Integrable functions and L¹ space
In the first part of this file, the predicate integrable is defined and basic properties of
integrable functions are proved.
In the second part, the space L¹ of equivalence classes of integrable functions under the relation
of being almost everywhere equal is defined as a subspace of the space L⁰. See the file
src/measure_theory/ae_eq_fun.lean for information on L⁰ space.
Notation
α →₁ βis the type ofL¹space, whereαis ameasure_spaceandβis anormed_groupwith asecond_countable_topology.f : α →ₘ βis a "function" inL¹. In comments,[f]is also used to denote anL¹function.₁can be typed as\1.
Main definitions
Let
f : α → βbe a function, whereαis ameasure_spaceandβanormed_group. Thenhas_finite_integral fmeans(∫⁻ a, nnnorm (f a)) < ⊤.If
βis moreover ameasurable_spacethenfis calledintegrableiffismeasurableandhas_finite_integral fholds.The space
L¹is defined as a subspace ofL⁰: Anae_eq_fun[f] : α →ₘ βis in the spaceL¹ifedist [f] 0 < ⊤, which means(∫⁻ a, edist (f a) 0) < ⊤if we expand the definition ofedistinL⁰.
Main statements
L¹, as a subspace, inherits most of the structures of L⁰.
Implementation notes
Maybe integrable f should be mean (∫⁻ a, edist (f a) 0) < ⊤, so that integrable and
ae_eq_fun.integrable are more aligned. But in the end one can use the lemma
lintegral_nnnorm_eq_lintegral_edist : (∫⁻ a, nnnorm (f a)) = (∫⁻ a, edist (f a) 0) to switch the
two forms.
To prove something for an arbitrary integrable + measurable function, a useful theorem is
integrable.induction in the file set_integral.
Tags
integrable, function space, l1
Some results about the Lebesgue integral involving a normed group
The predicate has_finite_integral
has_finite_integral f μ means that the integral ∫⁻ a, ∥f a∥ ∂μ is finite.
has_finite_integral f means has_finite_integral f volume.
Lemmas used for defining the positive part of a L¹ function
The predicate integrable
integrable f μ means that f is measurable and that the integral ∫⁻ a, ∥f a∥ ∂μ is finite.
integrable f means integrable f volume.
Equations
Lemmas used for defining the positive part of a L¹ function
The predicate integrable on measurable functions modulo a.e.-equality
A class of almost everywhere equal functions is integrable if it has a finite distance to
the origin. It means the same thing as the predicate integrable over functions.
Equations
- f.integrable = (f ∈ emetric.ball 0 ⊤)
The L¹ space of functions
The space of equivalence classes of integrable (and measurable) functions, where two integrable
functions are equivalent if they agree almost everywhere, i.e., they differ on a set of measure
0.
Equations
- (α →₁[μ] β) = {f // f.integrable}
Equations
L¹ space forms a emetric_space, with the emetric being inherited from almost everywhere
functions, i.e., edist f g = ∫⁻ a, edist (f a) (g a).
L¹ space forms a metric_space, with the metric being inherited from almost everywhere
functions, i.e., edist f g = ennreal.to_real (∫⁻ a, edist (f a) (g a)).
Equations
Equations
The norm on L¹ space is defined to be ∥f∥ = ∫⁻ a, edist (f a) 0.
Equations
- measure_theory.l1.normed_group = normed_group.of_add_dist measure_theory.l1.normed_group._proof_4 measure_theory.l1.normed_group._proof_5
Equations
- measure_theory.l1.semimodule = {to_distrib_mul_action := {to_mul_action := {to_has_scalar := measure_theory.l1.has_scalar _inst_10, one_smul := _, mul_smul := _}, smul_add := _, smul_zero := _}, add_smul := _, zero_smul := _}
Equations
- measure_theory.l1.normed_space = {to_semimodule := measure_theory.l1.semimodule _inst_10, norm_smul_le := _}
Construct the equivalence class [f] of a measurable and integrable function f.
Equations
- measure_theory.l1.of_fun f hf = ⟨measure_theory.ae_eq_fun.mk f _, _⟩
Positive part of a function in L¹ space.
Negative part of a function in L¹ space.