Integral of a nonnegative function over a set, encoded via an indicator on the ambient space.
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Rewrite the indicator-based set integral as a restricted lintegral.
A restricted lintegral vanishes iff the function vanishes almost everywhere on the set.
The integral over a set is bounded between 0 and ⊤.
Bridge restricted-measure a.e. and ambient a.e.-on-set formulations.
Proposition 8.3.1: for a measurable set Ω and measurable f : X → [0, ∞], the
indicator-based integral over Ω is in [0, ∞], and it is zero iff f = 0 for
μ-almost every x ∈ Ω.
Proposition 8.3.2: for a measurable set Ω and measurable f : X → [0, ∞],
if c > 0 then integrating cf over Ω scales the integral by c.
Proposition 8.3.3: if f, g : Ω → [0, ∞] are measurable and f x ≤ g x for all
x ∈ Ω, then the indicator-defined integral over Ω is monotone after extending by zero:
∫_Ω f dμ ≤ ∫_Ω g dμ.
Helper for Proposition 8.3.4: convert a.e.-on-Ω equality into a.e. equality of
indicator integrands.
Helper for Proposition 8.3.4: a.e.-on-Ω equality implies equality of
indicator-defined integrals over Ω.
Proposition 8.3.4: let Ω be measurable and let f, g : Ω → [0, ∞] be measurable.
If f = g for μ-almost every x ∈ Ω, then their indicator-defined integrals over Ω
are equal.
Helper for Proposition 8.3.5: rewriting the Ω'-integral as an Ω-integral of
an indicator-restricted integrand.
Helper for Proposition 8.3.5: monotonicity of integralOver under set inclusion.
Proposition 8.3.5: for measurable Ω' ⊆ Ω and measurable f : Ω → [0, ∞],
the integral over Ω' equals the integral over Ω of extendByZero Ω f multiplied by
χ_{Ω'}, and this quantity is at most the integral over Ω of extendByZero Ω f.
A non-negative simple function on Ω is a finite sum of non-negative coefficients times
indicators of measurable subsets of Ω.
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- One or more equations did not get rendered due to their size.
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Integral formula for a represented non-negative simple function.
Equations
- nonnegativeSimpleFunctionIntegral m a E = ∑ k : Fin m, ↑(a k) * MeasureTheory.volume (E k)
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For a represented simple function, integration over Ω matches the coefficient-measure sum.
Lemma 8.5 (Interchange of addition and integration): if Ω ⊆ ℝ^n is measurable and
f, g : Ω → [0, ∞] are measurable, then integrating f + g over Ω equals the sum of
the integrals of f and g over Ω.
Lemma 8.6 (Fatou's lemma): if Ω ⊆ ℝ^n is measurable and
f_n : Ω → [0, ∞] is measurable for each n, then
∫_Ω liminf_{n→∞} f_n ≤ liminf_{n→∞} ∫_Ω f_n.
An admissible non-negative simple minorant is bounded by the restricted integral of f.
Restricting an NNReal simple function to measurable t ⊆ Ω yields an admissible
non-negative simple function on Ω after coercion to ENNReal.
Under measurability assumptions on Ω and f, the restricted lintegral agrees with the
supremum over non-negative simple functions bounded by f on Ω.
Helper for Theorem 8.1: rewrite lebesgueIntegralNonneg as a subtype-domain integral.
Helper for Theorem 8.1: monotonicity of subtype integrals for a pointwise monotone sequence.
Helper for Theorem 8.1: subtype-domain monotone convergence identity.
Theorem 8.1 (Lebesgue monotone convergence theorem): if Ω ⊆ ℝ^n is measurable and
f : ℕ → (Fin n → ℝ) → ENNReal is pointwise monotone on Ω (so f 0, f 1, ... models
f₁, f₂, ...), then the restricted integrals are monotone and
∫_Ω (⨆ n, f n) = ⨆ n, ∫_Ω f n.
Helper for Theorem 8.2: each shifted term x ↦ g (k + 1) x is measurable.
Helper for Theorem 8.2: each shifted term is a.e.-measurable for the subtype measure.
Helper for Theorem 8.2: lintegral of the shifted series equals the series of lintegrals.
Theorem 8.2: for a measurable set Ω ⊆ ℝ^n and measurable
g_n : Ω → [0,∞], define G(x) = ∑' n, g (n + 1) x (series indexed by n ≥ 1).
Then G is measurable and integrating G over Ω equals the sum of the integrals
of the g_n, with values in [0,∞].
Proposition 8.4: for a measure space (Ω, 𝓕, μ) and a measurable function
f : Ω → [0, +∞], if ∫⁻ ω, f ω ∂μ < +∞, then f ω < +∞ for μ-almost every ω.
Lemma 8.7: if Ω ⊆ ℝ^n is measurable and f : Ω → [0, +∞] is measurable with
∫_Ω f dx < +∞, then f x < +∞ for almost every x ∈ Ω
(equivalently, |{x ∈ Ω : f x = +∞}| = 0).
Proposition 8.5: if Ω ⊆ ℝ^n is measurable and f, g : Ω → [0,+∞] are measurable,
then ∫ (f + g) ≥ ∫ f + ∫ g over Ω (with respect to Lebesgue measure on the subtype).
Lemma 8.8 (Borel--Cantelli): for measurable sets Ω₁, Ω₂, ... ⊆ ℝ^n, if
∑' k, volume (Ω k) < ∞, then the limsup set
⋂ N, ⋃ k ≥ N, Ω k has Lebesgue measure zero.
Helper for Proposition 8.6: for nonrational x ∈ [0,1], infinitely many admissible pairs
imply LiouvilleWith p x.
Helper for Proposition 8.6: the fixed-exponent Liouville set has measure zero when
p > 2.
Proposition 8.6: let p > 2 and c > 0, and define
E = {x ∈ [0,1] : |x - a / q| ≤ c / q^p for infinitely many positive integer pairs (a,q)}.
Then E has Lebesgue measure zero.
Helper for Theorem 8.3: x has a uniform Diophantine lower bound with exponent τ
over positive natural denominators.
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Helper for Theorem 8.3: increasing the exponent preserves the Diophantine lower-bound property.
Helper for Theorem 8.3: adding a nonnegative increment to the exponent preserves the Diophantine lower-bound property.
Helper for Theorem 8.3: a Diophantine lower bound at exponent τ also gives one at
exponent τ + 1.
Helper for Theorem 8.3: strict exponent increase preserves the Diophantine lower-bound property.
Helper for Theorem 8.3: for natural denominators, the side condition 0 < q is
equivalent to q ≠ 0 in the Diophantine exponent formulation.
Helper for Theorem 8.3: a non-strict Diophantine lower bound can be upgraded to a strict lower bound by shrinking the constant.
Definition 8.7: a real number x is diophantine if there exist constants
p > 0 and C > 0 such that |x - a/q| > C / |q|^p for every nonzero integer
q and every integer a.
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Helper for Theorem 8.3: strict integer-denominator Diophantine bounds imply the corresponding non-strict bounds.
Helper for Theorem 8.3: non-strict integer-denominator Diophantine bounds imply
IsDiophantineReal after shrinking the constant.
Helper for Theorem 8.3: IsDiophantineReal is equivalent to the existence of
positive-parameter non-strict integer-denominator Diophantine bounds.
Helper for Theorem 8.3: an IsDiophantineReal number satisfies the
natural-denominator Diophantine lower-bound formulation at some positive exponent.
Helper for Theorem 8.3: a positive-exponent natural-denominator Diophantine
lower bound implies IsDiophantineReal.
Helper for Theorem 8.3: a natural-denominator Diophantine lower bound at an exponent
strictly greater than 1 implies IsDiophantineReal.
Helper for Theorem 8.3: the integer-denominator and positive-natural-denominator Diophantine formulations are equivalent.
Helper for Theorem 8.3: any IsDiophantineReal number admits a
natural-denominator Diophantine lower bound at some exponent strictly greater
than 1.
Helper for Theorem 8.3: existence of a strict-> 1 natural-denominator
Diophantine lower bound implies IsDiophantineReal.
Helper for Theorem 8.3: IsDiophantineReal is equivalent to existence of a
natural-denominator Diophantine lower bound at an exponent > 1.
Helper for Theorem 8.3: if IsDiophantineReal holds almost everywhere, then
almost every point admits an exponent τ > 1 with a natural-denominator
Diophantine lower bound.
Helper for Theorem 8.3: if almost every point admits an exponent τ > 1 with a
natural-denominator Diophantine lower bound, then IsDiophantineReal holds
almost everywhere.
Helper for Theorem 8.3: almost-everywhere IsDiophantineReal is equivalent to
almost-everywhere existence of an exponent τ > 1 with the natural-denominator
Diophantine lower bound.
Helper for Theorem 8.3: IsDiophantineReal is equivalent to the existence of an
exponent τ > 1 and a constant c > 0 giving the natural-denominator lower bound.
Helper for Theorem 8.3: IsDiophantineReal is equivalent to an exponent τ > 1 and
a constant c > 0 with the lower bound quantified over all nonzero natural denominators.
Helper for Theorem 8.3: for Lebesgue measure on ℝ, an almost-everywhere
Diophantine lower bound is equivalent to the complement having measure zero.
Helper for Theorem 8.3: measure-zero complement implies the almost-everywhere Diophantine lower bound formulation.
Helper for Theorem 8.3: an almost-everywhere fixed-exponent Diophantine lower bound implies the complement has Lebesgue measure zero.
Helper for Theorem 8.3: a null complement yields both the null-complement and almost-everywhere formulations in one conjunction.
Helper for Theorem 8.3: proving the full-measure pair is equivalent to proving just the null-complement statement.