₀ φ.rOut, g x = g x₀) :
(φ.normed μ ⋆[lsmul ℝ ℝ, μ] g : G → E') x₀ = g x₀ := by |
rw [convolution_eq_right' _ φ.support_normed_eq.subset hg]
exact integral_normed_smul φ μ (g x₀)
| 2,269 |
import Mathlib.Analysis.Convolution
import Mathlib.Analysis.Calculus.BumpFunction.Normed
import Mathlib.MeasureTheory.Integral.Average
import Mathlib.MeasureTheory.Covering.Differentiation
import Mathlib.MeasureTheory.Covering.BesicovitchVectorSpace
import Mathlib.MeasureTheory.Measure.Haar.Unique
#align_import analysis.convolution from "leanprover-community/mathlib"@"8905e5ed90859939681a725b00f6063e65096d95"
universe uG uE'
open ContinuousLinearMap Metric MeasureTheory Filter Function Measure Set
open scoped Convolution Topology
namespace ContDiffBump
variable {G : Type uG} {E' : Type uE'} [NormedAddCommGroup E'] {g : G → E'} [MeasurableSpace G]
{μ : MeasureTheory.Measure G} [NormedSpace ℝ E'] [NormedAddCommGroup G] [NormedSpace ℝ G]
[HasContDiffBump G] [CompleteSpace E'] {φ : ContDiffBump (0 : G)} {x₀ : G}
theorem convolution_eq_right {x₀ : G} (hg : ∀ x ∈ ball x₀ φ.rOut, g x = g x₀) :
(φ ⋆[lsmul ℝ ℝ, μ] g : G → E') x₀ = integral μ φ • g x₀ := by
simp_rw [convolution_eq_right' _ φ.support_eq.subset hg, lsmul_apply, integral_smul_const]
#align cont_diff_bump.convolution_eq_right ContDiffBump.convolution_eq_right
variable [BorelSpace G]
variable [IsLocallyFiniteMeasure μ] [μ.IsOpenPosMeasure]
variable [FiniteDimensional ℝ G]
theorem normed_convolution_eq_right {x₀ : G} (hg : ∀ x ∈ ball x₀ φ.rOut, g x = g x₀) :
(φ.normed μ ⋆[lsmul ℝ ℝ, μ] g : G → E') x₀ = g x₀ := by
rw [convolution_eq_right' _ φ.support_normed_eq.subset hg]
exact integral_normed_smul φ μ (g x₀)
#align cont_diff_bump.normed_convolution_eq_right ContDiffBump.normed_convolution_eq_right
variable [μ.IsAddLeftInvariant]
theorem dist_normed_convolution_le {x₀ : G} {ε : ℝ} (hmg : AEStronglyMeasurable g μ)
(hg : ∀ x ∈ ball x₀ φ.rOut, dist (g x) (g x₀) ≤ ε) :
dist ((φ.normed μ ⋆[lsmul ℝ ℝ, μ] g : G → E') x₀) (g x₀) ≤ ε :=
dist_convolution_le (by simp_rw [← dist_self (g x₀), hg x₀ (mem_ball_self φ.rOut_pos)])
φ.support_normed_eq.subset φ.nonneg_normed φ.integral_normed hmg hg
#align cont_diff_bump.dist_normed_convolution_le ContDiffBump.dist_normed_convolution_le
nonrec theorem convolution_tendsto_right {ι} {φ : ι → ContDiffBump (0 : G)} {g : ι → G → E'}
{k : ι → G} {x₀ : G} {z₀ : E'} {l : Filter ι} (hφ : Tendsto (fun i => (φ i).rOut) l (𝓝 0))
(hig : ∀ᶠ i in l, AEStronglyMeasurable (g i) μ) (hcg : Tendsto (uncurry g) (l ×ˢ 𝓝 x₀) (𝓝 z₀))
(hk : Tendsto k l (𝓝 x₀)) :
Tendsto (fun i => ((φ i).normed μ ⋆[lsmul ℝ ℝ, μ] g i) (k i)) l (𝓝 z₀) :=
convolution_tendsto_right (eventually_of_forall fun i => (φ i).nonneg_normed)
(eventually_of_forall fun i => (φ i).integral_normed) (tendsto_support_normed_smallSets hφ) hig
hcg hk
#align cont_diff_bump.convolution_tendsto_right ContDiffBump.convolution_tendsto_right
theorem convolution_tendsto_right_of_continuous {ι} {φ : ι → ContDiffBump (0 : G)} {l : Filter ι}
(hφ : Tendsto (fun i => (φ i).rOut) l (𝓝 0)) (hg : Continuous g) (x₀ : G) :
Tendsto (fun i => ((φ i).normed μ ⋆[lsmul ℝ ℝ, μ] g) x₀) l (𝓝 (g x₀)) :=
convolution_tendsto_right hφ (eventually_of_forall fun _ => hg.aestronglyMeasurable)
((hg.tendsto x₀).comp tendsto_snd) tendsto_const_nhds
#align cont_diff_bump.convolution_tendsto_right_of_continuous ContDiffBump.convolution_tendsto_right_of_continuous
| Mathlib/Analysis/Calculus/BumpFunction/Convolution.lean | 110 | 139 | theorem ae_convolution_tendsto_right_of_locallyIntegrable
{ι} {φ : ι → ContDiffBump (0 : G)} {l : Filter ι} {K : ℝ}
(hφ : Tendsto (fun i ↦ (φ i).rOut) l (𝓝 0))
(h'φ : ∀ᶠ i in l, (φ i).rOut ≤ K * (φ i).rIn) (hg : LocallyIntegrable g μ) : ∀ᵐ x₀ ∂μ,
Tendsto (fun i ↦ ((φ i).normed μ ⋆[lsmul ℝ ℝ, μ] g) x₀) l (𝓝 (g x₀)) := by |
have : IsAddHaarMeasure μ := ⟨⟩
-- By Lebesgue differentiation theorem, the average of `g` on a small ball converges
-- almost everywhere to the value of `g` as the radius shrinks to zero.
-- We will see that this set of points satisfies the desired conclusion.
filter_upwards [(Besicovitch.vitaliFamily μ).ae_tendsto_average_norm_sub hg] with x₀ h₀
simp only [convolution_eq_swap, lsmul_apply]
have hφ' : Tendsto (fun i ↦ (φ i).rOut) l (𝓝[>] 0) :=
tendsto_nhdsWithin_iff.2 ⟨hφ, eventually_of_forall (fun i ↦ (φ i).rOut_pos)⟩
have := (h₀.comp (Besicovitch.tendsto_filterAt μ x₀)).comp hφ'
simp only [Function.comp] at this
apply tendsto_integral_smul_of_tendsto_average_norm_sub (K ^ (FiniteDimensional.finrank ℝ G)) this
· filter_upwards with i using
hg.integrableOn_isCompact (isCompact_closedBall _ _)
· apply tendsto_const_nhds.congr (fun i ↦ ?_)
rw [← integral_neg_eq_self]
simp only [sub_neg_eq_add, integral_add_left_eq_self, integral_normed]
· filter_upwards with i
change support ((ContDiffBump.normed (φ i) μ) ∘ (fun y ↦ x₀ - y)) ⊆ closedBall x₀ (φ i).rOut
simp only [support_comp_eq_preimage, support_normed_eq]
intro x hx
simp only [mem_preimage, mem_ball, dist_zero_right] at hx
simpa [dist_eq_norm_sub'] using hx.le
· filter_upwards [h'φ] with i hi x
rw [abs_of_nonneg (nonneg_normed _ _), addHaar_closedBall_center]
exact (φ i).normed_le_div_measure_closedBall_rOut _ _ hi _
| 2,269 |
import Mathlib.Probability.Kernel.Basic
import Mathlib.MeasureTheory.Constructions.Prod.Basic
import Mathlib.MeasureTheory.Integral.DominatedConvergence
#align_import probability.kernel.measurable_integral from "leanprover-community/mathlib"@"28b2a92f2996d28e580450863c130955de0ed398"
open MeasureTheory ProbabilityTheory Function Set Filter
open scoped MeasureTheory ENNReal Topology
variable {α β γ : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ}
{κ : kernel α β} {η : kernel (α × β) γ} {a : α}
namespace ProbabilityTheory
namespace kernel
| Mathlib/Probability/Kernel/MeasurableIntegral.lean | 42 | 99 | theorem measurable_kernel_prod_mk_left_of_finite {t : Set (α × β)} (ht : MeasurableSet t)
(hκs : ∀ a, IsFiniteMeasure (κ a)) : Measurable fun a => κ a (Prod.mk a ⁻¹' t) := by |
-- `t` is a measurable set in the product `α × β`: we use that the product σ-algebra is generated
-- by boxes to prove the result by induction.
-- Porting note: added motive
refine MeasurableSpace.induction_on_inter
(C := fun t => Measurable fun a => κ a (Prod.mk a ⁻¹' t))
generateFrom_prod.symm isPiSystem_prod ?_ ?_ ?_ ?_ ht
·-- case `t = ∅`
simp only [preimage_empty, measure_empty, measurable_const]
· -- case of a box: `t = t₁ ×ˢ t₂` for measurable sets `t₁` and `t₂`
intro t' ht'
simp only [Set.mem_image2, Set.mem_setOf_eq, exists_and_left] at ht'
obtain ⟨t₁, ht₁, t₂, ht₂, rfl⟩ := ht'
classical
simp_rw [mk_preimage_prod_right_eq_if]
have h_eq_ite : (fun a => κ a (ite (a ∈ t₁) t₂ ∅)) = fun a => ite (a ∈ t₁) (κ a t₂) 0 := by
ext1 a
split_ifs
exacts [rfl, measure_empty]
rw [h_eq_ite]
exact Measurable.ite ht₁ (kernel.measurable_coe κ ht₂) measurable_const
· -- we assume that the result is true for `t` and we prove it for `tᶜ`
intro t' ht' h_meas
have h_eq_sdiff : ∀ a, Prod.mk a ⁻¹' t'ᶜ = Set.univ \ Prod.mk a ⁻¹' t' := by
intro a
ext1 b
simp only [mem_compl_iff, mem_preimage, mem_diff, mem_univ, true_and_iff]
simp_rw [h_eq_sdiff]
have :
(fun a => κ a (Set.univ \ Prod.mk a ⁻¹' t')) = fun a =>
κ a Set.univ - κ a (Prod.mk a ⁻¹' t') := by
ext1 a
rw [← Set.diff_inter_self_eq_diff, Set.inter_univ, measure_diff (Set.subset_univ _)]
· exact (@measurable_prod_mk_left α β _ _ a) ht'
· exact measure_ne_top _ _
rw [this]
exact Measurable.sub (kernel.measurable_coe κ MeasurableSet.univ) h_meas
· -- we assume that the result is true for a family of disjoint sets and prove it for their union
intro f h_disj hf_meas hf
have h_Union :
(fun a => κ a (Prod.mk a ⁻¹' ⋃ i, f i)) = fun a => κ a (⋃ i, Prod.mk a ⁻¹' f i) := by
ext1 a
congr with b
simp only [mem_iUnion, mem_preimage]
rw [h_Union]
have h_tsum :
(fun a => κ a (⋃ i, Prod.mk a ⁻¹' f i)) = fun a => ∑' i, κ a (Prod.mk a ⁻¹' f i) := by
ext1 a
rw [measure_iUnion]
· intro i j hij s hsi hsj b hbs
have habi : {(a, b)} ⊆ f i := by rw [Set.singleton_subset_iff]; exact hsi hbs
have habj : {(a, b)} ⊆ f j := by rw [Set.singleton_subset_iff]; exact hsj hbs
simpa only [Set.bot_eq_empty, Set.le_eq_subset, Set.singleton_subset_iff,
Set.mem_empty_iff_false] using h_disj hij habi habj
· exact fun i => (@measurable_prod_mk_left α β _ _ a) (hf_meas i)
rw [h_tsum]
exact Measurable.ennreal_tsum hf
| 2,270 |
import Mathlib.Probability.Kernel.Basic
import Mathlib.MeasureTheory.Constructions.Prod.Basic
import Mathlib.MeasureTheory.Integral.DominatedConvergence
#align_import probability.kernel.measurable_integral from "leanprover-community/mathlib"@"28b2a92f2996d28e580450863c130955de0ed398"
open MeasureTheory ProbabilityTheory Function Set Filter
open scoped MeasureTheory ENNReal Topology
variable {α β γ : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ}
{κ : kernel α β} {η : kernel (α × β) γ} {a : α}
namespace ProbabilityTheory
namespace kernel
theorem measurable_kernel_prod_mk_left_of_finite {t : Set (α × β)} (ht : MeasurableSet t)
(hκs : ∀ a, IsFiniteMeasure (κ a)) : Measurable fun a => κ a (Prod.mk a ⁻¹' t) := by
-- `t` is a measurable set in the product `α × β`: we use that the product σ-algebra is generated
-- by boxes to prove the result by induction.
-- Porting note: added motive
refine MeasurableSpace.induction_on_inter
(C := fun t => Measurable fun a => κ a (Prod.mk a ⁻¹' t))
generateFrom_prod.symm isPiSystem_prod ?_ ?_ ?_ ?_ ht
·-- case `t = ∅`
simp only [preimage_empty, measure_empty, measurable_const]
· -- case of a box: `t = t₁ ×ˢ t₂` for measurable sets `t₁` and `t₂`
intro t' ht'
simp only [Set.mem_image2, Set.mem_setOf_eq, exists_and_left] at ht'
obtain ⟨t₁, ht₁, t₂, ht₂, rfl⟩ := ht'
classical
simp_rw [mk_preimage_prod_right_eq_if]
have h_eq_ite : (fun a => κ a (ite (a ∈ t₁) t₂ ∅)) = fun a => ite (a ∈ t₁) (κ a t₂) 0 := by
ext1 a
split_ifs
exacts [rfl, measure_empty]
rw [h_eq_ite]
exact Measurable.ite ht₁ (kernel.measurable_coe κ ht₂) measurable_const
· -- we assume that the result is true for `t` and we prove it for `tᶜ`
intro t' ht' h_meas
have h_eq_sdiff : ∀ a, Prod.mk a ⁻¹' t'ᶜ = Set.univ \ Prod.mk a ⁻¹' t' := by
intro a
ext1 b
simp only [mem_compl_iff, mem_preimage, mem_diff, mem_univ, true_and_iff]
simp_rw [h_eq_sdiff]
have :
(fun a => κ a (Set.univ \ Prod.mk a ⁻¹' t')) = fun a =>
κ a Set.univ - κ a (Prod.mk a ⁻¹' t') := by
ext1 a
rw [← Set.diff_inter_self_eq_diff, Set.inter_univ, measure_diff (Set.subset_univ _)]
· exact (@measurable_prod_mk_left α β _ _ a) ht'
· exact measure_ne_top _ _
rw [this]
exact Measurable.sub (kernel.measurable_coe κ MeasurableSet.univ) h_meas
· -- we assume that the result is true for a family of disjoint sets and prove it for their union
intro f h_disj hf_meas hf
have h_Union :
(fun a => κ a (Prod.mk a ⁻¹' ⋃ i, f i)) = fun a => κ a (⋃ i, Prod.mk a ⁻¹' f i) := by
ext1 a
congr with b
simp only [mem_iUnion, mem_preimage]
rw [h_Union]
have h_tsum :
(fun a => κ a (⋃ i, Prod.mk a ⁻¹' f i)) = fun a => ∑' i, κ a (Prod.mk a ⁻¹' f i) := by
ext1 a
rw [measure_iUnion]
· intro i j hij s hsi hsj b hbs
have habi : {(a, b)} ⊆ f i := by rw [Set.singleton_subset_iff]; exact hsi hbs
have habj : {(a, b)} ⊆ f j := by rw [Set.singleton_subset_iff]; exact hsj hbs
simpa only [Set.bot_eq_empty, Set.le_eq_subset, Set.singleton_subset_iff,
Set.mem_empty_iff_false] using h_disj hij habi habj
· exact fun i => (@measurable_prod_mk_left α β _ _ a) (hf_meas i)
rw [h_tsum]
exact Measurable.ennreal_tsum hf
#align probability_theory.kernel.measurable_kernel_prod_mk_left_of_finite ProbabilityTheory.kernel.measurable_kernel_prod_mk_left_of_finite
| Mathlib/Probability/Kernel/MeasurableIntegral.lean | 102 | 110 | theorem measurable_kernel_prod_mk_left [IsSFiniteKernel κ] {t : Set (α × β)}
(ht : MeasurableSet t) : Measurable fun a => κ a (Prod.mk a ⁻¹' t) := by |
rw [← kernel.kernel_sum_seq κ]
have : ∀ a, kernel.sum (kernel.seq κ) a (Prod.mk a ⁻¹' t) =
∑' n, kernel.seq κ n a (Prod.mk a ⁻¹' t) := fun a =>
kernel.sum_apply' _ _ (measurable_prod_mk_left ht)
simp_rw [this]
refine Measurable.ennreal_tsum fun n => ?_
exact measurable_kernel_prod_mk_left_of_finite ht inferInstance
| 2,270 |
import Mathlib.Probability.Kernel.Basic
import Mathlib.MeasureTheory.Constructions.Prod.Basic
import Mathlib.MeasureTheory.Integral.DominatedConvergence
#align_import probability.kernel.measurable_integral from "leanprover-community/mathlib"@"28b2a92f2996d28e580450863c130955de0ed398"
open MeasureTheory ProbabilityTheory Function Set Filter
open scoped MeasureTheory ENNReal Topology
variable {α β γ : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ}
{κ : kernel α β} {η : kernel (α × β) γ} {a : α}
namespace ProbabilityTheory
namespace kernel
theorem measurable_kernel_prod_mk_left_of_finite {t : Set (α × β)} (ht : MeasurableSet t)
(hκs : ∀ a, IsFiniteMeasure (κ a)) : Measurable fun a => κ a (Prod.mk a ⁻¹' t) := by
-- `t` is a measurable set in the product `α × β`: we use that the product σ-algebra is generated
-- by boxes to prove the result by induction.
-- Porting note: added motive
refine MeasurableSpace.induction_on_inter
(C := fun t => Measurable fun a => κ a (Prod.mk a ⁻¹' t))
generateFrom_prod.symm isPiSystem_prod ?_ ?_ ?_ ?_ ht
·-- case `t = ∅`
simp only [preimage_empty, measure_empty, measurable_const]
· -- case of a box: `t = t₁ ×ˢ t₂` for measurable sets `t₁` and `t₂`
intro t' ht'
simp only [Set.mem_image2, Set.mem_setOf_eq, exists_and_left] at ht'
obtain ⟨t₁, ht₁, t₂, ht₂, rfl⟩ := ht'
classical
simp_rw [mk_preimage_prod_right_eq_if]
have h_eq_ite : (fun a => κ a (ite (a ∈ t₁) t₂ ∅)) = fun a => ite (a ∈ t₁) (κ a t₂) 0 := by
ext1 a
split_ifs
exacts [rfl, measure_empty]
rw [h_eq_ite]
exact Measurable.ite ht₁ (kernel.measurable_coe κ ht₂) measurable_const
· -- we assume that the result is true for `t` and we prove it for `tᶜ`
intro t' ht' h_meas
have h_eq_sdiff : ∀ a, Prod.mk a ⁻¹' t'ᶜ = Set.univ \ Prod.mk a ⁻¹' t' := by
intro a
ext1 b
simp only [mem_compl_iff, mem_preimage, mem_diff, mem_univ, true_and_iff]
simp_rw [h_eq_sdiff]
have :
(fun a => κ a (Set.univ \ Prod.mk a ⁻¹' t')) = fun a =>
κ a Set.univ - κ a (Prod.mk a ⁻¹' t') := by
ext1 a
rw [← Set.diff_inter_self_eq_diff, Set.inter_univ, measure_diff (Set.subset_univ _)]
· exact (@measurable_prod_mk_left α β _ _ a) ht'
· exact measure_ne_top _ _
rw [this]
exact Measurable.sub (kernel.measurable_coe κ MeasurableSet.univ) h_meas
· -- we assume that the result is true for a family of disjoint sets and prove it for their union
intro f h_disj hf_meas hf
have h_Union :
(fun a => κ a (Prod.mk a ⁻¹' ⋃ i, f i)) = fun a => κ a (⋃ i, Prod.mk a ⁻¹' f i) := by
ext1 a
congr with b
simp only [mem_iUnion, mem_preimage]
rw [h_Union]
have h_tsum :
(fun a => κ a (⋃ i, Prod.mk a ⁻¹' f i)) = fun a => ∑' i, κ a (Prod.mk a ⁻¹' f i) := by
ext1 a
rw [measure_iUnion]
· intro i j hij s hsi hsj b hbs
have habi : {(a, b)} ⊆ f i := by rw [Set.singleton_subset_iff]; exact hsi hbs
have habj : {(a, b)} ⊆ f j := by rw [Set.singleton_subset_iff]; exact hsj hbs
simpa only [Set.bot_eq_empty, Set.le_eq_subset, Set.singleton_subset_iff,
Set.mem_empty_iff_false] using h_disj hij habi habj
· exact fun i => (@measurable_prod_mk_left α β _ _ a) (hf_meas i)
rw [h_tsum]
exact Measurable.ennreal_tsum hf
#align probability_theory.kernel.measurable_kernel_prod_mk_left_of_finite ProbabilityTheory.kernel.measurable_kernel_prod_mk_left_of_finite
theorem measurable_kernel_prod_mk_left [IsSFiniteKernel κ] {t : Set (α × β)}
(ht : MeasurableSet t) : Measurable fun a => κ a (Prod.mk a ⁻¹' t) := by
rw [← kernel.kernel_sum_seq κ]
have : ∀ a, kernel.sum (kernel.seq κ) a (Prod.mk a ⁻¹' t) =
∑' n, kernel.seq κ n a (Prod.mk a ⁻¹' t) := fun a =>
kernel.sum_apply' _ _ (measurable_prod_mk_left ht)
simp_rw [this]
refine Measurable.ennreal_tsum fun n => ?_
exact measurable_kernel_prod_mk_left_of_finite ht inferInstance
#align probability_theory.kernel.measurable_kernel_prod_mk_left ProbabilityTheory.kernel.measurable_kernel_prod_mk_left
| Mathlib/Probability/Kernel/MeasurableIntegral.lean | 113 | 119 | theorem measurable_kernel_prod_mk_left' [IsSFiniteKernel η] {s : Set (β × γ)} (hs : MeasurableSet s)
(a : α) : Measurable fun b => η (a, b) (Prod.mk b ⁻¹' s) := by |
have : ∀ b, Prod.mk b ⁻¹' s = {c | ((a, b), c) ∈ {p : (α × β) × γ | (p.1.2, p.2) ∈ s}} := by
intro b; rfl
simp_rw [this]
refine (measurable_kernel_prod_mk_left ?_).comp measurable_prod_mk_left
exact (measurable_fst.snd.prod_mk measurable_snd) hs
| 2,270 |
import Mathlib.Probability.Kernel.MeasurableIntegral
#align_import probability.kernel.composition from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped ENNReal
namespace ProbabilityTheory
namespace kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
section CompositionProduct
variable {γ : Type*} {mγ : MeasurableSpace γ} {s : Set (β × γ)}
noncomputable def compProdFun (κ : kernel α β) (η : kernel (α × β) γ) (a : α) (s : Set (β × γ)) :
ℝ≥0∞ :=
∫⁻ b, η (a, b) {c | (b, c) ∈ s} ∂κ a
#align probability_theory.kernel.comp_prod_fun ProbabilityTheory.kernel.compProdFun
| Mathlib/Probability/Kernel/Composition.lean | 93 | 96 | theorem compProdFun_empty (κ : kernel α β) (η : kernel (α × β) γ) (a : α) :
compProdFun κ η a ∅ = 0 := by |
simp only [compProdFun, Set.mem_empty_iff_false, Set.setOf_false, measure_empty,
MeasureTheory.lintegral_const, zero_mul]
| 2,271 |
import Mathlib.Probability.Kernel.MeasurableIntegral
#align_import probability.kernel.composition from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped ENNReal
namespace ProbabilityTheory
namespace kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
section CompositionProduct
variable {γ : Type*} {mγ : MeasurableSpace γ} {s : Set (β × γ)}
noncomputable def compProdFun (κ : kernel α β) (η : kernel (α × β) γ) (a : α) (s : Set (β × γ)) :
ℝ≥0∞ :=
∫⁻ b, η (a, b) {c | (b, c) ∈ s} ∂κ a
#align probability_theory.kernel.comp_prod_fun ProbabilityTheory.kernel.compProdFun
theorem compProdFun_empty (κ : kernel α β) (η : kernel (α × β) γ) (a : α) :
compProdFun κ η a ∅ = 0 := by
simp only [compProdFun, Set.mem_empty_iff_false, Set.setOf_false, measure_empty,
MeasureTheory.lintegral_const, zero_mul]
#align probability_theory.kernel.comp_prod_fun_empty ProbabilityTheory.kernel.compProdFun_empty
| Mathlib/Probability/Kernel/Composition.lean | 99 | 128 | theorem compProdFun_iUnion (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel η] (a : α)
(f : ℕ → Set (β × γ)) (hf_meas : ∀ i, MeasurableSet (f i))
(hf_disj : Pairwise (Disjoint on f)) :
compProdFun κ η a (⋃ i, f i) = ∑' i, compProdFun κ η a (f i) := by |
have h_Union :
(fun b => η (a, b) {c : γ | (b, c) ∈ ⋃ i, f i}) = fun b =>
η (a, b) (⋃ i, {c : γ | (b, c) ∈ f i}) := by
ext1 b
congr with c
simp only [Set.mem_iUnion, Set.iSup_eq_iUnion, Set.mem_setOf_eq]
rw [compProdFun, h_Union]
have h_tsum :
(fun b => η (a, b) (⋃ i, {c : γ | (b, c) ∈ f i})) = fun b =>
∑' i, η (a, b) {c : γ | (b, c) ∈ f i} := by
ext1 b
rw [measure_iUnion]
· intro i j hij s hsi hsj c hcs
have hbci : {(b, c)} ⊆ f i := by rw [Set.singleton_subset_iff]; exact hsi hcs
have hbcj : {(b, c)} ⊆ f j := by rw [Set.singleton_subset_iff]; exact hsj hcs
simpa only [Set.bot_eq_empty, Set.le_eq_subset, Set.singleton_subset_iff,
Set.mem_empty_iff_false] using hf_disj hij hbci hbcj
· -- Porting note: behavior of `@` changed relative to lean 3, was
-- exact fun i => (@measurable_prod_mk_left β γ _ _ b) _ (hf_meas i)
exact fun i => (@measurable_prod_mk_left β γ _ _ b) (hf_meas i)
rw [h_tsum, lintegral_tsum]
· rfl
· intro i
have hm : MeasurableSet {p : (α × β) × γ | (p.1.2, p.2) ∈ f i} :=
measurable_fst.snd.prod_mk measurable_snd (hf_meas i)
exact ((measurable_kernel_prod_mk_left hm).comp measurable_prod_mk_left).aemeasurable
| 2,271 |
import Mathlib.Probability.Kernel.MeasurableIntegral
#align_import probability.kernel.composition from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped ENNReal
namespace ProbabilityTheory
namespace kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
section CompositionProduct
variable {γ : Type*} {mγ : MeasurableSpace γ} {s : Set (β × γ)}
noncomputable def compProdFun (κ : kernel α β) (η : kernel (α × β) γ) (a : α) (s : Set (β × γ)) :
ℝ≥0∞ :=
∫⁻ b, η (a, b) {c | (b, c) ∈ s} ∂κ a
#align probability_theory.kernel.comp_prod_fun ProbabilityTheory.kernel.compProdFun
theorem compProdFun_empty (κ : kernel α β) (η : kernel (α × β) γ) (a : α) :
compProdFun κ η a ∅ = 0 := by
simp only [compProdFun, Set.mem_empty_iff_false, Set.setOf_false, measure_empty,
MeasureTheory.lintegral_const, zero_mul]
#align probability_theory.kernel.comp_prod_fun_empty ProbabilityTheory.kernel.compProdFun_empty
theorem compProdFun_iUnion (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel η] (a : α)
(f : ℕ → Set (β × γ)) (hf_meas : ∀ i, MeasurableSet (f i))
(hf_disj : Pairwise (Disjoint on f)) :
compProdFun κ η a (⋃ i, f i) = ∑' i, compProdFun κ η a (f i) := by
have h_Union :
(fun b => η (a, b) {c : γ | (b, c) ∈ ⋃ i, f i}) = fun b =>
η (a, b) (⋃ i, {c : γ | (b, c) ∈ f i}) := by
ext1 b
congr with c
simp only [Set.mem_iUnion, Set.iSup_eq_iUnion, Set.mem_setOf_eq]
rw [compProdFun, h_Union]
have h_tsum :
(fun b => η (a, b) (⋃ i, {c : γ | (b, c) ∈ f i})) = fun b =>
∑' i, η (a, b) {c : γ | (b, c) ∈ f i} := by
ext1 b
rw [measure_iUnion]
· intro i j hij s hsi hsj c hcs
have hbci : {(b, c)} ⊆ f i := by rw [Set.singleton_subset_iff]; exact hsi hcs
have hbcj : {(b, c)} ⊆ f j := by rw [Set.singleton_subset_iff]; exact hsj hcs
simpa only [Set.bot_eq_empty, Set.le_eq_subset, Set.singleton_subset_iff,
Set.mem_empty_iff_false] using hf_disj hij hbci hbcj
· -- Porting note: behavior of `@` changed relative to lean 3, was
-- exact fun i => (@measurable_prod_mk_left β γ _ _ b) _ (hf_meas i)
exact fun i => (@measurable_prod_mk_left β γ _ _ b) (hf_meas i)
rw [h_tsum, lintegral_tsum]
· rfl
· intro i
have hm : MeasurableSet {p : (α × β) × γ | (p.1.2, p.2) ∈ f i} :=
measurable_fst.snd.prod_mk measurable_snd (hf_meas i)
exact ((measurable_kernel_prod_mk_left hm).comp measurable_prod_mk_left).aemeasurable
#align probability_theory.kernel.comp_prod_fun_Union ProbabilityTheory.kernel.compProdFun_iUnion
| Mathlib/Probability/Kernel/Composition.lean | 131 | 143 | theorem compProdFun_tsum_right (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel η] (a : α)
(hs : MeasurableSet s) : compProdFun κ η a s = ∑' n, compProdFun κ (seq η n) a s := by |
simp_rw [compProdFun, (measure_sum_seq η _).symm]
have :
∫⁻ b, Measure.sum (fun n => seq η n (a, b)) {c : γ | (b, c) ∈ s} ∂κ a =
∫⁻ b, ∑' n, seq η n (a, b) {c : γ | (b, c) ∈ s} ∂κ a := by
congr
ext1 b
rw [Measure.sum_apply]
exact measurable_prod_mk_left hs
rw [this, lintegral_tsum]
exact fun n => ((measurable_kernel_prod_mk_left (κ := (seq η n))
((measurable_fst.snd.prod_mk measurable_snd) hs)).comp measurable_prod_mk_left).aemeasurable
| 2,271 |
import Mathlib.Probability.Kernel.MeasurableIntegral
#align_import probability.kernel.composition from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped ENNReal
namespace ProbabilityTheory
namespace kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
section CompositionProduct
variable {γ : Type*} {mγ : MeasurableSpace γ} {s : Set (β × γ)}
noncomputable def compProdFun (κ : kernel α β) (η : kernel (α × β) γ) (a : α) (s : Set (β × γ)) :
ℝ≥0∞ :=
∫⁻ b, η (a, b) {c | (b, c) ∈ s} ∂κ a
#align probability_theory.kernel.comp_prod_fun ProbabilityTheory.kernel.compProdFun
theorem compProdFun_empty (κ : kernel α β) (η : kernel (α × β) γ) (a : α) :
compProdFun κ η a ∅ = 0 := by
simp only [compProdFun, Set.mem_empty_iff_false, Set.setOf_false, measure_empty,
MeasureTheory.lintegral_const, zero_mul]
#align probability_theory.kernel.comp_prod_fun_empty ProbabilityTheory.kernel.compProdFun_empty
theorem compProdFun_iUnion (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel η] (a : α)
(f : ℕ → Set (β × γ)) (hf_meas : ∀ i, MeasurableSet (f i))
(hf_disj : Pairwise (Disjoint on f)) :
compProdFun κ η a (⋃ i, f i) = ∑' i, compProdFun κ η a (f i) := by
have h_Union :
(fun b => η (a, b) {c : γ | (b, c) ∈ ⋃ i, f i}) = fun b =>
η (a, b) (⋃ i, {c : γ | (b, c) ∈ f i}) := by
ext1 b
congr with c
simp only [Set.mem_iUnion, Set.iSup_eq_iUnion, Set.mem_setOf_eq]
rw [compProdFun, h_Union]
have h_tsum :
(fun b => η (a, b) (⋃ i, {c : γ | (b, c) ∈ f i})) = fun b =>
∑' i, η (a, b) {c : γ | (b, c) ∈ f i} := by
ext1 b
rw [measure_iUnion]
· intro i j hij s hsi hsj c hcs
have hbci : {(b, c)} ⊆ f i := by rw [Set.singleton_subset_iff]; exact hsi hcs
have hbcj : {(b, c)} ⊆ f j := by rw [Set.singleton_subset_iff]; exact hsj hcs
simpa only [Set.bot_eq_empty, Set.le_eq_subset, Set.singleton_subset_iff,
Set.mem_empty_iff_false] using hf_disj hij hbci hbcj
· -- Porting note: behavior of `@` changed relative to lean 3, was
-- exact fun i => (@measurable_prod_mk_left β γ _ _ b) _ (hf_meas i)
exact fun i => (@measurable_prod_mk_left β γ _ _ b) (hf_meas i)
rw [h_tsum, lintegral_tsum]
· rfl
· intro i
have hm : MeasurableSet {p : (α × β) × γ | (p.1.2, p.2) ∈ f i} :=
measurable_fst.snd.prod_mk measurable_snd (hf_meas i)
exact ((measurable_kernel_prod_mk_left hm).comp measurable_prod_mk_left).aemeasurable
#align probability_theory.kernel.comp_prod_fun_Union ProbabilityTheory.kernel.compProdFun_iUnion
theorem compProdFun_tsum_right (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel η] (a : α)
(hs : MeasurableSet s) : compProdFun κ η a s = ∑' n, compProdFun κ (seq η n) a s := by
simp_rw [compProdFun, (measure_sum_seq η _).symm]
have :
∫⁻ b, Measure.sum (fun n => seq η n (a, b)) {c : γ | (b, c) ∈ s} ∂κ a =
∫⁻ b, ∑' n, seq η n (a, b) {c : γ | (b, c) ∈ s} ∂κ a := by
congr
ext1 b
rw [Measure.sum_apply]
exact measurable_prod_mk_left hs
rw [this, lintegral_tsum]
exact fun n => ((measurable_kernel_prod_mk_left (κ := (seq η n))
((measurable_fst.snd.prod_mk measurable_snd) hs)).comp measurable_prod_mk_left).aemeasurable
#align probability_theory.kernel.comp_prod_fun_tsum_right ProbabilityTheory.kernel.compProdFun_tsum_right
| Mathlib/Probability/Kernel/Composition.lean | 146 | 148 | theorem compProdFun_tsum_left (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel κ] (a : α)
(s : Set (β × γ)) : compProdFun κ η a s = ∑' n, compProdFun (seq κ n) η a s := by |
simp_rw [compProdFun, (measure_sum_seq κ _).symm, lintegral_sum_measure]
| 2,271 |
import Mathlib.Probability.Kernel.MeasurableIntegral
#align_import probability.kernel.composition from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped ENNReal
namespace ProbabilityTheory
namespace kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
section CompositionProduct
variable {γ : Type*} {mγ : MeasurableSpace γ} {s : Set (β × γ)}
noncomputable def compProdFun (κ : kernel α β) (η : kernel (α × β) γ) (a : α) (s : Set (β × γ)) :
ℝ≥0∞ :=
∫⁻ b, η (a, b) {c | (b, c) ∈ s} ∂κ a
#align probability_theory.kernel.comp_prod_fun ProbabilityTheory.kernel.compProdFun
theorem compProdFun_empty (κ : kernel α β) (η : kernel (α × β) γ) (a : α) :
compProdFun κ η a ∅ = 0 := by
simp only [compProdFun, Set.mem_empty_iff_false, Set.setOf_false, measure_empty,
MeasureTheory.lintegral_const, zero_mul]
#align probability_theory.kernel.comp_prod_fun_empty ProbabilityTheory.kernel.compProdFun_empty
theorem compProdFun_iUnion (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel η] (a : α)
(f : ℕ → Set (β × γ)) (hf_meas : ∀ i, MeasurableSet (f i))
(hf_disj : Pairwise (Disjoint on f)) :
compProdFun κ η a (⋃ i, f i) = ∑' i, compProdFun κ η a (f i) := by
have h_Union :
(fun b => η (a, b) {c : γ | (b, c) ∈ ⋃ i, f i}) = fun b =>
η (a, b) (⋃ i, {c : γ | (b, c) ∈ f i}) := by
ext1 b
congr with c
simp only [Set.mem_iUnion, Set.iSup_eq_iUnion, Set.mem_setOf_eq]
rw [compProdFun, h_Union]
have h_tsum :
(fun b => η (a, b) (⋃ i, {c : γ | (b, c) ∈ f i})) = fun b =>
∑' i, η (a, b) {c : γ | (b, c) ∈ f i} := by
ext1 b
rw [measure_iUnion]
· intro i j hij s hsi hsj c hcs
have hbci : {(b, c)} ⊆ f i := by rw [Set.singleton_subset_iff]; exact hsi hcs
have hbcj : {(b, c)} ⊆ f j := by rw [Set.singleton_subset_iff]; exact hsj hcs
simpa only [Set.bot_eq_empty, Set.le_eq_subset, Set.singleton_subset_iff,
Set.mem_empty_iff_false] using hf_disj hij hbci hbcj
· -- Porting note: behavior of `@` changed relative to lean 3, was
-- exact fun i => (@measurable_prod_mk_left β γ _ _ b) _ (hf_meas i)
exact fun i => (@measurable_prod_mk_left β γ _ _ b) (hf_meas i)
rw [h_tsum, lintegral_tsum]
· rfl
· intro i
have hm : MeasurableSet {p : (α × β) × γ | (p.1.2, p.2) ∈ f i} :=
measurable_fst.snd.prod_mk measurable_snd (hf_meas i)
exact ((measurable_kernel_prod_mk_left hm).comp measurable_prod_mk_left).aemeasurable
#align probability_theory.kernel.comp_prod_fun_Union ProbabilityTheory.kernel.compProdFun_iUnion
theorem compProdFun_tsum_right (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel η] (a : α)
(hs : MeasurableSet s) : compProdFun κ η a s = ∑' n, compProdFun κ (seq η n) a s := by
simp_rw [compProdFun, (measure_sum_seq η _).symm]
have :
∫⁻ b, Measure.sum (fun n => seq η n (a, b)) {c : γ | (b, c) ∈ s} ∂κ a =
∫⁻ b, ∑' n, seq η n (a, b) {c : γ | (b, c) ∈ s} ∂κ a := by
congr
ext1 b
rw [Measure.sum_apply]
exact measurable_prod_mk_left hs
rw [this, lintegral_tsum]
exact fun n => ((measurable_kernel_prod_mk_left (κ := (seq η n))
((measurable_fst.snd.prod_mk measurable_snd) hs)).comp measurable_prod_mk_left).aemeasurable
#align probability_theory.kernel.comp_prod_fun_tsum_right ProbabilityTheory.kernel.compProdFun_tsum_right
theorem compProdFun_tsum_left (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel κ] (a : α)
(s : Set (β × γ)) : compProdFun κ η a s = ∑' n, compProdFun (seq κ n) η a s := by
simp_rw [compProdFun, (measure_sum_seq κ _).symm, lintegral_sum_measure]
#align probability_theory.kernel.comp_prod_fun_tsum_left ProbabilityTheory.kernel.compProdFun_tsum_left
| Mathlib/Probability/Kernel/Composition.lean | 151 | 154 | theorem compProdFun_eq_tsum (κ : kernel α β) [IsSFiniteKernel κ] (η : kernel (α × β) γ)
[IsSFiniteKernel η] (a : α) (hs : MeasurableSet s) :
compProdFun κ η a s = ∑' (n) (m), compProdFun (seq κ n) (seq η m) a s := by |
simp_rw [compProdFun_tsum_left κ η a s, compProdFun_tsum_right _ η a hs]
| 2,271 |
import Mathlib.Probability.Kernel.MeasurableIntegral
#align_import probability.kernel.composition from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped ENNReal
namespace ProbabilityTheory
namespace kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
section CompositionProduct
variable {γ : Type*} {mγ : MeasurableSpace γ} {s : Set (β × γ)}
noncomputable def compProdFun (κ : kernel α β) (η : kernel (α × β) γ) (a : α) (s : Set (β × γ)) :
ℝ≥0∞ :=
∫⁻ b, η (a, b) {c | (b, c) ∈ s} ∂κ a
#align probability_theory.kernel.comp_prod_fun ProbabilityTheory.kernel.compProdFun
theorem compProdFun_empty (κ : kernel α β) (η : kernel (α × β) γ) (a : α) :
compProdFun κ η a ∅ = 0 := by
simp only [compProdFun, Set.mem_empty_iff_false, Set.setOf_false, measure_empty,
MeasureTheory.lintegral_const, zero_mul]
#align probability_theory.kernel.comp_prod_fun_empty ProbabilityTheory.kernel.compProdFun_empty
theorem compProdFun_iUnion (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel η] (a : α)
(f : ℕ → Set (β × γ)) (hf_meas : ∀ i, MeasurableSet (f i))
(hf_disj : Pairwise (Disjoint on f)) :
compProdFun κ η a (⋃ i, f i) = ∑' i, compProdFun κ η a (f i) := by
have h_Union :
(fun b => η (a, b) {c : γ | (b, c) ∈ ⋃ i, f i}) = fun b =>
η (a, b) (⋃ i, {c : γ | (b, c) ∈ f i}) := by
ext1 b
congr with c
simp only [Set.mem_iUnion, Set.iSup_eq_iUnion, Set.mem_setOf_eq]
rw [compProdFun, h_Union]
have h_tsum :
(fun b => η (a, b) (⋃ i, {c : γ | (b, c) ∈ f i})) = fun b =>
∑' i, η (a, b) {c : γ | (b, c) ∈ f i} := by
ext1 b
rw [measure_iUnion]
· intro i j hij s hsi hsj c hcs
have hbci : {(b, c)} ⊆ f i := by rw [Set.singleton_subset_iff]; exact hsi hcs
have hbcj : {(b, c)} ⊆ f j := by rw [Set.singleton_subset_iff]; exact hsj hcs
simpa only [Set.bot_eq_empty, Set.le_eq_subset, Set.singleton_subset_iff,
Set.mem_empty_iff_false] using hf_disj hij hbci hbcj
· -- Porting note: behavior of `@` changed relative to lean 3, was
-- exact fun i => (@measurable_prod_mk_left β γ _ _ b) _ (hf_meas i)
exact fun i => (@measurable_prod_mk_left β γ _ _ b) (hf_meas i)
rw [h_tsum, lintegral_tsum]
· rfl
· intro i
have hm : MeasurableSet {p : (α × β) × γ | (p.1.2, p.2) ∈ f i} :=
measurable_fst.snd.prod_mk measurable_snd (hf_meas i)
exact ((measurable_kernel_prod_mk_left hm).comp measurable_prod_mk_left).aemeasurable
#align probability_theory.kernel.comp_prod_fun_Union ProbabilityTheory.kernel.compProdFun_iUnion
theorem compProdFun_tsum_right (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel η] (a : α)
(hs : MeasurableSet s) : compProdFun κ η a s = ∑' n, compProdFun κ (seq η n) a s := by
simp_rw [compProdFun, (measure_sum_seq η _).symm]
have :
∫⁻ b, Measure.sum (fun n => seq η n (a, b)) {c : γ | (b, c) ∈ s} ∂κ a =
∫⁻ b, ∑' n, seq η n (a, b) {c : γ | (b, c) ∈ s} ∂κ a := by
congr
ext1 b
rw [Measure.sum_apply]
exact measurable_prod_mk_left hs
rw [this, lintegral_tsum]
exact fun n => ((measurable_kernel_prod_mk_left (κ := (seq η n))
((measurable_fst.snd.prod_mk measurable_snd) hs)).comp measurable_prod_mk_left).aemeasurable
#align probability_theory.kernel.comp_prod_fun_tsum_right ProbabilityTheory.kernel.compProdFun_tsum_right
theorem compProdFun_tsum_left (κ : kernel α β) (η : kernel (α × β) γ) [IsSFiniteKernel κ] (a : α)
(s : Set (β × γ)) : compProdFun κ η a s = ∑' n, compProdFun (seq κ n) η a s := by
simp_rw [compProdFun, (measure_sum_seq κ _).symm, lintegral_sum_measure]
#align probability_theory.kernel.comp_prod_fun_tsum_left ProbabilityTheory.kernel.compProdFun_tsum_left
theorem compProdFun_eq_tsum (κ : kernel α β) [IsSFiniteKernel κ] (η : kernel (α × β) γ)
[IsSFiniteKernel η] (a : α) (hs : MeasurableSet s) :
compProdFun κ η a s = ∑' (n) (m), compProdFun (seq κ n) (seq η m) a s := by
simp_rw [compProdFun_tsum_left κ η a s, compProdFun_tsum_right _ η a hs]
#align probability_theory.kernel.comp_prod_fun_eq_tsum ProbabilityTheory.kernel.compProdFun_eq_tsum
| Mathlib/Probability/Kernel/Composition.lean | 158 | 169 | theorem measurable_compProdFun_of_finite (κ : kernel α β) [IsFiniteKernel κ] (η : kernel (α × β) γ)
[IsFiniteKernel η] (hs : MeasurableSet s) : Measurable fun a => compProdFun κ η a s := by |
simp only [compProdFun]
have h_meas : Measurable (Function.uncurry fun a b => η (a, b) {c : γ | (b, c) ∈ s}) := by
have :
(Function.uncurry fun a b => η (a, b) {c : γ | (b, c) ∈ s}) = fun p =>
η p {c : γ | (p.2, c) ∈ s} := by
ext1 p
rw [Function.uncurry_apply_pair]
rw [this]
exact measurable_kernel_prod_mk_left (measurable_fst.snd.prod_mk measurable_snd hs)
exact h_meas.lintegral_kernel_prod_right
| 2,271 |
import Mathlib.Probability.Kernel.Composition
#align_import probability.kernel.invariance from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped MeasureTheory ENNReal ProbabilityTheory
namespace ProbabilityTheory
variable {α β γ : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ}
namespace kernel
@[simp]
| Mathlib/Probability/Kernel/Invariance.lean | 43 | 47 | theorem bind_add (μ ν : Measure α) (κ : kernel α β) : (μ + ν).bind κ = μ.bind κ + ν.bind κ := by |
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_add_measure, Measure.coe_add,
Pi.add_apply, Measure.bind_apply hs (kernel.measurable _),
Measure.bind_apply hs (kernel.measurable _)]
| 2,272 |
import Mathlib.Probability.Kernel.Composition
#align_import probability.kernel.invariance from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped MeasureTheory ENNReal ProbabilityTheory
namespace ProbabilityTheory
variable {α β γ : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ}
namespace kernel
@[simp]
theorem bind_add (μ ν : Measure α) (κ : kernel α β) : (μ + ν).bind κ = μ.bind κ + ν.bind κ := by
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_add_measure, Measure.coe_add,
Pi.add_apply, Measure.bind_apply hs (kernel.measurable _),
Measure.bind_apply hs (kernel.measurable _)]
#align probability_theory.kernel.bind_add ProbabilityTheory.kernel.bind_add
@[simp]
| Mathlib/Probability/Kernel/Invariance.lean | 51 | 54 | theorem bind_smul (κ : kernel α β) (μ : Measure α) (r : ℝ≥0∞) : (r • μ).bind κ = r • μ.bind κ := by |
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_smul_measure, Measure.coe_smul,
Pi.smul_apply, Measure.bind_apply hs (kernel.measurable _), smul_eq_mul]
| 2,272 |
import Mathlib.Probability.Kernel.Composition
#align_import probability.kernel.invariance from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped MeasureTheory ENNReal ProbabilityTheory
namespace ProbabilityTheory
variable {α β γ : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ}
namespace kernel
@[simp]
theorem bind_add (μ ν : Measure α) (κ : kernel α β) : (μ + ν).bind κ = μ.bind κ + ν.bind κ := by
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_add_measure, Measure.coe_add,
Pi.add_apply, Measure.bind_apply hs (kernel.measurable _),
Measure.bind_apply hs (kernel.measurable _)]
#align probability_theory.kernel.bind_add ProbabilityTheory.kernel.bind_add
@[simp]
theorem bind_smul (κ : kernel α β) (μ : Measure α) (r : ℝ≥0∞) : (r • μ).bind κ = r • μ.bind κ := by
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_smul_measure, Measure.coe_smul,
Pi.smul_apply, Measure.bind_apply hs (kernel.measurable _), smul_eq_mul]
#align probability_theory.kernel.bind_smul ProbabilityTheory.kernel.bind_smul
| Mathlib/Probability/Kernel/Invariance.lean | 57 | 60 | theorem const_bind_eq_comp_const (κ : kernel α β) (μ : Measure α) :
const α (μ.bind κ) = κ ∘ₖ const α μ := by |
ext a s hs
simp_rw [comp_apply' _ _ _ hs, const_apply, Measure.bind_apply hs (kernel.measurable _)]
| 2,272 |
import Mathlib.Probability.Kernel.Composition
#align_import probability.kernel.invariance from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped MeasureTheory ENNReal ProbabilityTheory
namespace ProbabilityTheory
variable {α β γ : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ}
namespace kernel
@[simp]
theorem bind_add (μ ν : Measure α) (κ : kernel α β) : (μ + ν).bind κ = μ.bind κ + ν.bind κ := by
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_add_measure, Measure.coe_add,
Pi.add_apply, Measure.bind_apply hs (kernel.measurable _),
Measure.bind_apply hs (kernel.measurable _)]
#align probability_theory.kernel.bind_add ProbabilityTheory.kernel.bind_add
@[simp]
theorem bind_smul (κ : kernel α β) (μ : Measure α) (r : ℝ≥0∞) : (r • μ).bind κ = r • μ.bind κ := by
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_smul_measure, Measure.coe_smul,
Pi.smul_apply, Measure.bind_apply hs (kernel.measurable _), smul_eq_mul]
#align probability_theory.kernel.bind_smul ProbabilityTheory.kernel.bind_smul
theorem const_bind_eq_comp_const (κ : kernel α β) (μ : Measure α) :
const α (μ.bind κ) = κ ∘ₖ const α μ := by
ext a s hs
simp_rw [comp_apply' _ _ _ hs, const_apply, Measure.bind_apply hs (kernel.measurable _)]
#align probability_theory.kernel.const_bind_eq_comp_const ProbabilityTheory.kernel.const_bind_eq_comp_const
| Mathlib/Probability/Kernel/Invariance.lean | 63 | 65 | theorem comp_const_apply_eq_bind (κ : kernel α β) (μ : Measure α) (a : α) :
(κ ∘ₖ const α μ) a = μ.bind κ := by |
rw [← const_apply (μ.bind κ) a, const_bind_eq_comp_const κ μ]
| 2,272 |
import Mathlib.Probability.Kernel.Composition
#align_import probability.kernel.invariance from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped MeasureTheory ENNReal ProbabilityTheory
namespace ProbabilityTheory
variable {α β γ : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ}
namespace kernel
@[simp]
theorem bind_add (μ ν : Measure α) (κ : kernel α β) : (μ + ν).bind κ = μ.bind κ + ν.bind κ := by
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_add_measure, Measure.coe_add,
Pi.add_apply, Measure.bind_apply hs (kernel.measurable _),
Measure.bind_apply hs (kernel.measurable _)]
#align probability_theory.kernel.bind_add ProbabilityTheory.kernel.bind_add
@[simp]
theorem bind_smul (κ : kernel α β) (μ : Measure α) (r : ℝ≥0∞) : (r • μ).bind κ = r • μ.bind κ := by
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_smul_measure, Measure.coe_smul,
Pi.smul_apply, Measure.bind_apply hs (kernel.measurable _), smul_eq_mul]
#align probability_theory.kernel.bind_smul ProbabilityTheory.kernel.bind_smul
theorem const_bind_eq_comp_const (κ : kernel α β) (μ : Measure α) :
const α (μ.bind κ) = κ ∘ₖ const α μ := by
ext a s hs
simp_rw [comp_apply' _ _ _ hs, const_apply, Measure.bind_apply hs (kernel.measurable _)]
#align probability_theory.kernel.const_bind_eq_comp_const ProbabilityTheory.kernel.const_bind_eq_comp_const
theorem comp_const_apply_eq_bind (κ : kernel α β) (μ : Measure α) (a : α) :
(κ ∘ₖ const α μ) a = μ.bind κ := by
rw [← const_apply (μ.bind κ) a, const_bind_eq_comp_const κ μ]
#align probability_theory.kernel.comp_const_apply_eq_bind ProbabilityTheory.kernel.comp_const_apply_eq_bind
def Invariant (κ : kernel α α) (μ : Measure α) : Prop :=
μ.bind κ = μ
#align probability_theory.kernel.invariant ProbabilityTheory.kernel.Invariant
variable {κ η : kernel α α} {μ : Measure α}
theorem Invariant.def (hκ : Invariant κ μ) : μ.bind κ = μ :=
hκ
#align probability_theory.kernel.invariant.def ProbabilityTheory.kernel.Invariant.def
| Mathlib/Probability/Kernel/Invariance.lean | 83 | 84 | theorem Invariant.comp_const (hκ : Invariant κ μ) : κ ∘ₖ const α μ = const α μ := by |
rw [← const_bind_eq_comp_const κ μ, hκ.def]
| 2,272 |
import Mathlib.Probability.Kernel.Composition
#align_import probability.kernel.invariance from "leanprover-community/mathlib"@"3b92d54a05ee592aa2c6181a4e76b1bb7cc45d0b"
open MeasureTheory
open scoped MeasureTheory ENNReal ProbabilityTheory
namespace ProbabilityTheory
variable {α β γ : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β} {mγ : MeasurableSpace γ}
namespace kernel
@[simp]
theorem bind_add (μ ν : Measure α) (κ : kernel α β) : (μ + ν).bind κ = μ.bind κ + ν.bind κ := by
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_add_measure, Measure.coe_add,
Pi.add_apply, Measure.bind_apply hs (kernel.measurable _),
Measure.bind_apply hs (kernel.measurable _)]
#align probability_theory.kernel.bind_add ProbabilityTheory.kernel.bind_add
@[simp]
theorem bind_smul (κ : kernel α β) (μ : Measure α) (r : ℝ≥0∞) : (r • μ).bind κ = r • μ.bind κ := by
ext1 s hs
rw [Measure.bind_apply hs (kernel.measurable _), lintegral_smul_measure, Measure.coe_smul,
Pi.smul_apply, Measure.bind_apply hs (kernel.measurable _), smul_eq_mul]
#align probability_theory.kernel.bind_smul ProbabilityTheory.kernel.bind_smul
theorem const_bind_eq_comp_const (κ : kernel α β) (μ : Measure α) :
const α (μ.bind κ) = κ ∘ₖ const α μ := by
ext a s hs
simp_rw [comp_apply' _ _ _ hs, const_apply, Measure.bind_apply hs (kernel.measurable _)]
#align probability_theory.kernel.const_bind_eq_comp_const ProbabilityTheory.kernel.const_bind_eq_comp_const
theorem comp_const_apply_eq_bind (κ : kernel α β) (μ : Measure α) (a : α) :
(κ ∘ₖ const α μ) a = μ.bind κ := by
rw [← const_apply (μ.bind κ) a, const_bind_eq_comp_const κ μ]
#align probability_theory.kernel.comp_const_apply_eq_bind ProbabilityTheory.kernel.comp_const_apply_eq_bind
def Invariant (κ : kernel α α) (μ : Measure α) : Prop :=
μ.bind κ = μ
#align probability_theory.kernel.invariant ProbabilityTheory.kernel.Invariant
variable {κ η : kernel α α} {μ : Measure α}
theorem Invariant.def (hκ : Invariant κ μ) : μ.bind κ = μ :=
hκ
#align probability_theory.kernel.invariant.def ProbabilityTheory.kernel.Invariant.def
theorem Invariant.comp_const (hκ : Invariant κ μ) : κ ∘ₖ const α μ = const α μ := by
rw [← const_bind_eq_comp_const κ μ, hκ.def]
#align probability_theory.kernel.invariant.comp_const ProbabilityTheory.kernel.Invariant.comp_const
| Mathlib/Probability/Kernel/Invariance.lean | 87 | 92 | theorem Invariant.comp [IsSFiniteKernel κ] (hκ : Invariant κ μ) (hη : Invariant η μ) :
Invariant (κ ∘ₖ η) μ := by |
cases' isEmpty_or_nonempty α with _ hα
· exact Subsingleton.elim _ _
· simp_rw [Invariant, ← comp_const_apply_eq_bind (κ ∘ₖ η) μ hα.some, comp_assoc, hη.comp_const,
hκ.comp_const, const_apply]
| 2,272 |
import Mathlib.Probability.Kernel.Composition
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import probability.kernel.integral_comp_prod from "leanprover-community/mathlib"@"c0d694db494dd4f9aa57f2714b6e4c82b4ebc113"
noncomputable section
open scoped Topology ENNReal MeasureTheory ProbabilityTheory
open Set Function Real ENNReal MeasureTheory Filter ProbabilityTheory ProbabilityTheory.kernel
variable {α β γ E : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
{mγ : MeasurableSpace γ} [NormedAddCommGroup E] {κ : kernel α β} [IsSFiniteKernel κ]
{η : kernel (α × β) γ} [IsSFiniteKernel η] {a : α}
namespace ProbabilityTheory
| Mathlib/Probability/Kernel/IntegralCompProd.lean | 48 | 61 | theorem hasFiniteIntegral_prod_mk_left (a : α) {s : Set (β × γ)} (h2s : (κ ⊗ₖ η) a s ≠ ∞) :
HasFiniteIntegral (fun b => (η (a, b) (Prod.mk b ⁻¹' s)).toReal) (κ a) := by |
let t := toMeasurable ((κ ⊗ₖ η) a) s
simp_rw [HasFiniteIntegral, ennnorm_eq_ofReal toReal_nonneg]
calc
∫⁻ b, ENNReal.ofReal (η (a, b) (Prod.mk b ⁻¹' s)).toReal ∂κ a
_ ≤ ∫⁻ b, η (a, b) (Prod.mk b ⁻¹' t) ∂κ a := by
refine lintegral_mono_ae ?_
filter_upwards [ae_kernel_lt_top a h2s] with b hb
rw [ofReal_toReal hb.ne]
exact measure_mono (preimage_mono (subset_toMeasurable _ _))
_ ≤ (κ ⊗ₖ η) a t := le_compProd_apply _ _ _ _
_ = (κ ⊗ₖ η) a s := measure_toMeasurable s
_ < ⊤ := h2s.lt_top
| 2,273 |
import Mathlib.Probability.Kernel.Composition
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import probability.kernel.integral_comp_prod from "leanprover-community/mathlib"@"c0d694db494dd4f9aa57f2714b6e4c82b4ebc113"
noncomputable section
open scoped Topology ENNReal MeasureTheory ProbabilityTheory
open Set Function Real ENNReal MeasureTheory Filter ProbabilityTheory ProbabilityTheory.kernel
variable {α β γ E : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
{mγ : MeasurableSpace γ} [NormedAddCommGroup E] {κ : kernel α β} [IsSFiniteKernel κ]
{η : kernel (α × β) γ} [IsSFiniteKernel η] {a : α}
namespace ProbabilityTheory
theorem hasFiniteIntegral_prod_mk_left (a : α) {s : Set (β × γ)} (h2s : (κ ⊗ₖ η) a s ≠ ∞) :
HasFiniteIntegral (fun b => (η (a, b) (Prod.mk b ⁻¹' s)).toReal) (κ a) := by
let t := toMeasurable ((κ ⊗ₖ η) a) s
simp_rw [HasFiniteIntegral, ennnorm_eq_ofReal toReal_nonneg]
calc
∫⁻ b, ENNReal.ofReal (η (a, b) (Prod.mk b ⁻¹' s)).toReal ∂κ a
_ ≤ ∫⁻ b, η (a, b) (Prod.mk b ⁻¹' t) ∂κ a := by
refine lintegral_mono_ae ?_
filter_upwards [ae_kernel_lt_top a h2s] with b hb
rw [ofReal_toReal hb.ne]
exact measure_mono (preimage_mono (subset_toMeasurable _ _))
_ ≤ (κ ⊗ₖ η) a t := le_compProd_apply _ _ _ _
_ = (κ ⊗ₖ η) a s := measure_toMeasurable s
_ < ⊤ := h2s.lt_top
#align probability_theory.has_finite_integral_prod_mk_left ProbabilityTheory.hasFiniteIntegral_prod_mk_left
| Mathlib/Probability/Kernel/IntegralCompProd.lean | 64 | 68 | theorem integrable_kernel_prod_mk_left (a : α) {s : Set (β × γ)} (hs : MeasurableSet s)
(h2s : (κ ⊗ₖ η) a s ≠ ∞) : Integrable (fun b => (η (a, b) (Prod.mk b ⁻¹' s)).toReal) (κ a) := by |
constructor
· exact (measurable_kernel_prod_mk_left' hs a).ennreal_toReal.aestronglyMeasurable
· exact hasFiniteIntegral_prod_mk_left a h2s
| 2,273 |
import Mathlib.Probability.Kernel.Composition
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import probability.kernel.integral_comp_prod from "leanprover-community/mathlib"@"c0d694db494dd4f9aa57f2714b6e4c82b4ebc113"
noncomputable section
open scoped Topology ENNReal MeasureTheory ProbabilityTheory
open Set Function Real ENNReal MeasureTheory Filter ProbabilityTheory ProbabilityTheory.kernel
variable {α β γ E : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
{mγ : MeasurableSpace γ} [NormedAddCommGroup E] {κ : kernel α β} [IsSFiniteKernel κ]
{η : kernel (α × β) γ} [IsSFiniteKernel η] {a : α}
namespace ProbabilityTheory
theorem hasFiniteIntegral_prod_mk_left (a : α) {s : Set (β × γ)} (h2s : (κ ⊗ₖ η) a s ≠ ∞) :
HasFiniteIntegral (fun b => (η (a, b) (Prod.mk b ⁻¹' s)).toReal) (κ a) := by
let t := toMeasurable ((κ ⊗ₖ η) a) s
simp_rw [HasFiniteIntegral, ennnorm_eq_ofReal toReal_nonneg]
calc
∫⁻ b, ENNReal.ofReal (η (a, b) (Prod.mk b ⁻¹' s)).toReal ∂κ a
_ ≤ ∫⁻ b, η (a, b) (Prod.mk b ⁻¹' t) ∂κ a := by
refine lintegral_mono_ae ?_
filter_upwards [ae_kernel_lt_top a h2s] with b hb
rw [ofReal_toReal hb.ne]
exact measure_mono (preimage_mono (subset_toMeasurable _ _))
_ ≤ (κ ⊗ₖ η) a t := le_compProd_apply _ _ _ _
_ = (κ ⊗ₖ η) a s := measure_toMeasurable s
_ < ⊤ := h2s.lt_top
#align probability_theory.has_finite_integral_prod_mk_left ProbabilityTheory.hasFiniteIntegral_prod_mk_left
theorem integrable_kernel_prod_mk_left (a : α) {s : Set (β × γ)} (hs : MeasurableSet s)
(h2s : (κ ⊗ₖ η) a s ≠ ∞) : Integrable (fun b => (η (a, b) (Prod.mk b ⁻¹' s)).toReal) (κ a) := by
constructor
· exact (measurable_kernel_prod_mk_left' hs a).ennreal_toReal.aestronglyMeasurable
· exact hasFiniteIntegral_prod_mk_left a h2s
#align probability_theory.integrable_kernel_prod_mk_left ProbabilityTheory.integrable_kernel_prod_mk_left
theorem _root_.MeasureTheory.AEStronglyMeasurable.integral_kernel_compProd [NormedSpace ℝ E]
⦃f : β × γ → E⦄ (hf : AEStronglyMeasurable f ((κ ⊗ₖ η) a)) :
AEStronglyMeasurable (fun x => ∫ y, f (x, y) ∂η (a, x)) (κ a) :=
⟨fun x => ∫ y, hf.mk f (x, y) ∂η (a, x), hf.stronglyMeasurable_mk.integral_kernel_prod_right'', by
filter_upwards [ae_ae_of_ae_compProd hf.ae_eq_mk] with _ hx using integral_congr_ae hx⟩
#align measure_theory.ae_strongly_measurable.integral_kernel_comp_prod MeasureTheory.AEStronglyMeasurable.integral_kernel_compProd
| Mathlib/Probability/Kernel/IntegralCompProd.lean | 78 | 82 | theorem _root_.MeasureTheory.AEStronglyMeasurable.compProd_mk_left {δ : Type*} [TopologicalSpace δ]
{f : β × γ → δ} (hf : AEStronglyMeasurable f ((κ ⊗ₖ η) a)) :
∀ᵐ x ∂κ a, AEStronglyMeasurable (fun y => f (x, y)) (η (a, x)) := by |
filter_upwards [ae_ae_of_ae_compProd hf.ae_eq_mk] with x hx using
⟨fun y => hf.mk f (x, y), hf.stronglyMeasurable_mk.comp_measurable measurable_prod_mk_left, hx⟩
| 2,273 |
import Mathlib.Probability.Kernel.Composition
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import probability.kernel.integral_comp_prod from "leanprover-community/mathlib"@"c0d694db494dd4f9aa57f2714b6e4c82b4ebc113"
noncomputable section
open scoped Topology ENNReal MeasureTheory ProbabilityTheory
open Set Function Real ENNReal MeasureTheory Filter ProbabilityTheory ProbabilityTheory.kernel
variable {α β γ E : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
{mγ : MeasurableSpace γ} [NormedAddCommGroup E] {κ : kernel α β} [IsSFiniteKernel κ]
{η : kernel (α × β) γ} [IsSFiniteKernel η] {a : α}
namespace ProbabilityTheory
theorem hasFiniteIntegral_prod_mk_left (a : α) {s : Set (β × γ)} (h2s : (κ ⊗ₖ η) a s ≠ ∞) :
HasFiniteIntegral (fun b => (η (a, b) (Prod.mk b ⁻¹' s)).toReal) (κ a) := by
let t := toMeasurable ((κ ⊗ₖ η) a) s
simp_rw [HasFiniteIntegral, ennnorm_eq_ofReal toReal_nonneg]
calc
∫⁻ b, ENNReal.ofReal (η (a, b) (Prod.mk b ⁻¹' s)).toReal ∂κ a
_ ≤ ∫⁻ b, η (a, b) (Prod.mk b ⁻¹' t) ∂κ a := by
refine lintegral_mono_ae ?_
filter_upwards [ae_kernel_lt_top a h2s] with b hb
rw [ofReal_toReal hb.ne]
exact measure_mono (preimage_mono (subset_toMeasurable _ _))
_ ≤ (κ ⊗ₖ η) a t := le_compProd_apply _ _ _ _
_ = (κ ⊗ₖ η) a s := measure_toMeasurable s
_ < ⊤ := h2s.lt_top
#align probability_theory.has_finite_integral_prod_mk_left ProbabilityTheory.hasFiniteIntegral_prod_mk_left
theorem integrable_kernel_prod_mk_left (a : α) {s : Set (β × γ)} (hs : MeasurableSet s)
(h2s : (κ ⊗ₖ η) a s ≠ ∞) : Integrable (fun b => (η (a, b) (Prod.mk b ⁻¹' s)).toReal) (κ a) := by
constructor
· exact (measurable_kernel_prod_mk_left' hs a).ennreal_toReal.aestronglyMeasurable
· exact hasFiniteIntegral_prod_mk_left a h2s
#align probability_theory.integrable_kernel_prod_mk_left ProbabilityTheory.integrable_kernel_prod_mk_left
theorem _root_.MeasureTheory.AEStronglyMeasurable.integral_kernel_compProd [NormedSpace ℝ E]
⦃f : β × γ → E⦄ (hf : AEStronglyMeasurable f ((κ ⊗ₖ η) a)) :
AEStronglyMeasurable (fun x => ∫ y, f (x, y) ∂η (a, x)) (κ a) :=
⟨fun x => ∫ y, hf.mk f (x, y) ∂η (a, x), hf.stronglyMeasurable_mk.integral_kernel_prod_right'', by
filter_upwards [ae_ae_of_ae_compProd hf.ae_eq_mk] with _ hx using integral_congr_ae hx⟩
#align measure_theory.ae_strongly_measurable.integral_kernel_comp_prod MeasureTheory.AEStronglyMeasurable.integral_kernel_compProd
theorem _root_.MeasureTheory.AEStronglyMeasurable.compProd_mk_left {δ : Type*} [TopologicalSpace δ]
{f : β × γ → δ} (hf : AEStronglyMeasurable f ((κ ⊗ₖ η) a)) :
∀ᵐ x ∂κ a, AEStronglyMeasurable (fun y => f (x, y)) (η (a, x)) := by
filter_upwards [ae_ae_of_ae_compProd hf.ae_eq_mk] with x hx using
⟨fun y => hf.mk f (x, y), hf.stronglyMeasurable_mk.comp_measurable measurable_prod_mk_left, hx⟩
#align measure_theory.ae_strongly_measurable.comp_prod_mk_left MeasureTheory.AEStronglyMeasurable.compProd_mk_left
| Mathlib/Probability/Kernel/IntegralCompProd.lean | 88 | 104 | theorem hasFiniteIntegral_compProd_iff ⦃f : β × γ → E⦄ (h1f : StronglyMeasurable f) :
HasFiniteIntegral f ((κ ⊗ₖ η) a) ↔
(∀ᵐ x ∂κ a, HasFiniteIntegral (fun y => f (x, y)) (η (a, x))) ∧
HasFiniteIntegral (fun x => ∫ y, ‖f (x, y)‖ ∂η (a, x)) (κ a) := by |
simp only [HasFiniteIntegral]
rw [kernel.lintegral_compProd _ _ _ h1f.ennnorm]
have : ∀ x, ∀ᵐ y ∂η (a, x), 0 ≤ ‖f (x, y)‖ := fun x => eventually_of_forall fun y => norm_nonneg _
simp_rw [integral_eq_lintegral_of_nonneg_ae (this _)
(h1f.norm.comp_measurable measurable_prod_mk_left).aestronglyMeasurable,
ennnorm_eq_ofReal toReal_nonneg, ofReal_norm_eq_coe_nnnorm]
have : ∀ {p q r : Prop} (_ : r → p), (r ↔ p ∧ q) ↔ p → (r ↔ q) := fun {p q r} h1 => by
rw [← and_congr_right_iff, and_iff_right_of_imp h1]
rw [this]
· intro h2f; rw [lintegral_congr_ae]
filter_upwards [h2f] with x hx
rw [ofReal_toReal]; rw [← lt_top_iff_ne_top]; exact hx
· intro h2f; refine ae_lt_top ?_ h2f.ne; exact h1f.ennnorm.lintegral_kernel_prod_right''
| 2,273 |
import Mathlib.Probability.Kernel.Composition
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import probability.kernel.integral_comp_prod from "leanprover-community/mathlib"@"c0d694db494dd4f9aa57f2714b6e4c82b4ebc113"
noncomputable section
open scoped Topology ENNReal MeasureTheory ProbabilityTheory
open Set Function Real ENNReal MeasureTheory Filter ProbabilityTheory ProbabilityTheory.kernel
variable {α β γ E : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
{mγ : MeasurableSpace γ} [NormedAddCommGroup E] {κ : kernel α β} [IsSFiniteKernel κ]
{η : kernel (α × β) γ} [IsSFiniteKernel η] {a : α}
namespace ProbabilityTheory
theorem hasFiniteIntegral_prod_mk_left (a : α) {s : Set (β × γ)} (h2s : (κ ⊗ₖ η) a s ≠ ∞) :
HasFiniteIntegral (fun b => (η (a, b) (Prod.mk b ⁻¹' s)).toReal) (κ a) := by
let t := toMeasurable ((κ ⊗ₖ η) a) s
simp_rw [HasFiniteIntegral, ennnorm_eq_ofReal toReal_nonneg]
calc
∫⁻ b, ENNReal.ofReal (η (a, b) (Prod.mk b ⁻¹' s)).toReal ∂κ a
_ ≤ ∫⁻ b, η (a, b) (Prod.mk b ⁻¹' t) ∂κ a := by
refine lintegral_mono_ae ?_
filter_upwards [ae_kernel_lt_top a h2s] with b hb
rw [ofReal_toReal hb.ne]
exact measure_mono (preimage_mono (subset_toMeasurable _ _))
_ ≤ (κ ⊗ₖ η) a t := le_compProd_apply _ _ _ _
_ = (κ ⊗ₖ η) a s := measure_toMeasurable s
_ < ⊤ := h2s.lt_top
#align probability_theory.has_finite_integral_prod_mk_left ProbabilityTheory.hasFiniteIntegral_prod_mk_left
theorem integrable_kernel_prod_mk_left (a : α) {s : Set (β × γ)} (hs : MeasurableSet s)
(h2s : (κ ⊗ₖ η) a s ≠ ∞) : Integrable (fun b => (η (a, b) (Prod.mk b ⁻¹' s)).toReal) (κ a) := by
constructor
· exact (measurable_kernel_prod_mk_left' hs a).ennreal_toReal.aestronglyMeasurable
· exact hasFiniteIntegral_prod_mk_left a h2s
#align probability_theory.integrable_kernel_prod_mk_left ProbabilityTheory.integrable_kernel_prod_mk_left
theorem _root_.MeasureTheory.AEStronglyMeasurable.integral_kernel_compProd [NormedSpace ℝ E]
⦃f : β × γ → E⦄ (hf : AEStronglyMeasurable f ((κ ⊗ₖ η) a)) :
AEStronglyMeasurable (fun x => ∫ y, f (x, y) ∂η (a, x)) (κ a) :=
⟨fun x => ∫ y, hf.mk f (x, y) ∂η (a, x), hf.stronglyMeasurable_mk.integral_kernel_prod_right'', by
filter_upwards [ae_ae_of_ae_compProd hf.ae_eq_mk] with _ hx using integral_congr_ae hx⟩
#align measure_theory.ae_strongly_measurable.integral_kernel_comp_prod MeasureTheory.AEStronglyMeasurable.integral_kernel_compProd
theorem _root_.MeasureTheory.AEStronglyMeasurable.compProd_mk_left {δ : Type*} [TopologicalSpace δ]
{f : β × γ → δ} (hf : AEStronglyMeasurable f ((κ ⊗ₖ η) a)) :
∀ᵐ x ∂κ a, AEStronglyMeasurable (fun y => f (x, y)) (η (a, x)) := by
filter_upwards [ae_ae_of_ae_compProd hf.ae_eq_mk] with x hx using
⟨fun y => hf.mk f (x, y), hf.stronglyMeasurable_mk.comp_measurable measurable_prod_mk_left, hx⟩
#align measure_theory.ae_strongly_measurable.comp_prod_mk_left MeasureTheory.AEStronglyMeasurable.compProd_mk_left
theorem hasFiniteIntegral_compProd_iff ⦃f : β × γ → E⦄ (h1f : StronglyMeasurable f) :
HasFiniteIntegral f ((κ ⊗ₖ η) a) ↔
(∀ᵐ x ∂κ a, HasFiniteIntegral (fun y => f (x, y)) (η (a, x))) ∧
HasFiniteIntegral (fun x => ∫ y, ‖f (x, y)‖ ∂η (a, x)) (κ a) := by
simp only [HasFiniteIntegral]
rw [kernel.lintegral_compProd _ _ _ h1f.ennnorm]
have : ∀ x, ∀ᵐ y ∂η (a, x), 0 ≤ ‖f (x, y)‖ := fun x => eventually_of_forall fun y => norm_nonneg _
simp_rw [integral_eq_lintegral_of_nonneg_ae (this _)
(h1f.norm.comp_measurable measurable_prod_mk_left).aestronglyMeasurable,
ennnorm_eq_ofReal toReal_nonneg, ofReal_norm_eq_coe_nnnorm]
have : ∀ {p q r : Prop} (_ : r → p), (r ↔ p ∧ q) ↔ p → (r ↔ q) := fun {p q r} h1 => by
rw [← and_congr_right_iff, and_iff_right_of_imp h1]
rw [this]
· intro h2f; rw [lintegral_congr_ae]
filter_upwards [h2f] with x hx
rw [ofReal_toReal]; rw [← lt_top_iff_ne_top]; exact hx
· intro h2f; refine ae_lt_top ?_ h2f.ne; exact h1f.ennnorm.lintegral_kernel_prod_right''
#align probability_theory.has_finite_integral_comp_prod_iff ProbabilityTheory.hasFiniteIntegral_compProd_iff
| Mathlib/Probability/Kernel/IntegralCompProd.lean | 107 | 120 | theorem hasFiniteIntegral_compProd_iff' ⦃f : β × γ → E⦄
(h1f : AEStronglyMeasurable f ((κ ⊗ₖ η) a)) :
HasFiniteIntegral f ((κ ⊗ₖ η) a) ↔
(∀ᵐ x ∂κ a, HasFiniteIntegral (fun y => f (x, y)) (η (a, x))) ∧
HasFiniteIntegral (fun x => ∫ y, ‖f (x, y)‖ ∂η (a, x)) (κ a) := by |
rw [hasFiniteIntegral_congr h1f.ae_eq_mk,
hasFiniteIntegral_compProd_iff h1f.stronglyMeasurable_mk]
apply and_congr
· apply eventually_congr
filter_upwards [ae_ae_of_ae_compProd h1f.ae_eq_mk.symm] with x hx using
hasFiniteIntegral_congr hx
· apply hasFiniteIntegral_congr
filter_upwards [ae_ae_of_ae_compProd h1f.ae_eq_mk.symm] with _ hx using
integral_congr_ae (EventuallyEq.fun_comp hx _)
| 2,273 |
import Mathlib.Probability.Kernel.MeasurableIntegral
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import probability.kernel.with_density from "leanprover-community/mathlib"@"c0d694db494dd4f9aa57f2714b6e4c82b4ebc113"
open MeasureTheory ProbabilityTheory
open scoped MeasureTheory ENNReal NNReal
namespace ProbabilityTheory.kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
variable {κ : kernel α β} {f : α → β → ℝ≥0∞}
noncomputable def withDensity (κ : kernel α β) [IsSFiniteKernel κ] (f : α → β → ℝ≥0∞) :
kernel α β :=
@dite _ (Measurable (Function.uncurry f)) (Classical.dec _) (fun hf =>
(⟨fun a => (κ a).withDensity (f a),
by
refine Measure.measurable_of_measurable_coe _ fun s hs => ?_
simp_rw [withDensity_apply _ hs]
exact hf.set_lintegral_kernel_prod_right hs⟩ : kernel α β)) fun _ => 0
#align probability_theory.kernel.with_density ProbabilityTheory.kernel.withDensity
| Mathlib/Probability/Kernel/WithDensity.lean | 56 | 57 | theorem withDensity_of_not_measurable (κ : kernel α β) [IsSFiniteKernel κ]
(hf : ¬Measurable (Function.uncurry f)) : withDensity κ f = 0 := by | classical exact dif_neg hf
| 2,274 |
import Mathlib.Probability.Kernel.MeasurableIntegral
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import probability.kernel.with_density from "leanprover-community/mathlib"@"c0d694db494dd4f9aa57f2714b6e4c82b4ebc113"
open MeasureTheory ProbabilityTheory
open scoped MeasureTheory ENNReal NNReal
namespace ProbabilityTheory.kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
variable {κ : kernel α β} {f : α → β → ℝ≥0∞}
noncomputable def withDensity (κ : kernel α β) [IsSFiniteKernel κ] (f : α → β → ℝ≥0∞) :
kernel α β :=
@dite _ (Measurable (Function.uncurry f)) (Classical.dec _) (fun hf =>
(⟨fun a => (κ a).withDensity (f a),
by
refine Measure.measurable_of_measurable_coe _ fun s hs => ?_
simp_rw [withDensity_apply _ hs]
exact hf.set_lintegral_kernel_prod_right hs⟩ : kernel α β)) fun _ => 0
#align probability_theory.kernel.with_density ProbabilityTheory.kernel.withDensity
theorem withDensity_of_not_measurable (κ : kernel α β) [IsSFiniteKernel κ]
(hf : ¬Measurable (Function.uncurry f)) : withDensity κ f = 0 := by classical exact dif_neg hf
#align probability_theory.kernel.with_density_of_not_measurable ProbabilityTheory.kernel.withDensity_of_not_measurable
protected theorem withDensity_apply (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) :
withDensity κ f a = (κ a).withDensity (f a) := by
classical
rw [withDensity, dif_pos hf]
rfl
#align probability_theory.kernel.with_density_apply ProbabilityTheory.kernel.withDensity_apply
protected theorem withDensity_apply' (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) (s : Set β) :
withDensity κ f a s = ∫⁻ b in s, f a b ∂κ a := by
rw [kernel.withDensity_apply κ hf, withDensity_apply' _ s]
#align probability_theory.kernel.with_density_apply' ProbabilityTheory.kernel.withDensity_apply'
nonrec lemma withDensity_congr_ae (κ : kernel α β) [IsSFiniteKernel κ] {f g : α → β → ℝ≥0∞}
(hf : Measurable (Function.uncurry f)) (hg : Measurable (Function.uncurry g))
(hfg : ∀ a, f a =ᵐ[κ a] g a) :
withDensity κ f = withDensity κ g := by
ext a
rw [kernel.withDensity_apply _ hf,kernel.withDensity_apply _ hg, withDensity_congr_ae (hfg a)]
nonrec lemma withDensity_absolutelyContinuous [IsSFiniteKernel κ]
(f : α → β → ℝ≥0∞) (a : α) :
kernel.withDensity κ f a ≪ κ a := by
by_cases hf : Measurable (Function.uncurry f)
· rw [kernel.withDensity_apply _ hf]
exact withDensity_absolutelyContinuous _ _
· rw [withDensity_of_not_measurable _ hf]
simp [Measure.AbsolutelyContinuous.zero]
@[simp]
lemma withDensity_one (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ 1 = κ := by
ext; rw [kernel.withDensity_apply _ measurable_const]; simp
@[simp]
lemma withDensity_one' (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ (fun _ _ ↦ 1) = κ := kernel.withDensity_one _
@[simp]
lemma withDensity_zero (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ 0 = 0 := by
ext; rw [kernel.withDensity_apply _ measurable_const]; simp
@[simp]
lemma withDensity_zero' (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ (fun _ _ ↦ 0) = 0 := kernel.withDensity_zero _
| Mathlib/Probability/Kernel/WithDensity.lean | 108 | 113 | theorem lintegral_withDensity (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) {g : β → ℝ≥0∞} (hg : Measurable g) :
∫⁻ b, g b ∂withDensity κ f a = ∫⁻ b, f a b * g b ∂κ a := by |
rw [kernel.withDensity_apply _ hf,
lintegral_withDensity_eq_lintegral_mul _ (Measurable.of_uncurry_left hf) hg]
simp_rw [Pi.mul_apply]
| 2,274 |
import Mathlib.Probability.Kernel.MeasurableIntegral
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import probability.kernel.with_density from "leanprover-community/mathlib"@"c0d694db494dd4f9aa57f2714b6e4c82b4ebc113"
open MeasureTheory ProbabilityTheory
open scoped MeasureTheory ENNReal NNReal
namespace ProbabilityTheory.kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
variable {κ : kernel α β} {f : α → β → ℝ≥0∞}
noncomputable def withDensity (κ : kernel α β) [IsSFiniteKernel κ] (f : α → β → ℝ≥0∞) :
kernel α β :=
@dite _ (Measurable (Function.uncurry f)) (Classical.dec _) (fun hf =>
(⟨fun a => (κ a).withDensity (f a),
by
refine Measure.measurable_of_measurable_coe _ fun s hs => ?_
simp_rw [withDensity_apply _ hs]
exact hf.set_lintegral_kernel_prod_right hs⟩ : kernel α β)) fun _ => 0
#align probability_theory.kernel.with_density ProbabilityTheory.kernel.withDensity
theorem withDensity_of_not_measurable (κ : kernel α β) [IsSFiniteKernel κ]
(hf : ¬Measurable (Function.uncurry f)) : withDensity κ f = 0 := by classical exact dif_neg hf
#align probability_theory.kernel.with_density_of_not_measurable ProbabilityTheory.kernel.withDensity_of_not_measurable
protected theorem withDensity_apply (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) :
withDensity κ f a = (κ a).withDensity (f a) := by
classical
rw [withDensity, dif_pos hf]
rfl
#align probability_theory.kernel.with_density_apply ProbabilityTheory.kernel.withDensity_apply
protected theorem withDensity_apply' (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) (s : Set β) :
withDensity κ f a s = ∫⁻ b in s, f a b ∂κ a := by
rw [kernel.withDensity_apply κ hf, withDensity_apply' _ s]
#align probability_theory.kernel.with_density_apply' ProbabilityTheory.kernel.withDensity_apply'
nonrec lemma withDensity_congr_ae (κ : kernel α β) [IsSFiniteKernel κ] {f g : α → β → ℝ≥0∞}
(hf : Measurable (Function.uncurry f)) (hg : Measurable (Function.uncurry g))
(hfg : ∀ a, f a =ᵐ[κ a] g a) :
withDensity κ f = withDensity κ g := by
ext a
rw [kernel.withDensity_apply _ hf,kernel.withDensity_apply _ hg, withDensity_congr_ae (hfg a)]
nonrec lemma withDensity_absolutelyContinuous [IsSFiniteKernel κ]
(f : α → β → ℝ≥0∞) (a : α) :
kernel.withDensity κ f a ≪ κ a := by
by_cases hf : Measurable (Function.uncurry f)
· rw [kernel.withDensity_apply _ hf]
exact withDensity_absolutelyContinuous _ _
· rw [withDensity_of_not_measurable _ hf]
simp [Measure.AbsolutelyContinuous.zero]
@[simp]
lemma withDensity_one (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ 1 = κ := by
ext; rw [kernel.withDensity_apply _ measurable_const]; simp
@[simp]
lemma withDensity_one' (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ (fun _ _ ↦ 1) = κ := kernel.withDensity_one _
@[simp]
lemma withDensity_zero (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ 0 = 0 := by
ext; rw [kernel.withDensity_apply _ measurable_const]; simp
@[simp]
lemma withDensity_zero' (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ (fun _ _ ↦ 0) = 0 := kernel.withDensity_zero _
theorem lintegral_withDensity (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) {g : β → ℝ≥0∞} (hg : Measurable g) :
∫⁻ b, g b ∂withDensity κ f a = ∫⁻ b, f a b * g b ∂κ a := by
rw [kernel.withDensity_apply _ hf,
lintegral_withDensity_eq_lintegral_mul _ (Measurable.of_uncurry_left hf) hg]
simp_rw [Pi.mul_apply]
#align probability_theory.kernel.lintegral_with_density ProbabilityTheory.kernel.lintegral_withDensity
| Mathlib/Probability/Kernel/WithDensity.lean | 116 | 122 | theorem integral_withDensity {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
{f : β → E} [IsSFiniteKernel κ] {a : α} {g : α → β → ℝ≥0}
(hg : Measurable (Function.uncurry g)) :
∫ b, f b ∂withDensity κ (fun a b => g a b) a = ∫ b, g a b • f b ∂κ a := by |
rw [kernel.withDensity_apply, integral_withDensity_eq_integral_smul]
· exact Measurable.of_uncurry_left hg
· exact measurable_coe_nnreal_ennreal.comp hg
| 2,274 |
import Mathlib.Probability.Kernel.MeasurableIntegral
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import probability.kernel.with_density from "leanprover-community/mathlib"@"c0d694db494dd4f9aa57f2714b6e4c82b4ebc113"
open MeasureTheory ProbabilityTheory
open scoped MeasureTheory ENNReal NNReal
namespace ProbabilityTheory.kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
variable {κ : kernel α β} {f : α → β → ℝ≥0∞}
noncomputable def withDensity (κ : kernel α β) [IsSFiniteKernel κ] (f : α → β → ℝ≥0∞) :
kernel α β :=
@dite _ (Measurable (Function.uncurry f)) (Classical.dec _) (fun hf =>
(⟨fun a => (κ a).withDensity (f a),
by
refine Measure.measurable_of_measurable_coe _ fun s hs => ?_
simp_rw [withDensity_apply _ hs]
exact hf.set_lintegral_kernel_prod_right hs⟩ : kernel α β)) fun _ => 0
#align probability_theory.kernel.with_density ProbabilityTheory.kernel.withDensity
theorem withDensity_of_not_measurable (κ : kernel α β) [IsSFiniteKernel κ]
(hf : ¬Measurable (Function.uncurry f)) : withDensity κ f = 0 := by classical exact dif_neg hf
#align probability_theory.kernel.with_density_of_not_measurable ProbabilityTheory.kernel.withDensity_of_not_measurable
protected theorem withDensity_apply (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) :
withDensity κ f a = (κ a).withDensity (f a) := by
classical
rw [withDensity, dif_pos hf]
rfl
#align probability_theory.kernel.with_density_apply ProbabilityTheory.kernel.withDensity_apply
protected theorem withDensity_apply' (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) (s : Set β) :
withDensity κ f a s = ∫⁻ b in s, f a b ∂κ a := by
rw [kernel.withDensity_apply κ hf, withDensity_apply' _ s]
#align probability_theory.kernel.with_density_apply' ProbabilityTheory.kernel.withDensity_apply'
nonrec lemma withDensity_congr_ae (κ : kernel α β) [IsSFiniteKernel κ] {f g : α → β → ℝ≥0∞}
(hf : Measurable (Function.uncurry f)) (hg : Measurable (Function.uncurry g))
(hfg : ∀ a, f a =ᵐ[κ a] g a) :
withDensity κ f = withDensity κ g := by
ext a
rw [kernel.withDensity_apply _ hf,kernel.withDensity_apply _ hg, withDensity_congr_ae (hfg a)]
nonrec lemma withDensity_absolutelyContinuous [IsSFiniteKernel κ]
(f : α → β → ℝ≥0∞) (a : α) :
kernel.withDensity κ f a ≪ κ a := by
by_cases hf : Measurable (Function.uncurry f)
· rw [kernel.withDensity_apply _ hf]
exact withDensity_absolutelyContinuous _ _
· rw [withDensity_of_not_measurable _ hf]
simp [Measure.AbsolutelyContinuous.zero]
@[simp]
lemma withDensity_one (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ 1 = κ := by
ext; rw [kernel.withDensity_apply _ measurable_const]; simp
@[simp]
lemma withDensity_one' (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ (fun _ _ ↦ 1) = κ := kernel.withDensity_one _
@[simp]
lemma withDensity_zero (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ 0 = 0 := by
ext; rw [kernel.withDensity_apply _ measurable_const]; simp
@[simp]
lemma withDensity_zero' (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ (fun _ _ ↦ 0) = 0 := kernel.withDensity_zero _
theorem lintegral_withDensity (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) {g : β → ℝ≥0∞} (hg : Measurable g) :
∫⁻ b, g b ∂withDensity κ f a = ∫⁻ b, f a b * g b ∂κ a := by
rw [kernel.withDensity_apply _ hf,
lintegral_withDensity_eq_lintegral_mul _ (Measurable.of_uncurry_left hf) hg]
simp_rw [Pi.mul_apply]
#align probability_theory.kernel.lintegral_with_density ProbabilityTheory.kernel.lintegral_withDensity
theorem integral_withDensity {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
{f : β → E} [IsSFiniteKernel κ] {a : α} {g : α → β → ℝ≥0}
(hg : Measurable (Function.uncurry g)) :
∫ b, f b ∂withDensity κ (fun a b => g a b) a = ∫ b, g a b • f b ∂κ a := by
rw [kernel.withDensity_apply, integral_withDensity_eq_integral_smul]
· exact Measurable.of_uncurry_left hg
· exact measurable_coe_nnreal_ennreal.comp hg
#align probability_theory.kernel.integral_with_density ProbabilityTheory.kernel.integral_withDensity
| Mathlib/Probability/Kernel/WithDensity.lean | 125 | 132 | theorem withDensity_add_left (κ η : kernel α β) [IsSFiniteKernel κ] [IsSFiniteKernel η]
(f : α → β → ℝ≥0∞) : withDensity (κ + η) f = withDensity κ f + withDensity η f := by |
by_cases hf : Measurable (Function.uncurry f)
· ext a s
simp only [kernel.withDensity_apply _ hf, coeFn_add, Pi.add_apply, withDensity_add_measure,
Measure.add_apply]
· simp_rw [withDensity_of_not_measurable _ hf]
rw [zero_add]
| 2,274 |
import Mathlib.Probability.Kernel.MeasurableIntegral
import Mathlib.MeasureTheory.Integral.SetIntegral
#align_import probability.kernel.with_density from "leanprover-community/mathlib"@"c0d694db494dd4f9aa57f2714b6e4c82b4ebc113"
open MeasureTheory ProbabilityTheory
open scoped MeasureTheory ENNReal NNReal
namespace ProbabilityTheory.kernel
variable {α β ι : Type*} {mα : MeasurableSpace α} {mβ : MeasurableSpace β}
variable {κ : kernel α β} {f : α → β → ℝ≥0∞}
noncomputable def withDensity (κ : kernel α β) [IsSFiniteKernel κ] (f : α → β → ℝ≥0∞) :
kernel α β :=
@dite _ (Measurable (Function.uncurry f)) (Classical.dec _) (fun hf =>
(⟨fun a => (κ a).withDensity (f a),
by
refine Measure.measurable_of_measurable_coe _ fun s hs => ?_
simp_rw [withDensity_apply _ hs]
exact hf.set_lintegral_kernel_prod_right hs⟩ : kernel α β)) fun _ => 0
#align probability_theory.kernel.with_density ProbabilityTheory.kernel.withDensity
theorem withDensity_of_not_measurable (κ : kernel α β) [IsSFiniteKernel κ]
(hf : ¬Measurable (Function.uncurry f)) : withDensity κ f = 0 := by classical exact dif_neg hf
#align probability_theory.kernel.with_density_of_not_measurable ProbabilityTheory.kernel.withDensity_of_not_measurable
protected theorem withDensity_apply (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) :
withDensity κ f a = (κ a).withDensity (f a) := by
classical
rw [withDensity, dif_pos hf]
rfl
#align probability_theory.kernel.with_density_apply ProbabilityTheory.kernel.withDensity_apply
protected theorem withDensity_apply' (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) (s : Set β) :
withDensity κ f a s = ∫⁻ b in s, f a b ∂κ a := by
rw [kernel.withDensity_apply κ hf, withDensity_apply' _ s]
#align probability_theory.kernel.with_density_apply' ProbabilityTheory.kernel.withDensity_apply'
nonrec lemma withDensity_congr_ae (κ : kernel α β) [IsSFiniteKernel κ] {f g : α → β → ℝ≥0∞}
(hf : Measurable (Function.uncurry f)) (hg : Measurable (Function.uncurry g))
(hfg : ∀ a, f a =ᵐ[κ a] g a) :
withDensity κ f = withDensity κ g := by
ext a
rw [kernel.withDensity_apply _ hf,kernel.withDensity_apply _ hg, withDensity_congr_ae (hfg a)]
nonrec lemma withDensity_absolutelyContinuous [IsSFiniteKernel κ]
(f : α → β → ℝ≥0∞) (a : α) :
kernel.withDensity κ f a ≪ κ a := by
by_cases hf : Measurable (Function.uncurry f)
· rw [kernel.withDensity_apply _ hf]
exact withDensity_absolutelyContinuous _ _
· rw [withDensity_of_not_measurable _ hf]
simp [Measure.AbsolutelyContinuous.zero]
@[simp]
lemma withDensity_one (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ 1 = κ := by
ext; rw [kernel.withDensity_apply _ measurable_const]; simp
@[simp]
lemma withDensity_one' (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ (fun _ _ ↦ 1) = κ := kernel.withDensity_one _
@[simp]
lemma withDensity_zero (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ 0 = 0 := by
ext; rw [kernel.withDensity_apply _ measurable_const]; simp
@[simp]
lemma withDensity_zero' (κ : kernel α β) [IsSFiniteKernel κ] :
kernel.withDensity κ (fun _ _ ↦ 0) = 0 := kernel.withDensity_zero _
theorem lintegral_withDensity (κ : kernel α β) [IsSFiniteKernel κ]
(hf : Measurable (Function.uncurry f)) (a : α) {g : β → ℝ≥0∞} (hg : Measurable g) :
∫⁻ b, g b ∂withDensity κ f a = ∫⁻ b, f a b * g b ∂κ a := by
rw [kernel.withDensity_apply _ hf,
lintegral_withDensity_eq_lintegral_mul _ (Measurable.of_uncurry_left hf) hg]
simp_rw [Pi.mul_apply]
#align probability_theory.kernel.lintegral_with_density ProbabilityTheory.kernel.lintegral_withDensity
theorem integral_withDensity {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
{f : β → E} [IsSFiniteKernel κ] {a : α} {g : α → β → ℝ≥0}
(hg : Measurable (Function.uncurry g)) :
∫ b, f b ∂withDensity κ (fun a b => g a b) a = ∫ b, g a b • f b ∂κ a := by
rw [kernel.withDensity_apply, integral_withDensity_eq_integral_smul]
· exact Measurable.of_uncurry_left hg
· exact measurable_coe_nnreal_ennreal.comp hg
#align probability_theory.kernel.integral_with_density ProbabilityTheory.kernel.integral_withDensity
theorem withDensity_add_left (κ η : kernel α β) [IsSFiniteKernel κ] [IsSFiniteKernel η]
(f : α → β → ℝ≥0∞) : withDensity (κ + η) f = withDensity κ f + withDensity η f := by
by_cases hf : Measurable (Function.uncurry f)
· ext a s
simp only [kernel.withDensity_apply _ hf, coeFn_add, Pi.add_apply, withDensity_add_measure,
Measure.add_apply]
· simp_rw [withDensity_of_not_measurable _ hf]
rw [zero_add]
#align probability_theory.kernel.with_density_add_left ProbabilityTheory.kernel.withDensity_add_left
| Mathlib/Probability/Kernel/WithDensity.lean | 135 | 144 | theorem withDensity_kernel_sum [Countable ι] (κ : ι → kernel α β) (hκ : ∀ i, IsSFiniteKernel (κ i))
(f : α → β → ℝ≥0∞) :
@withDensity _ _ _ _ (kernel.sum κ) (isSFiniteKernel_sum hκ) f =
kernel.sum fun i => withDensity (κ i) f := by |
by_cases hf : Measurable (Function.uncurry f)
· ext1 a
simp_rw [sum_apply, kernel.withDensity_apply _ hf, sum_apply,
withDensity_sum (fun n => κ n a) (f a)]
· simp_rw [withDensity_of_not_measurable _ hf]
exact sum_zero.symm
| 2,274 |
import Mathlib.Probability.IdentDistrib
import Mathlib.MeasureTheory.Integral.DominatedConvergence
import Mathlib.Analysis.SpecificLimits.FloorPow
import Mathlib.Analysis.PSeries
import Mathlib.Analysis.Asymptotics.SpecificAsymptotics
#align_import probability.strong_law from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open MeasureTheory Filter Finset Asymptotics
open Set (indicator)
open scoped Topology MeasureTheory ProbabilityTheory ENNReal NNReal
namespace ProbabilityTheory
section Truncation
variable {α : Type*}
def truncation (f : α → ℝ) (A : ℝ) :=
indicator (Set.Ioc (-A) A) id ∘ f
#align probability_theory.truncation ProbabilityTheory.truncation
variable {m : MeasurableSpace α} {μ : Measure α} {f : α → ℝ}
| Mathlib/Probability/StrongLaw.lean | 82 | 85 | theorem _root_.MeasureTheory.AEStronglyMeasurable.truncation (hf : AEStronglyMeasurable f μ)
{A : ℝ} : AEStronglyMeasurable (truncation f A) μ := by |
apply AEStronglyMeasurable.comp_aemeasurable _ hf.aemeasurable
exact (stronglyMeasurable_id.indicator measurableSet_Ioc).aestronglyMeasurable
| 2,275 |
import Mathlib.Probability.IdentDistrib
import Mathlib.MeasureTheory.Integral.DominatedConvergence
import Mathlib.Analysis.SpecificLimits.FloorPow
import Mathlib.Analysis.PSeries
import Mathlib.Analysis.Asymptotics.SpecificAsymptotics
#align_import probability.strong_law from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open MeasureTheory Filter Finset Asymptotics
open Set (indicator)
open scoped Topology MeasureTheory ProbabilityTheory ENNReal NNReal
namespace ProbabilityTheory
section Truncation
variable {α : Type*}
def truncation (f : α → ℝ) (A : ℝ) :=
indicator (Set.Ioc (-A) A) id ∘ f
#align probability_theory.truncation ProbabilityTheory.truncation
variable {m : MeasurableSpace α} {μ : Measure α} {f : α → ℝ}
theorem _root_.MeasureTheory.AEStronglyMeasurable.truncation (hf : AEStronglyMeasurable f μ)
{A : ℝ} : AEStronglyMeasurable (truncation f A) μ := by
apply AEStronglyMeasurable.comp_aemeasurable _ hf.aemeasurable
exact (stronglyMeasurable_id.indicator measurableSet_Ioc).aestronglyMeasurable
#align measure_theory.ae_strongly_measurable.truncation MeasureTheory.AEStronglyMeasurable.truncation
| Mathlib/Probability/StrongLaw.lean | 88 | 92 | theorem abs_truncation_le_bound (f : α → ℝ) (A : ℝ) (x : α) : |truncation f A x| ≤ |A| := by |
simp only [truncation, Set.indicator, Set.mem_Icc, id, Function.comp_apply]
split_ifs with h
· exact abs_le_abs h.2 (neg_le.2 h.1.le)
· simp [abs_nonneg]
| 2,275 |
import Mathlib.Probability.IdentDistrib
import Mathlib.MeasureTheory.Integral.DominatedConvergence
import Mathlib.Analysis.SpecificLimits.FloorPow
import Mathlib.Analysis.PSeries
import Mathlib.Analysis.Asymptotics.SpecificAsymptotics
#align_import probability.strong_law from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open MeasureTheory Filter Finset Asymptotics
open Set (indicator)
open scoped Topology MeasureTheory ProbabilityTheory ENNReal NNReal
namespace ProbabilityTheory
section Truncation
variable {α : Type*}
def truncation (f : α → ℝ) (A : ℝ) :=
indicator (Set.Ioc (-A) A) id ∘ f
#align probability_theory.truncation ProbabilityTheory.truncation
variable {m : MeasurableSpace α} {μ : Measure α} {f : α → ℝ}
theorem _root_.MeasureTheory.AEStronglyMeasurable.truncation (hf : AEStronglyMeasurable f μ)
{A : ℝ} : AEStronglyMeasurable (truncation f A) μ := by
apply AEStronglyMeasurable.comp_aemeasurable _ hf.aemeasurable
exact (stronglyMeasurable_id.indicator measurableSet_Ioc).aestronglyMeasurable
#align measure_theory.ae_strongly_measurable.truncation MeasureTheory.AEStronglyMeasurable.truncation
theorem abs_truncation_le_bound (f : α → ℝ) (A : ℝ) (x : α) : |truncation f A x| ≤ |A| := by
simp only [truncation, Set.indicator, Set.mem_Icc, id, Function.comp_apply]
split_ifs with h
· exact abs_le_abs h.2 (neg_le.2 h.1.le)
· simp [abs_nonneg]
#align probability_theory.abs_truncation_le_bound ProbabilityTheory.abs_truncation_le_bound
@[simp]
| Mathlib/Probability/StrongLaw.lean | 96 | 96 | theorem truncation_zero (f : α → ℝ) : truncation f 0 = 0 := by | simp [truncation]; rfl
| 2,275 |
import Mathlib.Probability.IdentDistrib
import Mathlib.MeasureTheory.Integral.DominatedConvergence
import Mathlib.Analysis.SpecificLimits.FloorPow
import Mathlib.Analysis.PSeries
import Mathlib.Analysis.Asymptotics.SpecificAsymptotics
#align_import probability.strong_law from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open MeasureTheory Filter Finset Asymptotics
open Set (indicator)
open scoped Topology MeasureTheory ProbabilityTheory ENNReal NNReal
namespace ProbabilityTheory
section Truncation
variable {α : Type*}
def truncation (f : α → ℝ) (A : ℝ) :=
indicator (Set.Ioc (-A) A) id ∘ f
#align probability_theory.truncation ProbabilityTheory.truncation
variable {m : MeasurableSpace α} {μ : Measure α} {f : α → ℝ}
theorem _root_.MeasureTheory.AEStronglyMeasurable.truncation (hf : AEStronglyMeasurable f μ)
{A : ℝ} : AEStronglyMeasurable (truncation f A) μ := by
apply AEStronglyMeasurable.comp_aemeasurable _ hf.aemeasurable
exact (stronglyMeasurable_id.indicator measurableSet_Ioc).aestronglyMeasurable
#align measure_theory.ae_strongly_measurable.truncation MeasureTheory.AEStronglyMeasurable.truncation
theorem abs_truncation_le_bound (f : α → ℝ) (A : ℝ) (x : α) : |truncation f A x| ≤ |A| := by
simp only [truncation, Set.indicator, Set.mem_Icc, id, Function.comp_apply]
split_ifs with h
· exact abs_le_abs h.2 (neg_le.2 h.1.le)
· simp [abs_nonneg]
#align probability_theory.abs_truncation_le_bound ProbabilityTheory.abs_truncation_le_bound
@[simp]
theorem truncation_zero (f : α → ℝ) : truncation f 0 = 0 := by simp [truncation]; rfl
#align probability_theory.truncation_zero ProbabilityTheory.truncation_zero
| Mathlib/Probability/StrongLaw.lean | 99 | 103 | theorem abs_truncation_le_abs_self (f : α → ℝ) (A : ℝ) (x : α) : |truncation f A x| ≤ |f x| := by |
simp only [truncation, indicator, Set.mem_Icc, id, Function.comp_apply]
split_ifs
· exact le_rfl
· simp [abs_nonneg]
| 2,275 |
import Mathlib.Probability.IdentDistrib
import Mathlib.MeasureTheory.Integral.DominatedConvergence
import Mathlib.Analysis.SpecificLimits.FloorPow
import Mathlib.Analysis.PSeries
import Mathlib.Analysis.Asymptotics.SpecificAsymptotics
#align_import probability.strong_law from "leanprover-community/mathlib"@"f2ce6086713c78a7f880485f7917ea547a215982"
noncomputable section
open MeasureTheory Filter Finset Asymptotics
open Set (indicator)
open scoped Topology MeasureTheory ProbabilityTheory ENNReal NNReal
namespace ProbabilityTheory
section Truncation
variable {α : Type*}
def truncation (f : α → ℝ) (A : ℝ) :=
indicator (Set.Ioc (-A) A) id ∘ f
#align probability_theory.truncation ProbabilityTheory.truncation
variable {m : MeasurableSpace α} {μ : Measure α} {f : α → ℝ}
theorem _root_.MeasureTheory.AEStronglyMeasurable.truncation (hf : AEStronglyMeasurable f μ)
{A : ℝ} : AEStronglyMeasurable (truncation f A) μ := by
apply AEStronglyMeasurable.comp_aemeasurable _ hf.aemeasurable
exact (stronglyMeasurable_id.indicator measurableSet_Ioc).aestronglyMeasurable
#align measure_theory.ae_strongly_measurable.truncation MeasureTheory.AEStronglyMeasurable.truncation
theorem abs_truncation_le_bound (f : α → ℝ) (A : ℝ) (x : α) : |truncation f A x| ≤ |A| := by
simp only [truncation, Set.indicator, Set.mem_Icc, id, Function.comp_apply]
split_ifs with h
· exact abs_le_abs h.2 (neg_le.2 h.1.le)
· simp [abs_nonneg]
#align probability_theory.abs_truncation_le_bound ProbabilityTheory.abs_truncation_le_bound
@[simp]
theorem truncation_zero (f : α → ℝ) : truncation f 0 = 0 := by simp [truncation]; rfl
#align probability_theory.truncation_zero ProbabilityTheory.truncation_zero
theorem abs_truncation_le_abs_self (f : α → ℝ) (A : ℝ) (x : α) : |truncation f A x| ≤ |f x| := by
simp only [truncation, indicator, Set.mem_Icc, id, Function.comp_apply]
split_ifs
· exact le_rfl
· simp [abs_nonneg]
#align probability_theory.abs_truncation_le_abs_self ProbabilityTheory.abs_truncation_le_abs_self
| Mathlib/Probability/StrongLaw.lean | 106 | 111 | theorem truncation_eq_self {f : α → ℝ} {A : ℝ} {x : α} (h : |f x| < A) :
truncation f A x = f x := by |
simp only [truncation, indicator, Set.mem_Icc, id, Function.comp_apply, ite_eq_left_iff]
intro H
apply H.elim
simp [(abs_lt.1 h).1, (abs_lt.1 h).2.le]
| 2,275 |
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