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Mathlib.MeasureTheory.Measure.Restrict

Restricting a measure to a subset or a subtype #

Given a measure μ on a type α and a subset s of α, we define a measure μ.restrict s as the restriction of μ to s (still as a measure on α).

We investigate how this notion interacts with usual operations on measures (sum, pushforward, pullback), and on sets (inclusion, union, Union).

We also study the relationship between the restriction of a measure to a subtype (given by the pullback under Subtype.val) and the restriction to a set as above.

Restricting a measure #

Restrict a measure μ to a set s as an ℝ≥0∞-linear map.

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  • One or more equations did not get rendered due to their size.
Instances For
    noncomputable def MeasureTheory.Measure.restrict {α : Type u_2} {_m0 : MeasurableSpace α} (μ : MeasureTheory.Measure α) (s : Set α) :

    Restrict a measure μ to a set s.

    Equations
    Instances For

      This lemma shows that restrict and toOuterMeasure commute. Note that the LHS has a restrict on measures and the RHS has a restrict on outer measures.

      theorem MeasureTheory.Measure.restrict_apply₀ {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} (ht : MeasureTheory.NullMeasurableSet t) :
      (MeasureTheory.Measure.restrict μ s) t = μ (t s)
      @[simp]
      theorem MeasureTheory.Measure.restrict_apply {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} (ht : MeasurableSet t) :
      (MeasureTheory.Measure.restrict μ s) t = μ (t s)

      If t is a measurable set, then the measure of t with respect to the restriction of the measure to s equals the outer measure of t ∩ s. An alternate version requiring that s be measurable instead of t exists as Measure.restrict_apply'.

      theorem MeasureTheory.Measure.restrict_mono' {α : Type u_2} {_m0 : MeasurableSpace α} ⦃s : Set α ⦃s' : Set α ⦃μ : MeasureTheory.Measure α ⦃ν : MeasureTheory.Measure α (hs : s ≤ᶠ[MeasureTheory.Measure.ae μ] s') (hμν : μ ν) :

      Restriction of a measure to a subset is monotone both in set and in measure.

      theorem MeasureTheory.Measure.restrict_mono {α : Type u_2} {_m0 : MeasurableSpace α} ⦃s : Set α ⦃s' : Set α (hs : s s') ⦃μ : MeasureTheory.Measure α ⦃ν : MeasureTheory.Measure α (hμν : μ ν) :

      Restriction of a measure to a subset is monotone both in set and in measure.

      @[simp]
      theorem MeasureTheory.Measure.restrict_apply' {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} (hs : MeasurableSet s) :
      (MeasureTheory.Measure.restrict μ s) t = μ (t s)

      If s is a measurable set, then the outer measure of t with respect to the restriction of the measure to s equals the outer measure of t ∩ s. This is an alternate version of Measure.restrict_apply, requiring that s is measurable instead of t.

      theorem MeasureTheory.Measure.restrict_apply₀' {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} (hs : MeasureTheory.NullMeasurableSet s) :
      (MeasureTheory.Measure.restrict μ s) t = μ (t s)
      theorem MeasureTheory.Measure.restrict_eq_self {α : Type u_2} {m0 : MeasurableSpace α} (μ : MeasureTheory.Measure α) {s : Set α} {t : Set α} (h : s t) :
      (MeasureTheory.Measure.restrict μ t) s = μ s
      @[simp]
      theorem MeasureTheory.Measure.restrict_apply_self {α : Type u_2} {m0 : MeasurableSpace α} (μ : MeasureTheory.Measure α) (s : Set α) :
      (MeasureTheory.Measure.restrict μ s) s = μ s
      theorem MeasureTheory.Measure.restrict_apply_univ {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (s : Set α) :
      (MeasureTheory.Measure.restrict μ s) Set.univ = μ s
      theorem MeasureTheory.Measure.le_restrict_apply {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (s : Set α) (t : Set α) :
      μ (t s) (MeasureTheory.Measure.restrict μ s) t
      theorem MeasureTheory.Measure.restrict_apply_le {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (s : Set α) (t : Set α) :
      (MeasureTheory.Measure.restrict μ s) t μ t
      theorem MeasureTheory.Measure.restrict_apply_superset {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} (h : s t) :
      (MeasureTheory.Measure.restrict μ s) t = μ s
      theorem MeasureTheory.Measure.restrict_apply_eq_zero {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} (ht : MeasurableSet t) :
      (MeasureTheory.Measure.restrict μ s) t = 0 μ (t s) = 0
      theorem MeasureTheory.Measure.measure_inter_eq_zero_of_restrict {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} (h : (MeasureTheory.Measure.restrict μ s) t = 0) :
      μ (t s) = 0
      theorem MeasureTheory.Measure.restrict_apply_eq_zero' {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} (hs : MeasurableSet s) :
      (MeasureTheory.Measure.restrict μ s) t = 0 μ (t s) = 0
      @[simp]

      If μ s ≠ 0, then μ.restrict s ≠ 0, in terms of NeZero instances.

      Equations
      theorem MeasureTheory.Measure.restrict_zero_set {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} (h : μ s = 0) :
      theorem MeasureTheory.Measure.restrict_iUnion_apply_ae {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [Countable ι] {s : ιSet α} (hd : Pairwise (MeasureTheory.AEDisjoint μ on s)) (hm : ∀ (i : ι), MeasureTheory.NullMeasurableSet (s i)) {t : Set α} (ht : MeasurableSet t) :
      (MeasureTheory.Measure.restrict μ (⋃ (i : ι), s i)) t = ∑' (i : ι), (MeasureTheory.Measure.restrict μ (s i)) t
      theorem MeasureTheory.Measure.restrict_iUnion_apply {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [Countable ι] {s : ιSet α} (hd : Pairwise (Disjoint on s)) (hm : ∀ (i : ι), MeasurableSet (s i)) {t : Set α} (ht : MeasurableSet t) :
      (MeasureTheory.Measure.restrict μ (⋃ (i : ι), s i)) t = ∑' (i : ι), (MeasureTheory.Measure.restrict μ (s i)) t
      theorem MeasureTheory.Measure.restrict_iUnion_apply_eq_iSup {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [Countable ι] {s : ιSet α} (hd : Directed (fun (x x_1 : Set α) => x x_1) s) {t : Set α} (ht : MeasurableSet t) :
      (MeasureTheory.Measure.restrict μ (⋃ (i : ι), s i)) t = ⨆ (i : ι), (MeasureTheory.Measure.restrict μ (s i)) t

      The restriction of the pushforward measure is the pushforward of the restriction. For a version assuming only AEMeasurable, see restrict_map_of_aemeasurable.

      theorem MeasureTheory.Measure.restrict_eq_self_of_ae_mem {α : Type u_2} {_m0 : MeasurableSpace α} ⦃s : Set α ⦃μ : MeasureTheory.Measure α (hs : ∀ᵐ (x : α) ∂μ, x s) :

      If two measures agree on all measurable subsets of s and t, then they agree on all measurable subsets of s ∪ t.

      theorem MeasureTheory.Measure.restrict_finset_biUnion_congr {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} {s : Finset ι} {t : ιSet α} :
      theorem MeasureTheory.Measure.restrict_iUnion_congr {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} [Countable ι] {s : ιSet α} :
      MeasureTheory.Measure.restrict μ (⋃ (i : ι), s i) = MeasureTheory.Measure.restrict ν (⋃ (i : ι), s i) ∀ (i : ι), MeasureTheory.Measure.restrict μ (s i) = MeasureTheory.Measure.restrict ν (s i)
      theorem MeasureTheory.Measure.restrict_biUnion_congr {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} {s : Set ι} {t : ιSet α} (hc : Set.Countable s) :

      This lemma shows that Inf and restrict commute for measures.

      theorem MeasureTheory.Measure.exists_mem_of_measure_ne_zero_of_ae {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} (hs : μ s 0) {p : αProp} (hp : ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x) :
      ∃ x ∈ s, p x

      Extensionality results #

      theorem MeasureTheory.Measure.ext_iff_of_iUnion_eq_univ {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} [Countable ι] {s : ιSet α} (hs : ⋃ (i : ι), s i = Set.univ) :

      Two measures are equal if they have equal restrictions on a spanning collection of sets (formulated using Union).

      theorem MeasureTheory.Measure.ext_of_iUnion_eq_univ {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} [Countable ι] {s : ιSet α} (hs : ⋃ (i : ι), s i = Set.univ) :
      (∀ (i : ι), MeasureTheory.Measure.restrict μ (s i) = MeasureTheory.Measure.restrict ν (s i))μ = ν

      Alias of the reverse direction of MeasureTheory.Measure.ext_iff_of_iUnion_eq_univ.


      Two measures are equal if they have equal restrictions on a spanning collection of sets (formulated using Union).

      theorem MeasureTheory.Measure.ext_iff_of_biUnion_eq_univ {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} {S : Set ι} {s : ιSet α} (hc : Set.Countable S) (hs : ⋃ i ∈ S, s i = Set.univ) :

      Two measures are equal if they have equal restrictions on a spanning collection of sets (formulated using biUnion).

      theorem MeasureTheory.Measure.ext_of_biUnion_eq_univ {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} {S : Set ι} {s : ιSet α} (hc : Set.Countable S) (hs : ⋃ i ∈ S, s i = Set.univ) :
      (iS, MeasureTheory.Measure.restrict μ (s i) = MeasureTheory.Measure.restrict ν (s i))μ = ν

      Alias of the reverse direction of MeasureTheory.Measure.ext_iff_of_biUnion_eq_univ.


      Two measures are equal if they have equal restrictions on a spanning collection of sets (formulated using biUnion).

      Two measures are equal if they have equal restrictions on a spanning collection of sets (formulated using sUnion).

      theorem MeasureTheory.Measure.ext_of_sUnion_eq_univ {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} {S : Set (Set α)} (hc : Set.Countable S) (hs : ⋃₀ S = Set.univ) :

      Alias of the reverse direction of MeasureTheory.Measure.ext_iff_of_sUnion_eq_univ.


      Two measures are equal if they have equal restrictions on a spanning collection of sets (formulated using sUnion).

      theorem MeasureTheory.Measure.ext_of_generateFrom_of_cover {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} {S : Set (Set α)} {T : Set (Set α)} (h_gen : m0 = MeasurableSpace.generateFrom S) (hc : Set.Countable T) (h_inter : IsPiSystem S) (hU : ⋃₀ T = Set.univ) (htop : tT, μ t ) (ST_eq : tT, sS, μ (s t) = ν (s t)) (T_eq : tT, μ t = ν t) :
      μ = ν
      theorem MeasureTheory.Measure.ext_of_generateFrom_of_cover_subset {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} {S : Set (Set α)} {T : Set (Set α)} (h_gen : m0 = MeasurableSpace.generateFrom S) (h_inter : IsPiSystem S) (h_sub : T S) (hc : Set.Countable T) (hU : ⋃₀ T = Set.univ) (htop : sT, μ s ) (h_eq : sS, μ s = ν s) :
      μ = ν

      Two measures are equal if they are equal on the π-system generating the σ-algebra, and they are both finite on an increasing spanning sequence of sets in the π-system. This lemma is formulated using sUnion.

      theorem MeasureTheory.Measure.ext_of_generateFrom_of_iUnion {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure α} (C : Set (Set α)) (B : Set α) (hA : m0 = MeasurableSpace.generateFrom C) (hC : IsPiSystem C) (h1B : ⋃ (i : ), B i = Set.univ) (h2B : ∀ (i : ), B i C) (hμB : ∀ (i : ), μ (B i) ) (h_eq : sC, μ s = ν s) :
      μ = ν

      Two measures are equal if they are equal on the π-system generating the σ-algebra, and they are both finite on an increasing spanning sequence of sets in the π-system. This lemma is formulated using iUnion. FiniteSpanningSetsIn.ext is a reformulation of this lemma.

      theorem MeasureTheory.Measure.restrict_iUnion_ae {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [Countable ι] {s : ιSet α} (hd : Pairwise (MeasureTheory.AEDisjoint μ on s)) (hm : ∀ (i : ι), MeasureTheory.NullMeasurableSet (s i)) :
      theorem MeasureTheory.Measure.restrict_iUnion {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [Countable ι] {s : ιSet α} (hd : Pairwise (Disjoint on s)) (hm : ∀ (i : ι), MeasurableSet (s i)) :
      theorem MeasureTheory.Measure.restrict_iUnion_le {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [Countable ι] {s : ιSet α} :
      @[simp]
      theorem MeasureTheory.ae_restrict_biUnion_eq {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (s : ιSet α) {t : Set ι} (ht : Set.Countable t) :
      theorem MeasureTheory.ae_restrict_iUnion_iff {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [Countable ι] (s : ιSet α) (p : αProp) :
      (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ (⋃ (i : ι), s i), p x) ∀ (i : ι), ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ (s i), p x
      theorem MeasureTheory.ae_restrict_union_iff {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (s : Set α) (t : Set α) (p : αProp) :
      (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ (s t), p x) (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x) ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ t, p x
      theorem MeasureTheory.ae_restrict_biUnion_iff {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (s : ιSet α) {t : Set ι} (ht : Set.Countable t) (p : αProp) :
      (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ (⋃ i ∈ t, s i), p x) it, ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ (s i), p x
      @[simp]
      theorem MeasureTheory.ae_restrict_biUnion_finset_iff {α : Type u_2} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (s : ιSet α) (t : Finset ι) (p : αProp) :
      (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ (⋃ i ∈ t, s i), p x) it, ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ (s i), p x
      theorem MeasureTheory.ae_eq_restrict_iUnion_iff {α : Type u_2} {δ : Type u_4} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [Countable ι] (s : ιSet α) (f : αδ) (g : αδ) :
      theorem MeasureTheory.ae_eq_restrict_biUnion_iff {α : Type u_2} {δ : Type u_4} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (s : ιSet α) {t : Set ι} (ht : Set.Countable t) (f : αδ) (g : αδ) :
      theorem MeasureTheory.ae_eq_restrict_biUnion_finset_iff {α : Type u_2} {δ : Type u_4} {ι : Type u_6} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (s : ιSet α) (t : Finset ι) (f : αδ) (g : αδ) :
      theorem MeasureTheory.ae_restrict_uIoc_iff {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} [LinearOrder α] {a : α} {b : α} {P : αProp} :
      (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ (Ι a b), P x) (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ (Set.Ioc a b), P x) ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ (Set.Ioc b a), P x

      See also MeasureTheory.ae_uIoc_iff.

      theorem MeasureTheory.ae_restrict_iff {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {p : αProp} (hp : MeasurableSet {x : α | p x}) :
      (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x) ∀ᵐ (x : α) ∂μ, x sp x
      theorem MeasureTheory.ae_imp_of_ae_restrict {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {p : αProp} (h : ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x) :
      ∀ᵐ (x : α) ∂μ, x sp x
      theorem MeasureTheory.ae_restrict_iff' {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {p : αProp} (hs : MeasurableSet s) :
      (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x) ∀ᵐ (x : α) ∂μ, x sp x
      theorem Filter.EventuallyEq.restrict {α : Type u_2} {δ : Type u_4} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {f : αδ} {g : αδ} {s : Set α} (hfg : f =ᶠ[MeasureTheory.Measure.ae μ] g) :
      theorem MeasureTheory.ae_restrict_mem {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} (hs : MeasurableSet s) :
      ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, x s
      theorem MeasureTheory.ae_restrict_of_ae {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {p : αProp} (h : ∀ᵐ (x : α) ∂μ, p x) :
      ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x
      theorem MeasureTheory.ae_restrict_iff'₀ {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {p : αProp} (hs : MeasureTheory.NullMeasurableSet s) :
      (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x) ∀ᵐ (x : α) ∂μ, x sp x
      theorem MeasureTheory.ae_restrict_of_ae_restrict_of_subset {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} {p : αProp} (hst : s t) (h : ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ t, p x) :
      ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x
      theorem MeasureTheory.ae_of_ae_restrict_of_ae_restrict_compl {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} (t : Set α) {p : αProp} (ht : ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ t, p x) (htc : ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ t, p x) :
      ∀ᵐ (x : α) ∂μ, p x
      theorem MeasureTheory.mem_map_restrict_ae_iff {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {β : Type u_7} {s : Set α} {t : Set β} {f : αβ} (hs : MeasurableSet s) :
      theorem MeasureTheory.ae_smul_measure {R : Type u_1} {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {p : αProp} [Monoid R] [DistribMulAction R ENNReal] [IsScalarTower R ENNReal ENNReal] (h : ∀ᵐ (x : α) ∂μ, p x) (c : R) :
      ∀ᵐ (x : α) ∂c μ, p x
      theorem MeasureTheory.ae_add_measure_iff {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {p : αProp} {ν : MeasureTheory.Measure α} :
      (∀ᵐ (x : α) ∂μ + ν, p x) (∀ᵐ (x : α) ∂μ, p x) ∀ᵐ (x : α) ∂ν, p x
      theorem MeasureTheory.ae_eq_comp' {α : Type u_2} {β : Type u_3} {δ : Type u_4} {m0 : MeasurableSpace α} [MeasurableSpace β] {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure β} {f : αβ} {g : βδ} {g' : βδ} (hf : AEMeasurable f) (h : g =ᶠ[MeasureTheory.Measure.ae ν] g') (h2 : MeasureTheory.Measure.AbsolutelyContinuous (MeasureTheory.Measure.map f μ) ν) :
      theorem MeasureTheory.Measure.QuasiMeasurePreserving.ae_eq_comp {α : Type u_2} {β : Type u_3} {δ : Type u_4} {m0 : MeasurableSpace α} [MeasurableSpace β] {μ : MeasureTheory.Measure α} {ν : MeasureTheory.Measure β} {f : αβ} {g : βδ} {g' : βδ} (hf : MeasureTheory.Measure.QuasiMeasurePreserving f) (h : g =ᶠ[MeasureTheory.Measure.ae ν] g') :
      theorem MeasureTheory.ae_eq_comp {α : Type u_2} {β : Type u_3} {δ : Type u_4} {m0 : MeasurableSpace α} [MeasurableSpace β] {μ : MeasureTheory.Measure α} {f : αβ} {g : βδ} {g' : βδ} (hf : AEMeasurable f) (h : g =ᶠ[MeasureTheory.Measure.ae (MeasureTheory.Measure.map f μ)] g') :
      theorem MeasureTheory.sub_ae_eq_zero {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {β : Type u_7} [AddGroup β] (f : αβ) (g : αβ) :
      theorem MeasureTheory.ae_restrict_of_ae_eq_of_ae_restrict {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : αProp} {t : αProp} (hst : s =ᶠ[MeasureTheory.Measure.ae μ] t) {p : αProp} :
      (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x)∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ t, p x

      If two measurable sets are ae_eq then any proposition that is almost everywhere true on one is almost everywhere true on the other

      theorem MeasureTheory.ae_restrict_congr_set {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : αProp} {t : αProp} (hst : s =ᶠ[MeasureTheory.Measure.ae μ] t) {p : αProp} :
      (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x) ∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ t, p x

      If two measurable sets are ae_eq then any proposition that is almost everywhere true on one is almost everywhere true on the other

      theorem MeasureTheory.measure_setOf_frequently_eq_zero {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {p : αProp} (hp : ∑' (i : ), μ {x : α | p i x} ) :
      μ {x : α | ∃ᶠ (n : ) in Filter.atTop, p n x} = 0

      A version of the Borel-Cantelli lemma: if pᵢ is a sequence of predicates such that ∑ μ {x | pᵢ x} is finite, then the measure of x such that pᵢ x holds frequently as i → ∞ (or equivalently, pᵢ x holds for infinitely many i) is equal to zero.

      theorem MeasureTheory.ae_eventually_not_mem {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} (hs : ∑' (i : ), μ (s i) ) :
      ∀ᵐ (x : α) ∂μ, ∀ᶠ (n : ) in Filter.atTop, xs n

      A version of the Borel-Cantelli lemma: if sᵢ is a sequence of sets such that ∑ μ sᵢ exists, then for almost all x, x does not belong to almost all sᵢ.

      theorem MeasureTheory.NullMeasurable.measure_preimage_eq_measure_restrict_preimage_of_ae_compl_eq_const {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {β : Type u_7} [MeasurableSpace β] {b : β} {f : αβ} {s : Set α} (f_mble : MeasureTheory.NullMeasurable f) (hs : f =ᶠ[MeasureTheory.Measure.ae (MeasureTheory.Measure.restrict μ s)] fun (x : α) => b) {t : Set β} (t_mble : MeasurableSet t) (ht : bt) :
      μ (f ⁻¹' t) = (MeasureTheory.Measure.restrict μ s) (f ⁻¹' t)

      Subtype of a measure space #

      theorem MeasureTheory.Measure.measure_subtype_coe_le_comap {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} (hs : MeasureTheory.NullMeasurableSet s) (t : Set s) :
      μ (Subtype.val '' t) (MeasureTheory.Measure.comap Subtype.val μ) t
      theorem MeasureTheory.Measure.measure_subtype_coe_eq_zero_of_comap_eq_zero {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} (hs : MeasureTheory.NullMeasurableSet s) {t : Set s} (ht : (MeasureTheory.Measure.comap Subtype.val μ) t = 0) :
      μ (Subtype.val '' t) = 0

      In a measure space, one can restrict the measure to a subtype to get a new measure space. Not registered as an instance, as there are other natural choices such as the normalized restriction for a probability measure, or the subspace measure when restricting to a vector subspace. Enable locally if needed with attribute [local instance] Measure.Subtype.measureSpace.

      Equations
      Instances For
        theorem MeasureTheory.Measure.Subtype.volume_def {δ : Type u_4} {u : Set δ} [MeasureTheory.MeasureSpace δ] :
        MeasureTheory.volume = MeasureTheory.Measure.comap Subtype.val MeasureTheory.volume
        theorem MeasureTheory.Measure.Subtype.volume_univ {δ : Type u_4} {u : Set δ} [MeasureTheory.MeasureSpace δ] (hu : MeasureTheory.NullMeasurableSet u) :
        MeasureTheory.volume Set.univ = MeasureTheory.volume u
        theorem MeasureTheory.Measure.volume_subtype_coe_le_volume {δ : Type u_4} {u : Set δ} [MeasureTheory.MeasureSpace δ] (hu : MeasureTheory.NullMeasurableSet u) (t : Set u) :
        MeasureTheory.volume (Subtype.val '' t) MeasureTheory.volume t
        theorem MeasureTheory.Measure.volume_subtype_coe_eq_zero_of_volume_eq_zero {δ : Type u_4} {u : Set δ} [MeasureTheory.MeasureSpace δ] (hu : MeasureTheory.NullMeasurableSet u) {t : Set u} (ht : MeasureTheory.volume t = 0) :
        MeasureTheory.volume (Subtype.val '' t) = 0
        theorem MeasurableEmbedding.comap_apply {α : Type u_2} {β : Type u_3} {m0 : MeasurableSpace α} {m1 : MeasurableSpace β} {f : αβ} (hf : MeasurableEmbedding f) (μ : MeasureTheory.Measure β) (s : Set α) :
        (MeasureTheory.Measure.comap f μ) s = μ (f '' s)
        theorem MeasurableEmbedding.ae_map_iff {α : Type u_2} {β : Type u_3} {m0 : MeasurableSpace α} {m1 : MeasurableSpace β} {f : αβ} (hf : MeasurableEmbedding f) {p : βProp} {μ : MeasureTheory.Measure α} :
        (∀ᵐ (x : β) ∂MeasureTheory.Measure.map f μ, p x) ∀ᵐ (x : α) ∂μ, p (f x)
        theorem MeasurableEmbedding.comap_preimage {α : Type u_2} {β : Type u_3} {m0 : MeasurableSpace α} {m1 : MeasurableSpace β} {f : αβ} (hf : MeasurableEmbedding f) (μ : MeasureTheory.Measure β) (s : Set β) :
        (MeasureTheory.Measure.comap f μ) (f ⁻¹' s) = μ (s Set.range f)
        theorem comap_subtype_coe_apply {α : Type u_2} {_m0 : MeasurableSpace α} {s : Set α} (hs : MeasurableSet s) (μ : MeasureTheory.Measure α) (t : Set s) :
        (MeasureTheory.Measure.comap Subtype.val μ) t = μ (Subtype.val '' t)
        theorem ae_restrict_iff_subtype {α : Type u_2} {m0 : MeasurableSpace α} {μ : MeasureTheory.Measure α} {s : Set α} (hs : MeasurableSet s) {p : αProp} :
        (∀ᵐ (x : α) ∂MeasureTheory.Measure.restrict μ s, p x) ∀ᵐ (x : s) ∂MeasureTheory.Measure.comap Subtype.val μ, p x

        Volume on s : Set α #

        Note the instance is provided earlier as Subtype.measureSpace.

        theorem volume_set_coe_def {α : Type u_2} [MeasureTheory.MeasureSpace α] (s : Set α) :
        MeasureTheory.volume = MeasureTheory.Measure.comap Subtype.val MeasureTheory.volume
        theorem MeasurableSet.map_coe_volume {α : Type u_2} [MeasureTheory.MeasureSpace α] {s : Set α} (hs : MeasurableSet s) :
        MeasureTheory.Measure.map Subtype.val MeasureTheory.volume = MeasureTheory.Measure.restrict MeasureTheory.volume s
        theorem volume_image_subtype_coe {α : Type u_2} [MeasureTheory.MeasureSpace α] {s : Set α} (hs : MeasurableSet s) (t : Set s) :
        MeasureTheory.volume (Subtype.val '' t) = MeasureTheory.volume t
        @[simp]
        theorem volume_preimage_coe {α : Type u_2} [MeasureTheory.MeasureSpace α] {s : Set α} {t : Set α} (hs : MeasureTheory.NullMeasurableSet s) (ht : MeasurableSet t) :
        MeasureTheory.volume (Subtype.val ⁻¹' t) = MeasureTheory.volume (t s)
        theorem piecewise_ae_eq_restrict {α : Type u_2} {β : Type u_3} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {s : Set α} {f : αβ} {g : αβ} [DecidablePred fun (x : α) => x s] (hs : MeasurableSet s) :
        theorem piecewise_ae_eq_restrict_compl {α : Type u_2} {β : Type u_3} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {s : Set α} {f : αβ} {g : αβ} [DecidablePred fun (x : α) => x s] (hs : MeasurableSet s) :
        theorem piecewise_ae_eq_of_ae_eq_set {α : Type u_2} {β : Type u_3} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} {f : αβ} {g : αβ} [DecidablePred fun (x : α) => x s] [DecidablePred fun (x : α) => x t] (hst : s =ᶠ[MeasureTheory.Measure.ae μ] t) :
        theorem mem_map_indicator_ae_iff_of_zero_nmem {α : Type u_2} {β : Type u_3} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {s : Set α} {f : αβ} [Zero β] {t : Set β} (ht : 0t) :
        theorem indicator_ae_eq_of_ae_eq_set {α : Type u_2} {β : Type u_3} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {s : Set α} {t : Set α} {f : αβ} [Zero β] (hst : s =ᶠ[MeasureTheory.Measure.ae μ] t) :
        theorem indicator_meas_zero {α : Type u_2} {β : Type u_3} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {s : Set α} {f : αβ} [Zero β] (hs : μ s = 0) :