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Mathlib.MeasureTheory.Measure.CharacteristicFunction

Characteristic Function of a Finite Measure #

This file defines the characteristic function of a finite measure on a topological vector space V.

The characteristic function of a finite measure P on V is the mapping W → ℂ, w => ∫ v, e (L v w) ∂P, where e is a continuous additive character and L : V →ₗ[ℝ] W →ₗ[ℝ] ℝ is a bilinear map.

A typical example is V = W = ℝ and L v w = v * w.

The integral is expressed as ∫ v, char he hL w v ∂P, where char he hL w is the bounded continuous function fun v ↦ e (L v w) and he, hL are continuity hypotheses on e and L.

Main definitions #

Main statements #

theorem MeasureTheory.ext_of_integral_char_eq {W : Type u_1} [AddCommGroup W] [Module W] [TopologicalSpace W] {e : AddChar Circle} {V : Type u_2} [AddCommGroup V] [Module V] [PseudoEMetricSpace V] [MeasurableSpace V] [BorelSpace V] [CompleteSpace V] [SecondCountableTopology V] {L : V →ₗ[] W →ₗ[] } (he : Continuous e) (he' : e 1) (hL' : ∀ (v : V), v 0L v 0) (hL : Continuous fun (p : V × W) => (L p.1) p.2) {P P' : Measure V} [IsFiniteMeasure P] [IsFiniteMeasure P'] (h : ∀ (w : W), (v : V), (BoundedContinuousFunction.char he hL w) v P = (v : V), (BoundedContinuousFunction.char he hL w) v P') :
P = P'

If the integrals of char with respect to two finite measures P and P' coincide, then P = P'.

noncomputable def MeasureTheory.charFun {E : Type u_2} {mE : MeasurableSpace E} [Inner E] (μ : Measure E) (t : E) :

The characteristic function of a measure in an inner product space.

Equations
Instances For
    theorem MeasureTheory.charFun_apply {E : Type u_2} {mE : MeasurableSpace E} {μ : Measure E} [Inner E] (t : E) :
    charFun μ t = (x : E), Complex.exp ((inner x t) * Complex.I) μ
    @[simp]

    charFun as the integral of a bounded continuous function.

    charFun is a Fourier integral for the inner product and the character probChar.

    charFun is a Fourier integral for the inner product and the character fourierChar.

    theorem MeasureTheory.charFun_map_smul {E : Type u_2} {mE : MeasurableSpace E} {μ : Measure E} [SeminormedAddCommGroup E] [InnerProductSpace E] [BorelSpace E] [SecondCountableTopology E] (r : ) (t : E) :
    charFun (Measure.map (fun (x : E) => r x) μ) t = charFun μ (r t)
    theorem MeasureTheory.charFun_map_mul {μ : Measure } (r t : ) :
    charFun (Measure.map (fun (x : ) => r * x) μ) t = charFun μ (r * t)

    If the characteristic functions charFun of two finite measures μ and ν on a complete second-countable inner product space coincide, then μ = ν.