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Books.Analysis2_Tao_2022.Chapters.Chap08.section02_part1

def Majorizes {Ω : Type u_1} (f g : Ω) :

Definition 8.5 (Majorization): for functions f, g : Ω → ℝ, f majorizes g (equivalently, g minorizes f) iff ∀ x : Ω, f x ≥ g x.

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    noncomputable def integralOver {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) (Ω : Set X) (f : XENNReal) :

    Integral of a nonnegative function over a set, encoded via an indicator on the ambient space.

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      theorem helperForProposition_8_3_1_integralOver_eq_setLIntegral {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω : Set X} ( : MeasurableSet Ω) (f : XENNReal) :
      integralOver μ Ω f = ∫⁻ (x : X) in Ω, f x μ

      Rewrite the indicator-based set integral as a restricted lintegral.

      theorem helperForProposition_8_3_1_setLIntegral_eq_zero_iff_aeOn {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω : Set X} ( : MeasurableSet Ω) {f : XENNReal} (hf : Measurable f) :
      ∫⁻ (x : X) in Ω, f x μ = 0 ∀ᵐ (x : X) μ, x Ωf x = 0

      A restricted lintegral vanishes iff the function vanishes almost everywhere on the set.

      The integral over a set is bounded between 0 and .

      theorem helperForProposition_8_3_1_aeOn_restrict_bridge {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω : Set X} ( : MeasurableSet Ω) (f : XENNReal) :
      (∀ᵐ (x : X) μ.restrict Ω, f x = 0) ∀ᵐ (x : X) μ, x Ωf x = 0

      Bridge restricted-measure a.e. and ambient a.e.-on-set formulations.

      theorem proposition_8_3_1 {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω : Set X} ( : MeasurableSet Ω) {f : XENNReal} (hf : Measurable f) :
      (0 integralOver μ Ω f integralOver μ Ω f ) (integralOver μ Ω f = 0 ∀ᵐ (x : X) μ, x Ωf x = 0)

      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.

      theorem proposition_8_3_2 {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω : Set X} ( : MeasurableSet Ω) {f : XENNReal} (hf : Measurable f) (c : ENNReal) (hc : 0 < c) :
      (integralOver μ Ω fun (x : X) => c * f x) = c * integralOver μ Ω f

      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.

      noncomputable def extendByZero {X : Type u_1} (Ω : Set X) (f : ΩENNReal) :
      XENNReal

      Extension by zero from Ω to the ambient space.

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        theorem proposition_8_3_3 {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω : Set X} ( : MeasurableSet Ω) {f g : ΩENNReal} (hf : Measurable f) (hg : Measurable g) (hfg : ∀ (x : Ω), f x g x) :

        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.

        theorem helperForProposition_8_3_4_ae_indicator_congr {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω : Set X} {u v : XENNReal} (huv : ∀ᵐ (x : X) μ, x Ωu x = v x) :
        ∀ᵐ (x : X) μ, Ω.indicator u x = Ω.indicator v x

        Helper for Proposition 8.3.4: convert a.e.-on-Ω equality into a.e. equality of indicator integrands.

        theorem helperForProposition_8_3_4_integralOver_congr_aeOn {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) (Ω : Set X) {u v : XENNReal} (huv : ∀ᵐ (x : X) μ, x Ωu x = v x) :
        integralOver μ Ω u = integralOver μ Ω v

        Helper for Proposition 8.3.4: a.e.-on-Ω equality implies equality of indicator-defined integrals over Ω.

        theorem proposition_8_3_4 {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω : Set X} ( : MeasurableSet Ω) {f g : ΩENNReal} (hf : Measurable f) (hg : Measurable g) (hfg : ∀ᵐ (x : X) μ, x ΩextendByZero Ω f x = extendByZero Ω g x) :

        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.

        theorem helperForProposition_8_3_5_indicator_collapse_under_subset {X : Type u_1} {Ω Ω' : Set X} (hΩ'sub : Ω' Ω) (u : XENNReal) :
        Ω.indicator (Ω'.indicator u) = Ω'.indicator u

        Helper for Proposition 8.3.5: collapsing nested indicators when Ω' ⊆ Ω.

        theorem helperForProposition_8_3_5_integralOver_indicator_eq {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω Ω' : Set X} (hΩ'sub : Ω' Ω) (u : XENNReal) :
        integralOver μ Ω' u = integralOver μ Ω (Ω'.indicator u)

        Helper for Proposition 8.3.5: rewriting the Ω'-integral as an Ω-integral of an indicator-restricted integrand.

        theorem helperForProposition_8_3_5_integralOver_mono_subset {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω Ω' : Set X} (hΩ'sub : Ω' Ω) (u : XENNReal) :
        integralOver μ Ω' u integralOver μ Ω u

        Helper for Proposition 8.3.5: monotonicity of integralOver under set inclusion.

        theorem proposition_8_3_5 {X : Type u_1} [MeasurableSpace X] (μ : MeasureTheory.Measure X) {Ω Ω' : Set X} ( : MeasurableSet Ω) (hΩ' : MeasurableSet Ω') (hΩ'sub : Ω' Ω) {f : ΩENNReal} (hf : Measurable f) :

        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.

        def IsNonnegativeSimpleFunctionOn {n : } (Ω : Set (Fin n)) (s : (Fin n)ENNReal) :

        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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          noncomputable def nonnegativeSimpleFunctionIntegral {n : } (m : ) (a : Fin mNNReal) (E : Fin mSet (Fin n)) :

          Integral formula for a represented non-negative simple function.

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            theorem lintegral_eq_nonnegativeSimpleFunctionIntegral {n : } (Ω : Set (Fin n)) (m : ) (a : Fin mNNReal) (E : Fin mSet (Fin n)) (hE_meas : ∀ (k : Fin m), MeasurableSet (E k)) (hE_sub : ∀ (k : Fin m), E k Ω) :
            ∫⁻ (x : Fin n) in Ω, k : Fin m, (a k) * (E k).indicator (fun (x : Fin n) => 1) x = nonnegativeSimpleFunctionIntegral m a E

            For a represented simple function, integration over Ω matches the coefficient-measure sum.

            noncomputable def lebesgueIntegralNonnegSup {n : } (Ω : Set (Fin n)) (f : (Fin n)ENNReal) :

            Supremum over non-negative simple functions bounded above by f on Ω.

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              noncomputable def lebesgueIntegralNonneg {n : } (Ω : Set (Fin n)) (f : (Fin n)ENNReal) :

              Definition 8.6 (Lebesgue integral for non-negative functions): define ∫_Ω f dx by the restricted Lebesgue integral.

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                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.

                theorem isNonnegativeSimpleFunctionOn_eq_zero_outside {n : } {Ω : Set (Fin n)} {s : (Fin n)ENNReal} (hs : IsNonnegativeSimpleFunctionOn Ω s) (x : Fin n) :
                xΩs x = 0

                A non-negative simple function on Ω vanishes outside Ω.

                theorem lintegral_le_of_isNonnegativeSimpleFunctionOn_minorized {n : } {Ω : Set (Fin n)} {f s : (Fin n)ENNReal} (hs : IsNonnegativeSimpleFunctionOn Ω s) (hdom : xΩ, s x f x) :
                ∫⁻ (x : Fin n) in Ω, s x ∫⁻ (x : Fin n) in Ω, f x

                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.

                theorem helperForTheorem_8_1_subtypePointwiseMonotone {n : } {Ω : Set (Fin n)} (f : (Fin n)ENNReal) (hmono : xΩ, Monotone fun (k : ) => f k x) :
                Monotone fun (k : ) (x : Ω) => f k x

                Helper for Theorem 8.1: pointwise monotonicity on Ω as monotonicity over the subtype.

                theorem helperForTheorem_8_1_subtypeIntegral_monotone {n : } {Ω : Set (Fin n)} (f : (Fin n)ENNReal) (hmono : xΩ, Monotone fun (k : ) => f k x) :

                Helper for Theorem 8.1: monotonicity of subtype integrals for a pointwise monotone sequence.

                theorem helperForTheorem_8_1_subtype_mct_identity {n : } {Ω : Set (Fin n)} (f : (Fin n)ENNReal) (hf_meas : ∀ (n_1 : ), Measurable fun (x : Ω) => f n_1 x) (hmono : xΩ, Monotone fun (k : ) => f k x) :

                Helper for Theorem 8.1: subtype-domain monotone convergence identity.

                theorem lebesgue_monotone_convergence {n : } {Ω : Set (Fin n)} ( : MeasurableSet Ω) (f : (Fin n)ENNReal) (hf_meas : ∀ (n_1 : ), Measurable fun (x : Ω) => f n_1 x) (hmono : xΩ, Monotone fun (n : ) => f n x) :
                (0 lebesgueIntegralNonneg Ω (f 0) Monotone fun (n_1 : ) => lebesgueIntegralNonneg Ω (f n_1)) (lebesgueIntegralNonneg Ω fun (x : Fin n) => ⨆ (n : ), f n x) = ⨆ (n_1 : ), lebesgueIntegralNonneg Ω (f n_1)

                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.

                theorem helperForTheorem_8_2_shiftedFamily_measurable {n : } {Ω : Set (Fin n)} (g : ΩENNReal) (hg : ∀ (k : ), Measurable (g (k + 1))) (k : ) :
                Measurable fun (x : Ω) => g (k + 1) x

                Helper for Theorem 8.2: each shifted term x ↦ g (k + 1) x is measurable.

                theorem helperForTheorem_8_2_tsum_measurable {n : } {Ω : Set (Fin n)} (g : ΩENNReal) (hg : ∀ (k : ), Measurable (g (k + 1))) :
                Measurable fun (x : Ω) => ∑' (k : ), g (k + 1) x

                Helper for Theorem 8.2: the shifted pointwise series is measurable.

                theorem helperForTheorem_8_2_shiftedFamily_aemeasurable {n : } {Ω : Set (Fin n)} (g : ΩENNReal) (hg : ∀ (k : ), Measurable (g (k + 1))) (k : ) :

                Helper for Theorem 8.2: each shifted term is a.e.-measurable for the subtype measure.

                theorem helperForTheorem_8_2_lintegral_tsum {n : } {Ω : Set (Fin n)} (g : ΩENNReal) (hg : ∀ (k : ), Measurable (g (k + 1))) :

                Helper for Theorem 8.2: lintegral of the shifted series equals the series of lintegrals.

                theorem lintegral_tsum_subtype_eq_tsum_lintegral_subtype {n : } {Ω : Set (Fin n)} ( : MeasurableSet Ω) (g : ΩENNReal) (hg : ∀ (k : ), Measurable (g (k + 1))) :

                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,∞].

                theorem proposition_8_4_ae_lt_top_of_lintegral_lt_top {Ω : Type u_1} [MeasurableSpace Ω] (μ : MeasureTheory.Measure Ω) {f : ΩENNReal} (hf : Measurable f) (hfin : ∫⁻ (ω : Ω), f ω μ < ) :
                ∀ᵐ (ω : Ω) μ, f ω <

                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).

                theorem lemma_8_8_borel_cantelli {n : } (Ω : Set (Fin n)) (hmeas : ∀ (k : ), MeasurableSet (Ω k)) (hsum : ∑' (k : ), MeasureTheory.volume (Ω k) < ) :
                MeasureTheory.volume (⋂ (N : ), ⋃ (k : ), ⋃ (_ : k N), Ω k) = 0

                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.

                theorem helperForProposition_8_6_rational_of_exists_exact_ratio {x : } (h : ∃ (aq : × ), 0 < aq.2 x = aq.1 / aq.2) :

                Helper for Proposition 8.6: exact equality with a positive-denominator natural ratio gives a rational real.

                theorem helperForProposition_8_6_finite_pairs_if_denominator_bounded {p c x : } (hp : 2 < p) (hc : 0 < c) (hx01 : x Set.Icc 0 1) {N : } :
                {aq : × | 0 < aq.1 0 < aq.2 aq.2 N |x - aq.1 / aq.2| c / aq.2 ^ p}.Finite

                Helper for Proposition 8.6: for x ∈ [0,1], admissible pairs with denominator bounded by N form a finite set.

                theorem helperForProposition_8_6_liouvilleWith_of_infinite_pairs_nonrational {p c x : } (hp : 2 < p) (hc : 0 < c) (hx01 : x Set.Icc 0 1) (hx_nonrat : xSet.range Rat.cast) (hInf : {aq : × | 0 < aq.1 0 < aq.2 |x - aq.1 / aq.2| c / aq.2 ^ p}.Infinite) :

                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.

                theorem proposition_8_6_measure_zero_of_infinitely_many_rational_approximations {p c : } (hp : 2 < p) (hc : 0 < c) :
                MeasureTheory.volume {x : | x Set.Icc 0 1 {aq : × | 0 < aq.1 0 < aq.2 |x - aq.1 / aq.2| c / aq.2 ^ p}.Infinite} = 0

                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.

                  theorem helperForTheorem_8_3_diophantineExponent_iff_denominator_ne_zero {τ x : } :
                  helperForTheorem_8_3_diophantineExponent τ x ∃ (c : ), 0 < c ∀ (p : ) (q : ), q 0|x - p / q| c / q ^ τ

                  Helper for Theorem 8.3: for natural denominators, the side condition 0 < q is equivalent to q ≠ 0 in the Diophantine exponent formulation.

                  theorem helperForTheorem_8_3_diophantineExponent_strict_of_non_strict {τ x : } :
                  helperForTheorem_8_3_diophantineExponent τ x∃ (c : ), 0 < c ∀ (p : ) (q : ), 0 < q|x - p / q| > c / q ^ τ

                  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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                    theorem helperForTheorem_8_3_exists_non_strict_parameters_of_IsDiophantineReal {x : } (hx : IsDiophantineReal x) :
                    ∃ (p : ) (C : ), 0 < p 0 < C ∀ (q : ), q 0∀ (a : ), |x - a / q| C / q.natAbs ^ p

                    Helper for Theorem 8.3: strict integer-denominator Diophantine bounds imply the corresponding non-strict bounds.

                    theorem helperForTheorem_8_3_isDiophantineReal_of_exists_non_strict_parameters {x : } (hx : ∃ (p : ) (C : ), 0 < p 0 < C ∀ (q : ), q 0∀ (a : ), |x - a / q| C / q.natAbs ^ p) :

                    Helper for Theorem 8.3: non-strict integer-denominator Diophantine bounds imply IsDiophantineReal after shrinking the constant.

                    theorem helperForTheorem_8_3_isDiophantineReal_iff_exists_non_strict_parameters {x : } :
                    IsDiophantineReal x ∃ (p : ) (C : ), 0 < p 0 < C ∀ (q : ), q 0∀ (a : ), |x - a / q| C / q.natAbs ^ p

                    Helper for Theorem 8.3: IsDiophantineReal is equivalent to the existence of positive-parameter non-strict integer-denominator Diophantine bounds.

                    theorem helperForTheorem_8_3_signed_numerator_div_natAbs_eq_div_int (a q : ) (hq : q 0) :
                    ↑(a * q.sign) / q.natAbs = a / q

                    Helper for Theorem 8.3: rewrite an integer-denominator rational into a positive-denominator one using Int.sign and Int.natAbs.

                    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.

                    theorem helperForTheorem_8_3_isDiophantineReal_iff_exists_exponent_gt_one_and_constant {x : } :
                    IsDiophantineReal x ∃ (τ : ) (c : ), 1 < τ 0 < c ∀ (p : ) (q : ), 0 < q|x - p / q| c / q ^ τ

                    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.

                    theorem helperForTheorem_8_3_isDiophantineReal_iff_exists_exponent_gt_one_and_constant_ne_zero {x : } :
                    IsDiophantineReal x ∃ (τ : ) (c : ), 1 < τ 0 < c ∀ (p : ) (q : ), q 0|x - p / q| c / q ^ τ

                    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 , 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.