Lp space #
This file provides the space Lp E p μ
as the subtype of elements of α →ₘ[μ] E
(see ae_eq_fun)
such that snorm f p μ
is finite. For 1 ≤ p
, snorm
defines a norm and Lp
is a complete metric
space.
Main definitions #
Lp E p μ
: elements ofα →ₘ[μ] E
(see ae_eq_fun) such thatsnorm f p μ
is finite. Defined as anAddSubgroup
ofα →ₘ[μ] E
.
Lipschitz functions vanishing at zero act by composition on Lp
. We define this action, and prove
that it is continuous. In particular,
ContinuousLinearMap.compLp
defines the action onLp
of a continuous linear map.Lp.posPart
is the positive part of anLp
function.Lp.negPart
is the negative part of anLp
function.
When α
is a topological space equipped with a finite Borel measure, there is a bounded linear map
from the normed space of bounded continuous functions (α →ᵇ E
) to Lp E p μ
. We construct this
as BoundedContinuousFunction.toLp
.
Notations #
Implementation #
Since Lp
is defined as an AddSubgroup
, dot notation does not work. Use Lp.Measurable f
to
say that the coercion of f
to a genuine function is measurable, instead of the non-working
f.Measurable
.
To prove that two Lp
elements are equal, it suffices to show that their coercions to functions
coincide almost everywhere (this is registered as an ext
rule). This can often be done using
filter_upwards
. For instance, a proof from first principles that f + (g + h) = (f + g) + h
could read (in the Lp
namespace)
example (f g h : Lp E p μ) : (f + g) + h = f + (g + h) := by
ext1
filter_upwards [coeFn_add (f + g) h, coeFn_add f g, coeFn_add f (g + h), coeFn_add g h]
with _ ha1 ha2 ha3 ha4
simp only [ha1, ha2, ha3, ha4, add_assoc]
The lemma coeFn_add
states that the coercion of f + g
coincides almost everywhere with the sum
of the coercions of f
and g
. All such lemmas use coeFn
in their name, to distinguish the
function coercion from the coercion to almost everywhere defined functions.
Lp space #
The space of equivalence classes of measurable functions for which snorm f p μ < ∞
.
Lp space
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make an element of Lp from a function verifying Memℒp
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- MeasureTheory.Lp.instCoeFun = { coe := fun (f : ↥(MeasureTheory.Lp E p)) => ↑↑f }
Equations
- MeasureTheory.Lp.instNorm = { norm := fun (f : ↥(MeasureTheory.Lp E p)) => ENNReal.toReal (MeasureTheory.snorm (↑↑f) p μ) }
Equations
- MeasureTheory.Lp.instNNNorm = { nnnorm := fun (f : ↥(MeasureTheory.Lp E p)) => { val := ‖f‖, property := (_ : 0 ≤ ENNReal.toReal (MeasureTheory.snorm (↑↑f) p μ)) } }
Equations
- MeasureTheory.Lp.instDist = { dist := fun (f g : ↥(MeasureTheory.Lp E p)) => ‖f - g‖ }
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- MeasureTheory.Lp.instEDist = { edist := fun (f g : ↥(MeasureTheory.Lp E p)) => MeasureTheory.snorm (↑↑f - ↑↑g) p μ }
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The 𝕜
-submodule of elements of α →ₘ[μ] E
whose Lp
norm is finite. This is Lp E p μ
,
with extra structure.
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- (_ : IsCentralScalar 𝕜 ↥(MeasureTheory.Lp E p)) = (_ : IsCentralScalar 𝕜 ↥(MeasureTheory.Lp E p))
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- (_ : SMulCommClass 𝕜 𝕜' ↥(MeasureTheory.Lp E p)) = (_ : SMulCommClass 𝕜 𝕜' ↥(MeasureTheory.Lp E p))
Equations
- (_ : IsScalarTower 𝕜 𝕜' ↥(MeasureTheory.Lp E p)) = (_ : IsScalarTower 𝕜 𝕜' ↥(MeasureTheory.Lp E p))
Equations
- (_ : BoundedSMul 𝕜 ↥(MeasureTheory.Lp E p)) = (_ : BoundedSMul 𝕜 ↥(MeasureTheory.Lp E p))
Indicator of a set as an element of Lᵖ #
For a set s
with (hs : MeasurableSet s)
and (hμs : μ s < ∞)
, we build
indicatorConstLp p hs hμs c
, the element of Lp
corresponding to s.indicator (fun _ => c)
.
If a function is supported on a finite-measure set and belongs to ℒ^p
, then it belongs to
ℒ^q
for any q ≤ p
.
The ℒ^p
norm of the indicator of a set is uniformly small if the set itself has small measure,
for any p < ∞
. Given here as an existential ∀ ε > 0, ∃ η > 0, ...
to avoid later
management of ℝ≥0∞
-arithmetic.
Indicator of a set as an element of Lp
.
Equations
- MeasureTheory.indicatorConstLp p hs hμs c = MeasureTheory.Memℒp.toLp (Set.indicator s fun (x : α) => c) (_ : MeasureTheory.Memℒp (Set.indicator s fun (x : α) => c) p)
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The indicator of a disjoint union of two sets is the sum of the indicators of the sets.
Constant function as an element of MeasureTheory.Lp
for a finite measure.
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MeasureTheory.Lp.const
as a LinearMap
.
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Composition with a measure preserving function #
Composition of an L^p
function with a measure preserving function is an L^p
function.
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MeasureTheory.Lp.compMeasurePreserving
as a linear map.
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MeasureTheory.Lp.compMeasurePreserving
as a linear isometry.
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Composition on L^p
#
We show that Lipschitz functions vanishing at zero act by composition on L^p
, and specialize
this to the composition with continuous linear maps, and to the definition of the positive
part of an L^p
function.
When g
is a Lipschitz function sending 0
to 0
and f
is in Lp
, then g ∘ f
is well
defined as an element of Lp
.
Equations
- LipschitzWith.compLp hg g0 f = { val := MeasureTheory.AEEqFun.comp g (_ : Continuous g) ↑f, property := (_ : MeasureTheory.AEEqFun.comp g (_ : Continuous g) ↑f ∈ MeasureTheory.Lp F p) }
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Composing f : Lp
with L : E →L[𝕜] F
.
Equations
- ContinuousLinearMap.compLp L f = LipschitzWith.compLp (_ : LipschitzWith ‖L‖₊ ⇑L) (_ : L 0 = 0) f
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Composing f : Lp E p μ
with L : E →L[𝕜] F
, seen as a 𝕜
-linear map on Lp E p μ
.
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Composing f : Lp E p μ
with L : E →L[𝕜] F
, seen as a continuous 𝕜
-linear map on
Lp E p μ
. See also the similar
LinearMap.compLeft
for functions,ContinuousLinearMap.compLeftContinuous
for continuous functions,ContinuousLinearMap.compLeftContinuousBounded
for bounded continuous functions,ContinuousLinearMap.compLeftContinuousCompact
for continuous functions on compact spaces.
Equations
- ContinuousLinearMap.compLpL p μ L = LinearMap.mkContinuous (ContinuousLinearMap.compLpₗ p μ L) ‖L‖ (_ : ∀ (f : ↥(MeasureTheory.Lp E p)), ‖ContinuousLinearMap.compLp L f‖ ≤ ‖L‖ * ‖f‖)
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Positive part of a function in L^p
.
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Negative part of a function in L^p
.
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L^p
is a complete space #
We show that L^p
is a complete space for 1 ≤ p
.
Prove that controlled Cauchy sequences of ℒp
have limits in ℒp
#
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- (_ : CompleteSpace ↥(MeasureTheory.Lp E p)) = (_ : CompleteSpace ↥(MeasureTheory.Lp E p))
An additive subgroup of Lp E p μ
, consisting of the equivalence classes which contain a
bounded continuous representative.
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By definition, the elements of Lp.boundedContinuousFunction E p μ
are the elements of
Lp E p μ
which contain a bounded continuous representative.
A bounded continuous function on a finite-measure space is in Lp
.
The Lp
-norm of a bounded continuous function is at most a constant (depending on the measure
of the whole space) times its sup-norm.
The Lp
-norm of a bounded continuous function is at most a constant (depending on the measure
of the whole space) times its sup-norm.
The normed group homomorphism of considering a bounded continuous function on a finite-measure
space as an element of Lp
.
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The bounded linear map of considering a bounded continuous function on a finite-measure space
as an element of Lp
.
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The bounded linear map of considering a continuous function on a compact finite-measure
space α
as an element of Lp
. By definition, the norm on C(α, E)
is the sup-norm, transferred
from the space α →ᵇ E
of bounded continuous functions, so this construction is just a matter of
transferring the structure from BoundedContinuousFunction.toLp
along the isometry.
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If a sum of continuous functions g n
is convergent, and the same sum converges in Lᵖ
to h
,
then in fact g n
converges uniformly to h
.
Bound for the operator norm of ContinuousMap.toLp
.
A version of Markov's inequality with elements of Lp.