Chebyshev-Markov inequality in terms of Lp seminorms #
In this file we formulate several versions of the Chebyshev-Markov inequality
in terms of the MeasureTheory.snorm
seminorm.
theorem
MeasureTheory.pow_mul_meas_ge_le_snorm
{α : Type u_1}
{E : Type u_2}
{m0 : MeasurableSpace α}
[NormedAddCommGroup E]
{p : ENNReal}
(μ : MeasureTheory.Measure α)
{f : α → E}
(hp_ne_zero : p ≠ 0)
(hp_ne_top : p ≠ ⊤)
(hf : MeasureTheory.AEStronglyMeasurable f μ)
(ε : ENNReal)
:
(ε * ↑↑μ {x : α | ε ≤ ↑‖f x‖₊ ^ ENNReal.toReal p}) ^ (1 / ENNReal.toReal p) ≤ MeasureTheory.snorm f p μ
theorem
MeasureTheory.mul_meas_ge_le_pow_snorm
{α : Type u_1}
{E : Type u_2}
{m0 : MeasurableSpace α}
[NormedAddCommGroup E]
{p : ENNReal}
(μ : MeasureTheory.Measure α)
{f : α → E}
(hp_ne_zero : p ≠ 0)
(hp_ne_top : p ≠ ⊤)
(hf : MeasureTheory.AEStronglyMeasurable f μ)
(ε : ENNReal)
:
ε * ↑↑μ {x : α | ε ≤ ↑‖f x‖₊ ^ ENNReal.toReal p} ≤ MeasureTheory.snorm f p μ ^ ENNReal.toReal p
theorem
MeasureTheory.mul_meas_ge_le_pow_snorm'
{α : Type u_1}
{E : Type u_2}
{m0 : MeasurableSpace α}
[NormedAddCommGroup E]
{p : ENNReal}
(μ : MeasureTheory.Measure α)
{f : α → E}
(hp_ne_zero : p ≠ 0)
(hp_ne_top : p ≠ ⊤)
(hf : MeasureTheory.AEStronglyMeasurable f μ)
(ε : ENNReal)
:
ε ^ ENNReal.toReal p * ↑↑μ {x : α | ε ≤ ↑‖f x‖₊} ≤ MeasureTheory.snorm f p μ ^ ENNReal.toReal p
A version of Chebyshev-Markov's inequality using Lp-norms.
theorem
MeasureTheory.meas_ge_le_mul_pow_snorm
{α : Type u_1}
{E : Type u_2}
{m0 : MeasurableSpace α}
[NormedAddCommGroup E]
{p : ENNReal}
(μ : MeasureTheory.Measure α)
{f : α → E}
(hp_ne_zero : p ≠ 0)
(hp_ne_top : p ≠ ⊤)
(hf : MeasureTheory.AEStronglyMeasurable f μ)
{ε : ENNReal}
(hε : ε ≠ 0)
:
↑↑μ {x : α | ε ≤ ↑‖f x‖₊} ≤ ε⁻¹ ^ ENNReal.toReal p * MeasureTheory.snorm f p μ ^ ENNReal.toReal p