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Books.Analysis2_Tao_2022.Chapters.Chap08.section01_part2

noncomputable def NonnegSimpleFunction.add {n : } {Ω : Set (Fin n)} (f g : NonnegSimpleFunction Ω) :

Pointwise sum of two non-negative simple functions on Ω.

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  • f.add g = fun (x : Ω) => f x + g x,
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    Proposition 8.1.2: for non-negative simple functions f, g : Ω → ℝ, the integral is additive: ∫_Ω (f + g) dm = ∫_Ω f dm + ∫_Ω g dm.

    noncomputable def NonnegSimpleFunction.constMul {n : } {Ω : Set (Fin n)} (c : ) (hc : 0 c) (f : NonnegSimpleFunction Ω) :

    Pointwise scalar multiplication of a non-negative simple function by a nonnegative real.

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      Proposition 8.1.3: if f : Ω → ℝ is a non-negative simple function and c > 0, then the integral scales linearly: ∫_Ω (c f) dm = c ∫_Ω f dm.

      theorem helperForProposition_8_1_4_difference_isSimple {n : } {Ω : Set (Fin n)} (f g : NonnegSimpleFunction Ω) :
      IsSimpleFunction Ω fun (x : Ω) => g x - f x

      Helper for Proposition 8.1.4: the pointwise difference of two non-negative simple functions is simple.

      theorem helperForProposition_8_1_4_difference_nonneg {n : } {Ω : Set (Fin n)} (f g : NonnegSimpleFunction Ω) (hfg : ∀ (x : Ω), f x g x) (x : Ω) :
      0 g x - f x

      Helper for Proposition 8.1.4: if f ≤ g pointwise then g - f is pointwise nonnegative.

      noncomputable def helperForProposition_8_1_4_difference {n : } {Ω : Set (Fin n)} (f g : NonnegSimpleFunction Ω) (hfg : ∀ (x : Ω), f x g x) :

      Helper for Proposition 8.1.4: the non-negative simple remainder g - f.

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        theorem helperForProposition_8_1_4_add_difference_eq {n : } {Ω : Set (Fin n)} (f g : NonnegSimpleFunction Ω) (hfg : ∀ (x : Ω), f x g x) :

        Helper for Proposition 8.1.4: f + (g - f) = g as non-negative simple functions.

        theorem lebesgueIntegralNonnegSimple_mono {n : } {Ω : Set (Fin n)} (f g : NonnegSimpleFunction Ω) (hfg : ∀ (x : Ω), f x g x) :

        Proposition 8.1.4: if f, g : Ω → ℝ are non-negative simple functions and f(x) ≤ g(x) for every x ∈ Ω, then ∫_Ω f dm ≤ ∫_Ω g dm.

        def HoldsForAlmostEverywhereOn {α : Type u_1} [MeasurableSpace α] (μ : MeasureTheory.Measure α) (Ω : Set α) (P : αProp) :

        Definition 8.4: A property P holds for almost every x ∈ Ω (with respect to μ) if there is a measurable null set N ⊆ Ω such that P x holds for all x ∈ Ω \ N.

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          theorem helperForProposition_8_2_nonzeroSetNull_of_aeEqZero {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {f : αENNReal} (hAe : f =ᵐ[μ] 0) :
          μ {x : α | f x 0} = 0

          Helper for Proposition 8.2: almost-everywhere vanishing gives a null nonzero set.

          theorem helperForProposition_8_2_holdsOnUniv_of_aeEqZero {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {f : αENNReal} (hf : Measurable f) :
          f =ᵐ[μ] 0HoldsForAlmostEverywhereOn μ Set.univ fun (x : α) => f x = 0

          Helper for Proposition 8.2: convert f = 0 almost everywhere to Definition 8.4 on univ.

          theorem helperForProposition_8_2_aeEqZero_of_holdsOnUniv {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {f : αENNReal} :
          (HoldsForAlmostEverywhereOn μ Set.univ fun (x : α) => f x = 0)f =ᵐ[μ] 0

          Helper for Proposition 8.2: convert Definition 8.4 on univ to f = 0 almost everywhere.

          theorem helperForProposition_8_2_holdsOnUniv_iff_aeEqZero {α : Type u_1} [MeasurableSpace α] {μ : MeasureTheory.Measure α} {f : αENNReal} (hf : Measurable f) :
          (HoldsForAlmostEverywhereOn μ Set.univ fun (x : α) => f x = 0) f =ᵐ[μ] 0

          Helper for Proposition 8.2: Definition 8.4 on univ is equivalent to f = 0 almost everywhere.

          Proposition 8.2: if f : α → [0, ∞] is measurable, then its integral is zero iff f x = 0 for μ-almost every x.