Functions integrable on a set and at a filter #
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We define integrable_on f s μ := integrable f (μ.restrict s) and prove theorems like
integrable_on_union : integrable_on f (s ∪ t) μ ↔ integrable_on f s μ ∧ integrable_on f t μ.
Next we define a predicate integrable_at_filter (f : α → E) (l : filter α) (μ : measure α)
saying that f is integrable at some set s ∈ l and prove that a measurable function is integrable
at l with respect to μ provided that f is bounded above at l ⊓ μ.ae and μ is finite
at l.
A function f is strongly measurable at a filter l w.r.t. a measure μ if it is
ae strongly measurable w.r.t. μ.restrict s for some s ∈ l.
Equations
- strongly_measurable_at_filter f l μ = ∃ (s : set α) (H : s ∈ l), measure_theory.ae_strongly_measurable f (measure_theory.measure.restrict μ s)
A function is integrable_on a set s if it is almost everywhere strongly measurable on s
and if the integral of its pointwise norm over s is less than infinity.
Equations
If a function is integrable on a set s and nonzero there, then the measurable hull of s is
well behaved: the restriction of the measure to to_measurable μ s coincides with its restriction
to s.
If a function is integrable on a set s, and vanishes on t \ s, then it is integrable on t
if t is null-measurable.
If a function is integrable on a set s, and vanishes on t \ s, then it is integrable on t
if t is measurable.
If a function is integrable on a set s and vanishes almost everywhere on its complement,
then it is integrable.
If a function is integrable on a set s and vanishes everywhere on its complement,
then it is integrable.
We say that a function f is integrable at filter l if it is integrable on some
set s ∈ l. Equivalently, it is eventually integrable on s in l.small_sets.
Equations
- measure_theory.integrable_at_filter f l μ = ∃ (s : set α) (H : s ∈ l), measure_theory.integrable_on f s μ
Alias of the forward direction of measure_theory.integrable_at_filter.inf_ae_iff.
If μ is a measure finite at filter l and f is a function such that its norm is bounded
above at l, then f is integrable at l.
Alias of measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto_ae.
Alias of measure_theory.measure.finite_at_filter.integrable_at_filter_of_tendsto.
A function which is continuous on a set s is almost everywhere measurable with respect to
μ.restrict s.
A function which is continuous on a separable set s is almost everywhere strongly measurable
with respect to μ.restrict s.
A function which is continuous on a set s is almost everywhere strongly measurable with
respect to μ.restrict s when either the source space or the target space is second-countable.
A function which is continuous on a compact set s is almost everywhere strongly measurable
with respect to μ.restrict s.
If a function is continuous on an open set s, then it is strongly measurable at the filter
𝓝 x for all x ∈ s if either the source space or the target space is second-countable.
If a function is continuous on a measurable set s, then it is measurable at the filter
𝓝[s] x for all x.
Lemmas about adding and removing interval boundaries #
The primed lemmas take explicit arguments about the measure being finite at the endpoint, while
the unprimed ones use [has_no_atoms μ].