Integrable functions and L¹
space #
In the first part of this file, the predicate Integrable
is defined and basic properties of
integrable functions are proved.
Such a predicate is already available under the name Memℒp 1
. We give a direct definition which
is easier to use, and show that it is equivalent to Memℒp 1
In the second part, we establish an API between Integrable
and the space L¹
of equivalence
classes of integrable functions, already defined as a special case of L^p
spaces for p = 1
.
Notation #
α →₁[μ] β
is the type ofL¹
space, whereα
is aMeasureSpace
andβ
is aNormedAddCommGroup
with aSecondCountableTopology
.f : α →ₘ β
is a "function" inL¹
. In comments,[f]
is also used to denote anL¹
function.₁
can be typed as\1
.
Main definitions #
Let
f : α → β
be a function, whereα
is aMeasureSpace
andβ
aNormedAddCommGroup
. ThenHasFiniteIntegral f
means(∫⁻ a, ‖f a‖₊) < ∞
.If
β
is moreover aMeasurableSpace
thenf
is calledIntegrable
iff
isMeasurable
andHasFiniteIntegral f
holds.
Implementation notes #
To prove something for an arbitrary integrable function, a useful theorem is
Integrable.induction
in the file SetIntegral
.
Tags #
integrable, function space, l1
Some results about the Lebesgue integral involving a normed group #
The predicate HasFiniteIntegral
#
HasFiniteIntegral f μ
means that the integral ∫⁻ a, ‖f a‖ ∂μ
is finite.
HasFiniteIntegral f
means HasFiniteIntegral f volume
.
Instances For
Lemmas used for defining the positive part of an L¹
function
The predicate Integrable
#
Integrable f μ
means that f
is measurable and that the integral ∫⁻ a, ‖f a‖ ∂μ
is finite.
Integrable f
means Integrable f volume
.
Equations
Instances For
Notation for Integrable
with respect to a non-standard σ-algebra.
Equations
- One or more equations did not get rendered due to their size.
Instances For
This lemma is a special case of Integrable.of_finite
.
Alias of MeasureTheory.Integrable.of_finite
.
If f
is integrable, then so is -f
.
See Integrable.neg'
for the same statement, but formulated with x ↦ - f x
instead of -f
.
If f
is integrable, then so is fun x ↦ - f x
.
See Integrable.neg
for the same statement, but formulated with -f
instead of fun x ↦ - f x
.
if f
is integrable, then f + g
is integrable iff g
is.
See integrable_add_iff_integrable_right'
for the same statement with fun x ↦ f x + g x
instead
of f + g
.
if f
is integrable, then fun x ↦ f x + g x
is integrable iff g
is.
See integrable_add_iff_integrable_right
for the same statement with f + g
instead
of fun x ↦ f x + g x
.
if f
is integrable, then g + f
is integrable iff g
is.
See integrable_add_iff_integrable_left'
for the same statement with fun x ↦ g x + f x
instead
of g + f
.
if f
is integrable, then fun x ↦ g x + f x
is integrable iff g
is.
See integrable_add_iff_integrable_left'
for the same statement with g + f
instead
of fun x ↦ g x + f x
.
Hölder's inequality for integrable functions: the scalar multiplication of an integrable vector-valued function by a scalar function with finite essential supremum is integrable.
Hölder's inequality for integrable functions: the scalar multiplication of an integrable scalar-valued function by a vector-value function with finite essential supremum is integrable.
A non-quantitative version of Markov inequality for integrable functions: the measure of points
where ‖f x‖ ≥ ε
is finite for all positive ε
.
A non-quantitative version of Markov inequality for integrable functions: the measure of points
where ‖f x‖ > ε
is finite for all positive ε
.
If f
is ℝ
-valued and integrable, then for any c > 0
the set {x | f x ≥ c}
has finite
measure.
If f
is ℝ
-valued and integrable, then for any c < 0
the set {x | f x ≤ c}
has finite
measure.
If f
is ℝ
-valued and integrable, then for any c > 0
the set {x | f x > c}
has finite
measure.
If f
is ℝ
-valued and integrable, then for any c < 0
the set {x | f x < c}
has finite
measure.
A function has finite integral for the counting measure iff its norm is summable.
A function is integrable for the counting measure iff its norm is summable.
The map u ↦ f • u
is an isometry between the L^1
spaces for μ.withDensity f
and μ
.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Lemmas used for defining the positive part of an L¹
function #
The predicate Integrable
on measurable functions modulo a.e.-equality #
A class of almost everywhere equal functions is Integrable
if its function representative
is integrable.
Equations
- f.Integrable = MeasureTheory.Integrable (↑f) μ
Instances For
Computing the norm of a difference between two L¹-functions. Note that this is not a
special case of norm_def
since (f - g) x
and f x - g x
are not equal
(but only a.e.-equal).
Computing the norm of a difference between two L¹-functions. Note that this is not a
special case of ofReal_norm_eq_lintegral
since (f - g) x
and f x - g x
are not equal
(but only a.e.-equal).
Construct the equivalence class [f]
of an integrable function f
, as a member of the
space L1 β 1 μ
.
Equations
Instances For
One should usually use MeasureTheory.Integrable.IntegrableOn
instead.