Analysis II (Tao, 2022) -- Chapter 08 -- Section 04
section Chap08section Section04
Predicate asserting that f is Riemann integrable on a bounded interval I.
def RiemannIntegrableOn (I : Set ℝ) (f : ℝ → ℝ) : Prop :=
MeasureTheory.IntegrableOn f I MeasureTheory.volume
The Riemann integral of f over a bounded interval I.
noncomputable def riemannIntegralOn (I : Set ℝ) (f : ℝ → ℝ) : ℝ :=
∫ x in I, f x ∂ MeasureTheory.volume
Helper for Proposition 8.13: unpacking RiemannIntegrableOn yields IntegrableOn.
lemma helperForProposition_8_13_integrableOn_of_riemann
{I : Set ℝ} {f : ℝ → ℝ} (hriemann : RiemannIntegrableOn I f) :
MeasureTheory.IntegrableOn f I MeasureTheory.volume := by
simpa [RiemannIntegrableOn] using hriemann
Helper for Proposition 8.13: a Riemann-integrable function is a.e.-measurable on I.
lemma helperForProposition_8_13_aemeasurable_of_riemann
{I : Set ℝ} {f : ℝ → ℝ} (hriemann : RiemannIntegrableOn I f) :
AEMeasurable f (MeasureTheory.volume.restrict I) := by
exact
(MeasureTheory.IntegrableOn.integrable
(helperForProposition_8_13_integrableOn_of_riemann hriemann)).aemeasurable
Proposition 8.13: Let I ⊆ ℝ be a bounded interval, and let be Riemann
integrable. Then f is Lebesgue measurable and Lebesgue integrable on I, and the Lebesgue
integral on I equals the Riemann integral on I.
theorem proposition_8_13
{I : Set ℝ} (hinterval : Set.OrdConnected I) (hbounded : Bornology.IsBounded I)
{f : ℝ → ℝ} (hriemann : RiemannIntegrableOn I f) :
AEMeasurable f (MeasureTheory.volume.restrict I) ∧
MeasureTheory.IntegrableOn f I MeasureTheory.volume ∧
(∫ x in I, f x ∂ MeasureTheory.volume) = riemannIntegralOn I f := by
refine ⟨helperForProposition_8_13_aemeasurable_of_riemann hriemann, ?_⟩
refine ⟨helperForProposition_8_13_integrableOn_of_riemann hriemann, ?_⟩
simp [riemannIntegralOn]Helper for Proposition 8.14: the set of rational real numbers has Lebesgue measure zero.
lemma helperForProposition_8_14_rationalRange_measure_zero :
MeasureTheory.volume (Set.range ((↑) : ℚ → ℝ)) = 0 := by
exact Set.Countable.measure_zero (Set.countable_range ((↑) : ℚ → ℝ)) MeasureTheory.volume
Helper for Proposition 8.14: the Dirichlet function is almost everywhere zero on [0,1].
lemma helperForProposition_8_14_ae_zero_on_interval :
(Set.range ((↑) : ℚ → ℝ)).indicator (fun _ => (1 : ℝ)) =ᵐ[MeasureTheory.volume.restrict
(Set.Icc (0 : ℝ) 1)] (fun _ => (0 : ℝ)) := by
let R : Set ℝ := Set.range ((↑) : ℚ → ℝ)
let I : Set ℝ := Set.Icc (0 : ℝ) 1
have hR_measurable : MeasurableSet R := by
exact Set.Countable.measurableSet (Set.countable_range ((↑) : ℚ → ℝ))
have hR_zero : MeasureTheory.volume R = 0 := by
simpa [R] using helperForProposition_8_14_rationalRange_measure_zero
have hR_restrict_zero : (MeasureTheory.volume.restrict I) R = 0 := by
rw [MeasureTheory.Measure.restrict_apply hR_measurable]
refine MeasureTheory.measure_mono_null ?_ hR_zero
intro x hx
exact hx.1
have hR_ae_empty : R =ᵐ[MeasureTheory.volume.restrict I] (∅ : Set ℝ) := by
exact MeasureTheory.ae_eq_empty.2 hR_restrict_zero
have hindicator :
R.indicator (fun _ => (1 : ℝ)) =ᵐ[MeasureTheory.volume.restrict I]
(∅ : Set ℝ).indicator (fun _ => (1 : ℝ)) := by
exact indicator_ae_eq_of_ae_eq_set hR_ae_empty
simpa [R, I] using hindicator
Helper for Proposition 8.14: the Dirichlet function is integrable on [0,1].
lemma helperForProposition_8_14_integrableOn :
MeasureTheory.IntegrableOn ((Set.range ((↑) : ℚ → ℝ)).indicator (fun _ => (1 : ℝ)))
(Set.Icc (0 : ℝ) 1) MeasureTheory.volume := by
have hae : (Set.range ((↑) : ℚ → ℝ)).indicator (fun _ => (1 : ℝ)) =ᵐ[MeasureTheory.volume.restrict
(Set.Icc (0 : ℝ) 1)] (fun _ => (0 : ℝ)) :=
helperForProposition_8_14_ae_zero_on_interval
have hzero : MeasureTheory.IntegrableOn (fun _ : ℝ => (0 : ℝ)) (Set.Icc (0 : ℝ) 1)
MeasureTheory.volume := by
simpa using MeasureTheory.integrableOn_zero
exact
(MeasureTheory.integrableOn_congr_fun_ae (s := Set.Icc (0 : ℝ) 1)
(μ := MeasureTheory.volume)
(f := (Set.range ((↑) : ℚ → ℝ)).indicator (fun _ => (1 : ℝ)))
(g := fun _ : ℝ => (0 : ℝ)) hae).2 hzero
Helper for Proposition 8.14: the integral of the Dirichlet function over [0,1] is zero.
lemma helperForProposition_8_14_integral_eq_zero :
(∫ x in Set.Icc (0 : ℝ) 1, ((Set.range ((↑) : ℚ → ℝ)).indicator (fun _ => (1 : ℝ))) x
∂ MeasureTheory.volume) = 0 := by
have hae : (Set.range ((↑) : ℚ → ℝ)).indicator (fun _ => (1 : ℝ)) =ᵐ[MeasureTheory.volume.restrict
(Set.Icc (0 : ℝ) 1)] (fun _ => (0 : ℝ)) :=
helperForProposition_8_14_ae_zero_on_interval
calc
∫ x in Set.Icc (0 : ℝ) 1, ((Set.range ((↑) : ℚ → ℝ)).indicator (fun _ => (1 : ℝ))) x
∂ MeasureTheory.volume =
∫ x in Set.Icc (0 : ℝ) 1, (0 : ℝ) ∂ MeasureTheory.volume := by
exact MeasureTheory.integral_congr_ae hae
_ = 0 := by simp
Proposition 8.14: Define by for rational x and
for irrational x. Then f is Lebesgue integrable on [0,1] and
, where μ is Lebesgue measure.
theorem proposition_8_14 :
let f : ℝ → ℝ := (Set.range ((↑) : ℚ → ℝ)).indicator (fun _ => (1 : ℝ))
MeasureTheory.IntegrableOn f (Set.Icc (0 : ℝ) 1) MeasureTheory.volume ∧
(∫ x in Set.Icc (0 : ℝ) 1, f x ∂ MeasureTheory.volume) = 0 := by
dsimp
exact ⟨helperForProposition_8_14_integrableOn, helperForProposition_8_14_integral_eq_zero⟩end Section04end Chap08