Integrable functions and L¹ space #
In the first part of 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
In the second part, we establish an API between Integrable and the space L¹ of equivalence
classes of integrable functions, already defined as a special case of L^p spaces for p = 1.
Notation #
α →₁[μ] βis the type ofL¹space, whereαis aMeasureSpaceandβis aNormedAddCommGroupwith aSecondCountableTopology.f : α →ₘ βis a "function" inL¹. In comments,[f]is also used to denote anL¹function.₁can be typed as\1.
Main definitions #
Let
f : α → βbe a function, whereαis aMeasureSpaceandβaNormedAddCommGroup. ThenHasFiniteIntegral fmeans(∫⁻ a, ‖f a‖₊) < ∞.If
βis moreover aMeasurableSpacethenfis calledIntegrableiffisMeasurableandHasFiniteIntegral fholds.
Implementation notes #
To prove something for an arbitrary integrable function, a useful theorem is
Integrable.induction in the file SetIntegral.
Tags #
integrable, function space, l1
Some results about the Lebesgue integral involving a normed group #
The predicate HasFiniteIntegral #
HasFiniteIntegral f μ means that the integral ∫⁻ a, ‖f a‖ ∂μ is finite.
HasFiniteIntegral f means HasFiniteIntegral f volume.
Instances For
Lemmas used for defining the positive part of an L¹ function
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.
Equations
Instances For
Alias of MeasureTheory.Integrable.of_finite.
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.
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‖ > ε is finite for all positive ε.
If f is ℝ-valued and integrable, then for any c > 0 the set {x | f x ≥ c} has finite
measure.
If f is ℝ-valued and integrable, then for any c < 0 the set {x | f x ≤ c} has finite
measure.
If f is ℝ-valued and integrable, then for any c > 0 the set {x | f x > c} has finite
measure.
If f is ℝ-valued and integrable, then for any c < 0 the set {x | f x < c} has finite
measure.
A function has finite integral for the counting measure iff its norm is summable.
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.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Lemmas used for defining the positive part of an L¹ function #
The predicate Integrable on measurable functions modulo a.e.-equality #
A class of almost everywhere equal functions is Integrable if its function representative
is integrable.
Equations
- f.Integrable = MeasureTheory.Integrable (↑f) μ
Instances For
Computing the norm of a difference between two L¹-functions. Note that this is not a
special case of norm_def since (f - g) x and f x - g x are not equal
(but only a.e.-equal).
Computing the norm of a difference between two L¹-functions. Note that this is not a
special case of ofReal_norm_eq_lintegral since (f - g) x and f x - g x are not equal
(but only a.e.-equal).
Construct the equivalence class [f] of an integrable function f, as a member of the
space L1 β 1 μ.