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Mathlib.MeasureTheory.Function.LocallyIntegrable

Locally integrable functions #

A function is called locally integrable (MeasureTheory.LocallyIntegrable) if it is integrable on a neighborhood of every point. More generally, it is locally integrable on s if it is locally integrable on a neighbourhood within s of any point of s.

This file contains properties of locally integrable functions, and integrability results on compact sets.

Main statements #

def MeasureTheory.LocallyIntegrableOn {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] (f : XE) (s : Set X) (μ : Measure X := by volume_tac) :

A function f : X → E is locally integrable on s, for s ⊆ X, if for every x ∈ s there is a neighbourhood of x within s on which f is integrable. (Note this is, in general, strictly weaker than local integrability with respect to μ.restrict s.)

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    theorem MeasureTheory.LocallyIntegrableOn.mono_set {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {s : Set X} (hf : LocallyIntegrableOn f s μ) {t : Set X} (hst : t s) :
    theorem MeasureTheory.LocallyIntegrableOn.norm {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {s : Set X} (hf : LocallyIntegrableOn f s μ) :
    LocallyIntegrableOn (fun (x : X) => f x) s μ
    theorem MeasureTheory.LocallyIntegrableOn.mono {X : Type u_1} {E : Type u_3} {F : Type u_4} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] [NormedAddCommGroup F] {f : XE} {μ : Measure X} {s : Set X} (hf : LocallyIntegrableOn f s μ) {g : XF} (hg : AEStronglyMeasurable g μ) (h : ∀ᵐ (x : X) μ, g x f x) :
    theorem MeasureTheory.IntegrableOn.locallyIntegrableOn {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {s : Set X} (hf : IntegrableOn f s μ) :
    theorem MeasureTheory.LocallyIntegrableOn.integrableOn_isCompact {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {s : Set X} (hf : LocallyIntegrableOn f s μ) (hs : IsCompact s) :

    If a function is locally integrable on a compact set, then it is integrable on that set.

    theorem MeasureTheory.LocallyIntegrableOn.integrableOn_compact_subset {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {s : Set X} (hf : LocallyIntegrableOn f s μ) {t : Set X} (hst : t s) (ht : IsCompact t) :
    theorem MeasureTheory.LocallyIntegrableOn.exists_countable_integrableOn {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {s : Set X} [SecondCountableTopology X] (hf : LocallyIntegrableOn f s μ) :
    ∃ (T : Set (Set X)), T.Countable (∀ uT, IsOpen u) s uT, u uT, IntegrableOn f (u s) μ

    If a function f is locally integrable on a set s in a second countable topological space, then there exist countably many open sets u covering s such that f is integrable on each set u ∩ s.

    theorem MeasureTheory.LocallyIntegrableOn.exists_nat_integrableOn {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {s : Set X} [SecondCountableTopology X] (hf : LocallyIntegrableOn f s μ) :
    ∃ (u : Set X), (∀ (n : ), IsOpen (u n)) s ⋃ (n : ), u n ∀ (n : ), IntegrableOn f (u n s) μ

    If a function f is locally integrable on a set s in a second countable topological space, then there exists a sequence of open sets u n covering s such that f is integrable on each set u n ∩ s.

    theorem MeasureTheory.locallyIntegrableOn_iff {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {s : Set X} [LocallyCompactSpace X] (hs : IsLocallyClosed s) :
    LocallyIntegrableOn f s μ ks, IsCompact kIntegrableOn f k μ

    If s is locally closed (e.g. open or closed), then f is locally integrable on s iff it is integrable on every compact subset contained in s.

    theorem MeasureTheory.LocallyIntegrableOn.add {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f g : XE} {μ : Measure X} {s : Set X} (hf : LocallyIntegrableOn f s μ) (hg : LocallyIntegrableOn g s μ) :
    theorem MeasureTheory.LocallyIntegrableOn.sub {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f g : XE} {μ : Measure X} {s : Set X} (hf : LocallyIntegrableOn f s μ) (hg : LocallyIntegrableOn g s μ) :
    theorem MeasureTheory.LocallyIntegrableOn.neg {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {s : Set X} (hf : LocallyIntegrableOn f s μ) :
    def MeasureTheory.LocallyIntegrable {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] (f : XE) (μ : Measure X := by volume_tac) :

    A function f : X → E is locally integrable if it is integrable on a neighborhood of every point. In particular, it is integrable on all compact sets, see LocallyIntegrable.integrableOn_isCompact.

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      theorem MeasureTheory.locallyIntegrable_comap {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {s : Set X} (hs : MeasurableSet s) :
      LocallyIntegrable (fun (x : s) => f x) (Measure.comap Subtype.val μ) LocallyIntegrableOn f s μ
      theorem MeasureTheory.LocallyIntegrable.mono {X : Type u_1} {E : Type u_3} {F : Type u_4} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] [NormedAddCommGroup F] {f : XE} {μ : Measure X} (hf : LocallyIntegrable f μ) {g : XF} (hg : AEStronglyMeasurable g μ) (h : ∀ᵐ (x : X) μ, g x f x) :

      If f is locally integrable with respect to μ.restrict s, it is locally integrable on s. (See locallyIntegrableOn_iff_locallyIntegrable_restrict for an iff statement when s is closed.)

      If s is closed, being locally integrable on s wrt μ is equivalent to being locally integrable with respect to μ.restrict s. For the one-way implication without assuming s closed, see locallyIntegrableOn_of_locallyIntegrable_restrict.

      theorem MeasureTheory.LocallyIntegrable.integrableOn_isCompact {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {k : Set X} (hf : LocallyIntegrable f μ) (hk : IsCompact k) :

      If a function is locally integrable, then it is integrable on any compact set.

      theorem MeasureTheory.LocallyIntegrable.integrableOn_nhds_isCompact {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} (hf : LocallyIntegrable f μ) {k : Set X} (hk : IsCompact k) :
      ∃ (u : Set X), IsOpen u k u IntegrableOn f u μ

      If a function is locally integrable, then it is integrable on an open neighborhood of any compact set.

      theorem MeasureTheory.LocallyIntegrable.exists_nat_integrableOn {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} [SecondCountableTopology X] (hf : LocallyIntegrable f μ) :
      ∃ (u : Set X), (∀ (n : ), IsOpen (u n)) ⋃ (n : ), u n = Set.univ ∀ (n : ), IntegrableOn f (u n) μ

      If a function is locally integrable in a second countable topological space, then there exists a sequence of open sets covering the space on which it is integrable.

      theorem MeasureTheory.Memℒp.locallyIntegrable {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : Measure X} [IsLocallyFiniteMeasure μ] {f : XE} {p : ENNReal} (hf : Memℒp f p μ) (hp : 1 p) :
      theorem MeasureTheory.locallyIntegrableOn_const {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : Measure X} {s : Set X} [IsLocallyFiniteMeasure μ] (c : E) :
      LocallyIntegrableOn (fun (x : X) => c) s μ
      theorem MeasureTheory.locallyIntegrableOn_zero {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : Measure X} {s : Set X} :
      LocallyIntegrableOn (fun (x : X) => 0) s μ
      theorem MeasureTheory.LocallyIntegrable.indicator {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} (hf : LocallyIntegrable f μ) {s : Set X} (hs : MeasurableSet s) :
      LocallyIntegrable (s.indicator f) μ
      theorem MeasureTheory.LocallyIntegrable.add {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f g : XE} {μ : Measure X} (hf : LocallyIntegrable f μ) (hg : LocallyIntegrable g μ) :
      theorem MeasureTheory.LocallyIntegrable.sub {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f g : XE} {μ : Measure X} (hf : LocallyIntegrable f μ) (hg : LocallyIntegrable g μ) :
      theorem MeasureTheory.LocallyIntegrable.smul {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} {𝕜 : Type u_6} [NormedAddCommGroup 𝕜] [SMulZeroClass 𝕜 E] [BoundedSMul 𝕜 E] (hf : LocallyIntegrable f μ) (c : 𝕜) :
      theorem MeasureTheory.locallyIntegrable_finset_sum' {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : Measure X} {ι : Type u_6} (s : Finset ι) {f : ιXE} (hf : is, LocallyIntegrable (f i) μ) :
      LocallyIntegrable (∑ is, f i) μ
      theorem MeasureTheory.locallyIntegrable_finset_sum {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : Measure X} {ι : Type u_6} (s : Finset ι) {f : ιXE} (hf : is, LocallyIntegrable (f i) μ) :
      LocallyIntegrable (fun (a : X) => is, f i a) μ
      theorem MeasureTheory.LocallyIntegrable.integrable_smul_left_of_hasCompactSupport {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {f : XE} {μ : Measure X} [NormedSpace E] [OpensMeasurableSpace X] [T2Space X] (hf : LocallyIntegrable f μ) {g : X} (hg : Continuous g) (h'g : HasCompactSupport g) :
      Integrable (fun (x : X) => g x f x) μ

      If f is locally integrable and g is continuous with compact support, then g • f is integrable.

      theorem MeasureTheory.LocallyIntegrable.integrable_smul_right_of_hasCompactSupport {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : Measure X} [NormedSpace E] [OpensMeasurableSpace X] [T2Space X] {f : X} (hf : LocallyIntegrable f μ) {g : XE} (hg : Continuous g) (h'g : HasCompactSupport g) :
      Integrable (fun (x : X) => f x g x) μ

      If f is locally integrable and g is continuous with compact support, then f • g is integrable.

      A continuous function f is locally integrable with respect to any locally finite measure.

      A function f continuous on a set K is locally integrable on this set with respect to any locally finite measure.

      A function f continuous on a compact set K is integrable on this set with respect to any locally finite measure.

      A continuous function with compact support is integrable on the whole space.

      theorem MeasureTheory.IntegrableOn.mul_continuousOn_of_subset {X : Type u_1} {R : Type u_5} [MeasurableSpace X] [TopologicalSpace X] {μ : Measure X} [OpensMeasurableSpace X] {A K : Set X} [NormedRing R] [SecondCountableTopologyEither X R] {g g' : XR} (hg : IntegrableOn g A μ) (hg' : ContinuousOn g' K) (hA : MeasurableSet A) (hK : IsCompact K) (hAK : A K) :
      IntegrableOn (fun (x : X) => g x * g' x) A μ
      theorem MeasureTheory.IntegrableOn.mul_continuousOn {X : Type u_1} {R : Type u_5} [MeasurableSpace X] [TopologicalSpace X] {μ : Measure X} [OpensMeasurableSpace X] {K : Set X} [NormedRing R] [SecondCountableTopologyEither X R] {g g' : XR} [T2Space X] (hg : IntegrableOn g K μ) (hg' : ContinuousOn g' K) (hK : IsCompact K) :
      IntegrableOn (fun (x : X) => g x * g' x) K μ
      theorem MeasureTheory.IntegrableOn.continuousOn_mul_of_subset {X : Type u_1} {R : Type u_5} [MeasurableSpace X] [TopologicalSpace X] {μ : Measure X} [OpensMeasurableSpace X] {A K : Set X} [NormedRing R] [SecondCountableTopologyEither X R] {g g' : XR} (hg : ContinuousOn g K) (hg' : IntegrableOn g' A μ) (hK : IsCompact K) (hA : MeasurableSet A) (hAK : A K) :
      IntegrableOn (fun (x : X) => g x * g' x) A μ
      theorem MeasureTheory.IntegrableOn.continuousOn_mul {X : Type u_1} {R : Type u_5} [MeasurableSpace X] [TopologicalSpace X] {μ : Measure X} [OpensMeasurableSpace X] {K : Set X} [NormedRing R] [SecondCountableTopologyEither X R] {g g' : XR} [T2Space X] (hg : ContinuousOn g K) (hg' : IntegrableOn g' K μ) (hK : IsCompact K) :
      IntegrableOn (fun (x : X) => g x * g' x) K μ
      theorem MeasureTheory.IntegrableOn.continuousOn_smul {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : Measure X} [OpensMeasurableSpace X] {K : Set X} {𝕜 : Type u_6} [NormedField 𝕜] [NormedSpace 𝕜 E] [T2Space X] [SecondCountableTopologyEither X 𝕜] {g : XE} (hg : IntegrableOn g K μ) {f : X𝕜} (hf : ContinuousOn f K) (hK : IsCompact K) :
      IntegrableOn (fun (x : X) => f x g x) K μ
      theorem MeasureTheory.IntegrableOn.smul_continuousOn {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : Measure X} [OpensMeasurableSpace X] {K : Set X} {𝕜 : Type u_6} [NormedField 𝕜] [NormedSpace 𝕜 E] [T2Space X] [SecondCountableTopologyEither X E] {f : X𝕜} (hf : IntegrableOn f K μ) {g : XE} (hg : ContinuousOn g K) (hK : IsCompact K) :
      IntegrableOn (fun (x : X) => f x g x) K μ
      theorem MeasureTheory.LocallyIntegrableOn.continuousOn_mul {X : Type u_1} {R : Type u_5} [MeasurableSpace X] [TopologicalSpace X] {μ : Measure X} [OpensMeasurableSpace X] [LocallyCompactSpace X] [T2Space X] [NormedRing R] [SecondCountableTopologyEither X R] {f g : XR} {s : Set X} (hf : LocallyIntegrableOn f s μ) (hg : ContinuousOn g s) (hs : IsLocallyClosed s) :
      LocallyIntegrableOn (fun (x : X) => g x * f x) s μ
      theorem MeasureTheory.LocallyIntegrableOn.mul_continuousOn {X : Type u_1} {R : Type u_5} [MeasurableSpace X] [TopologicalSpace X] {μ : Measure X} [OpensMeasurableSpace X] [LocallyCompactSpace X] [T2Space X] [NormedRing R] [SecondCountableTopologyEither X R] {f g : XR} {s : Set X} (hf : LocallyIntegrableOn f s μ) (hg : ContinuousOn g s) (hs : IsLocallyClosed s) :
      LocallyIntegrableOn (fun (x : X) => f x * g x) s μ
      theorem MeasureTheory.LocallyIntegrableOn.continuousOn_smul {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : Measure X} [OpensMeasurableSpace X] [LocallyCompactSpace X] [T2Space X] {𝕜 : Type u_6} [NormedField 𝕜] [SecondCountableTopologyEither X 𝕜] [NormedSpace 𝕜 E] {f : XE} {g : X𝕜} {s : Set X} (hs : IsLocallyClosed s) (hf : LocallyIntegrableOn f s μ) (hg : ContinuousOn g s) :
      LocallyIntegrableOn (fun (x : X) => g x f x) s μ
      theorem MeasureTheory.LocallyIntegrableOn.smul_continuousOn {X : Type u_1} {E : Type u_3} [MeasurableSpace X] [TopologicalSpace X] [NormedAddCommGroup E] {μ : Measure X} [OpensMeasurableSpace X] [LocallyCompactSpace X] [T2Space X] {𝕜 : Type u_6} [NormedField 𝕜] [SecondCountableTopologyEither X E] [NormedSpace 𝕜 E] {f : X𝕜} {g : XE} {s : Set X} (hs : IsLocallyClosed s) (hf : LocallyIntegrableOn f s μ) (hg : ContinuousOn g s) :
      LocallyIntegrableOn (fun (x : X) => f x g x) s μ