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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.AbsolutelyContinuous /-! # Vitali families On a metric space `X` with a measure `μ`, consider for each `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.Measure.Doubling public import Mathlib.MeasureTheory.Covering.Vitali public import Mathlib.MeasureTheory.Covering.Differentiatio...
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/- Copyright (c) 2023 Xavier Roblot. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Xavier Roblot -/ module public import Mathlib.Analysis.SpecialFunctions.PolarCoord public import Mathlib.Analysis.SpecialFunctions.Gamma.Basic /-! # Integrals involving the Gamma func...
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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: Zhouhang Zhou, Yury Kudryashov, Sébastien Gouëzel, Rémy Degenne -/ module public import Mathlib.MeasureTheory.Function.SimpleFuncDenseLp /-! # Additivity on measurable sets with finite...
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simp only [coe_piecewise, piecewise_eq_indicator, coe_const, Function.const_zero, piecewise_eq_indicator] rw [indicator_preimage, ← Function.const_def, preimage_const_of_mem] swap; · exact Set.mem_singleton x rw [← Function.const_zero, ← Function.const_def, preimage_const_of_notMem] swap; · rw [Set.mem_sing...
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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: Zhouhang Zhou, Yury Kudryashov -/ module public import Mathlib.MeasureTheory.Function.L1Space.Integrable public import Mathlib.MeasureTheory.Function.LpSpace.Indicator /-! # Functions ...
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(hf : IntegrableAtFilter f l μ) (hg : IntegrableAtFilter g l μ) : IntegrableAtFilter (f + g) l μ := by rcases hf with ⟨s, sl, hs⟩ rcases hg with ⟨t, tl, ht⟩ refine ⟨s ∩ t, inter_mem sl tl, ?_⟩ exact (hs.mono_set inter_subset_left).add (ht.mono_set inter_subset_right) protected theorem IntegrableAtFilter.ne...
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/- Copyright (c) 2022 David Loeffler. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: David Loeffler -/ module public import Mathlib.MeasureTheory.Integral.Asymptotics public import Mathlib.MeasureTheory.Integral.IntervalIntegral.Basic public import Mathlib.MeasureTheo...
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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.Integral.Bochner.Basic public import Mathlib.Topology.ContinuousMap.Bounded.Normed public import Mathlib.Topology.Algebra.Orde...
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/- Copyright (c) 2025 Stefan Kebekus. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Stefan Kebekus -/ module public import Mathlib.MeasureTheory.Integral.CircleIntegral public import Mathlib.MeasureTheory.Integral.IntervalAverage public import Mathlib.MeasureTheory.I...
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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.Integral.Bochner.Set public import Mathlib.Topology.UrysohnsLemma /-! # Integrals of continuous functions with resp...
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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.Constructions.BorelSpace.Metrizable public import Mathlib.MeasureTheory.Integral.Lebesgue.DominatedConvergence /-! # Results ...
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/- Copyright (c) 2024 Lawrence Wu. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Lawrence Wu -/ module public import Mathlib.MeasureTheory.Group.Measure public import Mathlib.MeasureTheory.Integral.Bochner.ContinuousLinearMap /-! # Bounding of integrals by asymptoti...
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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.Measure.WithDensity public import Mathlib.Analysis.Normed.Module.Basic /-! # A lemma about measurability with densi...
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/- Copyright (c) 2022 Cuma Kökmen. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Cuma Kökmen, Yury Kudryashov -/ module public import Mathlib.MeasureTheory.Integral.CircleIntegral public import Mathlib.MeasureTheory.Integral.Prod public import Mathlib.Order.Fin.Tuple...
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/- Copyright (c) 2022 Chris Birkbeck. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Chris Birkbeck -/ module public import Mathlib.Data.Complex.Basic public import Mathlib.MeasureTheory.Integral.CircleIntegral /-! # Circle integral transform In this file we define ...
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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, Yaël Dillies, Louis (Yiyang) Liu -/ module public import Mathlib.MeasureTheory.Integral.Bochner.ContinuousLinearMap /-! # Integral average of a function In this fi...
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/-- **First moment method**. The maximum of an integrable function is greater than its mean. -/ theorem exists_setAverage_le (hμ : μ s ≠ 0) (hμ₁ : μ s ≠ ∞) (hf : IntegrableOn f s μ) : ∃ x ∈ s, ⨍ a in s, f a ∂μ ≤ f x := let ⟨x, hx, h⟩ := nonempty_of_measure_ne_zero (measure_setAverage_le_pos hμ hμ₁ hf).ne' ⟨x, h...
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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, Patrick Massot, Louis (Yiyang) Liu -/ module public import Mathlib.MeasureTheory.Integral.IntervalIntegral.Basic public import Mathlib.MeasureTheory.Mea...
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· have : ∀ x ∈ Icc a b, ∫ t in Ioc a x, f t ∂μ = ∫ t in a..x, f t ∂μ := by intro x x_in simp_rw [integral_of_le x_in.1] rw [continuousOn_congr this] intro x₀ _ refine continuousWithinAt_primitive (measure_singleton x₀) ?_ simp only [intervalIntegrable_iff_integrableOn_Ioc_of_le, max_eq_right...
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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.Function.LpSeminorm.Prod public import Mathlib.MeasureTheory.Integral.DominatedConvergence public import Mathlib.Measu...
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/-- Symmetric version of **Fubini's Theorem**: For integrable functions on `α × β`, the Bochner integral of `f` is equal to the iterated Bochner integral. This version has the integrals on the right-hand side in the other order. -/ theorem integral_prod_symm (f : α × β → E) (hf : Integrable f (μ.prod ν)) : ∫ z,...
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/- Copyright (c) 2023 Xavier Roblot. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Xavier Roblot -/ module public import Mathlib.MeasureTheory.Integral.Prod /-! # Integration with respect to a finite product of measures On a finite product of measure spaces, we sho...
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/- Copyright (c) 2025 Yongxi Lin. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yongxi Lin, Thomas Zhu -/ module public import Mathlib.MeasureTheory.Function.LocallyIntegrable public import Mathlib.MeasureTheory.Integral.Bochner.Basic public import Mathlib.Topology.C...
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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, Louis (Yiyang) Liu -/ module public import Mathlib.MeasureTheory.Integral.Average public import Mathlib.MeasureTheory.Integral.IntervalIntegral.Basic /-! # Integral...
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/- Copyright (c) 2020 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.MeanInequalities public import Mathlib.Analysis.MeanInequalitiesPow public import Mathlib.MeasureTheory.Function.SpecialFunctions.B...
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/- Copyright (c) 2021 Anatole Dedecker. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Anatole Dedecker, Bhavik Mehta -/ module public import Mathlib.Analysis.Calculus.Deriv.Support public import Mathlib.Analysis.SpecialFunctions.Pow.Deriv public import Mathlib.Measur...
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theorem AECover.integral_eq_of_tendsto [l.NeBot] [l.IsCountablyGenerated] {φ : ι → Set α} (hφ : AECover μ l φ) {f : α → E} (I : E) (hfi : Integrable f μ) (h : Tendsto (fun n => ∫ x in φ n, f x ∂μ) l (𝓝 I)) : ∫ x, f x ∂μ = I := tendsto_nhds_unique (hφ.integral_tendsto_of_countably_generated hfi) h theorem AE...
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theorem integral_Iic_of_hasDerivAt_of_tendsto' (hderiv : ∀ x ∈ Iic a, HasDerivAt f (f' x) x) (f'int : IntegrableOn f' (Iic a)) (hf : Tendsto f atBot (𝓝 m)) : ∫ x in Iic a, f' x = f a - m := by refine integral_Iic_of_hasDerivAt_of_tendsto ?_ (fun x hx => hderiv x hx.out.le) f'int hf exact (hderiv a self...
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/- Copyright (c) 2023 Floris van Doorn. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Floris van Doorn, Heather Macbeth -/ module public import Mathlib.MeasureTheory.Constructions.Pi /-! # Marginals of multivariate functions In this file, we define a convenient way...
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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.Analytic.IsolatedZeros public import Mathlib.Analysis.SpecialFunctions.Complex.CircleMap public import Mathlib.Analysis.Speci...
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(h : ∀ z ∈ sphere c R, HasDerivWithinAt f (f' z) (sphere c R) z) : (∮ z in C(c, R), f' z) = 0 := integral_eq_zero_of_hasDerivWithinAt' <| (abs_of_nonneg hR).symm ▸ h /-- If `n < 0` and `|w - c| = |R|`, then `(z - w) ^ n` is not circle integrable on the circle with center `c` and radius `|R|`, so the integral `∮ z in...
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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.IntervalIntegral.Basic /-! # The layer cake formula / Cavalieri's principle / tail probability formula In this file...
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Roughly speaking, the statement is: `∫⁻ (G ∘ f) ∂μ = ∫⁻ t in 0..∞, g(t) * μ {ω | f(ω) > t}`. See `lintegral_comp_eq_lintegral_meas_le_mul` for a version with sets of the form `{ω | f(ω) ≥ t}` instead. -/ theorem lintegral_comp_eq_lintegral_meas_lt_mul (μ : Measure α) (f_nn : 0 ≤ᵐ[μ] f) (f_mble : AEMeasurable f μ) ...
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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: Zhouhang Zhou, Yury Kudryashov, Sébastien Gouëzel, Rémy Degenne -/ module public import Mathlib.MeasureTheory.Integral.FinMeasAdditive public import Mathlib.Analysis.Normed.Operator.Ext...
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exact setToL1S_indicatorConst (fun s => hT.eq_zero_of_measure_zero) hT.1 hs hμs x theorem setToL1_indicatorConstLp (hT : DominatedFinMeasAdditive μ T C) {s : Set α} (hs : MeasurableSet s) (hμs : μ s ≠ ∞) (x : E) : setToL1 hT (indicatorConstLp 1 hs hμs x) = T s x := by rw [← Lp.simpleFunc.coe_indicatorConst h...
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(f : α → E) : setToFun μ T hT f = setToFun (c • μ) T hT_smul f := by by_cases hc0 : c = 0 · simp [hc0] at hT_smul have h : ∀ s, MeasurableSet s → μ s < ∞ → T s = 0 := fun s hs _ => hT_smul.eq_zero hs rw [setToFun_zero_left' _ h, setToFun_measure_zero] simp [hc0] refine setToFun_congr_measure c⁻¹ c ?_ ...
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/- Copyright (c) 2025 Louis (Yiyang) Liu. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Louis (Yiyang) Liu -/ module public import Mathlib.MeasureTheory.Integral.Average /-! # First mean value theorem for set integrals We prove versions of the first mean value theo...
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/- Copyright (c) 2023 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.Integral.IntegralEqImproper /-! # Integrals against peak functions A sequence of peak functions is a sequence of f...
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exact (aecover_closedBall tendsto_id).integral_tendsto_of_countably_generated I apply this.congr' filter_upwards [Ioi_mem_atTop 0] with c (hc : 0 < c) rw [integral_const_mul, setIntegral_comp_smul_of_pos _ _ _ hc, smul_eq_mul, ← mul_assoc, mul_inv_cancel₀ (by positivity), _root_.smul_closedBall _ _ ze...
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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.BoxIntegral.DivergenceTheorem public import Mathlib.Analysis.BoxIntegral.Integrability public import Mathlib.Analysis.Calculu...
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let e : (ℝ × ℝ) ≃L[ℝ] ℝ² := (ContinuousLinearEquiv.finTwoArrow ℝ ℝ).symm calc (∫ x in Icc a b, f' x (1, 0) + g' x (0, 1)) = ∑ i : Fin 2, ((∫ x in Icc (e a ∘ i.succAbove) (e b ∘ i.succAbove), ![f, g] i (e.symm <| i.insertNth (e b i) x)) - ∫ x in Icc (e a ∘ i.succAbove) (...
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/- Copyright (c) 2024 Xavier Roblot. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Xavier Roblot -/ module public import Mathlib.Algebra.Order.Group.PosPart public import Mathlib.MeasureTheory.Group.Arithmetic public import Mathlib.MeasureTheory.Order.Lattice /-! # ...
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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.Variation.Defs /-! # Properties of variation We prove basic properties of `variation` fo...
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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.Analysis.Normed.Group.InfiniteSum public import Mathlib.MeasureTheory.Measure.PreVariation /-! # Total variation for ...
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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.Decomposition.Hahn public import Mathlib.MeasureTheory.Measure.MutuallySingular public import Mathlib.Topology.Alg...
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/- Copyright (c) 2025 Loic Simon. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Loic Simon -/ module public import Mathlib.MeasureTheory.Measure.Decomposition.Hahn public import Mathlib.MeasureTheory.Measure.Sub public import Mathlib.MeasureTheory.VectorMeasure.Decom...
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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.Order.SymmDiff /-! # Hahn decomposition This file proves the Hahn decomposition theo...
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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, Thomas Zhu -/ module public import Mathlib.MeasureTheory.Measure.Decomposition.RadonNikodym public import Mathlib.MeasureTheory.VectorMeasure.Decomposition.Lebesgue /-! # R...
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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.Measure.Decomposition.Lebesgue public import Mathlib.MeasureTheory.Measure.Complex public import Mathlib.MeasureTheory.VectorMea...
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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.Analysis.Real.Cardinality public import Mathlib.MeasureTheory.Constructions.Polish.Basic /-! # A Polish Borel space is measurably equivalen...
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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.Constructions.Polish.Basic public import Mathlib.MeasureTheory.Function.StronglyMeasurable.Basic /-! # Results about stro...
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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, Felix Weilacher -/ module public import Mathlib.MeasureTheory.Constructions.BorelSpace.Metric public import Mathlib.MeasureTheory.Constructions.BorelSpace.Order ...
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complement is measurable. -/ theorem AnalyticSet.measurableSet_of_compl [T2Space α] [MeasurableSpace α] [OpensMeasurableSpace α] {s : Set α} (hs : AnalyticSet s) (hsc : AnalyticSet sᶜ) : MeasurableSet s := by rcases hs.measurablySeparable hsc disjoint_compl_right with ⟨u, hsu, hdu, hmu⟩ obtain rfl : s = u := hs...
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{f : ι → β → γ} (hf : ∀ i, Measurable (f i)) {g : β → γ} (hg : Measurable g) : MeasurableSet { x | Tendsto (fun n ↦ f n x) l (𝓝 (g x)) } := by letI := TopologicalSpace.pseudoMetrizableSpacePseudoMetric γ simp_rw [tendsto_iff_dist_tendsto_zero (f := fun n ↦ f n _)] exact measurableSet_tendsto (𝓝 0) (fun n ↦ ...
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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.Constructions.BorelSpace.Basic public import Mathlib.Topology.Order.WithTop /-! # Borel measurable space on `WithTop` For `ι...
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/- Copyright (c) 2020 Patrick Massot. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Patrick Massot -/ module public import Mathlib.Analysis.Normed.Operator.Bilinear public import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic public import Mathlib.Topology.Alge...
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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, Yury Kudryashov -/ module public import Mathlib.Analysis.Normed.Group.Continuity public import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic public import Mathl...
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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.Constructions.BorelSpace.Metric public import Mathlib.MeasureTheory.Constructions.BorelSpace.Real public import Mathli...
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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, Yury Kudryashov, Kexing Ying -/ module public import Mathlib.Topology.Semicontinuity.Basic public import Mathlib.MeasureTheory.Function.AEMeasurableSequence public imp...
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· rcases exists_countable_dense_bot_top α with ⟨s, hsc, hsd, -, hst⟩ have : DirectedOn (· ≤ ·) s := directedOn_iff_directed.2 (Subtype.mono_coe _).directed_le simp only [← biSup_measure_Iic hsc (hsd.exists_ge' hst) this, h] rw [← Iic_diff_Iic, measure_diff (Iic_subset_Iic.2 hlt.le) nullMeasurableSet_Iic, ...
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gives a way to compute the measure of a set in terms of sets on which a given function `f` does not fluctuate by more than `t`. -/ theorem measure_eq_measure_preimage_add_measure_tsum_Ico_zpow {α : Type*} {mα : MeasurableSpace α} (μ : Measure α) {f : α → ℝ≥0∞} (hf : Measurable f) {s : Set α} (hs : MeasurableSet s) ...
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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, Yury Kudryashov -/ module public import Mathlib.MeasureTheory.Group.Arithmetic public import Mathlib.Topology.GDelta.MetrizableSpace public import Mathlib.Topology.Ins...
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MeasurableInv γ := ⟨continuous_inv.measurable⟩ @[to_additive] instance (priority := 100) ContinuousConstSMul.toMeasurableConstSMul {M α} [TopologicalSpace α] [MeasurableSpace α] [BorelSpace α] [SMul M α] [ContinuousConstSMul M α] : MeasurableConstSMul M α where @[to_additive] instance (priority := 100) Contin...
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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 -/ module public import Mathlib.Analysis.Complex.Basic public import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic /-! # Equip `ℂ` with the Borel sigma-algebr...
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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, Yury Kudryashov -/ module public import Mathlib.MeasureTheory.Constructions.BorelSpace.Order public import Mathlib.MeasureTheory.MeasurableSpace.Prod public import Mat...
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⋃ i, sigma_finite_sets i ∩ norm_sets i = (⋃ i, sigma_finite_sets i) ∩ ⋃ i, norm_sets i := by refine Set.iUnion_inter_of_monotone (monotone_spanningSets μ) fun i j hij x => ?_ simp only [norm_sets, Set.mem_setOf_eq] refine fun hif => hif.trans ?_ exact mod_cast hij rw [this, norm_sets_spannin...
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/- Copyright (c) 2026 Yongxi Lin. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yongxi Lin, Thomas Zhu -/ module public import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator import Mathlib.Analysis.Convex.Approximation import Mathlib.Analysis.Convex...
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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.Function.ConditionalExpectation.CondexpL2 public import Mathlib.MeasureTheory.Measure.Real /-! # Conditional expectation in L...
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/- Copyright (c) 2022 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.Function.ConditionalExpectation.Basic /-! # Conditional expectation of indicator functions This file proves some results ab...
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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, Rémy Degenne, Kexing Ying -/ module public import Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic import Mathlib.MeasureTheory.Function.ConditionalExpectat...
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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.Function.ConditionalExpectation.CondexpL1 /-! # Conditional expectation We build the conditional expectation of an integrabl...
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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.Function.ConditionalExpectation.Basic public import Mathlib.MeasureTheory.Function.ConditionalLExpectation public import Mathl...
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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.Function.ConditionalExpectation.Basic public import Mathlib.MeasureTheory.Function.ConditionalLExpectation /-! # Results abo...
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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.Function.AEEqOfIntegral public import Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable /-! # Uniqueness of ...
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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.Function.LpSeminorm.Trim public import Mathlib.MeasureTheory.Function.StronglyMeasurable.Lp /-! # Functions a.e. measurable w...
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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.Projection.Basic public import Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique public import Mathlib...
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/- Copyright (c) 2022 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne, Kexing Ying -/ module public import Mathlib.MeasureTheory.Function.ConditionalExpectation.Indicator public import Mathlib.MeasureTheory.Function.UniformIntegrable public i...
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/- Copyright (c) 2022 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.Function.SimpleFuncDenseLp public import Mathlib.MeasureTheory.Function.StronglyMeasurable.Lemmas /-! # Finitely strongly mea...
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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, Sébastien Gouëzel -/ module public import Mathlib.Analysis.Normed.Operator.BoundedLinearMaps public import Mathlib.Dynamics.Ergodic.MeasurePreserving public import Mathlib...
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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.Function.StronglyMeasurable.AEStronglyMeasurable public import Mathlib.MeasureTheory.Integral.Lebesgue.Add /-! # Finitely str...
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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, Sébastien Gouëzel -/ module public import Mathlib.Analysis.InnerProductSpace.Continuous public import Mathlib.MeasureTheory.Function.StronglyMeasurable.AEStronglyMeasurabl...
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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, Sébastien Gouëzel -/ module public import Mathlib.Analysis.Normed.Module.Basic public import Mathlib.MeasureTheory.Function.SimpleFuncDense /-! # Strongly measurable and ...
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variable [Group G] [MulAction G β] [ContinuousConstSMul G β] variable [GroupWithZero G₀] [MulAction G₀ β] [ContinuousConstSMul G₀ β] theorem _root_.stronglyMeasurable_const_smul_iff {m : MeasurableSpace α} (c : G) : (StronglyMeasurable fun x => c • f x) ↔ StronglyMeasurable f := ⟨fun h => by simpa only [inv_smul...
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Set.inter_union_distrib_left, Set.inter_comm (g_seq_s n ⁻¹' {x})] refine MeasurableSet.union (hs _ (hs_m.inter ?_)) ?_ · exact @SimpleFunc.measurableSet_fiber _ _ m _ _ by_cases hx : x = 0 · suffices g_seq_s n ⁻¹' {x} ∩ sᶜ = sᶜ by rw [this] exact hs_m₂.compl ...
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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, Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Function.StronglyMeasurable.Basic /-! # Strongly measurable and finitely strongly measurable functions A ...
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change (hf.mk f x < hg.mk g x) = (f x < g x) simp only [hfx, hgx] theorem nullMeasurableSet_le [Preorder β] [OrderClosedTopology β] [PseudoMetrizableSpace β] {f g : α → β} (hf : AEStronglyMeasurable f μ) (hg : AEStronglyMeasurable g μ) : NullMeasurableSet { a | f a ≤ g a } μ := by apply (hf.stronglyMea...
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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 -/ module public import Mathlib.MeasureTheory.Function.L1Space.Integrable /-! # `L¹` space In this file we establish an API between `Integrable` and the space `L¹` of e...
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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 -/ module public import Mathlib.Analysis.Normed.Order.Lattice public import Mathlib.MeasureTheory.Function.StronglyMeasurable.AEStronglyMeasurable public import Mathlib.M...
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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 -/ module public import Mathlib.MeasureTheory.Function.L1Space.HasFiniteIntegral public import Mathlib.MeasureTheory.Function.LpOrder public import Mathlib.MeasureTheory....
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exact hf.sup hg @[fun_prop] theorem Integrable.abs {β} [NormedAddCommGroup β] [Lattice β] [HasSolidNorm β] [IsOrderedAddMonoid β] {f : α → β} (hf : Integrable f μ) : Integrable (fun a => |f a|) μ := by rw [← memLp_one_iff_integrable] at hf ⊢ exact hf.abs -- TODO: generalise the following lemmas to eno...
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theorem Integrable.im (hf : Integrable f μ) : Integrable (fun x => RCLike.im (f x)) μ := by rw [← memLp_one_iff_integrable] at hf ⊢ exact hf.im end RCLike section Trim variable {H : Type*} [NormedAddCommGroup H] {m0 : MeasurableSpace α} {μ' : Measure α} {f : α → H} theorem Integrable.trim (hm : m ≤ m0) (hf_int ...
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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 -/ module public import Mathlib.Analysis.RCLike.Lemmas public import Mathlib.MeasureTheory.Constructions.BorelSpace.Complex /-! # Measurability of the basic `RCLike`...
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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 -/ module public import Mathlib.Analysis.SpecialFunctions.Trigonometric.Arctan public import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic /-! # Measurability...
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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 -/ module public import Mathlib.Analysis.InnerProductSpace.Continuous public import Mathlib.MeasureTheory.Constructions.BorelSpace.Complex /-! # Measurability of sca...
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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 -/ module public import Mathlib.Analysis.SpecialFunctions.Pow.NNReal public import Mathlib.MeasureTheory.Constructions.BorelSpace.Complex public import Mathlib.Measur...
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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.Trigonometric.Sinc public import Mathlib.MeasureTheory.Function.SpecialFunctions.Basic public import Mathlib.Measu...
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/- Copyright (c) 2020 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne, Sébastien Gouëzel -/ module public import Mathlib.Analysis.SpecialFunctions.Pow.Continuity public import Mathlib.MeasureTheory.Function.LpSpace.Basic /-! # `Lp` is a comp...
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/- Copyright (c) 2020 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne, Sébastien Gouëzel -/ module public import Mathlib.Analysis.SpecialFunctions.Pow.Continuity public import Mathlib.MeasureTheory.Function.LpSpace.Basic public import Mathlib...
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/- Copyright (c) 2020 Rémy Degenne. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Rémy Degenne, Sébastien Gouëzel -/ module public import Mathlib.Analysis.Normed.Operator.NNNorm public import Mathlib.MeasureTheory.Function.LpSeminorm.ChebyshevMarkov public import Mat...