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/- Copyright (c) 2025 Yizheng Zhu. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yizheng Zhu -/ module public import Mathlib.Analysis.BoundedVariation public import Mathlib.Order.SuccPred.IntervalSucc public import Mathlib.MeasureTheory.Integral.IntervalIntegral.Basi...
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/- Copyright (c) 2025 David Ledvinka. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: David Ledvinka -/ module public import Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue import Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym import Mathlib.Probability...
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/- Copyright (c) 2021 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Analysis.InnerProductSpace.LinearMap public import Mathlib.Analysis.RCLike.Lemmas public import Mathlib.MeasureTheory.Function.LpSpace.Conti...
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/- Copyright (c) 2021 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Constructions.BorelSpace.Order /-! # Measurability criterion for ennreal-valued functions Consider a function `f :...
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/- Copyright (c) 2025 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.Analysis.Calculus.Deriv.MeanValue public import Mathlib.MeasureTheory.Function.Jacobian /-! # Change of variable formulas for int...
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have B : ∫ x in n '' (e '' s), g x = ∫ x in e '' s, (|-1| : ℝ) • g (n x) := integral_image_eq_integral_abs_deriv_smul (hs.image_of_monotoneOn hf.neg) (fun x hx ↦ hasDerivWithinAt_neg _ _) neg_injective.injOn _ simp only [abs_neg, abs_one, one_smul] at B rw [A, ← image_comp] at B convert B using 3 with x...
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/- Copyright (c) 2022 Floris van Doorn. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Floris van Doorn -/ module public import Mathlib.MeasureTheory.Integral.IntegrableOn /-! # Locally integrable functions A function is called *locally integrable* (`MeasureTheory.L...
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[LinearOrder X] [CompactIccSpace X] [NoMinOrder X] [OrderTopology X] : IntegrableOn f (Iio a) μ ↔ IntegrableAtFilter f atBot μ ∧ IntegrableAtFilter f (𝓝[<] a) μ ∧ LocallyIntegrableOn f (Iio a) μ := by constructor · intro h exact ⟨⟨Iio a, Iio_mem_atBot a, h⟩, ⟨Iio a, self_mem_nhdsWithin, h⟩, h.locallyIn...
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/- Copyright (c) 2021 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov -/ module public import Mathlib.MeasureTheory.Constructions.BorelSpace.Order /-! # Measurability of `⌊x⌋` etc In this file we prove that `Int.floor`, `Int.ceil`, `I...
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/- Copyright (c) 2022 Zhouhang Zhou. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Zhouhang Zhou, Yury Kudryashov, Heather Macbeth -/ module public import Mathlib.MeasureTheory.Function.L1Space.AEEqFun public import Mathlib.MeasureTheory.Function.LpSpace.Complete pub...
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repeat intro h; rw [h] theorem sub_toSimpleFunc (f g : Lp.simpleFunc E p μ) : toSimpleFunc (f - g) =ᵐ[μ] toSimpleFunc f - toSimpleFunc g := by filter_upwards [toSimpleFunc_eq_toFun (f - g), toSimpleFunc_eq_toFun f, toSimpleFunc_eq_toFun g, Lp.coeFn_sub (f : Lp E p μ) g] with _ simp only [AddSubgroup.coe_su...
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/- Copyright (c) 2019 Zhouhang Zhou. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Zhouhang Zhou, Yury Kudryashov, Heather Macbeth -/ module public import Mathlib.MeasureTheory.Function.SimpleFunc public import Mathlib.MeasureTheory.Constructions.BorelSpace.Metrizabl...
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/- Copyright (c) 2022 Kexing Ying. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kexing Ying -/ module public import Mathlib.MeasureTheory.Function.StronglyMeasurable.Basic /-! # Egorov theorem This file contains the Egorov theorem which states that an almost every...
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/- Copyright (c) 2021 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Analysis.InnerProductSpace.Continuous public import Mathlib.Analysis.Normed.Module.HahnBanach public import Mathlib.MeasureTheory.Function.A...
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/- Copyright (c) 2021 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.MeasureTheory.MeasurableSpace.Basic public import Mathlib.MeasureTheory.Measure.MeasureSpaceDef /-! # Sequence of measurable functions asso...
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.MeasureTheory.Measure.Portmanteau public import Mathlib.Probability.IdentDistrib /-! # Convergence in distribution We introduce a definiti...
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/- Copyright (c) 2021 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.MeasureTheory.Measure.Typeclasses.SFinite /-! # Restriction of a measure to a sub-σ-algebra ## Main definitions * `MeasureTheory.Measure...
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/- Copyright (c) 2021 Kexing Ying. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kexing Ying, Yury Kudryashov -/ module public import Mathlib.MeasureTheory.Measure.Restrict /-! # Mutually singular measures Two measures `μ`, `ν` are said to be mutually singular (`Me...
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/- Copyright (c) 2018 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl -/ module public import Mathlib.MeasureTheory.Measure.Dirac public import Mathlib.Topology.Algebra.InfiniteSum.ENNReal /-! # Counting measure In this file we define t...
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/- Copyright (c) 2024 Etienne Marion. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Etienne Marion -/ module public import Mathlib.MeasureTheory.Function.SimpleFuncDenseLp public import Mathlib.MeasureTheory.SetAlgebra /-! # Separable measure The goal of this file ...
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-- in `u` and `𝒜₀` associates the corresponding sum. let key (n : ℕ) (d : Fin n → u) (s : Fin n → 𝒜₀) : (Lp E p μ) := ∑ i, indicatorConstLp p (h𝒜₀.measurable (s i) (Subtype.mem (s i))) (s i).2.2 (d i : E) let D := {s : Lp E p μ | ∃ n d t, s = key n d t} refine ⟨D, ?_, ?_⟩ · -- Countability directly follo...
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/- Copyright (c) 2025 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Measure.LevyProkhorovMetric /-! # Products of finite measures and probability measures This file introduces finite...
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/- Copyright (c) 2023 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym /-! # Exponentially tilted measures The exponential tilting of a measure `μ` on `α` by a ...
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/- Copyright (c) 2024 Kalle Kytölä. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kalle Kytölä -/ module public import Mathlib.Topology.Separation.CompletelyRegular public import Mathlib.MeasureTheory.Measure.ProbabilityMeasure /-! # Dirac deltas as probability meas...
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/- Copyright (c) 2022 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov -/ module public import Mathlib.MeasureTheory.Measure.MeasureSpaceDef /-! # Almost everywhere disjoint sets We say that sets `s` and `t` are `μ`-a.e. disjoint (see ...
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/- Copyright (c) 2021 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel, Floris van Doorn, Yury Kudryashov -/ module public import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic public import Mathlib.MeasureTheory.Group.Measurab...
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_ = μ (⋃ n, A n) + ∑' n, δ n := (congr_arg₂ (· + ·) (measure_iUnion hAd hAm).symm rfl) _ < r := hδε /-- See also `IsCompact.measure_closure` for a version that assumes the `σ`-algebra to be the Borel `σ`-algebra but makes no assumptions on `μ`. -/ lemma measure_closure_eq_of_isCompact [R1Space α] [OuterRegular μ] ...
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See also `Set.exists_isOpen_lt_of_lt` and `MeasurableSet.exists_isOpen_diff_lt` for the case of an outer regular measure. -/ protected theorem _root_.MeasurableSet.exists_isOpen_symmDiff_lt [InnerRegularCompactLTTop μ] [IsLocallyFiniteMeasure μ] [R1Space α] [BorelSpace α] {s : Set α} (hs : MeasurableSet s) (hμs...
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/- Copyright (c) 2022 Oliver Nash. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Oliver Nash -/ module public import Mathlib.MeasureTheory.Measure.MeasureSpaceDef /-! # Uniformly locally doubling measures A uniformly locally doubling measure `μ` on a metric space i...
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/- Copyright (c) 2025 Jon Bannon. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jon Bannon, Jireh Loreaux -/ module public import Mathlib.MeasureTheory.Measure.OpenPos /-! # Support of a Measure This file develops the theory of the **support** of a measure `μ` on a...
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/- Copyright (c) 2020 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov, Rémy Degenne -/ module public import Mathlib.MeasureTheory.Measure.QuasiMeasurePreserving /-! # Pullback of a measure In this file we define the pullback `MeasureT...
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/- Copyright (c) 2021 Kalle Kytölä. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kalle Kytölä -/ module public import Mathlib.MeasureTheory.Measure.FiniteMeasure public import Mathlib.MeasureTheory.Integral.Average public import Mathlib.MeasureTheory.Measure.Prod /...
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(mass_lim : Tendsto (fun i ↦ (μs i).mass) F (𝓝 μ.mass)) (f : Ω →ᵇ ℝ≥0) : Tendsto (fun i ↦ (μs i).testAgainstNN f) F (𝓝 (μ.testAgainstNN f)) := by by_cases h_mass : μ.mass = 0 · simp only [μ.mass_zero_iff.mp h_mass, zero_testAgainstNN_apply, zero_mass] at mass_lim ⊢ exact tendsto_zero_testAgainstNN_of_tend...
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/- Copyright (c) 2024 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.MeasureTheory.Measure.Decomposition.Exhaustion public import Mathlib.Probability.ConditionalProbability /-! # s-finite measures can be writ...
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Analysis.SpecialFunctions.Integrals.Basic public import Mathlib.MeasureTheory.Function.SpecialFunctions.Sinc public import Mathlib.MeasureTh...
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/- Copyright (c) 2022 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov -/ module public import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic public import Mathlib.MeasureTheory.Measure.Typeclasses.NoAtoms public import Mathlib.Mea...
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.Analysis.InnerProductSpace.PiL2 public import Mathlib.MeasureTheory.Measure.Tight import Mathlib.MeasureTheory.Constructions.BorelSpace.Ord...
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/- Copyright (c) 2023 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne, Peter Pfaffelhuber -/ module public import Mathlib.Analysis.SpecificLimits.Basic public import Mathlib.MeasureTheory.Measure.Regular public import Mathlib.Topology.GDelta....
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/- Copyright (c) 2017 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Mario Carneiro -/ module public import Mathlib.MeasureTheory.MeasurableSpace.MeasurablyGenerated public import Mathlib.MeasureTheory.Measure.NullMeasurable public impo...
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[(atBot : Filter ι).IsCountablyGenerated] {s : ι → Set α} (hs : Antitone s) : μ (⋃ i, s i) = ⨆ i, μ (s i) := hs.dual_left.measure_iUnion /-- Continuity from below: the measure of the union of a sequence of (not necessarily measurable) sets is the supremum of the measures of the partial unions. -/ theorem measure...
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measure_eq_left_of_subset_of_measure_add_eq ?_ (subset_toMeasurable _ _) (measure_toMeasurable t).symm rwa [measure_toMeasurable t] · simp only [not_or, ENNReal.add_eq_top, Pi.add_apply, Ne, coe_add] at ht exact ht.1 theorem measure_toMeasurable_add_inter_right {s t : Set α} (hs : MeasurableSet s) ...
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/- Copyright (c) 2020 Floris van Doorn. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Floris van Doorn -/ module public import Mathlib.MeasureTheory.Measure.GiryMonad public import Mathlib.MeasureTheory.Measure.OpenPos public import Mathlib.MeasureTheory.Measure.Doub...
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refine ⟨fun n => hμ.set n.unpair.1 ×ˢ hν.set n.unpair.2, fun n => mem_image2_of_mem (hμ.set_mem _) (hν.set_mem _), fun n => ?_, ?_⟩ · rw [prod_prod] exact mul_lt_top (hμ.finite _) (hν.finite _) · simp_rw [iUnion_unpair_prod, hμ.spanning, hν.spanning, univ_prod_univ] lemma prod_sum_left {ι : Type*} (m...
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theorem lintegral_prod_le (f : α × β → ℝ≥0∞) : ∫⁻ z, f z ∂μ.prod ν ≤ ∫⁻ x, ∫⁻ y, f (x, y) ∂ν ∂μ := by rw [Measure.prod] exact (lintegral_bind_le _ _ _).trans <| lintegral_mono fun a ↦ lintegral_map_le _ _ /-- **Tonelli's Theorem for set integrals**: For `ℝ≥0∞`-valued almost everywhere measurable functions on `...
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/- Copyright (c) 2024 Josha Dekker. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne, Josha Dekker, Arav Bhattacharyya -/ module public import Mathlib.MeasureTheory.Measure.ProbabilityMeasure public import Mathlib.Topology.Metrizable.CompletelyMetrizable im...
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/- Copyright (c) 2021 Kalle Kytölä. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kalle Kytölä -/ module public import Mathlib.MeasureTheory.Measure.ProbabilityMeasure public import Mathlib.MeasureTheory.Measure.Lebesgue.Basic public import Mathlib.MeasureTheory.Inte...
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[PseudoMetrizableSpace Ω] [OpensMeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] {μs : ι → Measure Ω} [∀ i, IsProbabilityMeasure (μs i)] (h : ∀ {E}, MeasurableSet E → μ (frontier E) = 0 → Tendsto (fun i ↦ μs i E) L (𝓝 (μ E))) (G : Set Ω) (G_open : IsOpen G) : μ G ≤ L.liminf (fun i ↦ μs i G) ...
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/- Copyright (c) 2021 Kalle Kytölä. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kalle Kytölä -/ module public import Mathlib.Analysis.RCLike.Lemmas public import Mathlib.MeasureTheory.Integral.Bochner.ContinuousLinearMap public import Mathlib.MeasureTheory.Measure....
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IsInducing.tendsto_nhds_iff ⟨rfl⟩ theorem tendsto_iff_forall_toWeakDualBCNN_tendsto {γ : Type*} {F : Filter γ} {μs : γ → FiniteMeasure Ω} {μ : FiniteMeasure Ω} : Tendsto μs F (𝓝 μ) ↔ ∀ f : Ω →ᵇ ℝ≥0, Tendsto (fun i ↦ (μs i).toWeakDualBCNN f) F (𝓝 (μ.toWeakDualBCNN f)) := by rw [tendsto_iff_weakDual_te...
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/- Copyright (c) 2024 Jakob Stiefel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jakob Stiefel -/ module public import Mathlib.Analysis.RCLike.BoundedContinuous public import Mathlib.Analysis.SpecialFunctions.MulExpNegMulSqIntegral public import Mathlib.MeasureTheo...
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/- Copyright (c) 2023 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.MeasureTheory.Measure.Tilted /-! # Log-likelihood Ratio The likelihood ratio between two measures `μ` and `ν` is their Radon-Nikodym deriv...
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/- Copyright (c) 2017 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Mario Carneiro -/ module public import Mathlib.MeasureTheory.MeasurableSpace.Embedding public import Mathlib.MeasureTheory.Measure.MeasureSpace /-! # Pushforward of a...
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/- Copyright (c) 2023 Kalle Kytölä. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kalle Kytölä -/ module public import Mathlib.MeasureTheory.Measure.LevyProkhorovMetric public import Mathlib.MeasureTheory.Measure.Prod /-! # Products of finite measures and probabilit...
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/- Copyright (c) 2018 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl -/ module public import Mathlib.MeasureTheory.MeasurableSpace.CountablyGenerated public import Mathlib.MeasureTheory.Measure.MutuallySingular public import Mathlib.Meas...
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/- Copyright (c) 2017 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Mario Carneiro -/ module public import Mathlib.MeasureTheory.Measure.Comap public import Mathlib.MeasureTheory.Measure.QuasiMeasurePreserving public import Mathlib.Dat...
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ext fun t ht => by simp only [sum_apply _ ht, restrict_iUnion_apply_ae hd hm ht] theorem restrict_iUnion [Countable ι] {s : ι → Set α} (hd : Pairwise (Disjoint on s)) (hm : ∀ i, MeasurableSet (s i)) : μ.restrict (⋃ i, s i) = sum fun i => μ.restrict (s i) := restrict_iUnion_ae hd.aedisjoint fun i => (hm i).nullMe...
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(hf : f =ᵐ[μ.restrict sᶜ] 0) : s.indicator f =ᵐ[μ] f := by rw [Filter.EventuallyEq, ae_restrict_iff' hs.compl] at hf filter_upwards [hf] with x hx by_cases hxs : x ∈ s · simp only [hxs, Set.indicator_of_mem] · simp only [hx hxs, Pi.zero_apply, Set.indicator_apply_eq_zero, imp_true_iff] theorem indicator_ae_e...
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module public import Mathlib.Analysis.Fourier.BoundedContinuousFunctionChar public import Mathlib.Analysis.Fourier.FourierTransform public import Mathlib.Analysis.InnerProductSpace.Dual public import Mathlib.Analysis.InnerProductSpace.ProdL2 public import Mathlib.Analysis.Normed.Lp.MeasurableSpace public import Mathli...
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/- Copyright (c) 2025 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Measure.ProbabilityMeasure public import Mathlib.MeasureTheory.Measure.Tight import Mathlib.MeasureTheory.Integral.R...
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have : ∑ i ∈ Finset.Ioc n m, μ.restrict (disjointed K i) = μ.restrict (K m \ K n) := by rw [← biUnion_Ioc_disjointed_of_monotone h hm, FiniteMeasure.restrict_biUnion_finset] · exact (disjoint_disjointed K).set_pairwise _ · exact MeasurableSet.disjointed (fun i ↦ (hK i).measurableSet) rw [this, res...
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/- Copyright (c) 2017 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Mario Carneiro -/ module public import Mathlib.MeasureTheory.Measure.Map /-! # Absolute Continuity of Measures We say that `μ` is absolutely continuous with respect ...
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/- Copyright (c) 2025 Etienne Marion. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Etienne Marion -/ module public import Mathlib.MeasureTheory.Integral.Prod public import Mathlib.MeasureTheory.Measure.HasOuterApproxClosed /-! # Characterization of a finite measure...
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/- Copyright (c) 2017 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Mario Carneiro, Yury Kudryashov -/ module public import Mathlib.MeasureTheory.MeasurableSpace.EventuallyMeasurable public import Mathlib.MeasureTheory.MeasurableSpace....
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/- Copyright (c) 2024 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne, Peter Pfaffelhuber -/ module public import Mathlib.MeasureTheory.SetSemiring public import Mathlib.MeasureTheory.OuterMeasure.Induced public import Mathlib.Tactic.FinCases...
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{S : Finset ι} (hs : ∀ n ∈ S, s n ∈ C) (hS : (S : Set ι).PairwiseDisjoint s) : m (⋃ i ∈ S, s i) = ∑ i ∈ S, m (s i) := by classical induction S using Finset.induction with | empty => simp | insert i S hiS h => rw [Finset.sum_insert hiS] simp_rw [← Finset.mem_coe, Finset.coe_insert, Set.biUnion_insert...
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/- Copyright (c) 2020 Floris van Doorn. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Floris van Doorn -/ module public import Mathlib.MeasureTheory.Measure.MeasureSpace public import Mathlib.MeasureTheory.Measure.Regular public import Mathlib.Topology.Sets.Compacts ...
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/- Copyright (c) 2026 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.MeasureTheory.Measure.Sub import Mathlib.MeasureTheory.Integral.Lebesgue.Sub public import Mathlib.Analysis.Normed.Group.Basic public impor...
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/- Copyright (c) 2021 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov -/ module public import Mathlib.Analysis.Convex.Between public import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic public import Mathlib.MeasureTheory.Measure...
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((hr.eventually (gt_mem_nhds hε)).and (ht.and hst))).exists with ⟨n, hn, hrn, htn, hstn⟩ set u : ℕ → Set X := fun j => ⋃ b ∈ decode₂ (ι n) j, t n b refine iInf₂_le_of_le u (by rwa [iUnion_decode₂]) ?_ refine iInf_le_of_le (fun j => ?_) ?_ · rw [ediam_iUnion_mem_option] exact iSup₂_le fun _ _ => (htn _)....
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rw [Set.image_smul, Measure.hausdorffMeasure_smul₀ zero_le_one hn, nnnorm_norm, NNReal.rpow_one, iso_smul.hausdorffMeasure_image (Or.inl <| zero_le_one' ℝ)] section NormedFieldAffine variable [NormedField 𝕜] [NormedAddCommGroup E] [NormedSpace 𝕜 E] [MeasurableSpace P] variable [MetricSpace P] [NormedAddTorsor...
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/- Copyright (c) 2018 Mario Carneiro. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Mario Carneiro, Johannes Hölzl -/ module public import Mathlib.MeasureTheory.Integral.Lebesgue.Countable public import Mathlib.MeasureTheory.Measure.Decomposition.Exhaustion public im...
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{f : α → ℝ≥0∞} {s : Set α} (hf : AEMeasurable f (μ.restrict s)) (g : α → ℝ≥0∞) (hs : MeasurableSet s) (h'f : ∀ᵐ x ∂μ.restrict s, f x < ∞) : ∫⁻ a in s, g a ∂μ.withDensity f = ∫⁻ a in s, (f * g) a ∂μ := by rw [restrict_withDensity hs, lintegral_withDensity_eq_lintegral_mul_non_measurable₀ _ hf h'f] theorem set...
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/- Copyright (c) 2017 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Mario Carneiro -/ module public import Mathlib.MeasureTheory.OuterMeasure.Induced public import Mathlib.MeasureTheory.OuterMeasure.AE /-! # Measure spaces This file ...
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/- Copyright (c) 2021 Kexing Ying. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kexing Ying -/ module public import Mathlib.MeasureTheory.VectorMeasure.Basic public import Mathlib.Analysis.Complex.Basic /-! # Complex measure This file defines a complex measure to ...
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/- Copyright (c) 2025 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne -/ module public import Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic public import Mathlib.MeasureTheory.Measure.Tight import Mathlib.MeasureTheory.Measure.C...
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/- Copyright (c) 2021 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Measure.Trim public import Mathlib.MeasureTheory.MeasurableSpace.CountablyGenerated /-! # Almost everywhere measura...
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/- Copyright (c) 2024 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Group.Measure public import Mathlib.Tactic.Group public import Mathlib.Topology.UrysohnsLemma /-! # Everywhere posi...
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/- Copyright (c) 2023 Kalle Kytölä. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kalle Kytölä -/ module public import Mathlib.MeasureTheory.Measure.Portmanteau public import Mathlib.MeasureTheory.Integral.DominatedConvergence public import Mathlib.MeasureTheory.Inte...
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· obtain ⟨εs, _, εs_pos, εs_lim⟩ := exists_seq_strictAnti_tendsto (0 : ℝ) have ε_of_room := Tendsto.add (tendsto_iff_dist_tendsto_zero.mp hμs) εs_lim have ε_of_room' : Tendsto (fun n ↦ dist (μs n) ν + εs n) atTop (𝓝[>] 0) := by rw [tendsto_nhdsWithin_iff] refine ⟨by simpa using ε_of_room, Eventuall...
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/- Copyright (c) 2017 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Mario Carneiro -/ module public import Mathlib.MeasureTheory.Measure.AbsolutelyContinuous public import Mathlib.MeasureTheory.OuterMeasure.BorelCantelli /-! # Quasi-M...
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/- Copyright (c) 2019 Johannes Hölzl. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl -/ module public import Mathlib.MeasureTheory.Integral.Lebesgue.Countable /-! # The Giry monad Let X be a measurable space. The collection of all measures on X again ...
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/- Copyright (c) 2024 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov -/ module public import Mathlib.Topology.CompactOpen public import Mathlib.Dynamics.Ergodic.MeasurePreserving public import Mathlib.MeasureTheory.Measure.Regular /-!...
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/- Copyright (c) 2022 Kalle Kytölä. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kalle Kytölä -/ module public import Mathlib.MeasureTheory.Integral.BoundedContinuousFunction public import Mathlib.Topology.MetricSpace.ThickenedIndicator /-! # Spaces where indicator...
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/- Copyright (c) 2025 Oliver Butterley. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Oliver Butterley, Yoh Tanimoto -/ module public import Mathlib.MeasureTheory.VectorMeasure.Basic public import Mathlib.Order.Partition.Finpartition /-! # Pre-variation of a subaddi...
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/- Copyright (c) 2021 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Johannes Hölzl, Yury Kudryashov, Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Constructions.BorelSpace.Order public import Mathlib.MeasureTheory.Measure.Typeclas...
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simp [subsingleton_botSet.eq_singleton_of_mem ha] obtain ⟨b, hb⟩ : ∃ b, b < a := by simpa only [IsBot, not_forall, not_le] using ha obtain ⟨u, u_mono, u_lt_a, u_lim⟩ : ∃ u : ℕ → R, StrictMono u ∧ (∀ n : ℕ, u n ∈ Ioo b a) ∧ Tendsto u atTop (𝓝 a) := exists_seq_strictMono_tendsto' hb replace u_lt_a n : u n ...
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/- Copyright (c) 2022 Martin Zinkevich. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Martin Zinkevich -/ module public import Mathlib.MeasureTheory.Measure.Typeclasses.Finite /-! # Subtraction of measures In this file we define `μ - ν` to be the least measure `τ` ...
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/- Copyright (c) 2026 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Measure.Typeclasses.Finite public import Mathlib.MeasureTheory.SetSemiring import Mathlib.Topology.MetricSpace.Lipsc...
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/- Copyright (c) 2025 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Measure.Typeclasses.Probability public import Mathlib.MeasureTheory.Measure.Typeclasses.SFinite /-! # Measures as r...
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/- Copyright (c) 2021 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Covering.Differentiation /-! # Besicovitch covering theorems The topological Besicovitch covering theorem ensures ...
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simp only [s, exists_prop, mem_iUnion, mem_ball, mem_singleton_iff, biUnion_and', exists_eq_left, iUnion_exists, exists_and_left] exact ⟨⟨p.color a, p.color_lt ha.1 hN⟩, a, rfl, ha⟩ /-! ### The measurable Besicovitch covering theorem -/ open scoped NNReal variable [SecondCountableTopology α] [MeasurableSp...
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· -- the sets in the first step have measure at most `μ s + ε / 2` have A : (∑' x : t0, μ (closedBall x (r x))) ≤ μ s + ε / 2 := calc (∑' x : t0, μ (closedBall x (r x))) = ∑' x : t0, μ (closedBall x (r0 x)) := by congr 1; ext x; rw [r_t0 x x.2] _ = μ (⋃ x : t0, closedBall x (r0 x)) :...
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/- Copyright (c) 2022 Oliver Nash. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Oliver Nash -/ module public import Mathlib.MeasureTheory.Covering.DensityTheorem /-! # Liminf, limsup, and uniformly locally doubling measures. This file is a place to collect lemmas ...
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/- Copyright (c) 2021 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic public import Mathlib.MeasureTheory.Covering.VitaliFamily public import Mathlib.Data....
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nonempty_interior _ _ ha := ha.2.1 nontrivial x ε εpos := by obtain ⟨r, μr, rpos, rε⟩ : ∃ r, μ (closedBall x (3 * r)) ≤ C * μ (closedBall x r) ∧ r ∈ Ioc (0 : ℝ) ε := ((h x).and_eventually (Ioc_mem_nhdsGT εpos)).exists refine ⟨closedBall x r, ⟨isClosed_closedBall, ?_, ⟨r, Subset.rfl, μr⟩⟩, by gco...
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/- Copyright (c) 2021 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Covering.VitaliFamily public import Mathlib.MeasureTheory.Function.AEMeasurableOrder public import Mathlib.MeasureTh...
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have I : ∀ᶠ b : Set α in v.filterAt x, ρ b / μ b < p := (tendsto_order.1 hx.2).2 _ (h hx.1) apply I.frequently.mono fun a ha => ?_ rw [coe_nnreal_smul_apply] refine (ENNReal.div_le_iff_le_mul ?_ (Or.inr (bot_le.trans_lt ha).ne')).1 ha.le simp only [ENNReal.coe_ne_top, Ne, or_true, not_false_iff] /-- If, for al...
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filter_upwards [h'x, v.eventually_measure_lt_top x, v.eventually_filterAt_integrableOn x hf] with a ha h'a h''a nth_rw 1 [← setAverage_const ha.ne' h'a.ne (f x)] simp_rw [setAverage_eq'] rw [← integral_sub] · exact norm_integral_le_integral_norm _ · exact (integrable_inv_smul_measure ha.ne' h'a.ne).2 h''a...
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/- Copyright (c) 2022 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Covering.DensityTheorem public import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar /-! # Covering theorems for Leb...
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/- Copyright (c) 2021 Sébastien Gouëzel. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar public import Mathlib.MeasureTheory.Covering.Besicovitch public import Mathlib.Tactic.Adapta...