Integrable functions #
In this file, the predicate Integrable is defined and basic properties of
integrable functions are proved.
Such a predicate is already available under the name MemLp 1. We give a direct definition which
is easier to use, and show that it is equivalent to MemLp 1.
Main definition #
- Let
f : α → βbe a function, whereαis aMeasureSpaceandβaNormedAddCommGroupwhich also aMeasurableSpace. Thenfis calledIntegrableiffisMeasurableandHasFiniteIntegral fholds.
Implementation notes #
To prove something for an arbitrary integrable function, a useful theorem is
Integrable.induction in the file SetIntegral.
Tags #
integrable
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.
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Notation for Integrable with respect to a non-standard σ-algebra.
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This lemma is a special case of Integrable.of_finite.
This lemma is a special case of Integrable.of_finite.
In a measurable space with measurable singletons, every function is integrable with respect to
a Dirac measure.
See integrable_dirac' for a version which requires f to be strongly measurable but does not
need singletons to be measurable.
Every strongly measurable function is integrable with respect to a Dirac measure.
See integrable_dirac for a version which requires that singletons are measurable sets but has no
hypothesis on f.
If f is integrable, then so is -f.
See Integrable.neg' for the same statement, but formulated with x ↦ - f x instead of -f.
If f is integrable, then so is fun x ↦ - f x.
See Integrable.neg for the same statement, but formulated with -f instead of fun x ↦ - f x.
if f is integrable, then f + g is integrable iff g is.
See integrable_add_iff_integrable_right' for the same statement with fun x ↦ f x + g x instead
of f + g.
if f is integrable, then fun x ↦ f x + g x is integrable iff g is.
See integrable_add_iff_integrable_right for the same statement with f + g instead
of fun x ↦ f x + g x.
if f is integrable, then g + f is integrable iff g is.
See integrable_add_iff_integrable_left' for the same statement with fun x ↦ g x + f x instead
of g + f.
if f is integrable, then fun x ↦ g x + f x is integrable iff g is.
See integrable_add_iff_integrable_left' for the same statement with g + f instead
of fun x ↦ g x + f x.
Hölder's inequality for integrable functions: the scalar multiplication of an integrable vector-valued function by a scalar function with finite essential supremum is integrable.
Hölder's inequality for integrable functions: the scalar multiplication of an integrable scalar-valued function by a vector-value function with finite essential supremum is integrable.
Alias of MeasureTheory.Integrable.prodMk.
A non-quantitative version of Markov inequality for integrable functions: the measure of points
where ‖f x‖ₑ ≥ ε is finite for all positive ε.
A non-quantitative version of Markov inequality for integrable functions: the measure of points
where ‖f x‖ ≥ ε is finite for all positive ε.
A non-quantitative version of Markov inequality for integrable functions: the measure of points
where ‖f x‖ₑ > ε is finite for all positive ε.
A non-quantitative version of Markov inequality for integrable functions: the measure of points
where ‖f x‖ > ε is finite for all positive ε.
A function is integrable for the counting measure iff its norm is summable.
The map u ↦ f • u is an isometry between the L^1 spaces for μ.withDensity f and μ.
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Lemmas used for defining the positive part of an L¹ function #
One should usually use MeasureTheory.Integrable.integrableOn instead.