Extension of a linear function from indicators to L1 #
Given T : Set α → E →L[ℝ] F with DominatedFinMeasAdditive μ T C, we construct an extension
of T to integrable simple functions, which are finite sums of indicators of measurable sets
with finite measure, then to integrable functions, which are limits of integrable simple functions.
The main result is a continuous linear map (α →₁[μ] E) →L[ℝ] F.
This extension process is used to define the Bochner integral
in the Mathlib/MeasureTheory/Integral/Bochner/Basic.lean file
and the conditional expectation of an integrable function
in Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL1.lean.
Main definitions #
setToL1 (hT : DominatedFinMeasAdditive μ T C) : (α →₁[μ] E) →L[ℝ] F: the extension ofTfrom indicators to L1.setToFun μ T (hT : DominatedFinMeasAdditive μ T C) (f : α → E) : F: a version of the extension which applies to functions (with value 0 if the function is not integrable).
Properties #
For most properties of setToFun, we provide two lemmas. One version uses hypotheses valid on
all sets, like T = T', and a second version which uses a primed name uses hypotheses on
measurable sets with finite measure, like ∀ s, MeasurableSet s → μ s < ∞ → T s = T' s.
The lemmas listed here don't show all hypotheses. Refer to the actual lemmas for details.
Linearity:
setToFun_zero_left : setToFun μ 0 hT f = 0setToFun_add_left : setToFun μ (T + T') _ f = setToFun μ T hT f + setToFun μ T' hT' fsetToFun_smul_left : setToFun μ (fun s ↦ c • (T s)) (hT.smul c) f = c • setToFun μ T hT fsetToFun_zero : setToFun μ T hT (0 : α → E) = 0setToFun_neg : setToFun μ T hT (-f) = - setToFun μ T hT fIffandgare integrable:setToFun_add : setToFun μ T hT (f + g) = setToFun μ T hT f + setToFun μ T hT gsetToFun_sub : setToFun μ T hT (f - g) = setToFun μ T hT f - setToFun μ T hT gIfTsatisfies∀ c : 𝕜, ∀ s x, T s (c • x) = c • T s x:setToFun_smul : setToFun μ T hT (c • f) = c • setToFun μ T hT f
Other:
setToFun_congr_ae (h : f =ᵐ[μ] g) : setToFun μ T hT f = setToFun μ T hT gsetToFun_measure_zero (h : μ = 0) : setToFun μ T hT f = 0
If the space is also an ordered additive group with an order closed topology and T is such that
0 ≤ T s x for 0 ≤ x, we also prove order-related properties:
setToFun_mono_left (h : ∀ s x, T s x ≤ T' s x) : setToFun μ T hT f ≤ setToFun μ T' hT' fsetToFun_nonneg (hf : 0 ≤ᵐ[μ] f) : 0 ≤ setToFun μ T hT fsetToFun_mono (hfg : f ≤ᵐ[μ] g) : setToFun μ T hT f ≤ setToFun μ T hT g
Extend Set α → (E →L[ℝ] F') to (α →₁ₛ[μ] E) → F'.
Equations
Instances For
setToL1S does not change if we replace the measure μ by μ' with μ ≪ μ'. The statement
uses two functions f and f' because they have to belong to different types, but morally these
are the same function (we have f =ᵐ[μ] f').
Extend Set α → E →L[ℝ] F to (α →₁ₛ[μ] E) →L[𝕜] F.
Equations
- MeasureTheory.L1.SimpleFunc.setToL1SCLM' α E 𝕜 μ hT h_smul = { toFun := MeasureTheory.L1.SimpleFunc.setToL1S T, map_add' := ⋯, map_smul' := ⋯ }.mkContinuous C ⋯
Instances For
Extend Set α → E →L[ℝ] F to (α →₁ₛ[μ] E) →L[ℝ] F.
Equations
- MeasureTheory.L1.SimpleFunc.setToL1SCLM α E μ hT = { toFun := MeasureTheory.L1.SimpleFunc.setToL1S T, map_add' := ⋯, map_smul' := ⋯ }.mkContinuous C ⋯
Instances For
Extend Set α → (E →L[ℝ] F) to (α →₁[μ] E) →L[𝕜] F.
Equations
- MeasureTheory.L1.setToL1' 𝕜 hT h_smul = (MeasureTheory.L1.SimpleFunc.setToL1SCLM' α E 𝕜 μ hT h_smul).extend (MeasureTheory.Lp.simpleFunc.coeToLp α E 𝕜) ⋯ ⋯
Instances For
Extend Set α → E →L[ℝ] F to (α →₁[μ] E) →L[ℝ] F.
Equations
- MeasureTheory.L1.setToL1 hT = (MeasureTheory.L1.SimpleFunc.setToL1SCLM α E μ hT).extend (MeasureTheory.Lp.simpleFunc.coeToLp α E ℝ) ⋯ ⋯
Instances For
Extend T : Set α → E →L[ℝ] F to (α → E) → F (for integrable functions α → E). We set it to
0 if the function is not integrable.
Equations
- MeasureTheory.setToFun μ T hT f = if hf : MeasureTheory.Integrable f μ then (MeasureTheory.L1.setToL1 hT) (MeasureTheory.Integrable.toL1 f hf) else 0
Instances For
If F i → f in L1, then setToFun μ T hT (F i) → setToFun μ T hT f.
Auxiliary lemma for setToFun_congr_measure: the function sending f : α →₁[μ] G to
f : α →₁[μ'] G is continuous when μ' ≤ c' • μ for c' ≠ ∞.
Lebesgue dominated convergence theorem provides sufficient conditions under which almost
everywhere convergence of a sequence of functions implies the convergence of their image by
setToFun.
We could weaken the condition bound_integrable to require HasFiniteIntegral bound μ 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