Documentation

Mathlib.Analysis.CStarAlgebra.ContinuousFunctionalCalculus.Integral

Integrals and the continuous functional calculus #

This file gives results about integrals of the form ∫ x, cfc (f x) a. Most notably, we show that the integral commutes with the continuous functional calculus under appropriate conditions.

Main declarations #

Implementation Notes #

The lemmas mentioned above are stated under much stricter hypotheses than necessary (typically, simultaneous continuity of f in the parameter and the spectrum element). They all come with primed version which only assume what's needed, and may be used together with the API developed in Mathlib.MeasureTheory.SpecificCodomains.ContinuousMap.

TODO #

theorem cfcL_integral {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [NormedSpace A] (a : A) (f : XC((spectrum 𝕜 a), 𝕜)) (hf₁ : MeasureTheory.Integrable f μ) (ha : p a := by cfc_tac) :
(x : X), (cfcL ha) (f x) μ = (cfcL ha) ( (x : X), f x μ)
theorem cfcL_integrable {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] (a : A) (f : XC((spectrum 𝕜 a), 𝕜)) (hf₁ : MeasureTheory.Integrable f μ) (ha : p a := by cfc_tac) :
MeasureTheory.Integrable (fun (x : X) => (cfcL ha) (f x)) μ
theorem cfcHom_integral {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [NormedSpace A] (a : A) (f : XC((spectrum 𝕜 a), 𝕜)) (hf₁ : MeasureTheory.Integrable f μ) (ha : p a := by cfc_tac) :
(x : X), (cfcHom ha) (f x) μ = (cfcHom ha) ( (x : X), f x μ)
theorem integrable_cfc' {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] (f : X𝕜𝕜) (a : A) (hf : MeasureTheory.Integrable (fun (x : X) => ContinuousMap.mkD ((spectrum 𝕜 a).restrict (f x)) 0) μ) (ha : p a := by cfc_tac) :
MeasureTheory.Integrable (fun (x : X) => cfc (f x) a) μ

An integrability criterion for the continuous functional calculus. For a version with stronger assumptions which in practice are often easier to verify, see integrable_cfc.

theorem integrableOn_cfc' {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] {s : Set X} (f : X𝕜𝕜) (a : A) (hf : MeasureTheory.IntegrableOn (fun (x : X) => ContinuousMap.mkD ((spectrum 𝕜 a).restrict (f x)) 0) s μ) (ha : p a := by cfc_tac) :
MeasureTheory.IntegrableOn (fun (x : X) => cfc (f x) a) s μ

An integrability criterion for the continuous functional calculus. For a version with stronger assumptions which in practice are often easier to verify, see integrableOn_cfc.

theorem integrable_cfc {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [TopologicalSpace X] [OpensMeasurableSpace X] (f : X𝕜𝕜) (bound : X) (a : A) [SecondCountableTopologyEither X C((spectrum 𝕜 a), 𝕜)] (hf : ContinuousOn (Function.uncurry f) (Set.univ ×ˢ spectrum 𝕜 a)) (bound_ge : ∀ᵐ (x : X) μ, zspectrum 𝕜 a, f x z bound x) (bound_int : MeasureTheory.HasFiniteIntegral bound μ) (ha : p a := by cfc_tac) :
MeasureTheory.Integrable (fun (x : X) => cfc (f x) a) μ

An integrability criterion for the continuous functional calculus. This version assumes joint continuity of f, see integrable_cfc' for a statement with weaker assumptions.

theorem integrableOn_cfc {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [TopologicalSpace X] [OpensMeasurableSpace X] {s : Set X} (hs : MeasurableSet s) (f : X𝕜𝕜) (bound : X) (a : A) [SecondCountableTopologyEither X C((spectrum 𝕜 a), 𝕜)] (hf : ContinuousOn (Function.uncurry f) (s ×ˢ spectrum 𝕜 a)) (bound_ge : ∀ᵐ (x : X) μ.restrict s, zspectrum 𝕜 a, f x z bound x) (bound_int : MeasureTheory.HasFiniteIntegral bound (μ.restrict s)) (ha : p a := by cfc_tac) :
MeasureTheory.IntegrableOn (fun (x : X) => cfc (f x) a) s μ

An integrability criterion for the continuous functional calculus. This version assumes joint continuity of f, see integrableOn_cfc' for a statement with weaker assumptions.

theorem cfc_integral' {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [NormedSpace A] (f : X𝕜𝕜) (a : A) (hf₁ : ∀ᵐ (x : X) μ, ContinuousOn (f x) (spectrum 𝕜 a)) (hf₂ : MeasureTheory.Integrable (fun (x : X) => ContinuousMap.mkD ((spectrum 𝕜 a).restrict (f x)) 0) μ) (ha : p a := by cfc_tac) :
cfc (fun (z : 𝕜) => (x : X), f x z μ) a = (x : X), cfc (f x) a μ

The continuous functional calculus commutes with integration. For a version with stronger assumptions which in practice are often easier to verify, see cfc_integral.

theorem cfc_setIntegral' {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] {s : Set X} [NormedSpace A] (f : X𝕜𝕜) (a : A) (hf₁ : ∀ᵐ (x : X) μ.restrict s, ContinuousOn (f x) (spectrum 𝕜 a)) (hf₂ : MeasureTheory.IntegrableOn (fun (x : X) => ContinuousMap.mkD ((spectrum 𝕜 a).restrict (f x)) 0) s μ) (ha : p a := by cfc_tac) :
cfc (fun (z : 𝕜) => (x : X) in s, f x z μ) a = (x : X) in s, cfc (f x) a μ

The continuous functional calculus commutes with integration. For a version with stronger assumptions which in practice are often easier to verify, see cfc_setIntegral.

theorem cfc_integral {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [NormedSpace A] [TopologicalSpace X] [OpensMeasurableSpace X] (f : X𝕜𝕜) (bound : X) (a : A) [SecondCountableTopologyEither X C((spectrum 𝕜 a), 𝕜)] (hf : ContinuousOn (Function.uncurry f) (Set.univ ×ˢ spectrum 𝕜 a)) (bound_ge : ∀ᵐ (x : X) μ, zspectrum 𝕜 a, f x z bound x) (bound_int : MeasureTheory.HasFiniteIntegral bound μ) (ha : p a := by cfc_tac) :
cfc (fun (r : 𝕜) => (x : X), f x r μ) a = (x : X), cfc (f x) a μ

The continuous functional calculus commutes with integration. This version assumes joint continuity of f, see cfc_integral' for a statement with weaker assumptions.

theorem cfc_setIntegral {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NormedRing A] [StarRing A] [NormedAlgebra 𝕜 A] [ContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [NormedSpace A] [TopologicalSpace X] [OpensMeasurableSpace X] {s : Set X} (hs : MeasurableSet s) (f : X𝕜𝕜) (bound : X) (a : A) [SecondCountableTopologyEither X C((spectrum 𝕜 a), 𝕜)] (hf : ContinuousOn (Function.uncurry f) (s ×ˢ spectrum 𝕜 a)) (bound_ge : ∀ᵐ (x : X) μ.restrict s, zspectrum 𝕜 a, f x z bound x) (bound_int : MeasureTheory.HasFiniteIntegral bound (μ.restrict s)) (ha : p a := by cfc_tac) :
cfc (fun (r : 𝕜) => (x : X) in s, f x r μ) a = (x : X) in s, cfc (f x) a μ

The continuous functional calculus commutes with integration. This version assumes joint continuity of f, see cfc_setIntegral' for a statement with weaker assumptions.

theorem cfcₙL_integral {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [NormedSpace A] (a : A) (f : XContinuousMapZero (↑(quasispectrum 𝕜 a)) 𝕜) (hf₁ : MeasureTheory.Integrable f μ) (ha : p a := by cfc_tac) :
(x : X), (cfcₙL ha) (f x) μ = (cfcₙL ha) ( (x : X), f x μ)
theorem cfcₙHom_integral {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [NormedSpace A] (a : A) (f : XContinuousMapZero (↑(quasispectrum 𝕜 a)) 𝕜) (hf₁ : MeasureTheory.Integrable f μ) (ha : p a := by cfc_tac) :
(x : X), (cfcₙHom ha) (f x) μ = (cfcₙHom ha) ( (x : X), f x μ)
theorem cfcₙL_integrable {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] (a : A) (f : XContinuousMapZero (↑(quasispectrum 𝕜 a)) 𝕜) (hf₁ : MeasureTheory.Integrable f μ) (ha : p a := by cfc_tac) :
MeasureTheory.Integrable (fun (x : X) => (cfcₙL ha) (f x)) μ
theorem integrable_cfcₙ' {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] (f : X𝕜𝕜) (a : A) (hf : MeasureTheory.Integrable (fun (x : X) => ContinuousMapZero.mkD ((quasispectrum 𝕜 a).restrict (f x)) 0) μ) (ha : p a := by cfc_tac) :
MeasureTheory.Integrable (fun (x : X) => cfcₙ (f x) a) μ

An integrability criterion for the continuous functional calculus. For a version with stronger assumptions which in practice are often easier to verify, see integrable_cfcₙ.

theorem integrableOn_cfcₙ' {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] {s : Set X} (f : X𝕜𝕜) (a : A) (hf : MeasureTheory.IntegrableOn (fun (x : X) => ContinuousMapZero.mkD ((quasispectrum 𝕜 a).restrict (f x)) 0) s μ) (ha : p a := by cfc_tac) :
MeasureTheory.IntegrableOn (fun (x : X) => cfcₙ (f x) a) s μ

An integrability criterion for the continuous functional calculus. For a version with stronger assumptions which in practice are often easier to verify, see integrableOn_cfcₙ.

theorem integrable_cfcₙ {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [TopologicalSpace X] [OpensMeasurableSpace X] (f : X𝕜𝕜) (bound : X) (a : A) [SecondCountableTopologyEither X C((quasispectrum 𝕜 a), 𝕜)] (hf : ContinuousOn (Function.uncurry f) (Set.univ ×ˢ quasispectrum 𝕜 a)) (f_zero : ∀ᵐ (x : X) μ, f x 0 = 0) (bound_ge : ∀ᵐ (x : X) μ, zquasispectrum 𝕜 a, f x z bound x) (bound_int : MeasureTheory.HasFiniteIntegral bound μ) (ha : p a := by cfc_tac) :
MeasureTheory.Integrable (fun (x : X) => cfcₙ (f x) a) μ

An integrability criterion for the continuous functional calculus. This version assumes joint continuity of f, see integrable_cfcₙ' for a statement with weaker assumptions.

theorem integrableOn_cfcₙ {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [TopologicalSpace X] [OpensMeasurableSpace X] {s : Set X} (hs : MeasurableSet s) (f : X𝕜𝕜) (bound : X) (a : A) [SecondCountableTopologyEither X C((quasispectrum 𝕜 a), 𝕜)] (hf : ContinuousOn (Function.uncurry f) (s ×ˢ quasispectrum 𝕜 a)) (f_zero : ∀ᵐ (x : X) μ.restrict s, f x 0 = 0) (bound_ge : ∀ᵐ (x : X) μ.restrict s, zquasispectrum 𝕜 a, f x z bound x) (bound_int : MeasureTheory.HasFiniteIntegral bound (μ.restrict s)) (ha : p a := by cfc_tac) :
MeasureTheory.IntegrableOn (fun (x : X) => cfcₙ (f x) a) s μ

An integrability criterion for the continuous functional calculus. This version assumes joint continuity of f, see integrableOn_cfcₙ' for a statement with weaker assumptions.

theorem cfcₙ_integral' {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [NormedSpace A] (f : X𝕜𝕜) (a : A) (hf₁ : ∀ᵐ (x : X) μ, ContinuousOn (f x) (quasispectrum 𝕜 a)) (hf₂ : ∀ᵐ (x : X) μ, f x 0 = 0) (hf₃ : MeasureTheory.Integrable (fun (x : X) => ContinuousMapZero.mkD ((quasispectrum 𝕜 a).restrict (f x)) 0) μ) (ha : p a := by cfc_tac) :
cfcₙ (fun (z : 𝕜) => (x : X), f x z μ) a = (x : X), cfcₙ (f x) a μ

The continuous functional calculus commutes with integration. For a version with stronger assumptions which in practice are often easier to verify, see cfcₙ_integral.

theorem cfcₙ_setIntegral' {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] {s : Set X} [NormedSpace A] (f : X𝕜𝕜) (a : A) (hf₁ : ∀ᵐ (x : X) μ.restrict s, ContinuousOn (f x) (quasispectrum 𝕜 a)) (hf₂ : ∀ᵐ (x : X) μ.restrict s, f x 0 = 0) (hf₃ : MeasureTheory.IntegrableOn (fun (x : X) => ContinuousMapZero.mkD ((quasispectrum 𝕜 a).restrict (f x)) 0) s μ) (ha : p a := by cfc_tac) :
cfcₙ (fun (z : 𝕜) => (x : X) in s, f x z μ) a = (x : X) in s, cfcₙ (f x) a μ

The continuous functional calculus commutes with integration. For a version with stronger assumptions which in practice are often easier to verify, see cfcₙ_setIntegral.

theorem cfcₙ_integral {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [NormedSpace A] [TopologicalSpace X] [OpensMeasurableSpace X] (f : X𝕜𝕜) (bound : X) (a : A) [SecondCountableTopologyEither X C((quasispectrum 𝕜 a), 𝕜)] (hf : ContinuousOn (Function.uncurry f) (Set.univ ×ˢ quasispectrum 𝕜 a)) (f_zero : ∀ᵐ (x : X) μ, f x 0 = 0) (bound_ge : ∀ᵐ (x : X) μ, zquasispectrum 𝕜 a, f x z bound x) (bound_int : MeasureTheory.HasFiniteIntegral bound μ) (ha : p a := by cfc_tac) :
cfcₙ (fun (r : 𝕜) => (x : X), f x r μ) a = (x : X), cfcₙ (f x) a μ

The continuous functional calculus commutes with integration. This version assumes joint continuity of f, see cfcₙ_integral' for a statement with weaker assumptions.

theorem cfcₙ_setIntegral {X : Type u_1} {𝕜 : Type u_2} {A : Type u_3} {p : AProp} [RCLike 𝕜] [MeasurableSpace X] {μ : MeasureTheory.Measure X} [NonUnitalNormedRing A] [StarRing A] [NormedSpace 𝕜 A] [IsScalarTower 𝕜 A A] [SMulCommClass 𝕜 A A] [NonUnitalContinuousFunctionalCalculus 𝕜 A p] [CompleteSpace A] [NormedSpace A] [TopologicalSpace X] [OpensMeasurableSpace X] {s : Set X} (hs : MeasurableSet s) (f : X𝕜𝕜) (bound : X) (a : A) [SecondCountableTopologyEither X C((quasispectrum 𝕜 a), 𝕜)] (hf : ContinuousOn (Function.uncurry f) (s ×ˢ quasispectrum 𝕜 a)) (f_zero : ∀ᵐ (x : X) μ.restrict s, f x 0 = 0) (bound_ge : ∀ᵐ (x : X) μ.restrict s, zquasispectrum 𝕜 a, f x z bound x) (bound_int : MeasureTheory.HasFiniteIntegral bound (μ.restrict s)) (ha : p a := by cfc_tac) :
cfcₙ (fun (r : 𝕜) => (x : X) in s, f x r μ) a = (x : X) in s, cfcₙ (f x) a μ

The continuous functional calculus commutes with integration. This version assumes joint continuity of f, see cfcₙ_setIntegral' for a statement with weaker assumptions.