Documentation

Mathlib.MeasureTheory.Measure.VectorMeasure

Vector valued measures #

This file defines vector valued measures, which are σ-additive functions from a set to an add monoid M such that it maps the empty set and non-measurable sets to zero. In the case that M = ℝ, we called the vector measure a signed measure and write SignedMeasure α. Similarly, when M = ℂ, we call the measure a complex measure and write ComplexMeasure α.

Main definitions #

Notation #

Implementation notes #

We require all non-measurable sets to be mapped to zero in order for the extensionality lemma to only compare the underlying functions for measurable sets.

We use HasSum instead of tsum in the definition of vector measures in comparison to Measure since this provides summability.

Tags #

vector measure, signed measure, complex measure

structure MeasureTheory.VectorMeasure (α : Type u_3) [MeasurableSpace α] (M : Type u_4) [AddCommMonoid M] [TopologicalSpace M] :
Type (max u_3 u_4)

A vector measure on a measurable space α is a σ-additive M-valued function (for some M an add monoid) such that the empty set and non-measurable sets are mapped to zero.

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    A SignedMeasure is an -vector measure.

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      A ComplexMeasure is a -vector measure.

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        • MeasureTheory.VectorMeasure.instCoeFun = { coe := MeasureTheory.VectorMeasure.measureOf' }
        theorem MeasureTheory.VectorMeasure.m_iUnion {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] (v : MeasureTheory.VectorMeasure α M) {f : Set α} (hf₁ : ∀ (i : ), MeasurableSet (f i)) (hf₂ : Pairwise (Disjoint on f)) :
        HasSum (fun (i : ) => v (f i)) (v (⋃ (i : ), f i))
        theorem MeasureTheory.VectorMeasure.of_disjoint_iUnion_nat {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] [T2Space M] (v : MeasureTheory.VectorMeasure α M) {f : Set α} (hf₁ : ∀ (i : ), MeasurableSet (f i)) (hf₂ : Pairwise (Disjoint on f)) :
        v (⋃ (i : ), f i) = ∑' (i : ), v (f i)
        theorem MeasureTheory.VectorMeasure.coe_injective {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] :
        Function.Injective MeasureTheory.VectorMeasure.measureOf'
        theorem MeasureTheory.VectorMeasure.ext_iff' {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] (v : MeasureTheory.VectorMeasure α M) (w : MeasureTheory.VectorMeasure α M) :
        v = w ∀ (i : Set α), v i = w i
        theorem MeasureTheory.VectorMeasure.ext_iff {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] (v : MeasureTheory.VectorMeasure α M) (w : MeasureTheory.VectorMeasure α M) :
        v = w ∀ (i : Set α), MeasurableSet iv i = w i
        theorem MeasureTheory.VectorMeasure.ext {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] {s : MeasureTheory.VectorMeasure α M} {t : MeasureTheory.VectorMeasure α M} (h : ∀ (i : Set α), MeasurableSet is i = t i) :
        s = t
        theorem MeasureTheory.VectorMeasure.hasSum_of_disjoint_iUnion {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] [T2Space M] {v : MeasureTheory.VectorMeasure α M} [Countable β] {f : βSet α} (hf₁ : ∀ (i : β), MeasurableSet (f i)) (hf₂ : Pairwise (Disjoint on f)) :
        HasSum (fun (i : β) => v (f i)) (v (⋃ (i : β), f i))
        theorem MeasureTheory.VectorMeasure.of_disjoint_iUnion {α : Type u_1} {β : Type u_2} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] [T2Space M] {v : MeasureTheory.VectorMeasure α M} [Countable β] {f : βSet α} (hf₁ : ∀ (i : β), MeasurableSet (f i)) (hf₂ : Pairwise (Disjoint on f)) :
        v (⋃ (i : β), f i) = ∑' (i : β), v (f i)
        theorem MeasureTheory.VectorMeasure.of_union {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] [T2Space M] {v : MeasureTheory.VectorMeasure α M} {A : Set α} {B : Set α} (h : Disjoint A B) (hA : MeasurableSet A) (hB : MeasurableSet B) :
        v (A B) = v A + v B
        theorem MeasureTheory.VectorMeasure.of_add_of_diff {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] [T2Space M] {v : MeasureTheory.VectorMeasure α M} {A : Set α} {B : Set α} (hA : MeasurableSet A) (hB : MeasurableSet B) (h : A B) :
        v A + v (B \ A) = v B
        theorem MeasureTheory.VectorMeasure.of_diff {α : Type u_1} {m : MeasurableSpace α} {M : Type u_4} [AddCommGroup M] [TopologicalSpace M] [T2Space M] {v : MeasureTheory.VectorMeasure α M} {A : Set α} {B : Set α} (hA : MeasurableSet A) (hB : MeasurableSet B) (h : A B) :
        v (B \ A) = v B - v A
        theorem MeasureTheory.VectorMeasure.of_diff_of_diff_eq_zero {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] [T2Space M] {v : MeasureTheory.VectorMeasure α M} {A : Set α} {B : Set α} (hA : MeasurableSet A) (hB : MeasurableSet B) (h' : v (B \ A) = 0) :
        v (A \ B) + v B = v A
        theorem MeasureTheory.VectorMeasure.of_iUnion_nonneg {α : Type u_1} {m : MeasurableSpace α} {f : Set α} {M : Type u_4} [TopologicalSpace M] [OrderedAddCommMonoid M] [OrderClosedTopology M] {v : MeasureTheory.VectorMeasure α M} (hf₁ : ∀ (i : ), MeasurableSet (f i)) (hf₂ : Pairwise (Disjoint on f)) (hf₃ : ∀ (i : ), 0 v (f i)) :
        0 v (⋃ (i : ), f i)
        theorem MeasureTheory.VectorMeasure.of_iUnion_nonpos {α : Type u_1} {m : MeasurableSpace α} {f : Set α} {M : Type u_4} [TopologicalSpace M] [OrderedAddCommMonoid M] [OrderClosedTopology M] {v : MeasureTheory.VectorMeasure α M} (hf₁ : ∀ (i : ), MeasurableSet (f i)) (hf₂ : Pairwise (Disjoint on f)) (hf₃ : ∀ (i : ), v (f i) 0) :
        v (⋃ (i : ), f i) 0
        theorem MeasureTheory.VectorMeasure.of_nonneg_disjoint_union_eq_zero {α : Type u_1} {m : MeasurableSpace α} {s : MeasureTheory.SignedMeasure α} {A : Set α} {B : Set α} (h : Disjoint A B) (hA₁ : MeasurableSet A) (hB₁ : MeasurableSet B) (hA₂ : 0 s A) (hB₂ : 0 s B) (hAB : s (A B) = 0) :
        s A = 0
        theorem MeasureTheory.VectorMeasure.of_nonpos_disjoint_union_eq_zero {α : Type u_1} {m : MeasurableSpace α} {s : MeasureTheory.SignedMeasure α} {A : Set α} {B : Set α} (h : Disjoint A B) (hA₁ : MeasurableSet A) (hB₁ : MeasurableSet B) (hA₂ : s A 0) (hB₂ : s B 0) (hAB : s (A B) = 0) :
        s A = 0

        Given a real number r and a signed measure s, smul r s is the signed measure corresponding to the function r • s.

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          • MeasureTheory.VectorMeasure.instSMul = { smul := MeasureTheory.VectorMeasure.smul }
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          theorem MeasureTheory.VectorMeasure.coe_smul {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] {R : Type u_4} [Semiring R] [DistribMulAction R M] [ContinuousConstSMul R M] (r : R) (v : MeasureTheory.VectorMeasure α M) :
          (r v) = r v
          theorem MeasureTheory.VectorMeasure.smul_apply {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] {R : Type u_4} [Semiring R] [DistribMulAction R M] [ContinuousConstSMul R M] (r : R) (v : MeasureTheory.VectorMeasure α M) (i : Set α) :
          (r v) i = r v i
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          • MeasureTheory.VectorMeasure.instInhabited = { default := 0 }
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          theorem MeasureTheory.VectorMeasure.coe_zero {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] :
          0 = 0
          theorem MeasureTheory.VectorMeasure.zero_apply {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] (i : Set α) :
          0 i = 0

          The sum of two vector measure is a vector measure.

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            • MeasureTheory.VectorMeasure.instAdd = { add := MeasureTheory.VectorMeasure.add }
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            theorem MeasureTheory.VectorMeasure.add_apply {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] [ContinuousAdd M] (v : MeasureTheory.VectorMeasure α M) (w : MeasureTheory.VectorMeasure α M) (i : Set α) :
            (v + w) i = v i + w i
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            theorem MeasureTheory.VectorMeasure.coeFnAddMonoidHom_apply {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] [ContinuousAdd M] (self : MeasureTheory.VectorMeasure α M) :
            ∀ (a : Set α), MeasureTheory.VectorMeasure.coeFnAddMonoidHom self a = self a

            (⇑) is an AddMonoidHom.

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              The negative of a vector measure is a vector measure.

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                • MeasureTheory.VectorMeasure.instNeg = { neg := MeasureTheory.VectorMeasure.neg }

                The difference of two vector measure is a vector measure.

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                  • MeasureTheory.VectorMeasure.instSub = { sub := MeasureTheory.VectorMeasure.sub }
                  theorem MeasureTheory.VectorMeasure.sub_apply {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [AddCommGroup M] [TopologicalSpace M] [TopologicalAddGroup M] (v : MeasureTheory.VectorMeasure α M) (w : MeasureTheory.VectorMeasure α M) (i : Set α) :
                  (v - w) i = v i - w i
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                  A finite measure coerced into a real function is a signed measure.

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                    A measure is a vector measure over ℝ≥0∞.

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                      A vector measure over ℝ≥0∞ is a measure.

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                        theorem MeasureTheory.VectorMeasure.equivMeasure_symm_apply {α : Type u_1} [MeasurableSpace α] (μ : MeasureTheory.Measure α) :
                        MeasureTheory.VectorMeasure.equivMeasure.symm μ = MeasureTheory.Measure.toENNRealVectorMeasure μ

                        The equiv between VectorMeasure α ℝ≥0∞ and Measure α formed by MeasureTheory.VectorMeasure.ennrealToMeasure and MeasureTheory.Measure.toENNRealVectorMeasure.

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                          The pushforward of a vector measure along a function.

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                            theorem MeasureTheory.VectorMeasure.map_apply {α : Type u_1} {β : Type u_2} [MeasurableSpace α] [MeasurableSpace β] {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] (v : MeasureTheory.VectorMeasure α M) {f : αβ} (hf : Measurable f) {s : Set β} (hs : MeasurableSet s) :
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                            Given a vector measure v on M and a continuous AddMonoidHom f : M → N, f ∘ v is a vector measure on N.

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                              theorem MeasureTheory.VectorMeasure.mapRange_apply {α : Type u_1} [MeasurableSpace α] {M : Type u_3} [AddCommMonoid M] [TopologicalSpace M] (v : MeasureTheory.VectorMeasure α M) {N : Type u_4} [AddCommMonoid N] [TopologicalSpace N] {f : M →+ N} (hf : Continuous f) {s : Set α} :
                              (MeasureTheory.VectorMeasure.mapRange v f hf) s = f (v s)

                              Given a continuous AddMonoidHom f : M → N, mapRangeHom is the AddMonoidHom mapping the vector measure v on M to the vector measure f ∘ v on N.

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                                Given a continuous linear map f : M → N, mapRangeₗ is the linear map mapping the vector measure v on M to the vector measure f ∘ v on N.

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                                  The restriction of a vector measure on some set.

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                                    VectorMeasure.map as an additive monoid homomorphism.

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                                      VectorMeasure.restrict as an additive monoid homomorphism.

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                                        VectorMeasure.map as a linear map.

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                                          VectorMeasure.restrict as an additive monoid homomorphism.

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                                            Vector measures over a partially ordered monoid is partially ordered.

                                            This definition is consistent with Measure.instPartialOrder.

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                                            theorem MeasureTheory.VectorMeasure.le_iff {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [TopologicalSpace M] [AddCommMonoid M] [PartialOrder M] {v : MeasureTheory.VectorMeasure α M} {w : MeasureTheory.VectorMeasure α M} :
                                            v w ∀ (i : Set α), MeasurableSet iv i w i
                                            theorem MeasureTheory.VectorMeasure.le_iff' {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [TopologicalSpace M] [AddCommMonoid M] [PartialOrder M] {v : MeasureTheory.VectorMeasure α M} {w : MeasureTheory.VectorMeasure α M} :
                                            v w ∀ (i : Set α), v i w i
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                                              instance MeasureTheory.VectorMeasure.covariant_add_le {α : Type u_1} {m : MeasurableSpace α} {M : Type u_3} [TopologicalSpace M] [AddCommMonoid M] [PartialOrder M] [CovariantClass M M (fun (x x_1 : M) => x + x_1) fun (x x_1 : M) => x x_1] [ContinuousAdd M] :
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                                              A vector measure v is absolutely continuous with respect to a measure μ if for all sets s, μ s = 0, we have v s = 0.

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                                                A vector measure v is absolutely continuous with respect to a measure μ if for all sets s, μ s = 0, we have v s = 0.

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                                                  Two vector measures v and w are said to be mutually singular if there exists a measurable set s, such that for all t ⊆ s, v t = 0 and for all t ⊆ sᶜ, w t = 0.

                                                  We note that we do not require the measurability of t in the definition since this makes it easier to use. This is equivalent to the definition which requires measurability. To prove MutuallySingular with the measurability condition, use MeasureTheory.VectorMeasure.MutuallySingular.mk.

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                                                    Two vector measures v and w are said to be mutually singular if there exists a measurable set s, such that for all t ⊆ s, v t = 0 and for all t ⊆ sᶜ, w t = 0.

                                                    We note that we do not require the measurability of t in the definition since this makes it easier to use. This is equivalent to the definition which requires measurability. To prove MutuallySingular with the measurability condition, use MeasureTheory.VectorMeasure.MutuallySingular.mk.

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                                                      theorem MeasureTheory.VectorMeasure.MutuallySingular.mk {α : Type u_1} {m : MeasurableSpace α} {M : Type u_4} {N : Type u_5} [AddCommMonoid M] [TopologicalSpace M] [AddCommMonoid N] [TopologicalSpace N] {v : MeasureTheory.VectorMeasure α M} {w : MeasureTheory.VectorMeasure α N} (s : Set α) (hs : MeasurableSet s) (h₁ : ts, MeasurableSet tv t = 0) (h₂ : ts, MeasurableSet tw t = 0) :
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                                                      theorem MeasureTheory.VectorMeasure.trim_apply {α : Type u_1} {M : Type u_4} [AddCommMonoid M] [TopologicalSpace M] {m : MeasurableSpace α} {n : MeasurableSpace α} (v : MeasureTheory.VectorMeasure α M) (hle : m n) (i : Set α) :
                                                      (MeasureTheory.VectorMeasure.trim v hle) i = if MeasurableSet i then v i else 0

                                                      Restriction of a vector measure onto a sub-σ-algebra.

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                                                        Given a signed measure s and a positive measurable set i, toMeasureOfZeroLE provides the measure, mapping measurable sets j to s (i ∩ j).

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                                                          theorem MeasureTheory.SignedMeasure.toMeasureOfZeroLE_apply {α : Type u_1} {m : MeasurableSpace α} (s : MeasureTheory.SignedMeasure α) {i : Set α} {j : Set α} (hi : MeasureTheory.VectorMeasure.restrict 0 i MeasureTheory.VectorMeasure.restrict s i) (hi₁ : MeasurableSet i) (hj₁ : MeasurableSet j) :
                                                          (MeasureTheory.SignedMeasure.toMeasureOfZeroLE s i hi₁ hi) j = { val := s (i j), property := (_ : 0 s (i j)) }

                                                          Given a signed measure s and a negative measurable set i, toMeasureOfLEZero provides the measure, mapping measurable sets j to -s (i ∩ j).

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                                                            theorem MeasureTheory.SignedMeasure.toMeasureOfLEZero_apply {α : Type u_1} {m : MeasurableSpace α} (s : MeasureTheory.SignedMeasure α) {i : Set α} {j : Set α} (hi : MeasureTheory.VectorMeasure.restrict s i MeasureTheory.VectorMeasure.restrict 0 i) (hi₁ : MeasurableSet i) (hj₁ : MeasurableSet j) :
                                                            (MeasureTheory.SignedMeasure.toMeasureOfLEZero s i hi₁ hi) j = { val := -s (i j), property := (_ : 0 -s (i j)) }