Strongly measurable and finitely strongly measurable functions #
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A function f
is said to be strongly measurable if f
is the sequential limit of simple functions.
It is said to be finitely strongly measurable with respect to a measure μ
if the supports
of those simple functions have finite measure. We also provide almost everywhere versions of
these notions.
Almost everywhere strongly measurable functions form the largest class of functions that can be integrated using the Bochner integral.
If the target space has a second countable topology, strongly measurable and measurable are equivalent.
If the measure is sigma-finite, strongly measurable and finitely strongly measurable are equivalent.
The main property of finitely strongly measurable functions is
fin_strongly_measurable.exists_set_sigma_finite
: there exists a measurable set t
such that the
function is supported on t
and μ.restrict t
is sigma-finite. As a consequence, we can prove some
results for those functions as if the measure was sigma-finite.
Main definitions #
-
strongly_measurable f
:f : α → β
is the limit of a sequencefs : ℕ → simple_func α β
. -
fin_strongly_measurable f μ
:f : α → β
is the limit of a sequencefs : ℕ → simple_func α β
such that for alln ∈ ℕ
, the measure of the support offs n
is finite. -
ae_strongly_measurable f μ
:f
is almost everywhere equal to astrongly_measurable
function. -
ae_fin_strongly_measurable f μ
:f
is almost everywhere equal to afin_strongly_measurable
function. -
ae_fin_strongly_measurable.sigma_finite_set
: a measurable sett
such thatf =ᵐ[μ.restrict tᶜ] 0
andμ.restrict t
is sigma-finite.
Main statements #
ae_fin_strongly_measurable.exists_set_sigma_finite
: there exists a measurable sett
such thatf =ᵐ[μ.restrict tᶜ] 0
andμ.restrict t
is sigma-finite.
We provide a solid API for strongly measurable functions, and for almost everywhere strongly measurable functions, as a basis for the Bochner integral.
References #
- Hytönen, Tuomas, Jan Van Neerven, Mark Veraar, and Lutz Weis. Analysis in Banach spaces. Springer, 2016.
The typeclass second_countable_topology_either α β
registers the fact that at least one of
the two spaces has second countable topology. This is the right assumption to ensure that continuous
maps from α
to β
are strongly measurable.
Instances of this typeclass
A function is strongly_measurable
if it is the limit of simple functions.
Equations
- measure_theory.strongly_measurable f = ∃ (fs : ℕ → measure_theory.simple_func α β), ∀ (x : α), filter.tendsto (λ (n : ℕ), ⇑(fs n) x) filter.at_top (nhds (f x))
A function is fin_strongly_measurable
with respect to a measure if it is the limit of simple
functions with support with finite measure.
Equations
- measure_theory.fin_strongly_measurable f μ = ∃ (fs : ℕ → measure_theory.simple_func α β), (∀ (n : ℕ), ⇑μ (function.support ⇑(fs n)) < ⊤) ∧ ∀ (x : α), filter.tendsto (λ (n : ℕ), ⇑(fs n) x) filter.at_top (nhds (f x))
A function is ae_strongly_measurable
with respect to a measure μ
if it is almost everywhere
equal to the limit of a sequence of simple functions.
Equations
- measure_theory.ae_strongly_measurable f μ = ∃ (g : α → β), measure_theory.strongly_measurable g ∧ f =ᵐ[μ] g
A function is ae_fin_strongly_measurable
with respect to a measure if it is almost everywhere
equal to the limit of a sequence of simple functions with support with finite measure.
Equations
- measure_theory.ae_fin_strongly_measurable f μ = ∃ (g : α → β), measure_theory.fin_strongly_measurable g μ ∧ f =ᵐ[μ] g
Strongly measurable functions #
A version of strongly_measurable_const
that assumes f x = f y
for all x, y
.
This version works for functions between empty types.
A sequence of simple functions such that ∀ x, tendsto (λ n, hf.approx n x) at_top (𝓝 (f x))
.
That property is given by strongly_measurable.tendsto_approx
.
Equations
- hf.approx = Exists.some hf
Similar to strongly_measurable.approx
, but enforces that the norm of every function in the
sequence is less than c
everywhere. If ‖f x‖ ≤ c
this sequence of simple functions verifies
tendsto (λ n, hf.approx_bounded n x) at_top (𝓝 (f x))
.
Equations
- hf.approx_bounded c = λ (n : ℕ), measure_theory.simple_func.map (λ (x : β), linear_order.min 1 (c / ‖x‖) • x) (hf.approx n)
If the measure is sigma-finite, all strongly measurable functions are
fin_strongly_measurable
.
A strongly measurable function is measurable.
A strongly measurable function is almost everywhere measurable.
Big operators: ∏
and ∑
#
The range of a strongly measurable function is separable.
In a space with second countable topology, measurable implies strongly measurable.
In a space with second countable topology, strongly measurable and measurable are equivalent.
A function is strongly measurable if and only if it is measurable and has separable range.
A continuous function is strongly measurable when either the source space or the target space is second-countable.
If g
is a topological embedding, then f
is strongly measurable iff g ∘ f
is.
A sequential limit of strongly measurable functions is strongly measurable.
this is slightly different from strongly_measurable.piecewise
. It can be used to show
strongly_measurable (ite (x=0) 0 1)
by
exact strongly_measurable.ite (measurable_set_singleton 0) strongly_measurable_const strongly_measurable_const
, but replacing strongly_measurable.ite
by
strongly_measurable.piecewise
in that example proof does not work.
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
supported
on s
is m
-strongly-measurable, then f
is also m₂
-strongly-measurable.
If a function f
is strongly measurable w.r.t. a sub-σ-algebra m
and the measure is σ-finite
on m
, then there exists spanning measurable sets with finite measure on which f
has bounded
norm. In particular, f
is integrable on each of those sets.
Finitely strongly measurable functions #
A sequence of simple functions such that ∀ x, tendsto (λ n, hf.approx n x) at_top (𝓝 (f x))
and ∀ n, μ (support (hf.approx n)) < ∞
. These properties are given by
fin_strongly_measurable.tendsto_approx
and fin_strongly_measurable.fin_support_approx
.
Equations
- hf.approx = Exists.some hf
A finitely strongly measurable function is measurable.
Almost everywhere strongly measurable functions #
A strongly_measurable
function such that f =ᵐ[μ] hf.mk f
. See lemmas
strongly_measurable_mk
and ae_eq_mk
.
Equations
The composition of a continuous function and an ae strongly measurable function is ae strongly measurable.
A continuous function from α
to β
is ae strongly measurable when one of the two spaces is
second countable.
In a space with second countable topology, measurable implies ae strongly measurable.
Big operators: ∏
and ∑
#
In a space with second countable topology, measurable implies strongly measurable.
In a space with second countable topology, strongly measurable and measurable are equivalent.
A function is almost everywhere strongly measurable if and only if it is almost everywhere measurable, and up to a zero measure set its range is contained in a separable set.
An almost everywhere sequential limit of almost everywhere strongly measurable functions is almost everywhere strongly measurable.
If a sequence of almost everywhere strongly measurable functions converges almost everywhere, one can select a strongly measurable function as the almost everywhere limit.
Almost everywhere finitely strongly measurable functions #
A fin_strongly_measurable
function such that f =ᵐ[μ] hf.mk f
. See lemmas
fin_strongly_measurable_mk
and ae_eq_mk
.
Equations
A measurable set t
such that f =ᵐ[μ.restrict tᶜ] 0
and sigma_finite (μ.restrict t)
.
Equations
- hf.sigma_finite_set = _.some
In a space with second countable topology and a sigma-finite measure, fin_strongly_measurable
and measurable
are equivalent.
In a space with second countable topology and a sigma-finite measure,
ae_fin_strongly_measurable
and ae_measurable
are equivalent.