Documentation

Mathlib.MeasureTheory.Function.ConditionalExpectation.AEMeasurable

Functions a.e. measurable with respect to a sub-σ-algebra #

A function f verifies AEStronglyMeasurable[m] f μ if it is μ-a.e. equal to an m-strongly measurable function. This is similar to AEStronglyMeasurable, but the MeasurableSpace structures used for the measurability statement and for the measure are different.

We define lpMeas F 𝕜 m p μ, the subspace of Lp F p μ containing functions f verifying AEStronglyMeasurable[m] f μ, i.e. functions which are μ-a.e. equal to an m-strongly measurable function.

Main statements #

We define an IsometryEquiv between lpMeasSubgroup and the Lp space corresponding to the measure μ.trim hm. As a consequence, the completeness of Lp implies completeness of lpMeas.

Lp.induction_stronglyMeasurable (see also MemLp.induction_stronglyMeasurable): To prove something for an Lp function a.e. strongly measurable with respect to a sub-σ-algebra m in a normed space, it suffices to show that

theorem MeasureTheory.AEStronglyMeasurable.comp_ae_measurable' {α : Type u_1} {β : Type u_2} {γ : Type u_3} [TopologicalSpace β] {mα : MeasurableSpace α} {x✝ : MeasurableSpace γ} {f : α → β} {μ : Measure γ} {g : γ → α} (hf : AEStronglyMeasurable f (Measure.map g μ)) (hg : AEMeasurable g μ) :

The subset lpMeas of Lp functions a.e. measurable with respect to a sub-sigma-algebra #

def MeasureTheory.lpMeasSubgroup {α : Type u_1} (F : Type u_2) [NormedAddCommGroup F] (m : MeasurableSpace α) [MeasurableSpace α] (p : ENNReal) (μ : Measure α) :
AddSubgroup ↥(Lp F p μ)

lpMeasSubgroup F m p μ is the subspace of Lp F p μ containing functions f verifying AEStronglyMeasurable[m] f μ, i.e. functions which are μ-a.e. equal to an m-strongly measurable function.

Equations
Instances For
    def MeasureTheory.lpMeas {α : Type u_1} (F : Type u_2) (𝕜 : Type u_3) [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] (m : MeasurableSpace α) [MeasurableSpace α] (p : ENNReal) (μ : Measure α) :
    Submodule 𝕜 ↥(Lp F p μ)

    lpMeas F 𝕜 m p μ is the subspace of Lp F p μ containing functions f verifying AEStronglyMeasurable[m] f μ, i.e. functions which are μ-a.e. equal to an m-strongly measurable function.

    Equations
    Instances For
      theorem MeasureTheory.mem_lpMeasSubgroup_iff_aestronglyMeasurable {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} {f : ↥(Lp F p μ)} :
      f ∈ lpMeasSubgroup F m p μ ↔ AEStronglyMeasurable (↑↑f) μ
      theorem MeasureTheory.mem_lpMeas_iff_aestronglyMeasurable {α : Type u_1} {F : Type u_2} {𝕜 : Type u_3} {p : ENNReal} [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} {μ : Measure α} {f : ↥(Lp F p μ)} :
      f ∈ lpMeas F 𝕜 m p μ ↔ AEStronglyMeasurable (↑↑f) μ
      theorem MeasureTheory.lpMeas.aestronglyMeasurable {α : Type u_1} {F : Type u_2} {𝕜 : Type u_3} {p : ENNReal} [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m x✝ : MeasurableSpace α} {μ : Measure α} (f : ↥(lpMeas F 𝕜 m p μ)) :
      AEStronglyMeasurable (↑↑↑f) μ
      theorem MeasureTheory.mem_lpMeas_self {α : Type u_1} {F : Type u_2} {𝕜 : Type u_3} {p : ENNReal} [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m0 : MeasurableSpace α} (μ : Measure α) (f : ↥(Lp F p μ)) :
      f ∈ lpMeas F 𝕜 m0 p μ
      theorem MeasureTheory.mem_lpMeas_indicatorConstLp {α : Type u_1} {F : Type u_2} {𝕜 : Type u_3} {p : ENNReal} [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} (hm : m ≤ m0) {μ : Measure α} {s : Set α} (hs : MeasurableSet s) (hμs : μ s ≠ ⊤) {c : F} :
      indicatorConstLp p ⋯ hμs c ∈ lpMeas F 𝕜 m p μ

      The subspace lpMeas is complete. #

      We define an IsometryEquiv between lpMeasSubgroup and the Lp space corresponding to the measure μ.trim hm. As a consequence, the completeness of Lp implies completeness of lpMeasSubgroup (and lpMeas).

      theorem MeasureTheory.memLp_trim_of_mem_lpMeasSubgroup {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (f : ↥(Lp F p μ)) (hf_meas : f ∈ lpMeasSubgroup F m p μ) :
      MemLp (Exists.choose ⋯) p (μ.trim hm)

      If f belongs to lpMeasSubgroup F m p μ, then the measurable function it is almost everywhere equal to (given by AEMeasurable.mk) belongs to ℒp for the measure μ.trim hm.

      theorem MeasureTheory.mem_lpMeasSubgroup_toLp_of_trim {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (f : ↥(Lp F p (μ.trim hm))) :
      MemLp.toLp ↑↑f ⋯ ∈ lpMeasSubgroup F m p μ

      If f belongs to Lp for the measure μ.trim hm, then it belongs to the subgroup lpMeasSubgroup F m p μ.

      noncomputable def MeasureTheory.lpMeasSubgroupToLpTrim {α : Type u_1} (F : Type u_2) (p : ENNReal) [NormedAddCommGroup F] {m m0 : MeasurableSpace α} (μ : Measure α) (hm : m ≤ m0) (f : ↥(lpMeasSubgroup F m p μ)) :
      ↥(Lp F p (μ.trim hm))

      Map from lpMeasSubgroup to Lp F p (μ.trim hm).

      Equations
      Instances For
        noncomputable def MeasureTheory.lpMeasToLpTrim {α : Type u_1} (F : Type u_2) (𝕜 : Type u_3) (p : ENNReal) [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} (μ : Measure α) (hm : m ≤ m0) (f : ↥(lpMeas F 𝕜 m p μ)) :
        ↥(Lp F p (μ.trim hm))

        Map from lpMeas to Lp F p (μ.trim hm).

        Equations
        Instances For
          noncomputable def MeasureTheory.lpTrimToLpMeasSubgroup {α : Type u_1} (F : Type u_2) (p : ENNReal) [NormedAddCommGroup F] {m m0 : MeasurableSpace α} (μ : Measure α) (hm : m ≤ m0) (f : ↥(Lp F p (μ.trim hm))) :
          ↥(lpMeasSubgroup F m p μ)

          Map from Lp F p (μ.trim hm) to lpMeasSubgroup, inverse of lpMeasSubgroupToLpTrim.

          Equations
          Instances For
            noncomputable def MeasureTheory.lpTrimToLpMeas {α : Type u_1} (F : Type u_2) (𝕜 : Type u_3) (p : ENNReal) [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} (μ : Measure α) (hm : m ≤ m0) (f : ↥(Lp F p (μ.trim hm))) :
            ↥(lpMeas F 𝕜 m p μ)

            Map from Lp F p (μ.trim hm) to lpMeas, inverse of Lp_meas_to_Lp_trim.

            Equations
            Instances For
              theorem MeasureTheory.lpMeasSubgroupToLpTrim_ae_eq {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (f : ↥(lpMeasSubgroup F m p μ)) :
              ↑↑(lpMeasSubgroupToLpTrim F p μ hm f) =ᶠ[ae μ] ↑↑↑f
              theorem MeasureTheory.lpTrimToLpMeasSubgroup_ae_eq {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (f : ↥(Lp F p (μ.trim hm))) :
              ↑↑↑(lpTrimToLpMeasSubgroup F p μ hm f) =ᶠ[ae μ] ↑↑f
              theorem MeasureTheory.lpMeasToLpTrim_ae_eq {α : Type u_1} {F : Type u_2} {𝕜 : Type u_3} {p : ENNReal} [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (f : ↥(lpMeas F 𝕜 m p μ)) :
              ↑↑(lpMeasToLpTrim F 𝕜 p μ hm f) =ᶠ[ae μ] ↑↑↑f
              theorem MeasureTheory.lpTrimToLpMeas_ae_eq {α : Type u_1} {F : Type u_2} {𝕜 : Type u_3} {p : ENNReal} [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (f : ↥(Lp F p (μ.trim hm))) :
              ↑↑↑(lpTrimToLpMeas F 𝕜 p μ hm f) =ᶠ[ae μ] ↑↑f
              theorem MeasureTheory.lpMeasSubgroupToLpTrim_add {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (f g : ↥(lpMeasSubgroup F m p μ)) :
              theorem MeasureTheory.lpMeasSubgroupToLpTrim_neg {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (f : ↥(lpMeasSubgroup F m p μ)) :
              theorem MeasureTheory.lpMeasSubgroupToLpTrim_sub {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (f g : ↥(lpMeasSubgroup F m p μ)) :
              theorem MeasureTheory.lpMeasToLpTrim_smul {α : Type u_1} {F : Type u_2} {𝕜 : Type u_3} {p : ENNReal} [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (c : 𝕜) (f : ↥(lpMeas F 𝕜 m p μ)) :
              lpMeasToLpTrim F 𝕜 p μ hm (c • f) = c • lpMeasToLpTrim F 𝕜 p μ hm f
              theorem MeasureTheory.lpMeasSubgroupToLpTrim_norm_map {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} [hp : Fact (1 ≤ p)] (hm : m ≤ m0) (f : ↥(lpMeasSubgroup F m p μ)) :

              lpMeasSubgroupToLpTrim preserves the norm.

              theorem MeasureTheory.isometry_lpMeasSubgroupToLpTrim {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} [hp : Fact (1 ≤ p)] (hm : m ≤ m0) :
              noncomputable def MeasureTheory.lpMeasSubgroupToLpTrimIso {α : Type u_1} (F : Type u_2) (p : ENNReal) [NormedAddCommGroup F] {m m0 : MeasurableSpace α} (μ : Measure α) [Fact (1 ≤ p)] (hm : m ≤ m0) :
              ↥(lpMeasSubgroup F m p μ) ≃ᵢ ↥(Lp F p (μ.trim hm))

              lpMeasSubgroup and Lp F p (μ.trim hm) are isometric.

              Equations
              • One or more equations did not get rendered due to their size.
              Instances For
                noncomputable def MeasureTheory.lpMeasSubgroupToLpMeasIso {α : Type u_1} (F : Type u_2) (𝕜 : Type u_3) (p : ENNReal) [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} (μ : Measure α) [Fact (1 ≤ p)] :
                ↥(lpMeasSubgroup F m p μ) ≃ᵢ ↥(lpMeas F 𝕜 m p μ)

                lpMeasSubgroup and lpMeas are isometric.

                Equations
                Instances For
                  noncomputable def MeasureTheory.lpMeasToLpTrimLie {α : Type u_1} (F : Type u_2) (𝕜 : Type u_3) (p : ENNReal) [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} (μ : Measure α) [Fact (1 ≤ p)] (hm : m ≤ m0) :
                  ↥(lpMeas F 𝕜 m p μ) ≃ₗᵢ[𝕜] ↥(Lp F p (μ.trim hm))

                  lpMeas and Lp F p (μ.trim hm) are isometric, with a linear equivalence.

                  Equations
                  • One or more equations did not get rendered due to their size.
                  Instances For
                    instance MeasureTheory.instCompleteSpaceSubtypeAEEqFunMemAddSubgroupLpSubmoduleLpMeasOfFactLeMeasurableSpace {α : Type u_1} {F : Type u_2} {𝕜 : Type u_3} {p : ENNReal} [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} {μ : Measure α} [hm : Fact (m ≤ m0)] [CompleteSpace F] [hp : Fact (1 ≤ p)] :
                    CompleteSpace ↥(lpMeas F 𝕜 m p μ)
                    theorem MeasureTheory.isComplete_aestronglyMeasurable {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} [hp : Fact (1 ≤ p)] [CompleteSpace F] (hm : m ≤ m0) :
                    IsComplete {f : ↥(Lp F p μ) | AEStronglyMeasurable (↑↑f) μ}
                    theorem MeasureTheory.isClosed_aestronglyMeasurable {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} [Fact (1 ≤ p)] [CompleteSpace F] (hm : m ≤ m0) :
                    IsClosed {f : ↥(Lp F p μ) | AEStronglyMeasurable (↑↑f) μ}
                    theorem MeasureTheory.lpMeas.ae_fin_strongly_measurable' {α : Type u_1} {F : Type u_2} {𝕜 : Type u_3} {p : ENNReal} [RCLike 𝕜] [NormedAddCommGroup F] [NormedSpace 𝕜 F] {m m0 : MeasurableSpace α} {μ : Measure α} (hm : m ≤ m0) (f : ↥(lpMeas F 𝕜 m p μ)) (hp_ne_zero : p ≠ 0) (hp_ne_top : p ≠ ⊤) :
                    ∃ (g : α → F), FinStronglyMeasurable g (μ.trim hm) ∧ ↑↑↑f =ᶠ[ae μ] g

                    We do not get ae_fin_strongly_measurable f (μ.trim hm), since we don't have f =ᵐ[μ.trim hm] Lp_meas_to_Lp_trim F 𝕜 p μ hm f but only the weaker f =ᵐ[μ] Lp_meas_to_Lp_trim F 𝕜 p μ hm f.

                    theorem MeasureTheory.lpMeasToLpTrimLie_symm_indicator {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} [one_le_p : Fact (1 ≤ p)] [NormedSpace ℝ F] {hm : m ≤ m0} {s : Set α} {μ : Measure α} (hs : MeasurableSet s) (hμs : (μ.trim hm) s ≠ ⊤) (c : F) :
                    ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (indicatorConstLp p hs hμs c)) = indicatorConstLp p ⋯ ⋯ c

                    When applying the inverse of lpMeasToLpTrimLie (which takes a function in the Lp space of the sub-sigma algebra and returns its version in the larger Lp space) to an indicator of the sub-sigma-algebra, we obtain an indicator in the Lp space of the larger sigma-algebra.

                    theorem MeasureTheory.lpMeasToLpTrimLie_symm_toLp {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} [one_le_p : Fact (1 ≤ p)] [NormedSpace ℝ F] (hm : m ≤ m0) (f : α → F) (hf : MemLp f p (μ.trim hm)) :
                    ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp f hf)) = MemLp.toLp f ⋯
                    theorem MeasureTheory.Lp.induction_stronglyMeasurable_aux {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} [Fact (1 ≤ p)] [NormedSpace ℝ F] (hm : m ≤ m0) (hp_ne_top : p ≠ ⊤) (P : ↥(Lp F p μ) → Prop) (h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ⊤), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)) (h_add : ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ), AEStronglyMeasurable f μ → AEStronglyMeasurable g μ → Disjoint (Function.support f) (Function.support g) → P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)) (h_closed : IsClosed {f : ↥(lpMeas F ℝ m p μ) | P ↑f}) (f : ↥(Lp F p μ)) :
                    AEStronglyMeasurable (↑↑f) μ → P f

                    Auxiliary lemma for Lp.induction_stronglyMeasurable.

                    theorem MeasureTheory.Lp.induction_stronglyMeasurable {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} [Fact (1 ≤ p)] [NormedSpace ℝ F] (hm : m ≤ m0) (hp_ne_top : p ≠ ⊤) (P : ↥(Lp F p μ) → Prop) (h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ⊤), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)) (h_add : ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ), StronglyMeasurable f → StronglyMeasurable g → Disjoint (Function.support f) (Function.support g) → P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)) (h_closed : IsClosed {f : ↥(lpMeas F ℝ m p μ) | P ↑f}) (f : ↥(Lp F p μ)) :
                    AEStronglyMeasurable (↑↑f) μ → P f

                    To prove something for an Lp function a.e. strongly measurable with respect to a sub-σ-algebra m in a normed space, it suffices to show that

                    • the property holds for (multiples of) characteristic functions which are measurable w.r.t. m;
                    • is closed under addition;
                    • the set of functions in Lp strongly measurable w.r.t. m for which the property holds is closed.
                    theorem MeasureTheory.MemLp.induction_stronglyMeasurable {α : Type u_1} {F : Type u_2} {p : ENNReal} [NormedAddCommGroup F] {m m0 : MeasurableSpace α} {μ : Measure α} [Fact (1 ≤ p)] [NormedSpace ℝ F] (hm : m ≤ m0) (hp_ne_top : p ≠ ⊤) (P : (α → F) → Prop) (h_ind : ∀ (c : F) ⦃s : Set α⦄, MeasurableSet s → μ s < ⊤ → P (s.indicator fun (x : α) => c)) (h_add : ∀ ⦃f g : α → F⦄, Disjoint (Function.support f) (Function.support g) → MemLp f p μ → MemLp g p μ → StronglyMeasurable f → StronglyMeasurable g → P f → P g → P (f + g)) (h_closed : IsClosed {f : ↥(lpMeas F ℝ m p μ) | P ↑↑↑f}) (h_ae : ∀ ⦃f g : α → F⦄, f =ᶠ[ae μ] g → MemLp f p μ → P f → P g) ⦃f : α → F⦄ :
                    MemLp f p μ → AEStronglyMeasurable f μ → P f

                    To prove something for an arbitrary MemLp function a.e. strongly measurable with respect to a sub-σ-algebra m in a normed space, it suffices to show that

                    • the property holds for (multiples of) characteristic functions which are measurable w.r.t. m;
                    • is closed under addition;
                    • the set of functions in the Lᵖ space strongly measurable w.r.t. m for which the property holds is closed.
                    • the property is closed under the almost-everywhere equal relation.