Integral of vector-valued function against vector measure #
We extend the definition of the Bochner integral (of vector-valued function against ℝ≥0∞-valued
measure) to vector measures through a bilinear pairing.
Let E, F be normed vector spaces, and G be a Banach space (complete normed vector space).
We fix a continuous linear pairing B : E →L[ℝ] F →L[ℝ] G and an F-valued vector measure μ
on a measurable space X.
For an integrable function f : X → E with respect to the total variation of the vector measure
on X informally written μ ∘ B.flip, we define the G-valued integral, which is informally
written ∫ B (f x) ∂μ x.
Such integral is defined through the general setting setToFun which sends a set function to the
integral of integrable functions, see the file
Mathlib/MeasureTheory/Integral/SetToL1.lean.
Main definitions #
The integral against vector measures is defined through the extension process described in the file
Mathlib/MeasureTheory/Integral/SetToL1.lean, which follows these steps:
Define the integral of the indicator of a set. This is
cbmApplyMeasure B μ s x = B x (μ s).cbmApplyMeasure B μis shown to be linear in the valuexandDominatedFinMeasAdditive(defined in the fileMathlib/MeasureTheory/Integral/SetToL1.lean) with respect to the sets.Define the integral on integrable functions
fassetToFun (...) f.
Notations #
∫ᵛ x, f x ∂[B; μ]: theG-valued integral of anE-valued functionfagainst theF-valued vector measureμpaired throughB.∫ᵛ x, f x ∂•μ: the special case wherefis a real-valued function andμis anF-valued vector measure, with the pairing being the scalar multiplication byℝ.∫ᵛ x, f x ∂<•μ: the special case wherefis anE-valued function andμis a signed measure, with the pairing being the flip of scalar multiplication.∫ᵛ x in s, f x ∂[B; μ]: theG-valued integral of anE-valued functionfagainst theF-valued vector measureμpaired throughB, on the sets.∫ᵛ x in s, f x ∂•μ: the special case wherefis a real-valued function andμis anF-valued vector measure, with the pairing being the scalar multiplication byℝ.∫ᵛ x in s, f x ∂<•μ: the special case wherefis anE-valued function andμis a signed measure, with the pairing being the flip of scalar multiplication.
Note #
Let μ be a vector measure and B be a continuous linear pairing.
We often consider integrable functions with respect to the total variation of
μ.transpose B = μ.mapRange B.flip.toAddMonoidHom B.flip.continuous, which is the reference
measure for the pairing integral.
When f is not integrable with respect to (μ.transpose B).variation, the value of
μ.integral B f is set to 0. This is an analogous convention to the Bochner integral. However,
there are cases where a natural definition of the integral as an unconditional sum exists, but f
is not integrable in this sense: Let μ be the L∞(ℕ)-valued measure on ℕ defined by extending
{n} ↦ (0,0,..., 1/(n+1),0,0,...) and B be the trivial coupling (the scalar multiplication by
ℝ). The total variation is ∑ n, 1/(n+1) = ∞, but the sum of (0,...,0,1/n,0,...) in L∞(ℕ) is
unconditionally convergent.
The composition of the vector measure with the linear pairing, giving the reference vector measure.
Equations
- μ.transpose B = μ.mapRange (↑B.flip).toAddMonoidHom ⋯
Instances For
Given a set s, return the continuous linear map fun x : E ↦ B x (μ s) (actually defined
using transpose through mapRange), where the B is a G-valued bilinear form on E × F and
μ is an F-valued vector measure. The extension of that set function through setToFun gives the
pairing integral of E-valued integrable functions.
Equations
- MeasureTheory.cbmApplyMeasure μ B s = { toFun := fun (x : E) => (↑(μ.transpose B) s) x, map_add' := ⋯, map_smul' := ⋯, cont := ⋯ }
Instances For
Control of the variation of the vector measure which appears in the integral of scalar functions with respect to a vector measure.
Control of the variation of the vector measure which appears in the integral of a vector function with respect to a signed measure.
f : X → E is said to be integrable with respect to μ and B if it is integrable with
respect to (μ.transpose B).variation.
Equations
- μ.Integrable f B = MeasureTheory.Integrable f (μ.transpose B).variation
Instances For
f : X → E is said to be integrable with respect to μ and B on s if it is integrable with
respect to the vector measure μ.restrict s. When s is measurable, this is equivalent to
integrability with respect to (μ.transpose B).variation.restrict s.
Equations
- μ.IntegrableOn f B s = (μ.restrict s).Integrable f B
Instances For
The G-valued integral of E-valued function and the F-valued vector measure μ with linear
paring B : E →L[ℝ] F →L[ℝ] G . This is set to be 0 if G is not complete or if f is not
integrable with respect to (μ.transpose B).variation. Notation ∫ᵛ x, f x ∂[B; μ].
When μ is G-valued, to get the integral in G of a real-valued function, take
B = ContinousLinearMap.lsmul ℝ ℝ. Notation ∫ᵛ x, f x ∂•μ.
When μ is a signed measure, to get the integral in G of a G-valued function, take
B = (ContinousLinearMap.lsmul ℝ ℝ).flip. Notation ∫ᵛ x, f x ∂<•μ.
Instances For
The G-valued integral of E-valued function and the F-valued vector measure μ with linear
paring B : E →L[ℝ] F →L[ℝ] G . This is set to be 0 if G is not complete or if f is not
integrable with respect to (μ.transpose B).variation. Notation ∫ᵛ x, f x ∂[B; μ].
When μ is G-valued, to get the integral in G of a real-valued function, take
B = ContinousLinearMap.lsmul ℝ ℝ. Notation ∫ᵛ x, f x ∂•μ.
When μ is a signed measure, to get the integral in G of a G-valued function, take
B = (ContinousLinearMap.lsmul ℝ ℝ).flip. Notation ∫ᵛ x, f x ∂<•μ.
Equations
- One or more equations did not get rendered due to their size.
Instances For
The special case of the pairing integral where the pairing is just the scalar multiplication by
ℝ on F and f is real-valued. The resulting integral is F-valued.
Equations
- One or more equations did not get rendered due to their size.
Instances For
The special case of the pairing integral where the pairing is just the flip of scalar
multiplication by ℝ on F and f is F-valued and μ is a signed measure.
The resulting integral is F-valued.
Equations
- One or more equations did not get rendered due to their size.
Instances For
The G-valued integral of E-valued function and the F-valued vector measure μ with linear
paring B : E →L[ℝ] F →L[ℝ] G . This is set to be 0 if G is not complete or if f is not
integrable with respect to (μ.transpose B).variation. Notation ∫ᵛ x, f x ∂[B; μ].
When μ is G-valued, to get the integral in G of a real-valued function, take
B = ContinousLinearMap.lsmul ℝ ℝ. Notation ∫ᵛ x, f x ∂•μ.
When μ is a signed measure, to get the integral in G of a G-valued function, take
B = (ContinousLinearMap.lsmul ℝ ℝ).flip. Notation ∫ᵛ x, f x ∂<•μ.
Equations
- One or more equations did not get rendered due to their size.
Instances For
The special case of the pairing integral in a set where the pairing is just the scalar
multiplication by ℝ on F and f is real-valued. The resulting integral is F-valued.
Equations
- One or more equations did not get rendered due to their size.
Instances For
The special case of the pairing integral in a set where the pairing is just the flip of the
scalar multiplication by ℝ on F and f is F-valued and μ is a signed measure.
The resulting integral is F-valued.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Eta-expanded form of MeasureTheory.VectorMeasure.Integrable.add
Eta-expanded form of MeasureTheory.VectorMeasure.Integrable.neg
Eta-expanded form of MeasureTheory.VectorMeasure.Integrable.sub
Eta-expanded form of MeasureTheory.VectorMeasure.Integrable.smul
If F i → f in L1, then ∫ᵛ x, F i x ∂[B; μ] → ∫ᵛ x, f x ∂[B; μ].
If F i → f in L1, then ∫ᵛ x, F i x ∂[B; μ] → ∫ᵛ x, f x ∂[B; μ].
Lebesgue dominated convergence theorem provides sufficient conditions under which almost
everywhere convergence of a sequence of functions implies the convergence of their integrals.
We could weaken the condition bound_integrable to require
HasFiniteIntegral bound (μ.transpose B).variation instead (i.e. not requiring that bound is
measurable), but in all applications proving integrability is easier.
Lebesgue dominated convergence theorem for filters with a countable basis
Lebesgue dominated convergence theorem for series.
Corollary of the Lebesgue dominated convergence theorem: If a sequence of functions F n is
(eventually) uniformly bounded by a constant and converges (eventually) pointwise to a
function f, then the integrals of F n with respect to a vector measure μ with finite
variation converge to the integral of f.