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Analysis.MeasureTheory.Section_1_1_2

Introduction to Measure Theory, Section 1.1.2: Jordan measure #

A companion to Section 1.1.2 of the book "An introduction to Measure Theory".

@[reducible, inline]
noncomputable abbrev Jordan_inner_measure {d : } (E : Set (EuclideanSpace' d)) :

Definition 1.1.4. We intend these concepts to only be applied for bounded sets E, but it is convenient to permit E to be unbounded for the purposes of making the definitions.

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    noncomputable abbrev Jordan_outer_measure {d : } (E : Set (EuclideanSpace' d)) :
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      @[reducible, inline]
      noncomputable abbrev JordanMeasurable {d : } (E : Set (EuclideanSpace' d)) :

      A bounded set is Jordan measurable if its inner and outer Jordan measures coincide.

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        @[reducible, inline]
        noncomputable abbrev JordanMeasurable.measure {d : } {E : Set (EuclideanSpace' d)} :

        The Jordan measure of a Jordan measurable set (equals both inner and outer measure).

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          Jordan measure equals the inner Jordan measure by definition.

          For Jordan measurable sets, the measure also equals the outer Jordan measure.

          Any bounded set is contained in some elementary set (a sufficiently large box).

          The inner Jordan measure is always non-negative.

          The outer Jordan measure is always non-negative.

          For bounded sets, inner Jordan measure is at most outer Jordan measure.

          theorem le_Jordan_inner {d : } {E A : Set (EuclideanSpace' d)} (hA : IsElementary A) (hAE : A E) :

          Elementary measure of a subset is a lower bound for inner Jordan measure.

          theorem Jordan_outer_le {d : } {E A : Set (EuclideanSpace' d)} (hA : IsElementary A) (hAE : E A) :

          Elementary measure of a superset is an upper bound for outer Jordan measure.

          theorem Jordan_inner_le {d : } {E : Set (EuclideanSpace' d)} {m : } (hm : m < Jordan_inner_measure E) :
          ∃ (A : Set (EuclideanSpace' d)) (hA : IsElementary A), A E m < hA.measure

          If m < inner measure, there exists an elementary subset with measure > m.

          theorem le_Jordan_outer {d : } {E : Set (EuclideanSpace' d)} {m : } (hm : Jordan_outer_measure E < m) (hbound : Bornology.IsBounded E) :
          ∃ (A : Set (EuclideanSpace' d)) (hA : IsElementary A), E A hA.measure < m

          If outer measure < m, there exists an elementary superset with measure < m.

          theorem JordanMeasurable.equiv {d : } {E : Set (EuclideanSpace' d)} (hE : Bornology.IsBounded E) :
          [JordanMeasurable E, ε > 0, ∃ (A : Set (EuclideanSpace' d)) (B : Set (EuclideanSpace' d)) (hA : IsElementary A) (hB : IsElementary B), A E E B .measure ε, ε > 0, ∃ (A : Set (EuclideanSpace' d)) (_ : IsElementary A), Jordan_outer_measure (_root_.symmDiff E A) ε].TFAE

          Exercise 1.1.5

          Every elementary set is Jordan measurable.

          The Jordan measure of an elementary set equals its elementary measure.

          The empty set is Jordan measurable.

          @[simp]

          The empty set has Jordan measure zero.

          Exercise 1.1.6 (i) (Boolean closure)

          theorem JordanMeasurable.union' {d : } {S : Finset (Set (EuclideanSpace' d))} (hE : ES, JordanMeasurable E) :
          JordanMeasurable (⋃ ES, E)

          The union of a finset of Jordan measurable sets is Jordan measurable.

          Exercise 1.1.6 (i) (Boolean closure)

          Exercise 1.1.6 (i) (Boolean closure)

          Exercise 1.1.6 (i) (Boolean closure)

          Exercise 1.1.6 (ii) (non-negativity)

          theorem JordanMeasurable.mes_of_disjUnion {d : } {E F : Set (EuclideanSpace' d)} (hE : JordanMeasurable E) (hF : JordanMeasurable F) (hEF : Disjoint E F) :

          Exercise 1.1.6 (iii) (finite additivity)

          theorem JordanMeasurable.measure_of_disjUnion' {d : } {S : Finset (Set (EuclideanSpace' d))} (hE : ES, JordanMeasurable E) (hdisj : (↑S).PairwiseDisjoint id) :
          .measure = E : { x : Set (EuclideanSpace' d) // x S }, .measure

          Exercise 1.1.6 (iii) (finite additivity)

          theorem JordanMeasurable.mono {d : } {E F : Set (EuclideanSpace' d)} (hE : JordanMeasurable E) (hF : JordanMeasurable F) (hEF : E F) :

          Exercise 1.1.6 (iv) (monotonicity)

          Exercise 1.1.6 (v) (finite subadditivity)

          theorem JordanMeasurable.measure_of_union' {d : } {S : Finset (Set (EuclideanSpace' d))} (hE : ES, JordanMeasurable E) :
          .measure E : { x : Set (EuclideanSpace' d) // x S }, .measure

          Exercise 1.1.6 (v) (finite subadditivity)

          Exercise 1.1.6 (vi) (translation invariance)

          Exercise 1.1.6 (vi) (translation invariance)

          theorem JordanMeasurable.graph {d : } {B : Box d} {f : EuclideanSpace' d} (hf : ContinuousOn f B) :

          Exercise 1.1.7 (i) (Regions under graphs are Jordan measurable)

          theorem JordanMeasurable.measure_of_graph {d : } {B : Box d} {f : EuclideanSpace' d} (hf : ContinuousOn f B) :
          .measure = 0

          Exercise 1.1.7 (i) (Regions under graphs are Jordan measurable)

          theorem JordanMeasurable.undergraph {d : } {B : Box d} {f : EuclideanSpace' d} (hf : ContinuousOn f B) :

          Exercise 1.1.7 (i) (Regions under graphs are Jordan measurable)

          @[reducible, inline]
          abbrev EuclideanSpace'.plane_wedge (x y : EuclideanSpace' 2) :
          (fun (x : Fin 2) => ) 1

          The 2D wedge product (signed area parallelogram factor) of two vectors.

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            @[reducible, inline]
            abbrev IsPolytope {d : } (P : Set (EuclideanSpace' d)) :

            Exercise 1.1.9 A polytope is the convex hull of a finite set of vertices.

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              Exercise 1.1.9: Every polytope is Jordan measurable.

              theorem JordanMeasurable.ball {d : } (x₀ : EuclideanSpace' d) {r : } (hr : 0 < r) :

              Exercise 1.1.10 (1)

              theorem JordanMeasurable.closedBall {d : } (x₀ : EuclideanSpace' d) {r : } (hr : 0 < r) :

              Exercise 1.1.10 (1)

              theorem JordanMeasurable.measure_ball (d : ) :
              ∃ (c : ), ∀ (x₀ : EuclideanSpace' d) (r : ) (hr : 0 < r), .measure = c * r ^ d

              Exercise 1.1.10 (1)

              theorem JordanMeasurable.measure_closedBall {d : } (x₀ : EuclideanSpace' d) {r : } (hr : 0 < r) :
              .measure = .measure

              The Jordan measure of a closed ball equals that of the open ball.

              Exercise 1.1.10 (2)

              Exercise 1.1.10 (2)

              Exercise 1.1.11 (1)

              Exercise 1.1.11 (2)

              An invertible matrix defines a linear equivalence on Euclidean space.

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                theorem JordanMeasurable.measure_linear_det {d : } (A : Matrix (Fin d) (Fin d) ) [Invertible A] :
                .choose = |A.det|

                Exercise 1.1.11 (3)

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                A set is Jordan null if it is Jordan measurable with measure zero.

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                  A set is Jordan null iff it's bounded with outer Jordan measure zero.

                  theorem JordanMeasurable.null_mono {d : } {E F : Set (EuclideanSpace' d)} (h : null E) (hEF : F E) :

                  Exercise 1.1.12

                  theorem JordanMeasure.measure_eq {d : } {E : Set (EuclideanSpace' d)} (hE : JordanMeasurable E) :
                  Filter.Tendsto (fun (N : ) => N ^ (-d) * (Nat.card ↑(E Set.range fun (n : Fin d) (i : Fin d) => (↑N)⁻¹ * (n i)))) Filter.atTop (nhds hE.measure)

                  Exercise 1.1.13

                  @[reducible, inline]
                  noncomputable abbrev Box.dyadic {d : } (n : ) (i : Fin d) :
                  Box d

                  A dyadic box at scale 2^(-n) with multi-index i: the half-open cube [i/2^n, (i+1)/2^n).

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                    @[reducible, inline]
                    noncomputable abbrev metric_entropy_lower {d : } (E : Set (EuclideanSpace' d)) (n : ) :

                    Lower metric entropy: count of dyadic boxes at scale n fully contained in E.

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                      noncomputable abbrev metric_entropy_upper {d : } (E : Set (EuclideanSpace' d)) (n : ) :

                      Upper metric entropy: count of dyadic boxes at scale n that intersect E.

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                        theorem JordanMeasure.iff {d : } {E : Set (EuclideanSpace' d)} (hE : Bornology.IsBounded E) :
                        JordanMeasurable E Filter.Tendsto (fun (n : ) => 2 ^ (-(d * n)) * ((metric_entropy_upper E n) - (metric_entropy_lower E n))) Filter.atTop (nhds 0)

                        Exercise 1.1.14

                        theorem JordanMeasure.eq_lim_lower {d : } {E : Set (EuclideanSpace' d)} (hE : JordanMeasurable E) :
                        Filter.Tendsto (fun (n : ) => 2 ^ (-(d * n)) * (metric_entropy_lower E n)) Filter.atTop (nhds hE.measure)

                        Jordan measure equals the limit of scaled lower metric entropy.

                        theorem JordanMeasure.eq_lim_upper {d : } {E : Set (EuclideanSpace' d)} (hE : JordanMeasurable E) :
                        Filter.Tendsto (fun (n : ) => 2 ^ (-(d * n)) * (metric_entropy_upper E n)) Filter.atTop (nhds hE.measure)

                        Jordan measure equals the limit of scaled upper metric entropy.

                        theorem JordanMeasure.measure_uniq {d : } {m' : (E : Set (EuclideanSpace' d)) → JordanMeasurable E} (hnonneg : ∀ (E : Set (EuclideanSpace' d)) (hE : JordanMeasurable E), m' E hE 0) (hadd : ∀ (E F : Set (EuclideanSpace' d)) (hE : JordanMeasurable E) (hF : JordanMeasurable F), Disjoint E Fm' (E F) = m' E hE + m' F hF) (htrans : ∀ (E : Set (EuclideanSpace' d)) (hE : JordanMeasurable E) (x : EuclideanSpace' d), m' (E + {x}) = m' E hE) :
                        c0, ∀ (E : Set (EuclideanSpace' d)) (hE : JordanMeasurable E), m' E hE = c * hE.measure

                        Exercise 1.1.15 (Uniqueness of Jordan measure)

                        theorem JordanMeasure.measure_uniq' {d : } {m' : (E : Set (EuclideanSpace' d)) → JordanMeasurable E} (hnonneg : ∀ (E : Set (EuclideanSpace' d)) (hE : JordanMeasurable E), m' E hE 0) (hadd : ∀ (E F : Set (EuclideanSpace' d)) (hE : JordanMeasurable E) (hF : JordanMeasurable F), Disjoint E Fm' (E F) = m' E hE + m' F hF) (htrans : ∀ (E : Set (EuclideanSpace' d)) (hE : JordanMeasurable E) (x : EuclideanSpace' d), m' (E + {x}) = m' E hE) (hcube : m' (Box.unit_cube d) = 1) (E : Set (EuclideanSpace' d)) (hE : JordanMeasurable E) :
                        m' E hE = hE.measure

                        With unit cube normalization, the unique such function equals Jordan measure.

                        theorem JordanMeasurable.prod {d₁ d₂ : } {E₁ : Set (EuclideanSpace' d₁)} {E₂ : Set (EuclideanSpace' d₂)} (hE₁ : JordanMeasurable E₁) (hE₂ : JordanMeasurable E₂) :

                        Exercise 1.1.16

                        theorem JordanMeasurable.measure_of_prod {d₁ d₂ : } {E₁ : Set (EuclideanSpace' d₁)} {E₂ : Set (EuclideanSpace' d₂)} (hE₁ : JordanMeasurable E₁) (hE₂ : JordanMeasurable E₂) :
                        .measure = hE₁.measure * hE₂.measure

                        Jordan measure is multiplicative on products: μ(E₁ × E₂) = μ(E₁) * μ(E₂).

                        @[reducible, inline]
                        abbrev Isometric {d : } (E F : Set (EuclideanSpace' d)) :

                        Two sets are isometric if one is an orthogonal transformation plus translation of the other.

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                          theorem JordanMeasurable.measure_of_equidecomposable {d n : } {E F : Set (EuclideanSpace' d)} (hE : JordanMeasurable E) (hF : JordanMeasurable F) {P Q : Fin nSet (EuclideanSpace' d)} (hPQ : ∀ (i : Fin n), Isometric (P i) (Q i)) (hPE : E = ⋃ (i : Fin n), P i) (hQF : F = ⋃ (i : Fin n), Q i) (hPdisj : Set.univ.PairwiseDisjoint P) (hQdisj : Set.univ.PairwiseDisjoint fun (i : Fin n) => interior (Q i)) :

                          Exercise 1.1.17

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                          The unit square with all rational points removed (not Jordan measurable).

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                            The set of rational points in the unit square (not Jordan measurable).

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                              The bullet-riddled square has inner Jordan measure 0 (no elementary subset).

                              The bullet-riddled square has outer Jordan measure 1 (fills the unit square).

                              The rational points in the unit square have inner Jordan measure 0.

                              The rational points in the unit square have outer Jordan measure 1.

                              The bullet-riddled square is not Jordan measurable (inner ≠ outer).

                              The set of rational points is not Jordan measurable (inner ≠ outer).

                              Exercise 1.1.19 (Caratheodory property)