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compMeasurePreserving f^[n] (MeasurePreserving.iterate hf n) := by funext induction n with | zero => simp | succ n h => nth_rewrite 1 [add_comm n 1] simp [Function.iterate_add, h, compMeasurePreserving_comp (hf.iterate n) hf] variable (𝕜 : Type*) [NormedRing 𝕜] [Module 𝕜 E] [IsBoundedSMul 𝕜 E] /--...
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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.MeasureTheory.Function.SimpleFuncDenseLp public import Mathlib.MeasureTheory.Measure.ContinuousPreimage /-! # Continuity of `MeasureT...
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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.NormedSpace public import Mathlib.MeasureTheory.Function.LpSpace.Basic public import Mathlib.Mea...
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/- Copyright (c) 2023 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.Function.AEEqFun public import Mathlib.MeasureTheory.Group.Action public import Mathlib.GroupTheory.GroupAction.DomAct.B...
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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.Basic /-! # Lp seminorm with respect to trimmed measure In this file we prove basic properties of the Lp...
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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.MeasureTheory.Function.LpSeminorm.Monotonicity /-! # Scalar multiplication on ℒp space -/ public noncomputable section ...
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/- Copyright (c) 2026 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.Indicator /-! # `L^p`-seminorms on `count` and `dirac` -/ @[expose] public section open Measure...
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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.MeasureTheory.Function.LpSeminorm.Basic public import Mathlib.Analysis.Normed.Group.Indicator public import Mathlib.Measu...
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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.LpSeminorm.Basic public import Mathlib.MeasureTheory.Measure.Prod /-! # ℒp spaces and products -/ public section ...
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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.MeasureTheory.Function.LpSeminorm.Basic /-! # Monotonicity and ℒp seminorms -/ public noncomputable section open Topol...
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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.Data.Fintype.Order public import Mathlib.MeasureTheory.Function.AEEqFun public import Mathlib.MeasureTheory.Function.LpSe...
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(memLp_const C).of_le hf (hfC.mono fun _x hx => le_trans hx (le_abs_self _)) theorem memLp_of_bounded [IsFiniteMeasure μ] {a b : ℝ} {f : α → ℝ} (h : ∀ᵐ x ∂μ, f x ∈ Set.Icc a b) (hX : AEStronglyMeasurable f μ) (p : ENNReal) : MemLp f p μ := have ha : ∀ᵐ x ∂μ, a ≤ f x := h.mono fun ω h => h.1 have hb : ∀ᵐ x ...
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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.LpSeminorm.Basic /-! # Chebyshev-Markov inequality in terms of Lp seminorms In this file we formulate several version...
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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.NNReal public import Mathlib.MeasureTheory.Function.EssSup public import Mathlib.MeasureThe...
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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, Eric Wieser -/ module public import Mathlib.Data.ENNReal.Holder public import Mathlib.MeasureTheory.Function.LpSeminorm.Indicator public import Mathlib.MeasureTheory.Funct...
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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.Basic public import Mathlib.MeasureTheory.Integral.MeanInequalities /-! # Triangle inequality for `Lp`-se...
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/- Copyright (c) 2024 Yaël Dillies. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yaël Dillies -/ module public import Mathlib.MeasureTheory.Integral.Bochner.Basic import Mathlib.Analysis.RCLike.Lemmas import Mathlib.Tactic.Positivity.Finset /-! # Real-valued Lᵖ no...
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/- Copyright (c) 2023 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.Function.AEEqFun.DomAct public import Mathlib.MeasureTheory.Function.LpSpace.Indicator /-! # Action of `Mᵈᵐᵃ` on `Lᵖ` s...
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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.MeasureTheory.Function.LpSpace.DomAct.Basic public import Mathlib.MeasureTheory.Function.LpSpace.ContinuousCompMeasurePreserving publi...
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/- Copyright (c) 2025 Kevin Buzzard. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Kevin Buzzard -/ module public import Mathlib.MeasureTheory.Measure.Haar.Unique /-! # Scaling Haar measure by a continuous isomorphism If `G` is a locally compact topological group a...
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/- Copyright (c) 2025 Thomas Browning. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Thomas Browning -/ module public import Mathlib.Analysis.InnerProductSpace.Basic public import Mathlib.MeasureTheory.Group.Integral public import Mathlib.MeasureTheory.Integral.Riesz...
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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.Content public import Mathlib.MeasureTheory.Group.Prod public import Mathlib.Topology.Algebra.Group.Compact /...
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(haarContent_outerMeasure_self_pos K₀).trans_le (OuterMeasure.mono _ subset_closure) end haar open haar /-! ### The Haar measure -/ variable [TopologicalSpace G] [IsTopologicalGroup G] [MeasurableSpace G] [BorelSpace G] /-- The Haar measure on the locally compact group `G`, scaled so that `haarMeasure K₀ K₀ = 1`. ...
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/- Copyright (c) 2022 Alex Kontorovich and Heather Macbeth. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Alex Kontorovich, Heather Macbeth -/ module public import Mathlib.Algebra.Group.Opposite public import Mathlib.MeasureTheory.Constructions.Polish.Basic public im...
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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.Function.LocallyIntegrable public import Mathlib.MeasureTheory.Group.Integral public import Mathlib.MeasureTheory.In...
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See `measure_isMulInvariant_eq_smul_of_isCompact_closure_of_measurableSet`. Finally, if `s` has compact closure but is not measurable, its measure is the infimum of the measures of its measurable supersets, and even of those contained in `closure s`. As `μ` and `μ'` coincide on these supersets, this yields `μ s = μ' s...
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@[to_additive isAddLeftInvariant_eq_smul_of_regular] lemma isMulLeftInvariant_eq_smul_of_regular [LocallyCompactSpace G] (μ' μ : Measure G) [IsHaarMeasure μ] [IsFiniteMeasureOnCompacts μ'] [IsMulLeftInvariant μ'] [Regular μ] [Regular μ'] : μ' = haarScalarFactor μ' μ • μ := by have A : ∀ U, IsOpen U → μ' U...
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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, Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Measure.Haar.InnerProductSpace public import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar public i...
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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.Haar.Basic public import Mathlib.Analysis.InnerProductSpace.PiL2 /-! # Additive Haar measure constructed fr...
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/- Copyright (c) 2024 Andrew Yang, Yaël Dillies, Javier López-Contreras. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Andrew Yang, Yaël Dillies, Javier López-Contreras -/ module public import Mathlib.MeasureTheory.Measure.Haar.Unique /-! # The distributive characte...
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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.Measure.Haar.Basic public import Mathlib.Analysis.Normed.Module.FiniteDimension public import Mathlib.MeasureTheory....
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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.Analysis.InnerProductSpace.Orientation public import Mathlib.Analysis.InnerProductSpace.ProdL2 public import Mathlib.MeasureTheory...
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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, Sébastien Gouëzel, Yury Kudryashov -/ module public import Mathlib.MeasureTheory.Integral.Bochner.Set public import Mathlib.MeasureTheory.Measure.Lebesgue.Basic public...
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/- Copyright (c) 2021 Floris van Doorn. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Floris van Doorn, Sébastien Gouëzel -/ module public import Mathlib.LinearAlgebra.FiniteDimensional.Lemmas public import Mathlib.MeasureTheory.Constructions.BorelSpace.Metric public...
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μ.real (closedBall x r) = r ^ finrank ℝ E * μ.real (closedBall 0 1) := by simp only [measureReal_def, addHaar_closedBall' μ x hr, ENNReal.toReal_mul, mul_eq_mul_right_iff, ENNReal.toReal_ofReal_eq_iff] left positivity theorem addHaar_unitClosedBall_eq_addHaar_unitBall : μ (closedBall (0 : E) 1) = μ (ball...
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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, Sébastien Gouëzel, Yury Kudryashov -/ module public import Mathlib.Dynamics.Ergodic.MeasurePreserving public import Mathlib.LinearAlgebra.Determinant public import Mat...
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volume_regionBetween_eq_lintegral' hf.measurable_mk hg.measurable_mk hs] convert h₂ using 1 · rw [Measure.restrict_prod_eq_prod_univ] exact (Measure.restrict_eq_self _ (regionBetween_subset f g s)).symm · rw [Measure.restrict_prod_eq_prod_univ] exact (Measure.restrict_eq_self _ (regionBetw...
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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.Gaussian.GaussianIntegral public import Mathlib.LinearAlgebra.Complex.FiniteDimensional public import Mathlib.Me...
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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.Measure.Haar.InnerProductSpace public import Mathlib.MeasureTheory.Constructions.BorelSpace.Complex /-! # Lebesgue meas...
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/- Copyright (c) 2024 Thomas Zhu. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Thomas Zhu, Etienne Marion -/ module public import Mathlib.Analysis.Calculus.Taylor public import Mathlib.MeasureTheory.Measure.CharacteristicFunction.Basic import Mathlib.Analysis.Fouri...
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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, Rémy Degenne, Thomas Zhu -/ module public import Mathlib.Analysis.Fourier.BoundedContinuousFunctionChar public import Mathlib.Analysis.Fourier.FourierTransform public im...
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[∀ i, NormedAddCommGroup (E i)] [∀ i, NormedSpace ℝ (E i)] {mE : ∀ i, MeasurableSpace (E i)} [∀ i, BorelSpace (E i)] [∀ i, SecondCountableTopology (E i)] [∀ i, CompleteSpace (E i)] {μ : (i : ι) → Measure (E i)} {ν : Measure (Π i, E i)} [∀ i, IsFiniteMeasure (μ i)] [IsFiniteMeasure ν] : (∀ L, charFunDual...
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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.Restrict /-! # Classes for finite measures We introduce the following typeclasses for measures: ...
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(measure_union_le _ _).trans_lt <| ENNReal.add_lt_top.2 ⟨hU, hV⟩⟩ · intro x hx rcases (hμ x hx).exists_mem_basis (nhds_basis_opens _) with ⟨U, ⟨hx, hUo⟩, hU⟩ exact ⟨U, nhdsWithin_le_nhds (hUo.mem_nhds hx), U, Subset.rfl, hUo, hU⟩ /-- If `s` is a compact set and `μ` is a locally finite measure, then `s` admit...
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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.Restrict public import Mathlib.Topology.DiscreteSubset /-! # Measures having no atoms A 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 -/ module public import Mathlib.MeasureTheory.Measure.Typeclasses.Finite public import Mathlib.Topology.UnitInterval /-! # Classes for probability 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.Typeclasses.Finite /-! # Classes for s-finite measures We introduce the following typeclasses fo...
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measure_toMeasurable_inter_of_sum hs (fun _ ↦ measure_ne_top _ t) (sum_sfiniteSeq μ).symm @[simp] theorem restrict_toMeasurable_of_sFinite [SFinite μ] (s : Set α) : μ.restrict (toMeasurable μ s) = μ.restrict s := ext fun t ht => by rw [restrict_apply ht, inter_comm t, measure_toMeasurable_inter_of_sFinite ht...
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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, Loic Simon -/ module public import Mathlib.MeasureTheory.Measure.Typeclasses.Finite /-! # Unsigned Hahn decomposition theorem This file proves the unsigned version o...
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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, Rémy Degenne -/ module public import Mathlib.MeasureTheory.Integral.Bochner.ContinuousLinearMap public import Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue /-! # Rad...
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ENNReal.mul_inv_cancel, one_mul] · simp · simp [ha_lt_top.ne] lemma rnDeriv_div_rnDeriv_eq_div_rnDeriv_add {ξ : Measure α} [SigmaFinite μ] [SigmaFinite ν] [SigmaFinite ξ] (hμ : μ ≪ ξ) (hν : ν ≪ ξ) : (fun x ↦ μ.rnDeriv ξ x / ν.rnDeriv ξ x) =ᵐ[μ + ν] fun x ↦ μ.rnDeriv (μ + ν) x / ν.rnDeriv (μ + ν) ...
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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.Typeclasses.SFinite /-! # Method of exhaustion If `μ, ν` are two measures with `ν` s-finite, then there exists a set...
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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, Lorenzo Luccioli -/ module public import Mathlib.Analysis.Convex.Continuous public import Mathlib.Analysis.Convex.Integral public import Mathlib.MeasureTheory.Measure.Deco...
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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.Hahn public import Mathlib.MeasureTheory.Function.AEEqOfLIntegral public import Mathlib.MeasureTheory.Meas...
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measurable function such that `μ = s + fν`, then `f = μ.rnDeriv ν`. This theorem provides the uniqueness of the `rnDeriv` in the Lebesgue decomposition theorem, while `MeasureTheory.Measure.eq_singularPart` provides the uniqueness of the `singularPart`. Here, the uniqueness is given in terms of the measures, while the...
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refine (mutuallySingular_singularPart ..).add_right (.singularPart ?_ _) refine ⟨(s n)ᶜ, (hsm n).compl, ?_⟩ simp [hsm] -- Finally, the sum of all `ξ n` and measure `ν` with the density `∑' n, f n` -- is equal to `μ`, thus `(Measure.sum ξ, ∑' n, f n)` is a Lebesgue decomposition for `μ` and `ν`. have hadd ...
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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.Constructions.BorelSpace.Real public import Mathlib.MeasureTheory.Integral.Lebesgue.Basic /-! # Monotone ...
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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.Analysis.Normed.Group.Real public import Mathlib.MeasureTheory.Integral.Lebesgue.Basic /-! # Interactions between the L...
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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.Markov public import Mathlib.MeasureTheory.Integral.Lebesgue.Sub /-! # Dominated conver...
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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.Dynamics.Ergodic.MeasurePreserving public import Mathlib.MeasureTheory.Integral.Lebesgue.Add /-! # Behavior of the Lebe...
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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.Function.SimpleFunc public import Mathlib.Algebra.Order.Pi /-! # Lower Lebesgue integral for `ℝ≥0∞`-value...
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(lintegral_indicator_le _ _).trans (setLIntegral_const s c).le theorem lintegral_indicator_const₀ {s : Set α} (hs : NullMeasurableSet s μ) (c : ℝ≥0∞) : ∫⁻ a, s.indicator (fun _ => c) a ∂μ = c * μ s := by rw [lintegral_indicator₀ hs, setLIntegral_const] theorem lintegral_indicator_const {s : Set α} (hs : Measura...
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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.Add /-! # Markov's inequality The classical form of Markov's inequality states that fo...
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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.Add /-! # Subtraction of Lebesgue integrals In this file we first show that Lebesgue i...
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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.Map public import Mathlib.MeasureTheory.Integral.Lebesgue.Markov public import Mathlib.M...
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/- Copyright (c) 2022 Jesse Reimann. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jesse Reimann, Kalle Kytölä -/ module public import Mathlib.MeasureTheory.Measure.Content public import Mathlib.Topology.ContinuousMap.CompactlySupported public import Mathlib.Topology...
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/- Copyright (c) 2025 Yoh Tanimioto. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yoh Tanimoto -/ module public import Mathlib.MeasureTheory.Integral.RieszMarkovKakutani.Real /-! # Riesz–Markov–Kakutani representation theorem for `ℝ≥0` This file proves the Riesz-M...
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/- Copyright (c) 2024 Yoh Tanimoto. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yoh Tanimoto, Oliver Butterley -/ module public import Mathlib.MeasureTheory.Integral.Bochner.Set public import Mathlib.MeasureTheory.Integral.CompactlySupported public import Mathlib.M...
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simp only [map_comap_subtype_coe hK.measurableSet, μ', Measure.restrict_eq_self_of_ae_mem h] · rw [integral_map (φ := Subtype.val) (by fun_prop) (by fun_prop)] simp end Compact end RealRMK
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/- Copyright (c) 2025 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.Calculus.Deriv.Prod public import Mathlib.Analysis.Calculus.DiffContOnCl public import Mathlib.Analysis.Calculus.FDeriv.Symme...
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/- Copyright (c) 2025 Yury Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury Kudryashov -/ module public import Mathlib.Algebra.Order.Field.Pointwise public import Mathlib.Analysis.Calculus.ContDiff.Deriv public import Mathlib.Analysis.Calculus.Deriv.Aff...
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(by simpa only [nhdsWithin_univ, continuousWithinAt_univ]) (mem_univ _) |>.hasFDerivAt_of_univ /-- The integral of `ω` along `[a -[ℝ] b]`, as a function of `b`, has derivative `ω a` at `b = a`. This is a `HasFDerivAt` version assuming that `ω` is continuous on the whole space. -/ theorem HasFDerivAt.curveIntegral_segm...
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/- Copyright (c) 2025 Yury G. Kudryashov. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yury G. Kudryashov -/ module public import Mathlib.Analysis.Calculus.Deriv.Basic public import Mathlib.Analysis.Calculus.DiffContOnCl public import Mathlib.MeasureTheory.Integral....
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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.Calculus.Deriv.Slope public import Mathlib.MeasureTheory.Covering.OneDim public import Mathlib.MeasureTheory.Integral.IntervalIntegra...
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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, Patrick Massot, Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Function.JacobianOneDim public import Mathlib.MeasureTheory.Integral.IntervalIntegral...
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(hg' : Continuous g') : (∫ x in a..b, f' x • (g' ∘ f) x) = (g ∘ f) b - (g ∘ f) a := integral_eq_sub_of_hasDerivAt (fun x hx ↦ (hg x hx).scomp x <| hf x hx) (hf'.smul (hg'.comp_continuousOn <| HasDerivAt.continuousOn hf)).intervalIntegrable @[deprecated (since := "2026-03-19")] alias integral_deriv_comp_smul_deri...
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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.ContDiff.Deriv public import Mathlib.MeasureTheory.Integral.IntervalIntegral.FundThmCalculus /-! # Fundamental ...
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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, Patrick Massot, Sébastien Gouëzel -/ module public import Mathlib.MeasureTheory.Integral.Bochner.ContinuousLinearMap public import Mathlib.MeasureTheory.Measure.Lebe...
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/-- An even function is interval integrable (with respect to the volume measure) on every interval if it is interval integrable (with respect to the volume measure) on every interval of the form `0..x`, for positive `x`. -/ theorem intervalIntegrable_of_even (h₁f : ∀ x, f x = f (-x)) (h₂f : ∀ x, 0 < x → IntervalInt...
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sub_eq_of_eq_add' <| Eq.symm <| integral_add_adjacent_intervals hac (hac.symm.trans hab) theorem integral_interval_add_interval_comm (hab : IntervalIntegrable f μ a b) (hcd : IntervalIntegrable f μ c d) (hac : IntervalIntegrable f μ a c) : ((∫ x in a..b, f x ∂μ) + ∫ x in c..d, f x ∂μ) = (∫ x in a..d, f x...
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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.LinearAlgebra.AffineSpace.Slope public import Mathlib.MeasureTheory.Integral.IntervalIntegral.Basic /-! # Some properties of the interval 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, Patrick Massot, Sébastien Gouëzel -/ module public import Mathlib.Analysis.Calculus.Deriv.Add public import Mathlib.Analysis.Calculus.Deriv.Comp public import Mathli...
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{f : ℝ → E} {c ca cb : E} {l l' la la' lb lb' : Filter ℝ} {lt : Filter ι} {a b : ℝ} {u v ua ub va vb : ι → ℝ} [FTCFilter a la la'] [FTCFilter b lb lb'] /-! #### Auxiliary `Asymptotics.IsLittleO` statements In this section we prove several lemmas that can be interpreted as strict differentiability of `(u, v) ↦ ∫ x i...
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(resp., left) derivative of `u ↦ ∫ x in a..u, f x` at `b` equals `c`. -/ theorem derivWithin_integral_of_tendsto_ae_right (hf : IntervalIntegrable f volume a b) {s t : Set ℝ} [FTCFilter b (𝓝[s] b) (𝓝[t] b)] (hmeas : StronglyMeasurableAtFilter f (𝓝[t] b)) (hb : Tendsto f (𝓝[t] b ⊓ ae volume) (𝓝 c)) (hs ...
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(hderiv : ∀ x ∈ Ioo (min a b) (max a b), HasDerivAt g (g' x) x) (hpos : ∀ x ∈ Ioo (min a b) (max a b), 0 ≤ g' x) : IntervalIntegrable g' volume a b := by rcases le_total a b with hab | hab · simp only [uIcc_of_le, min_eq_left, max_eq_right, IntervalIntegrable, hab, Ioc_eq_empty_of_le, integrableOn_empty, ...
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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.Algebra.BigOperators.Group.Finset.Gaps public import Mathlib.Analysis.Calculus.Deriv.Mul public import Mathlib.MeasureTheory.Integral.Interval...
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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.MeasureTheory.Function.AbsolutelyContinuous public import Mathlib.MeasureTheory.Integral.Inter...
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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, Alex Kontorovich, Heather Macbeth -/ module public import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar public import Mathlib.MeasureTheory.Measure.Haar.Quotient pub...
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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.IntervalIntegral.Basic public import Mathlib.MeasureTheory.Integral.MeanValue /-! # First mean value the...
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/- Copyright (c) 2025 P. Michael Kielstra. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: P. Michael Kielstra -/ module public import Mathlib.Analysis.SpecialFunctions.Integrals.Basic public import Mathlib.Tactic.Field /-! # The trapezoidal rule This file contains a...
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/- Copyright (c) 2020 Zhouhang Zhou. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Zhouhang Zhou, Yury Kudryashov -/ module public import Mathlib.Analysis.Normed.Operator.CompleteCodomain public import Mathlib.MeasureTheory.Integral.Bochner.Set public import Mathlib....
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/- Copyright (c) 2026 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.Bochner.Basic import Mathlib.Analysis.Normed.Module.FiniteDimension /-! # Integral with respect to a sum of mea...
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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, Sébastien Gouëzel, Rémy Degenne -/ module public import Mathlib.MeasureTheory.Group.MeasurableEquiv public import Mathlib.MeasureTheory.Integral.Bochner...
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· filter_upwards; simp_rw [Pi.zero_apply, norm_nonneg, imp_true_iff] theorem ofReal_integral_norm_eq_lintegral_enorm {P : Type*} [NormedAddCommGroup P] {f : α → P} (hf : Integrable f μ) : ENNReal.ofReal (∫ x, ‖f x‖ ∂μ) = ∫⁻ x, ‖f x‖ₑ ∂μ := by rw [integral_norm_eq_lintegral_enorm hf.aestronglyMeasurable, ENNReal....
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lemma integral_of_isEmpty [IsEmpty α] {f : α → G} : ∫ x, f x ∂μ = 0 := μ.eq_zero_of_isEmpty ▸ integral_zero_measure _ theorem integral_finset_sum_measure {ι} {m : MeasurableSpace α} {f : α → G} {μ : ι → Measure α} {s : Finset ι} (hf : ∀ i ∈ s, Integrable f (μ i)) : ∫ a, f a ∂(∑ i ∈ s, μ i) = ∑ i ∈ s, ∫ a, f ...
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/- Copyright (c) 2020 Zhouhang Zhou. 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.Integral.Bochner.Set /-! # Fundamental theorem of calculus for set integrals This file proves a version o...
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/- Copyright (c) 2020 Zhouhang Zhou. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Zhouhang Zhou, Yury Kudryashov -/ module public import Mathlib.Combinatorics.Enumerative.InclusionExclusion public import Mathlib.MeasureTheory.Function.LocallyIntegrable public import...
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rw [← integral_add_compl₀ h_meas hfi.norm] _ = ∫ x in {x | 0 ≤ f x}, f x ∂μ + ∫ x in {x | 0 ≤ f x}ᶜ, ‖f x‖ ∂μ := by congr 1 refine setIntegral_congr_fun₀ h_meas fun x hx => ?_ dsimp only rw [Real.norm_eq_abs, abs_eq_self.mpr _] exact hx _ = ∫ x in {x | 0 ≤ f x}, f x ∂μ - ∫ x in {x ...
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theorem MeasureTheory.setIntegral_support : ∫ x in support F, F x ∂ν = ∫ x, F x ∂ν := by nth_rw 2 [← setIntegral_univ] rw [setIntegral_eq_of_subset_of_forall_diff_eq_zero MeasurableSet.univ (subset_univ (support F))] exact fun _ hx => notMem_support.mp <| notMem_of_mem_diff hx theorem MeasureTheory.setIntegral_t...
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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.Regular public import Mathlib.Topology.Semicontinuity.Basic public import Mathlib.MeasureTheory.Integral.Boc...