Introduction to Measure Theory, Section 1.1.3: Connections with the Riemann integral #
A companion to Section 1.1.3 of the book "An introduction to Measure Theory".
Definition 1.1.5. (Riemann integrability) The interval I should be closed, though we will not enforce this. We also permit the length to be 0. We index the tags and deltas starting from 0 rather than 1
in the text as this is slightly more convenient in Lean.
- x_mono : StrictMono self.x
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- riemann_integral_eq f I R = Filter.Tendsto (fun (P : Sigma (TaggedPartition I)) => TaggedPartition.RiemannSum f P.snd) (TaggedPartition.nhds_zero I) (nhds R)
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Construct a uniform partition of [a,b] into n equal pieces with left endpoint tags.
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- One or more equations did not get rendered due to their size.
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For any positive interval and δ > 0, there exists a tagged partition with norm ≤ δ.
The filter TaggedPartition.nhds_zero is non-trivial when the interval has positive length.
We enforce I to be closed and nonempty for the definition of Riemann integrability.
The nonempty constraint ensures meaningful integration and excludes degenerate cases.
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- RiemannIntegrableOn f I = (I = BoundedInterval.Icc I.a I.b ∧ (↑I).Nonempty ∧ ∃ (R : ℝ), riemann_integral_eq f I R)
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- riemannIntegral f I = if h : RiemannIntegrableOn f I then ⋯.choose else 0
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When an interval has zero length, all Riemann sums equal zero.
When an interval has zero length and Riemann sums converge to R, then R = 0.
This requires that the filter is non-trivial (NeBot), which holds when I.a = I.b.
When a nonempty closed interval [a,b] has zero length, then a = b.
Definition 1.1.15 (Riemann integrability)
Definition 1.1.15 (Riemann integrability)
Definition 1.1.15 (Riemann integrability)
Definition 1.1.15. (Riemann integrability)
Helper: Modify a tagged partition by changing one tag
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The Riemann sum difference when changing one tag
Definition 1.1.15
- disjoint : (↑self.T).PairwiseDisjoint BoundedInterval.toSet
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- F.agreesWith f = Set.EqOn f F.f ↑I
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- PiecewiseConstantOn f I = ∃ (F : PiecewiseConstantFunction I), F.agreesWith f
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Exercise 1.1.20 (Piecewise constant functions)
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Exercise 1.1.20 (Piecewise constant functions)
Exercise 1.1.21 (a) (Linearity of the piecewise constant integral)
Exercise 1.1.21 (a) (Linearity of the piecewise constant integral)
Exercise 1.1.21 (a) (Linearity of the piecewise constant integral)
Exercise 1.1.21 (a) (Linearity of the piecewise constant integral)
Exercise 1.1.21 (b) (Monotonicity of the piecewise constant integral)
Exercise 1.1.21 (c) (Piecewise constant integral of indicator functions)
Exercise 1.1.21 (c) (Piecewise constant integral of indicator functions)
Definition 1.1.6 (Darboux integral)
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Definition 1.1.6 (Darboux integral)
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Helper: Construct a constant piecewise constant function with a given value
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Helper: The integral of a constant piecewise constant function
Helper: Construct the negation of a piecewise constant function
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Helper: The integral of a negated piecewise constant function
Helper: Convert a PiecewiseConstantFunction to PiecewiseConstantOn and relate integrals
Helper: Apply integral_mono between two PiecewiseConstantFunctions via PiecewiseConstantOn
Definition 1.1.6 (Darboux integral)
Definition 1.1.6 (Darboux integral)
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- DarbouxIntegrableOn f I = (I = BoundedInterval.Icc I.a I.b ∧ ∃ (M : ℝ), ∀ x ∈ I, |f x| ≤ M ∧ LowerDarbouxIntegral f I = UpperDarbouxIntegral f I)
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We give the Darboux integral the "junk" value of the lower Darboux integral when the function is not integrable.
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- darbouxIntegral f I = LowerDarbouxIntegral f I
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Definition 1.1.6 (Darboux integral)
Exercise 1.1.22
Exercise 1.1.22
Exercise 1.1.23
Exercise 1.1.24 (a) (Linearity of the piecewise constant integral)
Exercise 1.1.24 (a) (Linearity of the piecewise constant integral)
Exercise 1.1.24 (a) (Linearity of the piecewise constant integral)
Exercise 1.1.24 (a) (Linearity of the piecewise constant integral)
Exercise 1.1.24 (b) (Monotonicity of the piecewise constant integral)
Exercise 1.1.24 (c) (Indicator functions)
Exercise 1.1.24 (c) (Piecewise constant integral of indicator functions)
Exercise 1.1.24 (Uniqueness)
Exercise 1.1.25 (Area interpretation of Riemann integral)
Exercise 1.1.25 (Area interpretation of Riemann integral)
Exercise 1.1.25 (Area interpretation of Riemann integral)
Exercise 1.1.25 (Area interpretation of Riemann integral)