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measure_theory.function.conditional_expectation.ae_measurable

Functions a.e. measurable with respect to a sub-σ-algebra #

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A function f verifies ae_strongly_measurable' m f μ if it is μ-a.e. equal to an m-strongly measurable function. This is similar to ae_strongly_measurable, but the measurable_space structures used for the measurability statement and for the measure are different.

We define Lp_meas F 𝕜 m p μ, the subspace of Lp F p μ containing functions f verifying ae_strongly_measurable' m f μ, i.e. functions which are μ-a.e. equal to an m-strongly measurable function.

Main statements #

We define an isometry_equiv between Lp_meas_subgroup and the Lp space corresponding to the measure μ.trim hm. As a consequence, the completeness of Lp implies completeness of Lp_meas.

Lp.induction_strongly_measurable (see also mem_ℒp.induction_strongly_measurable): To prove something for an Lp function a.e. strongly measurable with respect to a sub-σ-algebra m in a normed space, it suffices to show that

def measure_theory.ae_strongly_measurable' {α : Type u_1} {β : Type u_2} [topological_space β] (m : measurable_space α) {m0 : measurable_space α} (f : α β) (μ : measure_theory.measure α) :
Prop

A function f verifies ae_strongly_measurable' m f μ if it is μ-a.e. equal to an m-strongly measurable function. This is similar to ae_strongly_measurable, but the measurable_space structures used for the measurability statement and for the measure are different.

Equations
theorem measure_theory.ae_strongly_measurable'.const_inner {α : Type u_1} {m m0 : measurable_space α} {μ : measure_theory.measure α} {𝕜 : Type u_2} {β : Type u_3} [is_R_or_C 𝕜] [normed_add_comm_group β] [inner_product_space 𝕜 β] {f : α β} (hfm : measure_theory.ae_strongly_measurable' m f μ) (c : β) :
noncomputable def measure_theory.ae_strongly_measurable'.mk {α : Type u_1} {β : Type u_2} {m m0 : measurable_space α} {μ : measure_theory.measure α} [topological_space β] (f : α β) (hfm : measure_theory.ae_strongly_measurable' m f μ) :
α β

An m-strongly measurable function almost everywhere equal to f.

Equations

If the restriction to a set s of a σ-algebra m is included in the restriction to s of another σ-algebra m₂ (hypothesis hs), the set s is m measurable and a function f almost everywhere supported on s is m-ae-strongly-measurable, then f is also m₂-ae-strongly-measurable.

The subset Lp_meas of Lp functions a.e. measurable with respect to a sub-sigma-algebra #

Lp_meas_subgroup F m p μ is the subspace of Lp F p μ containing functions f verifying ae_strongly_measurable' m f μ, i.e. functions which are μ-a.e. equal to an m-strongly measurable function.

Equations
Instances for measure_theory.Lp_meas_subgroup
def measure_theory.Lp_meas {α : Type u_1} (F : Type u_3) (𝕜 : Type u_5) [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] (m : measurable_space α) [measurable_space α] (p : ennreal) (μ : measure_theory.measure α) :

Lp_meas F 𝕜 m p μ is the subspace of Lp F p μ containing functions f verifying ae_strongly_measurable' m f μ, i.e. functions which are μ-a.e. equal to an m-strongly measurable function.

Equations
Instances for measure_theory.Lp_meas
theorem measure_theory.mem_Lp_meas_self {α : Type u_1} {F : Type u_3} {𝕜 : Type u_5} {p : ennreal} [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m0 : measurable_space α} (μ : measure_theory.measure α) (f : (measure_theory.Lp F p μ)) :
f measure_theory.Lp_meas F 𝕜 m0 p μ
theorem measure_theory.Lp_meas_coe {α : Type u_1} {F : Type u_3} {𝕜 : Type u_5} {p : ennreal} [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} {μ : measure_theory.measure α} {f : (measure_theory.Lp_meas F 𝕜 m p μ)} :
theorem measure_theory.mem_Lp_meas_indicator_const_Lp {α : Type u_1} {F : Type u_3} {𝕜 : Type u_5} {p : ennreal} [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} (hm : m m0) {μ : measure_theory.measure α} {s : set α} (hs : measurable_set s) (hμs : μ s ) {c : F} :

The subspace Lp_meas is complete. #

We define an isometry_equiv between Lp_meas_subgroup and the Lp space corresponding to the measure μ.trim hm. As a consequence, the completeness of Lp implies completeness of Lp_meas_subgroup (and Lp_meas).

If f belongs to Lp_meas_subgroup F m p μ, then the measurable function it is almost everywhere equal to (given by ae_measurable.mk) belongs to ℒp for the measure μ.trim hm.

If f belongs to Lp for the measure μ.trim hm, then it belongs to the subgroup Lp_meas_subgroup F m p μ.

noncomputable def measure_theory.Lp_meas_subgroup_to_Lp_trim {α : Type u_1} (F : Type u_3) (p : ennreal) [normed_add_comm_group F] {m m0 : measurable_space α} (μ : measure_theory.measure α) (hm : m m0) (f : (measure_theory.Lp_meas_subgroup F m p μ)) :

Map from Lp_meas_subgroup to Lp F p (μ.trim hm).

Equations
noncomputable def measure_theory.Lp_meas_to_Lp_trim {α : Type u_1} (F : Type u_3) (𝕜 : Type u_5) (p : ennreal) [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} (μ : measure_theory.measure α) (hm : m m0) (f : (measure_theory.Lp_meas F 𝕜 m p μ)) :

Map from Lp_meas to Lp F p (μ.trim hm).

Equations
noncomputable def measure_theory.Lp_trim_to_Lp_meas_subgroup {α : Type u_1} (F : Type u_3) (p : ennreal) [normed_add_comm_group F] {m m0 : measurable_space α} (μ : measure_theory.measure α) (hm : m m0) (f : (measure_theory.Lp F p (μ.trim hm))) :

Map from Lp F p (μ.trim hm) to Lp_meas_subgroup, inverse of Lp_meas_subgroup_to_Lp_trim.

Equations
noncomputable def measure_theory.Lp_trim_to_Lp_meas {α : Type u_1} (F : Type u_3) (𝕜 : Type u_5) (p : ennreal) [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} (μ : measure_theory.measure α) (hm : m m0) (f : (measure_theory.Lp F p (μ.trim hm))) :

Map from Lp F p (μ.trim hm) to Lp_meas, inverse of Lp_meas_to_Lp_trim.

Equations
theorem measure_theory.Lp_meas_to_Lp_trim_ae_eq {α : Type u_1} {F : Type u_3} {𝕜 : Type u_5} {p : ennreal} [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} {μ : measure_theory.measure α} (hm : m m0) (f : (measure_theory.Lp_meas F 𝕜 m p μ)) :
theorem measure_theory.Lp_trim_to_Lp_meas_ae_eq {α : Type u_1} {F : Type u_3} {𝕜 : Type u_5} {p : ennreal} [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} {μ : measure_theory.measure α} (hm : m m0) (f : (measure_theory.Lp F p (μ.trim hm))) :

Lp_trim_to_Lp_meas_subgroup is a right inverse of Lp_meas_subgroup_to_Lp_trim.

Lp_trim_to_Lp_meas_subgroup is a left inverse of Lp_meas_subgroup_to_Lp_trim.

theorem measure_theory.Lp_meas_to_Lp_trim_smul {α : Type u_1} {F : Type u_3} {𝕜 : Type u_5} {p : ennreal} [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} {μ : measure_theory.measure α} (hm : m m0) (c : 𝕜) (f : (measure_theory.Lp_meas F 𝕜 m p μ)) :

Lp_meas_subgroup_to_Lp_trim preserves the norm.

noncomputable def measure_theory.Lp_meas_subgroup_to_Lp_trim_iso {α : Type u_1} (F : Type u_3) (p : ennreal) [normed_add_comm_group F] {m m0 : measurable_space α} (μ : measure_theory.measure α) [hp : fact (1 p)] (hm : m m0) :

Lp_meas_subgroup and Lp F p (μ.trim hm) are isometric.

Equations
noncomputable def measure_theory.Lp_meas_subgroup_to_Lp_meas_iso {α : Type u_1} (F : Type u_3) (𝕜 : Type u_5) (p : ennreal) [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} (μ : measure_theory.measure α) [hp : fact (1 p)] :

Lp_meas_subgroup and Lp_meas are isometric.

Equations
noncomputable def measure_theory.Lp_meas_to_Lp_trim_lie {α : Type u_1} (F : Type u_3) (𝕜 : Type u_5) (p : ennreal) [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} (μ : measure_theory.measure α) [hp : fact (1 p)] (hm : m m0) :

Lp_meas and Lp F p (μ.trim hm) are isometric, with a linear equivalence.

Equations
@[protected, instance]
@[protected, nolint, instance]
def measure_theory.Lp_meas.complete_space {α : Type u_1} {F : Type u_3} {𝕜 : Type u_5} {p : ennreal} [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} {μ : measure_theory.measure α} [hm : fact (m m0)] [complete_space F] [hp : fact (1 p)] :
theorem measure_theory.Lp_meas.ae_fin_strongly_measurable' {α : Type u_1} {F : Type u_3} {𝕜 : Type u_5} {p : ennreal} [is_R_or_C 𝕜] [normed_add_comm_group F] [normed_space 𝕜 F] {m m0 : measurable_space α} {μ : measure_theory.measure α} (hm : m m0) (f : (measure_theory.Lp_meas F 𝕜 m p μ)) (hp_ne_zero : p 0) (hp_ne_top : p ) :

We do not get ae_fin_strongly_measurable f (μ.trim hm), since we don't have f =ᵐ[μ.trim hm] Lp_meas_to_Lp_trim F 𝕜 p μ hm f but only the weaker f =ᵐ[μ] Lp_meas_to_Lp_trim F 𝕜 p μ hm f.

theorem measure_theory.Lp_meas_to_Lp_trim_lie_symm_indicator {α : Type u_1} {F : Type u_3} {p : ennreal} [normed_add_comm_group F] {m m0 : measurable_space α} [one_le_p : fact (1 p)] [normed_space F] {hm : m m0} {s : set α} {μ : measure_theory.measure α} (hs : measurable_set s) (hμs : (μ.trim hm) s ) (c : F) :

When applying the inverse of Lp_meas_to_Lp_trim_lie (which takes a function in the Lp space of the sub-sigma algebra and returns its version in the larger Lp space) to an indicator of the sub-sigma-algebra, we obtain an indicator in the Lp space of the larger sigma-algebra.

Auxiliary lemma for Lp.induction_strongly_measurable.

To prove something for an Lp function a.e. strongly measurable with respect to a sub-σ-algebra m in a normed space, it suffices to show that

  • the property holds for (multiples of) characteristic functions which are measurable w.r.t. m;
  • is closed under addition;
  • the set of functions in Lp strongly measurable w.r.t. m for which the property holds is closed.
theorem measure_theory.mem_ℒp.induction_strongly_measurable {α : Type u_1} {F : Type u_3} {p : ennreal} [normed_add_comm_group F] {m m0 : measurable_space α} {μ : measure_theory.measure α} [fact (1 p)] [normed_space F] (hm : m m0) (hp_ne_top : p ) (P : F) Prop) (h_ind : (c : F) ⦃s : set α⦄, measurable_set s μ s < P (s.indicator (λ (_x : α), c))) (h_add : ⦃f g : α F⦄, disjoint (function.support f) (function.support g) measure_theory.mem_ℒp f p μ measure_theory.mem_ℒp g p μ measure_theory.strongly_measurable f measure_theory.strongly_measurable g P f P g P (f + g)) (h_closed : is_closed {f : (measure_theory.Lp_meas F m p μ) | P f}) (h_ae : ⦃f g : α F⦄, f =ᵐ[μ] g measure_theory.mem_ℒp f p μ P f P g) ⦃f : α F⦄ (hf : measure_theory.mem_ℒp f p μ) (hfm : measure_theory.ae_strongly_measurable' m f μ) :
P f

To prove something for an arbitrary mem_ℒp function a.e. strongly measurable with respect to a sub-σ-algebra m in a normed space, it suffices to show that

  • the property holds for (multiples of) characteristic functions which are measurable w.r.t. m;
  • is closed under addition;
  • the set of functions in the Lᵖ space strongly measurable w.r.t. m for which the property holds is closed.
  • the property is closed under the almost-everywhere equal relation.